12.
BROKERAGE RECEIVABLES AND BROKERAGE PAYABLES Citi has receivables and payables for financial instruments sold to and purchased from brokers, dealers and customers, which arise in the ordinary course of business.
Citi is exposed to risk of loss from the inability of brokers, dealers or customers to pay for purchases or to deliver the financial instruments sold, in which case Citi would have to sell or purchase the financial instruments at prevailing market prices.
Credit risk is reduced to the extent that an exchange or clearing organization acts as a counterparty to the transaction and replaces the broker, dealer or customer in question.
Citi seeks to protect itself from the risks associated with customer activities by requiring customers to maintain margin collateral in compliance with regulatory and internal guidelines.
Margin levels are monitored daily, and customers deposit additional collateral as required.
Where customers cannot meet collateral requirements, Citi may liquidate sufficient underlying financial instruments to bring the customer into compliance with the required margin level.
Exposure to credit risk is impacted by market volatility, which may impair the ability of clients to satisfy their obligations to Citi.
Credit limits are established and closely monitored for customers and for brokers and dealers engaged in forwards, futures and other transactions deemed to be credit sensitive.
Brokerage receivables and Brokerage payables consisted of the following:
## Table 0 ##
(1) Includes brokerage receivables and payables recorded by Citi brokerdealer entities that are accounted for in accordance with the AICPA Accounting Guide for Brokers and Dealers in Securities as codified in ASC 940-320.
17.
DEBT Short-Term Borrowings
## Table 1 ##
(1) Includes borrowings from the Federal Home Loan Banks and other market participants.
At December 31, 2016, collateralized short-term advances from the Federal Home Loan Banks were $12.0 billion.
At December 31, 2015, no amounts were outstanding.
Borrowings under bank lines of credit may be at interest rates based on LIBOR, CD rates, the prime rate or bids submitted by the banks.
Citigroup pays commitment fees for its lines of credit.
Some of Citigroup鈥檚 non-bank subsidiaries have credit facilities with Citigroup鈥檚 subsidiary depository institutions, including Citibank.
Borrowings under these facilities are secured in accordance with Section 23A of the Federal Reserve Act.
Citigroup Global Markets Holdings Inc.  (CGMHI) has borrowing agreements consisting of facilities that CGMHI has been advised are available, but where no contractual lending obligation exists.
These arrangements are reviewed on an ongoing basis to ensure flexibility in meeting CGMHI鈥檚 short-term requirements.
Long-Term Debt
## Table 2 ##
(1) Parent holding company, Citigroup Inc.  (2) Includes notes that are subordinated within certain countries, regions or subsidiaries.
(3) Represents Citibank entities as well as other bank entities.
At December 31, 2016 and December 31, 2015, collateralized long-term advances from the Federal Home Loan Banks were $21.6 billion and $17.8 billion, respectively.
(4) Represents broker-dealer subsidiaries that are consolidated into Citigroup Inc. , the parent holding company.
The Company issues both fixed- and variable-rate debt in a range of currencies.
It uses derivative contracts, primarily interest rate swaps, to effectively convert a portion of its fixed-rate debt to variable-rate debt and variable-rate debt to fixed-rate debt.
The maturity structure of the derivatives generally corresponds to the maturity structure of the debt being hedged.
In addition, the Company uses other derivative contracts to manage the foreign exchange impact of certain debt issuances.
At December 31, 2016, the Company鈥檚 overall weighted average interest rate for long term debt was 3.49% on a contractual basis and 2.63% including the effects of derivative contracts.
Item 7.
Management’s Discussion and Analysis of Financial Condition and Results of Operations Results of Operations – Diamond Offshore – (Continued) While dayrates Diamond Offshore receives for new contracts are no longer at the peak levels achieved at the height of the most recent up-cycle, improving oil prices, which had climbed to approximately $90 per barrel by the end of 2010, appear to be supporting demand for Diamond Offshore’s equipment.
As a result, dayrates for Diamond Offshore’s international floater rigs appear to have stabilized, though demand for its services has not risen sufficiently to provide significant pricing power on new contracts.
Additionally, the continuing regulatory uncertainty in the GOM could cause Diamond Offshore or others to move additional rigs out of the GOM to international locations.
If Diamond Offshore, or others, move a large number of additional rigs out of the GOM to international locations, the increased supply of available rigs entering the international market, coupled with un-contracted new-build rigs scheduled for delivery between now and the end of 2011, could create downward pressure on dayrates unless demand improves sufficiently to absorb the new supply.
Diamond Offshore currently has one high specification floater and two jack-up rigs contracted offshore Egypt with an aggregate net book value of $270 million, or approximately 6.0% of Diamond Offshore’s total operating assets at December 31, 2010.
Although these rigs have continued to work throughout the recent political unrest in Egypt, there have been, and in the future there may be other, disruptions to the support networks within Egypt, including the banking institutions.
At February 1, 2011, Diamond Offshore’s contract drilling backlog related to its drilling operations offshore Egypt was approximately $60 million, or 2.2% of its total contract backlog, for 2011.
Diamond Offshore’s customers may attempt to assert force majeure under the agreements under which these rigs are operating.
As of the date of this Report, Diamond Offshore has not received any force majeure assertions with respect to its Egyptian operations.
Since September 30, 2010 through the date of this Report, Diamond Offshore has entered into 17 new drilling contracts totaling approximately $457 million in backlog and ranging in duration from one well to one year.
As of February 1, 2011, Diamond Offshore’s contract backlog was approximately $6.6 billion, of which its contracts in the GOM (excluding amounts related to the contract for the Ocean Monarch discussed above) represented approximately $141 million, or 2.1%, of Diamond Offshore’s total contract backlog.
Contract Drilling Backlog The following table reflects Diamond Offshore’s contract drilling backlog as of February 1, 2011, October 18, 2010 (the date reported in our Quarterly Report on Form 10-Q for the quarter ended September 30, 2010) and February 1, 2010 (the date reported in our Annual Report on Form 10-K for the year ended December 31, 2009).
Contract drilling backlog is calculated by multiplying the contracted operating dayrate by the firm contract period and adding one-half of any potential rig performance bonuses.
Diamond Offshore’s calculation also assumes full utilization of its drilling equipment for the contract period (excluding scheduled shipyard and survey days); however, the amount of actual revenue earned and the actual periods during which revenues are earned will be different than the amounts and periods shown in the tables below due to various factors.
Utilization rates, which generally approach 95.0% – 98.0% during contracted periods, can be adversely impacted by downtime due to various operating factors including, but not limited to, weather conditions and unscheduled repairs and maintenance.
Contract drilling backlog excludes revenues for mobilization, demobilization, contract preparation and customer reimbursables.
No revenue is generally earned during periods of downtime for regulatory surveys.
Changes in Diamond Offshore’s contract drilling backlog between periods are a function of the performance of work on term contracts, as well as the extension or modification of existing term contracts and the execution of additional contracts.

Tables referenced above, in order (Table 0 first):
<table><tr><td></td><td>December 31,</td></tr><tr><td>In millions of dollars</td><td>2016</td><td>2015</td></tr><tr><td>Receivables from customers</td><td>$10,374</td><td>$10,435</td></tr><tr><td>Receivables from brokers, dealers, and clearing organizations</td><td>18,513</td><td>17,248</td></tr><tr><td>Total brokerage receivables<sup>-1</sup></td><td>$28,887</td><td>$27,683</td></tr><tr><td>Payables to customers</td><td>$37,237</td><td>$35,653</td></tr><tr><td>Payables to brokers, dealers, and clearing organizations</td><td>19,915</td><td>18,069</td></tr><tr><td>Total brokerage payables<sup>-1</sup></td><td>$57,152</td><td>$53,722</td></tr></table>
<table><tr><td></td><td colspan="2">2016</td><td colspan="2">2015</td></tr><tr><td>In millions of dollars</td><td>Balance</td><td>Weighted average coupon</td><td>Balance</td><td>Weighted average coupon</td></tr><tr><td>Commercial paper</td><td>$9,989</td><td>0.79%</td><td>$9,995</td><td>0.22%</td></tr><tr><td>Other borrowings<sup>-1</sup></td><td>20,712</td><td>1.39</td><td>11,084</td><td>1.5</td></tr><tr><td>Total</td><td>$30,701</td><td></td><td>$21,079</td><td></td></tr></table>
<table><tr><td></td><td></td><td></td><td colspan="2">Balances atDecember 31,</td></tr><tr><td>In millions of dollars</td><td>Weightedaveragecoupon</td><td>Maturities</td><td>2016</td><td>2015</td></tr><tr><td>Citigroup Inc.<sup>-1</sup></td><td></td><td></td><td></td><td></td></tr><tr><td>Senior debt</td><td>4.00%</td><td>2017-2098</td><td>$118,881</td><td>$113,569</td></tr><tr><td>Subordinated debt<sup>-2</sup></td><td>4.48</td><td>2017-2046</td><td>26,758</td><td>26,875</td></tr><tr><td>Trust preferredsecurities</td><td>6.90</td><td>2036-2067</td><td>1,694</td><td>1,713</td></tr><tr><td>Bank<sup>-3</sup></td><td></td><td></td><td></td><td></td></tr><tr><td>Senior debt</td><td>1.88</td><td>2017-2038</td><td>49,454</td><td>55,131</td></tr><tr><td>Broker-dealer<sup>-4</sup></td><td></td><td></td><td></td><td></td></tr><tr><td>Senior debt</td><td>2.08</td><td>2017-2047</td><td>9,387</td><td>3,968</td></tr><tr><td>Subordinated debt<sup>-2</sup></td><td>0.95</td><td>2033-2037</td><td>4</td><td>19</td></tr><tr><td>Total</td><td>3.49%</td><td></td><td>$206,178</td><td>$201,275</td></tr><tr><td>Senior debt</td><td></td><td></td><td>$177,722</td><td>$172,668</td></tr><tr><td>Subordinated debt<sup>-2</sup></td><td></td><td></td><td>26,762</td><td>26,894</td></tr><tr><td>Trust preferredsecurities</td><td></td><td></td><td>1,694</td><td>1,713</td></tr><tr><td>Total</td><td></td><td></td><td>$206,178</td><td>$201,275</td></tr></table>

Question: What is the sum of elements in the range of 40000 and 120000 in 2016? (in million)
Answer: 168335
Reasoning program: add(118881,49454)