{"pre_text": ["management 2019s discussion and analysis 120 jpmorgan chase & co./2010 annual report wholesale credit portfolio as of december 31 , 2010 , wholesale exposure ( ib , cb , tss and am ) increased by $ 36.9 billion from december 31 , 2009 .", "the overall increase was primarily driven by increases of $ 23.5 billion in loans and $ 16.8 billion of receivables from customers , partially offset by decreases in interests in purchase receivables and lending-related commitments of $ 2.5 billion and $ 1.1 billion , respectively .", "the de- crease in lending-related commitments and the increase in loans were primarily related to the january 1 , 2010 , adoption of the accounting guidance related to vies , which resulted in the elimination of a net $ 17.7 billion of lending-related commitments between the firm and its administrated multi-seller conduits upon consolidation .", "assets of the consolidated conduits included $ 15.1 billion of wholesale loans at january 1 , 2010 .", "excluding the effect of the accounting guidance , lending-related commitments and loans would have increased by $ 16.6 billion and $ 8.4 billion , respectively , mainly related to in- creased client activity .", "the increase in loans also included the pur- chase of a $ 3.5 billion loan portfolio in cb during the third quarter of 2010 .", "the increase of $ 16.8 billion in receivables from customers was due to increased client activity , predominantly in prime services .", "wholesale ."], "post_text": ["net credit derivative hedges notional ( d ) $ ( 23108 ) $ ( 48376 ) $ ( 55 ) $ ( 139 ) liquid securities and other cash collateral held against derivatives ( e ) ( 16486 ) ( 15519 ) na na ( a ) represents primarily margin loans to prime and retail brokerage customers , which are included in accrued interest and accounts receivable on the consolidated balance sheets .", "( b ) represents an ownership interest in cash flows of a pool of receivables transferred by a third-party seller into a bankruptcy-remote entity , generally a trust .", "( c ) the amounts in nonperforming represent unfunded commitments that are risk rated as nonaccrual .", "( d ) represents the net notional amount of protection purchased and sold of single-name and portfolio credit derivatives used to manage both performing and nonperform- ing credit exposures ; these derivatives do not qualify for hedge accounting under u.s .", "gaap .", "for additional information , see credit derivatives on pages 126 2013128 , and note 6 on pages 191 2013199 of this annual report .", "( e ) represents other liquid securities collateral and other cash collateral held by the firm .", "( f ) excludes assets acquired in loan satisfactions .", "the following table presents summaries of the maturity and ratings profiles of the wholesale portfolio as of december 31 , 2010 and 2009 .", "the ratings scale is based on the firm 2019s internal risk ratings , which generally correspond to the ratings as defined by s&p and moody 2019s .", "also included in this table is the notional value of net credit derivative hedges ; the counterparties to these hedges are predominantly investment grade banks and finance companies. ."], "table": [["december 31 , ( in millions )", "december 31 , 2010", "december 31 , 2009", "2010", "2009"], ["loans retained", "$ 222510", "$ 200077", "$ 5510", "$ 6559"], ["loans held-for-sale", "3147", "2734", "341", "234"], ["loans at fair value", "1976", "1364", "155", "111"], ["loans 2013 reported", "227633", "204175", "6006", "6904"], ["derivative receivables", "80481", "80210", "34", "529"], ["receivables from customers ( a )", "32541", "15745", "2014", "2014"], ["interests in purchased receivables ( b )", "391", "2927", "2014", "2014"], ["total wholesale credit-related assets", "341046", "303057", "6040", "7433"], ["lending-related commitments ( c )", "346079", "347155", "1005", "1577"], ["total wholesale credit exposure", "$ 687125", "$ 650212", "$ 7045", "$ 9010"], ["net credit derivative hedges notional ( d )", "$ -23108 ( 23108 )", "$ -48376 ( 48376 )", "$ -55 ( 55 )", "$ -139 ( 139 )"], ["liquid securities and other cash collateral held against derivatives ( e )", "-16486 ( 16486 )", "-15519 ( 15519 )", "na", "na"]], "table_ori": [["December 31,", "Credit exposure", "Nonperforming (f)"], ["(in millions)", "2010", "2009", "2010", "2009"], ["Loans retained", "$222,510", "$200,077", "$5,510", "$6,559"], ["Loans held-for-sale", "3,147", "2,734", "341", "234"], ["Loans at fair value", "1,976", "1,364", "155", "111"], ["Loans– reported", "227,633", "204,175", "6,006", "6,904"], ["Derivative receivables", "80,481", "80,210", "34", "529"], ["Receivables from customers<sup>(a)</sup>", "32,541", "15,745", "—", "—"], ["Interests in purchased receivables<sup>(b)</sup>", "391", "2,927", "—", "—"], ["Total wholesale credit-related assets", "341,046", "303,057", "6,040", "7,433"], ["Lending-related commitments<sup>(c)</sup>", "346,079", "347,155", "1,005", "1,577"], ["Total wholesale credit exposure", "$687,125", "$650,212", "$7,045", "$9,010"], ["Net credit derivative hedges notional<sup>(d)</sup>", "$(23,108)", "$(48,376)", "$(55)", "$(139)"], ["Liquid securities and other cash collateral held against derivatives<sup>(e)</sup>", "(16,486)", "(15,519)", "NA", "NA"]]}

Question: what was the percentage change in loans retained from 2009 to 2010?
Evidence:
table_1: december 31 , ( in millions ) the loans retained of december 31 , 2010 is $ 222510 ; the loans retained of december 31 , 2009 is $ 200077 ; the loans retained of 2010 is $ 5510 ; the loans retained of 2009 is $ 6559 ;
Program: subtract(222510, 200077), divide(#0, 200077)
Answer:
exe_answer: 0.11212