Home > Calumet County Bank > Securities
Calumet County Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $16,648,000 | 4,245 |
| U.S. Government securities | $4,643,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,643,000 | 4,737 |
| Securities issued by states & political subdivisions | $12,005,000 | 2,551 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,485,000 | 3,970 |
| Mortgage-backed securities | $3,644,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $478,000 | 4,358 |
| Issued or guaranteed by U.S. | $478,000 | 4,354 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,166,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $3,166,000 | 1,860 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $16,648,000 | 3,900 |
| Total debt securities | $16,646,000 | 4,221 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $999,000 | 942 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $16,470,000 | 4,304 |
| U.S. Government securities | $4,006,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,006,000 | 4,900 |
| Securities issued by states & political subdivisions | $12,464,000 | 2,522 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,674,000 | 3,980 |
| Mortgage-backed securities | $3,756,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $493,000 | 4,371 |
| Issued or guaranteed by U.S. | $493,000 | 4,368 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,263,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,866 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $16,470,000 | 3,956 |
| Total debt securities | $16,469,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $250,000 | 1,478 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $17,295,000 | 4,324 |
| U.S. Government securities | $4,211,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,211,000 | 4,970 |
| Securities issued by states & political subdivisions | $13,084,000 | 2,473 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,744,000 | 4,007 |
| Mortgage-backed securities | $3,961,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,416 |
| Issued or guaranteed by U.S. | $525,000 | 4,412 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,436,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $3,436,000 | 1,857 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $17,295,000 | 3,966 |
| Total debt securities | $17,295,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,650 |
| Fair value | $250,000 | 1,659 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $16,151,000 | 4,504 |
| U.S. Government securities | $4,359,000 | 5,162 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,359,000 | 5,055 |
| Securities issued by states & political subdivisions | $11,792,000 | 2,615 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,836,000 | 4,042 |
| Mortgage-backed securities | $4,109,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $543,000 | 4,483 |
| Issued or guaranteed by U.S. | $543,000 | 4,480 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,566,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $3,566,000 | 1,881 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,151,000 | 4,139 |
| Total debt securities | $16,151,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,794 |
| Fair value | $249,000 | 1,813 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,577,000 | 4,501 |
| U.S. Government securities | $4,584,000 | 5,202 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,584,000 | 5,097 |
| Securities issued by states & political subdivisions | $11,993,000 | 2,571 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,181,000 | 4,244 |
| Mortgage-backed securities | $4,334,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $574,000 | 4,522 |
| Issued or guaranteed by U.S. | $574,000 | 4,517 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,760,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $3,760,000 | 1,893 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,577,000 | 4,144 |
| Total debt securities | $16,578,000 | 4,484 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,907 |
| Fair value | $250,000 | 1,917 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $14,933,000 | 4,725 |
| U.S. Government securities | $4,017,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,017,000 | 5,272 |
| Securities issued by states & political subdivisions | $10,916,000 | 2,720 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,499,000 | 4,234 |
| Mortgage-backed securities | $4,017,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $593,000 | 4,589 |
| Issued or guaranteed by U.S. | $593,000 | 4,583 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,424,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $3,424,000 | 1,992 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,933,000 | 4,341 |
| Total debt securities | $14,932,000 | 4,705 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $15,377,000 | 4,763 |
| U.S. Government securities | $4,165,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,165,000 | 5,335 |
| Securities issued by states & political subdivisions | $11,212,000 | 2,714 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,737,000 | 4,017 |
| Mortgage-backed securities | $4,165,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $615,000 | 4,668 |
| Issued or guaranteed by U.S. | $615,000 | 4,665 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,550,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $3,550,000 | 2,004 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $15,377,000 | 4,378 |
| Total debt securities | $15,371,000 | 4,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,412,000 | 4,747 |
| U.S. Government securities | $4,339,000 | 5,494 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,339,000 | 5,388 |
| Securities issued by states & political subdivisions | $12,073,000 | 2,606 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,277,000 | 4,382 |
| Mortgage-backed securities | $4,339,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $630,000 | 4,708 |
| Issued or guaranteed by U.S. | $630,000 | 4,706 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,709,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $3,709,000 | 1,995 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,412,000 | 4,347 |
| Total debt securities | $16,412,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $16,751,000 | 4,759 |
| U.S. Government securities | $4,484,000 | 5,506 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,484,000 | 5,409 |
| Securities issued by states & political subdivisions | $12,267,000 | 2,591 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,392,000 | 4,378 |
| Mortgage-backed securities | $4,484,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $637,000 | 4,750 |
| Issued or guaranteed by U.S. | $637,000 | 4,746 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,847,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $3,847,000 | 1,973 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $16,751,000 | 4,362 |
| Total debt securities | $16,752,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,158,000 | 4,728 |
| U.S. Government securities | $4,626,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,626,000 | 5,414 |
| Securities issued by states & political subdivisions | $12,532,000 | 2,553 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,407,000 | 4,367 |
| Mortgage-backed securities | $4,626,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $648,000 | 4,775 |
| Issued or guaranteed by U.S. | $648,000 | 4,771 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,978,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $3,978,000 | 1,941 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,158,000 | 4,338 |
| Total debt securities | $17,157,000 | 4,703 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,636,000 | 4,431 |
| U.S. Government securities | $7,806,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,806,000 | 4,890 |
| Securities issued by states & political subdivisions | $12,830,000 | 2,504 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,035,000 | 4,256 |
| Mortgage-backed securities | $7,806,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $2,835,000 | 4,037 |
| Issued or guaranteed by U.S. | $2,835,000 | 4,030 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,971,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $4,971,000 | 1,809 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,636,000 | 4,062 |
| Total debt securities | $20,637,000 | 4,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,908,000 | 4,331 |
| U.S. Government securities | $8,617,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,617,000 | 4,765 |
| Securities issued by states & political subdivisions | $13,291,000 | 2,437 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,248,000 | 3,975 |
| Mortgage-backed securities | $8,617,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,141,000 | 3,942 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,476,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $5,476,000 | 1,773 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,908,000 | 3,987 |
| Total debt securities | $21,909,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $21,405,000 | 4,389 |
| U.S. Government securities | $8,412,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,412,000 | 4,855 |
| Securities issued by states & political subdivisions | $12,993,000 | 2,477 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,202,000 | 4,259 |
| Mortgage-backed securities | $8,412,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $4,447,000 | 3,669 |
| Issued or guaranteed by U.S. | $4,447,000 | 3,665 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,965,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $3,965,000 | 2,048 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $21,405,000 | 4,059 |
| Total debt securities | $21,405,000 | 4,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $21,974,000 | 4,301 |
| U.S. Government securities | $9,083,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,083,000 | 4,738 |
| Securities issued by states & political subdivisions | $12,891,000 | 2,454 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,763,000 | 4,114 |
| Mortgage-backed securities | $9,083,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 3,546 |
| Issued or guaranteed by U.S. | $4,949,000 | 3,543 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,134,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $4,134,000 | 2,085 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $21,974,000 | 3,957 |
| Total debt securities | $21,974,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,514,000 | 4,298 |
| U.S. Government securities | $9,748,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,748,000 | 4,740 |
| Securities issued by states & political subdivisions | $12,766,000 | 2,442 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,320,000 | 4,031 |
| Mortgage-backed securities | $9,748,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,527,000 | 3,574 |
| Issued or guaranteed by U.S. | $5,527,000 | 3,574 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,221,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $4,221,000 | 2,150 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,514,000 | 3,950 |
| Total debt securities | $22,514,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $25,171,000 | 4,099 |
| U.S. Government securities | $12,330,000 | 4,531 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,330,000 | 4,437 |
| Securities issued by states & political subdivisions | $12,841,000 | 2,391 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,052,000 | 3,906 |
| Mortgage-backed securities | $12,030,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $7,343,000 | 3,234 |
| Issued or guaranteed by U.S. | $7,343,000 | 3,234 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,687,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $4,687,000 | 2,082 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $25,171,000 | 3,777 |
| Total debt securities | $25,171,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,694 |
| Fair value | $300,000 | 2,705 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $28,876,000 | 3,814 |
| U.S. Government securities | $13,943,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,943,000 | 4,310 |
| Securities issued by states & political subdivisions | $14,933,000 | 2,086 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,355,000 | 3,876 |
| Mortgage-backed securities | $13,648,000 | 3,073 |
| Certificates of participation in pools of residential mortgages | $8,582,000 | 3,024 |
| Issued or guaranteed by U.S. | $8,582,000 | 3,022 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,066,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $5,066,000 | 2,032 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,876,000 | 3,536 |
| Total debt securities | $28,875,000 | 3,784 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,944 |
| Fair value | $295,000 | 2,948 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $26,072,000 | 4,000 |
| U.S. Government securities | $11,473,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,473,000 | 4,619 |
| Securities issued by states & political subdivisions | $14,599,000 | 2,075 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $11,473,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $6,051,000 | 3,400 |
| Issued or guaranteed by U.S. | $6,051,000 | 3,399 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,422,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $5,422,000 | 1,880 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $26,072,000 | 3,672 |
| Total debt securities | $26,072,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $22,090,000 | 4,300 |
| U.S. Government securities | $8,274,000 | 5,232 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,274,000 | 5,130 |
| Securities issued by states & political subdivisions | $13,816,000 | 2,079 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $7,973,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $4,085,000 | 3,772 |
| Issued or guaranteed by U.S. | $4,085,000 | 3,762 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,888,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $3,888,000 | 2,086 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,090,000 | 3,952 |
| Total debt securities | $22,090,000 | 4,264 |
| Structured notes | ||
| Amortized cost | $291,000 | 2,918 |
| Fair value | $300,000 | 2,906 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $22,999,000 | 4,247 |
| U.S. Government securities | $9,520,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,520,000 | 5,015 |
| Securities issued by states & political subdivisions | $13,479,000 | 2,081 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $8,422,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $3,849,000 | 3,811 |
| Issued or guaranteed by U.S. | $3,849,000 | 3,797 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,573,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $4,573,000 | 1,937 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,999,000 | 3,897 |
| Total debt securities | $22,991,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 2,403 |
| Fair value | $1,098,000 | 2,402 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $19,482,000 | 4,602 |
| U.S. Government securities | $5,354,000 | 5,952 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,354,000 | 5,821 |
| Securities issued by states & political subdivisions | $14,128,000 | 1,971 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $4,571,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $1,453,000 | 4,575 |
| Issued or guaranteed by U.S. | $1,453,000 | 4,567 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,118,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $3,118,000 | 2,131 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $19,482,000 | 4,211 |
| Total debt securities | $19,482,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $786,000 | 2,734 |
| Fair value | $783,000 | 2,729 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $21,525,000 | 4,231 |
| U.S. Government securities | $2,992,000 | 6,406 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,992,000 | 6,279 |
| Securities issued by states & political subdivisions | $18,533,000 | 1,521 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $2,502,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,125 |
| Issued or guaranteed by U.S. | $371,000 | 5,114 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,131,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $2,131,000 | 2,336 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,525,000 | 3,894 |
| Total debt securities | $21,525,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,871 |
| Fair value | $490,000 | 2,843 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $20,774,000 | 4,261 |
| U.S. Government securities | $2,090,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,090,000 | 6,552 |
| Securities issued by states & political subdivisions | $18,684,000 | 1,463 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $2,090,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $411,000 | 5,105 |
| Issued or guaranteed by U.S. | $411,000 | 5,092 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,679,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,679,000 | 2,439 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $20,774,000 | 3,905 |
| Total debt securities | $20,774,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $20,990,000 | 4,274 |
| U.S. Government securities | $2,230,000 | 6,773 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,230,000 | 6,658 |
| Securities issued by states & political subdivisions | $18,760,000 | 1,384 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $2,230,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,137 |
| Issued or guaranteed by U.S. | $446,000 | 5,125 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,784,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 2,302 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $20,990,000 | 3,895 |
| Total debt securities | $20,991,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $17,868,000 | 4,681 |
| U.S. Government securities | $2,043,000 | 6,922 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,043,000 | 6,809 |
| Securities issued by states & political subdivisions | $15,825,000 | 1,602 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $2,043,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,205 |
| Issued or guaranteed by U.S. | $512,000 | 5,193 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,531,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,531,000 | 2,328 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,868,000 | 4,254 |
| Total debt securities | $17,868,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $14,322,000 | 5,122 |
| U.S. Government securities | $1,073,000 | 7,200 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,073,000 | 7,098 |
| Securities issued by states & political subdivisions | $13,249,000 | 1,849 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $1,073,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,807 |
| Issued or guaranteed by U.S. | $49,000 | 5,793 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,024,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,532 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,322,000 | 4,684 |
| Total debt securities | $14,323,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $16,506,000 | 4,860 |
| U.S. Government securities | $1,357,000 | 7,202 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,357,000 | 7,109 |
| Securities issued by states & political subdivisions | $15,149,000 | 1,632 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $1,357,000 | 5,319 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,872 |
| Issued or guaranteed by U.S. | $60,000 | 5,853 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,297,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,390 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $16,506,000 | 4,432 |
| Total debt securities | $16,507,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $18,512,000 | 4,611 |
| U.S. Government securities | $2,276,000 | 6,973 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,276,000 | 6,879 |
| Securities issued by states & political subdivisions | $16,236,000 | 1,473 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $2,276,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,898 |
| Issued or guaranteed by U.S. | $73,000 | 5,878 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,203,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 2,058 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,512,000 | 4,163 |
| Total debt securities | $18,512,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,237,000 | 4,291 |
| U.S. Government securities | $3,089,000 | 6,828 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,089,000 | 6,738 |
| Securities issued by states & political subdivisions | $18,148,000 | 1,258 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $3,089,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,934 |
| Issued or guaranteed by U.S. | $86,000 | 5,917 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,003,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 1,866 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,237,000 | 3,856 |
| Total debt securities | $21,237,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,622,000 | 4,135 |
| U.S. Government securities | $4,803,000 | 6,460 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,803,000 | 6,367 |
| Securities issued by states & political subdivisions | $15,519,000 | 1,462 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,300,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $4,247,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,813 |
| Issued or guaranteed by U.S. | $178,000 | 5,793 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,069,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $4,069,000 | 1,639 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,622,000 | 3,691 |
| Total debt securities | $20,323,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $556,000 | 1,295 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $22,674,000 | 4,065 |
| U.S. Government securities | $7,496,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,496,000 | 5,616 |
| Securities issued by states & political subdivisions | $15,178,000 | 1,462 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $5,029,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $891,000 | 5,244 |
| Issued or guaranteed by U.S. | $891,000 | 5,228 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,138,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $4,138,000 | 1,536 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,674,000 | 3,615 |
| Total debt securities | $22,674,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $2,174,000 | 584 |
| Fair value | $2,216,000 | 571 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $23,020,000 | 4,081 |
| U.S. Government securities | $7,742,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,742,000 | 5,581 |
| Securities issued by states & political subdivisions | $15,278,000 | 1,454 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $5,284,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $918,000 | 5,243 |
| Issued or guaranteed by U.S. | $918,000 | 5,222 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,366,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $4,366,000 | 1,508 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $23,020,000 | 3,638 |
| Total debt securities | $23,024,000 | 4,033 |
| Structured notes | ||
| Amortized cost | $2,172,000 | 613 |
| Fair value | $2,206,000 | 605 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $22,046,000 | 4,177 |
| U.S. Government securities | $9,056,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,056,000 | 5,233 |
| Securities issued by states & political subdivisions | $12,990,000 | 1,693 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $5,739,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $995,000 | 5,136 |
| Issued or guaranteed by U.S. | $995,000 | 5,109 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,744,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $4,744,000 | 1,431 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $22,046,000 | 3,749 |
| Total debt securities | $22,044,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $2,982,000 | 525 |
| Fair value | $3,066,000 | 489 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,495,000 | 4,402 |
| U.S. Government securities | $10,668,000 | 5,118 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,668,000 | 5,019 |
| Securities issued by states & political subdivisions | $8,827,000 | 2,264 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,000,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $3,930,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $1,006,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,006,000 | 4,908 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,924,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 1,685 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $20,495,000 | 3,903 |
| Total debt securities | $19,493,000 | 4,474 |
| Structured notes | ||
| Amortized cost | $6,390,000 | 390 |
| Fair value | $6,488,000 | 388 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,900,000 | 4,498 |
| U.S. Government securities | $9,686,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,686,000 | 5,294 |
| Securities issued by states & political subdivisions | $9,214,000 | 2,163 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,000,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $3,015,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,425 |
| Issued or guaranteed by U.S. | $335,000 | 5,403 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,680,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,680,000 | 1,685 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $19,900,000 | 3,976 |
| Total debt securities | $18,900,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $6,384,000 | 496 |
| Fair value | $6,423,000 | 490 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,264,000 | 4,457 |
| U.S. Government securities | $10,052,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,052,000 | 5,271 |
| Securities issued by states & political subdivisions | $9,087,000 | 2,171 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,125,000 | 928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $3,524,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,221 |
| Issued or guaranteed by U.S. | $526,000 | 5,203 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,998,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $2,998,000 | 1,601 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,264,000 | 3,917 |
| Total debt securities | $19,140,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $6,377,000 | 531 |
| Fair value | $6,281,000 | 529 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,639,000 | 4,413 |
| U.S. Government securities | $9,168,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,168,000 | 5,491 |
| Securities issued by states & political subdivisions | $6,871,000 | 2,615 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,600,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $4,000,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,193 |
| Issued or guaranteed by U.S. | $569,000 | 5,172 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,431,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,431,000 | 1,520 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,639,000 | 3,879 |
| Total debt securities | $16,038,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $5,174,000 | 674 |
| Fair value | $5,167,000 | 671 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,555,000 | 4,334 |
| U.S. Government securities | $10,200,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,200,000 | 5,302 |
| Securities issued by states & political subdivisions | $7,355,000 | 2,508 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,000,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $4,476,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $602,000 | 5,170 |
| Issued or guaranteed by U.S. | $602,000 | 5,150 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,874,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $3,874,000 | 1,460 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,555,000 | 3,789 |
| Total debt securities | $17,555,000 | 4,847 |
| Structured notes | ||
| Amortized cost | $5,767,000 | 651 |
| Fair value | $5,724,000 | 650 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,123,000 | 4,430 |
| U.S. Government securities | $10,685,000 | 5,371 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,685,000 | 5,246 |
| Securities issued by states & political subdivisions | $7,538,000 | 2,463 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,900,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $4,999,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,146 |
| Issued or guaranteed by U.S. | $643,000 | 5,122 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,356,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $4,356,000 | 1,352 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,123,000 | 3,872 |
| Total debt securities | $18,224,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $5,760,000 | 705 |
| Fair value | $5,686,000 | 707 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $18,909,000 | 4,712 |
| U.S. Government securities | $11,446,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,446,000 | 5,110 |
| Securities issued by states & political subdivisions | $7,463,000 | 2,461 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $5,561,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $684,000 | 5,139 |
| Issued or guaranteed by U.S. | $684,000 | 5,116 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,877,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $4,877,000 | 1,269 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,909,000 | 4,100 |
| Total debt securities | $18,910,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $5,753,000 | 759 |
| Fair value | $5,586,000 | 761 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $20,365,000 | 4,573 |
| U.S. Government securities | $11,980,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,980,000 | 5,000 |
| Securities issued by states & political subdivisions | $7,935,000 | 2,355 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $450,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $6,038,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $746,000 | 5,112 |
| Issued or guaranteed by U.S. | $746,000 | 5,092 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,292,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $5,292,000 | 1,225 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $20,365,000 | 3,955 |
| Total debt securities | $19,916,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $5,746,000 | 765 |
| Fair value | $5,645,000 | 763 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,681,000 | 4,543 |
| U.S. Government securities | $10,546,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,546,000 | 5,311 |
| Securities issued by states & political subdivisions | $7,935,000 | 2,343 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,200,000 | 790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $6,472,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $792,000 | 5,103 |
| Issued or guaranteed by U.S. | $792,000 | 5,084 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,680,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $5,680,000 | 1,186 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,681,000 | 3,913 |
| Total debt securities | $18,481,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $3,397,000 | 1,192 |
| Fair value | $3,328,000 | 1,195 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,338,000 | 4,305 |
| U.S. Government securities | $12,062,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,062,000 | 4,938 |
| Securities issued by states & political subdivisions | $10,276,000 | 1,878 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $7,063,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,072 |
| Issued or guaranteed by U.S. | $885,000 | 5,053 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,178,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $6,178,000 | 1,139 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $22,338,000 | 3,724 |
| Total debt securities | $22,338,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $4,283,000 | 958 |
| Fair value | $4,253,000 | 959 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $23,689,000 | 4,177 |
| U.S. Government securities | $12,590,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,590,000 | 4,871 |
| Securities issued by states & political subdivisions | $11,099,000 | 1,760 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $7,577,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 5,021 |
| Issued or guaranteed by U.S. | $1,002,000 | 5,002 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,575,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $6,575,000 | 1,145 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $23,689,000 | 3,616 |
| Total debt securities | $23,689,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $4,279,000 | 955 |
| Fair value | $4,268,000 | 954 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $24,933,000 | 4,116 |
| U.S. Government securities | $13,867,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,867,000 | 4,690 |
| Securities issued by states & political subdivisions | $11,066,000 | 1,754 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $8,025,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $1,088,000 | 5,006 |
| Issued or guaranteed by U.S. | $1,088,000 | 4,992 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,937,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $6,937,000 | 1,135 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $24,933,000 | 3,566 |
| Total debt securities | $24,934,000 | 4,056 |
| Structured notes | ||
| Amortized cost | $5,167,000 | 814 |
| Fair value | $5,097,000 | 813 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $18,557,000 | 4,935 |
| U.S. Government securities | $7,470,000 | 6,333 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,470,000 | 6,189 |
| Securities issued by states & political subdivisions | $10,712,000 | 1,823 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $375,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $5,730,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,949 |
| Issued or guaranteed by U.S. | $230,000 | 5,932 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,500,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $5,500,000 | 1,311 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $18,557,000 | 4,296 |
| Total debt securities | $18,182,000 | 4,938 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,189 |
| Fair value | $991,000 | 2,163 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $17,983,000 | 5,011 |
| U.S. Government securities | $8,028,000 | 6,185 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,028,000 | 6,040 |
| Securities issued by states & political subdivisions | $9,705,000 | 1,993 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $250,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $6,078,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,948 |
| Issued or guaranteed by U.S. | $249,000 | 5,934 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,829,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $5,829,000 | 1,284 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,983,000 | 4,360 |
| Total debt securities | $17,733,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $1,198,000 | 1,913 |
| Fair value | $1,195,000 | 1,910 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,049,000 | 5,247 |
| U.S. Government securities | $7,114,000 | 6,534 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,114,000 | 6,363 |
| Securities issued by states & political subdivisions | $8,685,000 | 2,168 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,250,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $5,487,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,487,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $5,487,000 | 1,334 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,049,000 | 4,585 |
| Total debt securities | $15,800,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $486,000 | 2,588 |
| Fair value | $490,000 | 2,507 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $16,689,000 | 5,249 |
| U.S. Government securities | $6,379,000 | 6,719 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,379,000 | 6,559 |
| Securities issued by states & political subdivisions | $9,310,000 | 2,087 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,000,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $4,254,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,951 |
| Issued or guaranteed by U.S. | $3,000 | 6,934 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,251,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $4,251,000 | 1,526 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $16,689,000 | 4,620 |
| Total debt securities | $15,688,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,682 |
| Fair value | $1,153,000 | 1,682 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $17,210,000 | 5,229 |
| U.S. Government securities | $7,345,000 | 6,491 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,345,000 | 6,316 |
| Securities issued by states & political subdivisions | $9,065,000 | 2,121 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $800,000 | 1,433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $4,182,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,958 |
| Issued or guaranteed by U.S. | $6,000 | 6,935 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,176,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $4,176,000 | 1,633 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $17,210,000 | 4,560 |
| Total debt securities | $16,410,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $1,149,000 | 1,552 |
| Fair value | $1,143,000 | 1,550 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $16,154,000 | 5,330 |
| U.S. Government securities | $6,377,000 | 6,671 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,377,000 | 6,491 |
| Securities issued by states & political subdivisions | $9,077,000 | 2,121 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $700,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,256,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,986 |
| Issued or guaranteed by U.S. | $7,000 | 6,962 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,249,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $3,249,000 | 1,829 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,154,000 | 4,668 |
| Total debt securities | $15,452,000 | 5,376 |
| Structured notes | ||
| Amortized cost | $899,000 | 1,613 |
| Fair value | $893,000 | 1,615 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,223,000 | 5,268 |
| U.S. Government securities | $4,771,000 | 7,166 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,771,000 | 6,988 |
| Securities issued by states & political subdivisions | $8,402,000 | 2,210 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,050,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $2,610,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,946 |
| Issued or guaranteed by U.S. | $12,000 | 6,926 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,598,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 2,161 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,223,000 | 4,589 |
| Total debt securities | $13,172,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,785 |
| Fair value | $413,000 | 1,785 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,319,000 | 5,807 |
| U.S. Government securities | $4,600,000 | 7,294 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,600,000 | 7,090 |
| Securities issued by states & political subdivisions | $6,819,000 | 2,459 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,900,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,801,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,883 |
| Issued or guaranteed by U.S. | $21,000 | 6,864 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,780,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 2,186 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $13,319,000 | 5,078 |
| Total debt securities | $11,419,000 | 6,125 |
| Structured notes | ||
| Amortized cost | $799,000 | 1,179 |
| Fair value | $813,000 | 1,169 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $11,683,000 | 6,134 |
| U.S. Government securities | $4,154,000 | 7,472 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,154,000 | 7,270 |
| Securities issued by states & political subdivisions | $5,494,000 | 2,773 |
| Other domestic debt securities | $285,000 | 3,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $285,000 | 3,177 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,750,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $2,654,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,857 |
| Issued or guaranteed by U.S. | $25,000 | 6,836 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,629,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $2,629,000 | 2,278 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $11,683,000 | 5,347 |
| Total debt securities | $9,932,000 | 6,427 |
| Structured notes | ||
| Amortized cost | $799,000 | 1,030 |
| Fair value | $813,000 | 1,023 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,043,000 | 5,564 |
| U.S. Government securities | $5,676,000 | 6,962 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,676,000 | 6,726 |
| Securities issued by states & political subdivisions | $4,692,000 | 2,979 |
| Other domestic debt securities | $275,000 | 3,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 3,171 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,400,000 | 827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,057,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,511 |
| Issued or guaranteed by U.S. | $95,000 | 6,488 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,962,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $3,962,000 | 1,974 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,043,000 | 4,752 |
| Total debt securities | $10,643,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,725,000 | 5,626 |
| U.S. Government securities | $7,183,000 | 6,828 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,183,000 | 6,458 |
| Securities issued by states & political subdivisions | $4,903,000 | 2,841 |
| Other domestic debt securities | $567,000 | 2,845 |
| Privately issued residential mortgage-backed securities | $396,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $171,000 | 3,056 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,072,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,838 |
| Mortgage-backed securities | $4,408,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $188,000 | 6,109 |
| Issued or guaranteed by U.S. | $188,000 | 6,089 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,220,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $3,824,000 | 1,604 |
| Privately issued | $396,000 | 837 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $14,725,000 | 4,660 |
| Total debt securities | $12,653,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,793,000 | 6,081 |
| U.S. Government securities | $7,519,000 | 6,971 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,519,000 | 6,457 |
| Securities issued by states & political subdivisions | $4,924,000 | 2,941 |
| Other domestic debt securities | $861,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $499,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $362,000 | 2,615 |
| Foreign debt securities | NA | NA |
| Equity securities | $489,000 | 3,760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,074 |
| Mortgage-backed securities | $4,718,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $220,000 | 6,327 |
| Issued or guaranteed by U.S. | $220,000 | 6,310 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,498,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $3,999,000 | 1,686 |
| Privately issued | $499,000 | 810 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,793,000 | 4,986 |
| Total debt securities | $13,304,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $247,000 | 1,128 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,977,000 | 6,533 |
| U.S. Government securities | $5,611,000 | 7,753 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,611,000 | 6,903 |
| Securities issued by states & political subdivisions | $4,640,000 | 3,107 |
| Other domestic debt securities | $650,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $297,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $353,000 | 2,442 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,076,000 | 2,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 8,257 |
| Mortgage-backed securities | $3,700,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $399,000 | 6,162 |
| Issued or guaranteed by U.S. | $399,000 | 6,144 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,301,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $3,004,000 | 2,090 |
| Privately issued | $297,000 | 872 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,977,000 | 5,262 |
| Total debt securities | $10,901,000 | 6,695 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $250,000 | 1,352 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,404,000 | 6,995 |
| U.S. Government securities | $5,266,000 | 8,431 |
| U.S. Treasury securities | $250,000 | 7,625 |
| U.S. Government agency obligations | $5,016,000 | 7,262 |
| Securities issued by states & political subdivisions | $3,867,000 | 3,287 |
| Other domestic debt securities | $752,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $752,000 | 1,620 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,519,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,506 |
| Mortgage-backed securities | $3,007,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $569,000 | 6,032 |
| Issued or guaranteed by U.S. | $569,000 | 6,012 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,438,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 2,368 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,404,000 | 5,341 |
| Total debt securities | $9,885,000 | 7,329 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $250,000 | 2,440 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,060,000 | 7,564 |
| U.S. Government securities | $5,627,000 | 8,846 |
| U.S. Treasury securities | $499,000 | 8,127 |
| U.S. Government agency obligations | $5,128,000 | 7,562 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,454 |
| Other domestic debt securities | $1,443,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,443,000 | 1,309 |
| Foreign debt securities | NA | NA |
| Equity securities | $309,000 | 4,463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 8,504 |
| Mortgage-backed securities | $2,440,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $316,000 | 7,119 |
| Issued or guaranteed by U.S. | $316,000 | 7,098 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,124,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $2,124,000 | 2,866 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $11,060,000 | 5,672 |
| Total debt securities | $10,751,000 | 7,549 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $250,000 | 3,193 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,863,000 | 7,978 |
| U.S. Government securities | $5,254,000 | 9,420 |
| U.S. Treasury securities | $501,000 | 9,389 |
| U.S. Government agency obligations | $4,753,000 | 7,850 |
| Securities issued by states & political subdivisions | $3,369,000 | 3,709 |
| Other domestic debt securities | $1,721,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,721,000 | 1,497 |
| Foreign debt securities | NA | NA |
| Equity securities | $519,000 | 3,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $2,476,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 5,264 |
| Issued or guaranteed by U.S. | $1,656,000 | 5,232 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $820,000 | 4,478 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 4,302 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $10,863,000 | 5,899 |
| Total debt securities | $10,344,000 | 8,022 |
| Structured notes | ||
| Amortized cost | $446,000 | 3,827 |
| Fair value | $449,000 | 3,792 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,971,000 | 8,767 |
| U.S. Government securities | $4,337,000 | 10,514 |
| U.S. Treasury securities | $718,000 | 10,123 |
| U.S. Government agency obligations | $3,619,000 | 8,643 |
| Securities issued by states & political subdivisions | $3,286,000 | 3,957 |
| Other domestic debt securities | $2,035,000 | 2,015 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,035,000 | 1,570 |
| Foreign debt securities | NA | NA |
| Equity securities | $313,000 | 3,954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,000 | 9,714 |
| Mortgage-backed securities | $2,062,000 | 6,594 |
| Certificates of participation in pools of residential mortgages | $1,803,000 | 5,394 |
| Issued or guaranteed by U.S. | $1,803,000 | 5,369 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $259,000 | 5,732 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 5,480 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,286,000 | 9,119 |
| Available-for-sale securities (fair market value) | $6,685,000 | 6,035 |
| Total debt securities | $9,658,000 | 8,764 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,781,000 | 9,558 |
| U.S. Government securities | $3,783,000 | 11,228 |
| U.S. Treasury securities | $749,000 | 10,470 |
| U.S. Government agency obligations | $3,034,000 | 9,356 |
| Securities issued by states & political subdivisions | $3,143,000 | 4,155 |
| Other domestic debt securities | $1,792,000 | 2,526 |
| Privately issued residential mortgage-backed securities | $15,000 | 3,292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,777,000 | 1,928 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 6,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 10,101 |
| Mortgage-backed securities | $2,004,000 | 7,272 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 6,047 |
| Issued or guaranteed by U.S. | $1,740,000 | 5,996 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $264,000 | 6,189 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 5,964 |
| Privately issued | $15,000 | 2,811 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,718,000 | 9,440 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $9,037,000 | 9,569 |
| U.S. Government securities | $4,439,000 | 11,159 |
| U.S. Treasury securities | $749,000 | 10,901 |
| U.S. Government agency obligations | $3,690,000 | 8,970 |
| Securities issued by states & political subdivisions | $2,220,000 | 4,802 |
| Other domestic debt securities | $2,318,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $88,000 | 3,575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,230,000 | 1,948 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 10,365 |
| Mortgage-backed securities | $2,580,000 | 7,110 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 6,131 |
| Issued or guaranteed by U.S. | $1,998,000 | 6,058 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $582,000 | 5,661 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 5,508 |
| Privately issued | $88,000 | 3,070 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,977,000 | 9,464 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |