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Capital Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $6,449,000 | 5,142 |
| U.S. Government securities | $1,022,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,022,000 | 5,335 |
| Securities issued by states & political subdivisions | $3,131,000 | 3,924 |
| Other domestic debt securities | $2,296,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $1,260,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,036,000 | 1,248 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,000 | 4,819 |
| Mortgage-backed securities | $1,279,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,279,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,054 |
| Privately issued | $1,260,000 | 300 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,449,000 | 4,797 |
| Total debt securities | $6,447,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $725,000 | 914 |
| Fair value | $735,000 | 912 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,804,000 | 5,170 |
| U.S. Government securities | $1,033,000 | 5,515 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,033,000 | 5,418 |
| Securities issued by states & political subdivisions | $3,198,000 | 3,913 |
| Other domestic debt securities | $2,573,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $1,345,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,228,000 | 1,217 |
| 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 | $1,016,000 | 4,876 |
| Mortgage-backed securities | $1,364,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,364,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,079 |
| Privately issued | $1,345,000 | 300 |
| 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) | $6,804,000 | 4,830 |
| Total debt securities | $6,803,000 | 5,151 |
| Structured notes | ||
| Amortized cost | $925,000 | 1,026 |
| Fair value | $926,000 | 1,024 |
| 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 | $7,336,000 | 5,160 |
| U.S. Government securities | $1,096,000 | 5,566 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,096,000 | 5,469 |
| Securities issued by states & political subdivisions | $3,381,000 | 3,914 |
| Other domestic debt securities | $2,859,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $1,442,000 | 302 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,417,000 | 1,180 |
| 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 | $1,067,000 | 4,896 |
| Mortgage-backed securities | $1,462,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,462,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,111 |
| Privately issued | $1,442,000 | 288 |
| 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) | $7,336,000 | 4,816 |
| Total debt securities | $7,335,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $973,000 | 1,131 |
| Fair value | $966,000 | 1,128 |
| 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 | $7,581,000 | 5,224 |
| U.S. Government securities | $1,111,000 | 5,660 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,111,000 | 5,568 |
| Securities issued by states & political subdivisions | $3,551,000 | 3,920 |
| Other domestic debt securities | $2,919,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $1,499,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,420,000 | 1,160 |
| 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 | $1,068,000 | 4,963 |
| Mortgage-backed securities | $1,520,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,520,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,155 |
| Privately issued | $1,499,000 | 280 |
| 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) | $7,581,000 | 4,860 |
| Total debt securities | $7,581,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $975,000 | 1,274 |
| Fair value | $973,000 | 1,272 |
| 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 | $8,113,000 | 5,266 |
| U.S. Government securities | $1,123,000 | 5,741 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,123,000 | 5,654 |
| Securities issued by states & political subdivisions | $3,533,000 | 3,941 |
| Other domestic debt securities | $3,457,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $1,594,000 | 303 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,863,000 | 1,073 |
| 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 | $1,069,000 | 5,008 |
| Mortgage-backed securities | $1,616,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,616,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,196 |
| Privately issued | $1,594,000 | 287 |
| 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) | $8,113,000 | 4,897 |
| Total debt securities | $8,113,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $1,423,000 | 1,177 |
| Fair value | $1,409,000 | 1,173 |
| 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 | $8,478,000 | 5,294 |
| U.S. Government securities | $1,135,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,135,000 | 5,724 |
| Securities issued by states & political subdivisions | $3,829,000 | 3,859 |
| Other domestic debt securities | $3,514,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,875,000 | 1,083 |
| 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 | $1,070,000 | 5,078 |
| Mortgage-backed securities | $1,662,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,662,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,215 |
| Privately issued | $1,639,000 | 309 |
| 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) | $8,478,000 | 4,926 |
| Total debt securities | $8,477,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $1,422,000 | 1,254 |
| Fair value | $1,419,000 | 1,253 |
| 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 | $8,513,000 | 5,378 |
| U.S. Government securities | $1,145,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,145,000 | 5,815 |
| Securities issued by states & political subdivisions | $3,966,000 | 3,872 |
| Other domestic debt securities | $3,402,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $1,546,000 | 336 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,856,000 | 1,095 |
| 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 | $1,071,000 | 5,154 |
| Mortgage-backed securities | $1,570,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,570,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,260 |
| Privately issued | $1,546,000 | 317 |
| 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) | $8,513,000 | 4,986 |
| Total debt securities | $8,513,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $1,422,000 | 1,325 |
| Fair value | $1,409,000 | 1,327 |
| 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 | $9,254,000 | 5,386 |
| U.S. Government securities | $1,158,000 | 5,996 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,158,000 | 5,908 |
| Securities issued by states & political subdivisions | $4,428,000 | 3,825 |
| Other domestic debt securities | $3,668,000 | 1,059 |
| Privately issued residential mortgage-backed securities | $1,729,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,939,000 | 1,100 |
| 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 | $1,072,000 | 5,208 |
| Mortgage-backed securities | $1,754,000 | 4,559 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,754,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,308 |
| Privately issued | $1,729,000 | 332 |
| 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) | $9,254,000 | 5,006 |
| Total debt securities | $9,254,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $1,422,000 | 1,431 |
| Fair value | $1,421,000 | 1,422 |
| 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 | $9,290,000 | 5,441 |
| U.S. Government securities | $1,173,000 | 6,061 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,173,000 | 5,968 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,858 |
| Other domestic debt securities | $3,710,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $1,779,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,931,000 | 1,146 |
| 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 | $1,073,000 | 5,266 |
| Mortgage-backed securities | $1,806,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,806,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,349 |
| Privately issued | $1,779,000 | 327 |
| 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) | $9,290,000 | 5,050 |
| Total debt securities | $9,287,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $1,422,000 | 1,472 |
| Fair value | $1,414,000 | 1,458 |
| 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 | $9,623,000 | 5,446 |
| U.S. Government securities | $1,935,000 | 5,982 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,935,000 | 5,891 |
| Securities issued by states & political subdivisions | $4,367,000 | 3,888 |
| Other domestic debt securities | $3,321,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $1,855,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,466,000 | 1,291 |
| 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 | $1,024,000 | 5,337 |
| Mortgage-backed securities | $1,883,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,883,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,382 |
| Privately issued | $1,855,000 | 339 |
| 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) | $9,623,000 | 5,054 |
| Total debt securities | $9,621,000 | 5,422 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 1,461 |
| Fair value | $1,454,000 | 1,436 |
| 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 | $8,948,000 | 5,548 |
| U.S. Government securities | $1,194,000 | 6,178 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,194,000 | 6,080 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,887 |
| Other domestic debt securities | $3,308,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $1,864,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,444,000 | 1,323 |
| 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 | $1,025,000 | 5,392 |
| Mortgage-backed securities | $1,894,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,894,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,378 |
| Privately issued | $1,864,000 | 364 |
| 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) | $8,948,000 | 5,161 |
| Total debt securities | $8,948,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $970,000 | 1,763 |
| Fair value | $947,000 | 1,693 |
| 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 | $9,145,000 | 5,582 |
| U.S. Government securities | $1,160,000 | 6,247 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,160,000 | 6,155 |
| Securities issued by states & political subdivisions | $4,610,000 | 3,863 |
| Other domestic debt securities | $3,375,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $1,917,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,458,000 | 1,347 |
| 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 | $1,027,000 | 5,444 |
| Mortgage-backed securities | $1,948,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,948,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,415 |
| Privately issued | $1,917,000 | 380 |
| 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) | $9,145,000 | 5,199 |
| Total debt securities | $9,144,000 | 5,554 |
| 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 | $9,254,000 | 5,588 |
| U.S. Government securities | $1,166,000 | 6,257 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,166,000 | 6,155 |
| Securities issued by states & political subdivisions | $4,567,000 | 3,864 |
| Other domestic debt securities | $3,521,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $2,042,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,479,000 | 1,365 |
| 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 | $1,027,000 | 5,463 |
| Mortgage-backed securities | $2,074,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,074,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,433 |
| Privately issued | $2,042,000 | 384 |
| 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) | $9,254,000 | 5,202 |
| Total debt securities | $9,255,000 | 5,550 |
| 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 | $9,475,000 | 5,607 |
| U.S. Government securities | $1,190,000 | 6,304 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,190,000 | 6,195 |
| Securities issued by states & political subdivisions | $4,695,000 | 3,848 |
| Other domestic debt securities | $3,590,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $2,082,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,508,000 | 1,336 |
| 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 | $1,028,000 | 5,521 |
| Mortgage-backed securities | $2,114,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,114,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,462 |
| Privately issued | $2,082,000 | 407 |
| 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) | $9,475,000 | 5,231 |
| Total debt securities | $9,476,000 | 5,571 |
| 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 | $9,907,000 | 5,546 |
| U.S. Government securities | $1,209,000 | 6,344 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,209,000 | 6,235 |
| Securities issued by states & political subdivisions | $5,097,000 | 3,733 |
| Other domestic debt securities | $3,601,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $2,103,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,498,000 | 1,305 |
| 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 | $1,029,000 | 5,553 |
| Mortgage-backed securities | $2,143,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,143,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,491 |
| Privately issued | $2,103,000 | 429 |
| 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) | $9,907,000 | 5,165 |
| Total debt securities | $9,907,000 | 5,513 |
| 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 | $10,222,000 | 5,607 |
| U.S. Government securities | $1,257,000 | 6,444 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,257,000 | 6,344 |
| Securities issued by states & political subdivisions | $5,382,000 | 3,657 |
| Other domestic debt securities | $3,583,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $2,127,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,456,000 | 1,366 |
| 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 | $1,066,000 | 5,617 |
| Mortgage-backed securities | $2,203,000 | 4,790 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,203,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,513 |
| Privately issued | $2,127,000 | 467 |
| 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) | $10,222,000 | 5,221 |
| Total debt securities | $10,221,000 | 5,575 |
| 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 | $10,281,000 | 5,650 |
| U.S. Government securities | $1,259,000 | 6,534 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,259,000 | 6,434 |
| Securities issued by states & political subdivisions | $5,330,000 | 3,619 |
| Other domestic debt securities | $3,692,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $2,014,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,678,000 | 1,305 |
| 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 | $1,068,000 | 5,685 |
| Mortgage-backed securities | $2,092,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,092,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,526 |
| Privately issued | $2,014,000 | 497 |
| 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) | $10,281,000 | 5,270 |
| Total debt securities | $10,282,000 | 5,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $10,830,000 | 5,631 |
| U.S. Government securities | $1,265,000 | 6,616 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,265,000 | 6,521 |
| Securities issued by states & political subdivisions | $5,830,000 | 3,425 |
| Other domestic debt securities | $3,735,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $2,048,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,687,000 | 1,283 |
| 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 | $1,072,000 | 5,717 |
| Mortgage-backed securities | $2,131,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,131,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,540 |
| Privately issued | $2,048,000 | 525 |
| 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) | $10,830,000 | 5,239 |
| Total debt securities | $10,830,000 | 5,606 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $10,840,000 | 5,628 |
| U.S. Government securities | $1,415,000 | 6,604 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,415,000 | 6,513 |
| Securities issued by states & political subdivisions | $5,725,000 | 3,409 |
| Other domestic debt securities | $3,700,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $2,030,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,670,000 | 1,212 |
| 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 | $1,216,000 | 5,398 |
| Mortgage-backed securities | $2,256,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,256,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,287 |
| Privately issued | $2,030,000 | 574 |
| 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) | $10,840,000 | 5,204 |
| Total debt securities | $10,840,000 | 5,601 |
| 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 | $10,139,000 | 5,698 |
| U.S. Government securities | $1,626,000 | 6,624 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,626,000 | 6,521 |
| Securities issued by states & political subdivisions | $4,935,000 | 3,551 |
| Other domestic debt securities | $3,578,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $2,143,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,435,000 | 1,252 |
| 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 | $1,420,000 | 5,326 |
| Mortgage-backed securities | $2,576,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,576,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 3,148 |
| Privately issued | $2,143,000 | 590 |
| 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) | $10,139,000 | 5,275 |
| Total debt securities | $10,138,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $9,597,000 | 5,873 |
| U.S. Government securities | $1,639,000 | 6,737 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,639,000 | 6,630 |
| Securities issued by states & political subdivisions | $4,517,000 | 3,618 |
| Other domestic debt securities | $3,441,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $2,248,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,193,000 | 1,248 |
| 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 | $1,450,000 | 5,351 |
| Mortgage-backed securities | $2,710,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,710,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 3,094 |
| Privately issued | $2,248,000 | 600 |
| 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) | $9,597,000 | 5,431 |
| Total debt securities | $9,598,000 | 5,840 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $9,641,000 | 5,855 |
| U.S. Government securities | $1,651,000 | 6,761 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,651,000 | 6,667 |
| Securities issued by states & political subdivisions | $4,657,000 | 3,551 |
| Other domestic debt securities | $3,333,000 | 1,264 |
| Privately issued residential mortgage-backed securities | $2,378,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $955,000 | 1,443 |
| 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 | $1,483,000 | 5,383 |
| Mortgage-backed securities | $2,883,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,883,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,007 |
| Privately issued | $2,378,000 | 614 |
| 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) | $9,641,000 | 5,405 |
| Total debt securities | $9,642,000 | 5,822 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $10,581,000 | 5,635 |
| U.S. Government securities | $1,689,000 | 6,753 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,689,000 | 6,642 |
| Securities issued by states & political subdivisions | $5,509,000 | 3,319 |
| Other domestic debt securities | $3,383,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $2,348,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,035,000 | 1,346 |
| 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 | $1,518,000 | 5,407 |
| Mortgage-backed securities | $2,893,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,893,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,967 |
| Privately issued | $2,348,000 | 653 |
| 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) | $10,581,000 | 5,184 |
| Total debt securities | $10,580,000 | 5,597 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $8,265,000 | 5,952 |
| U.S. Government securities | $582,000 | 7,115 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $582,000 | 7,012 |
| Securities issued by states & political subdivisions | $4,119,000 | 3,593 |
| Other domestic debt securities | $3,564,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $2,504,000 | 733 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,060,000 | 1,332 |
| 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 | $554,000 | 5,929 |
| Mortgage-backed securities | $3,086,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,086,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,923 |
| Privately issued | $2,504,000 | 699 |
| 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) | $8,265,000 | 5,490 |
| Total debt securities | $8,265,000 | 5,915 |
| 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 | $8,296,000 | 6,036 |
| U.S. Government securities | $617,000 | 7,202 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $617,000 | 7,104 |
| Securities issued by states & political subdivisions | $4,345,000 | 3,477 |
| Other domestic debt securities | $3,334,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $2,283,000 | 794 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,051,000 | 1,289 |
| 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 | $589,000 | 5,956 |
| Mortgage-backed securities | $2,900,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,900,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,806 |
| Privately issued | $2,283,000 | 762 |
| 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) | $8,296,000 | 5,551 |
| Total debt securities | $8,296,000 | 5,995 |
| 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 | $8,379,000 | 6,082 |
| U.S. Government securities | $659,000 | 7,300 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $659,000 | 7,197 |
| Securities issued by states & political subdivisions | $4,297,000 | 3,475 |
| Other domestic debt securities | $3,423,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $2,381,000 | 817 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,042,000 | 1,332 |
| 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 | $630,000 | 6,017 |
| Mortgage-backed securities | $3,040,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,040,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,745 |
| Privately issued | $2,381,000 | 783 |
| 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) | $5,339,000 | 1,485 |
| Available-for-sale securities (fair market value) | $3,040,000 | 6,547 |
| Total debt securities | $8,380,000 | 6,037 |
| 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 | $9,213,000 | 5,938 |
| U.S. Government securities | $697,000 | 7,316 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $697,000 | 7,218 |
| Securities issued by states & political subdivisions | $4,526,000 | 3,399 |
| Other domestic debt securities | $3,990,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $2,756,000 | 798 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,234,000 | 1,279 |
| 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 | $664,000 | 6,058 |
| Mortgage-backed securities | $3,453,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,453,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,722 |
| Privately issued | $2,756,000 | 763 |
| 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) | $5,760,000 | 1,448 |
| Available-for-sale securities (fair market value) | $3,453,000 | 6,508 |
| Total debt securities | $9,212,000 | 5,898 |
| 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 | $10,038,000 | 5,826 |
| U.S. Government securities | $765,000 | 7,370 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $765,000 | 7,280 |
| Securities issued by states & political subdivisions | $4,774,000 | 3,321 |
| Other domestic debt securities | $4,499,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $3,467,000 | 805 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,032,000 | 1,460 |
| 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 | $699,000 | 6,065 |
| Mortgage-backed securities | $4,232,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,232,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $765,000 | 2,674 |
| Privately issued | $3,467,000 | 769 |
| 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) | $5,806,000 | 1,488 |
| Available-for-sale securities (fair market value) | $4,232,000 | 6,402 |
| Total debt securities | $10,039,000 | 5,784 |
| 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 | $11,302,000 | 5,595 |
| U.S. Government securities | $765,000 | 7,415 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $765,000 | 7,337 |
| Securities issued by states & political subdivisions | $4,527,000 | 3,370 |
| Other domestic debt securities | $6,010,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $4,879,000 | 713 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,131,000 | 1,440 |
| 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 | $1,076,000 | 5,895 |
| Mortgage-backed securities | $5,644,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,644,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $765,000 | 2,681 |
| Privately issued | $4,879,000 | 685 |
| 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) | $5,658,000 | 1,519 |
| Available-for-sale securities (fair market value) | $5,644,000 | 6,140 |
| Total debt securities | $11,302,000 | 5,556 |
| 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 | $11,541,000 | 5,613 |
| U.S. Government securities | $797,000 | 7,497 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $797,000 | 7,420 |
| Securities issued by states & political subdivisions | $4,480,000 | 3,303 |
| Other domestic debt securities | $6,264,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $5,373,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $891,000 | 1,656 |
| 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 | $1,110,000 | 5,941 |
| Mortgage-backed securities | $6,170,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,170,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,678 |
| Privately issued | $5,373,000 | 656 |
| 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) | $5,371,000 | 1,581 |
| Available-for-sale securities (fair market value) | $6,170,000 | 6,066 |
| Total debt securities | $11,540,000 | 5,566 |
| 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 | $11,234,000 | 5,697 |
| U.S. Government securities | $819,000 | 7,588 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $819,000 | 7,510 |
| Securities issued by states & political subdivisions | $4,088,000 | 3,391 |
| Other domestic debt securities | $6,327,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $5,536,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $791,000 | 1,672 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,502,000 | 5,423 |
| Mortgage-backed securities | $6,355,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,355,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,651 |
| Privately issued | $5,536,000 | 626 |
| 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) | $4,879,000 | 1,651 |
| Available-for-sale securities (fair market value) | $6,355,000 | 6,083 |
| Total debt securities | $11,233,000 | 5,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $9,555,000 | 5,970 |
| U.S. Government securities | $845,000 | 7,628 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $845,000 | 7,549 |
| Securities issued by states & political subdivisions | $3,060,000 | 3,725 |
| Other domestic debt securities | $5,650,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $4,850,000 | 699 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $800,000 | 1,636 |
| 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 | $2,147,000 | 5,553 |
| Mortgage-backed securities | $5,695,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,695,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,540 |
| Privately issued | $4,850,000 | 670 |
| 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) | $3,860,000 | 1,796 |
| Available-for-sale securities (fair market value) | $5,695,000 | 6,178 |
| Total debt securities | $9,555,000 | 5,921 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $7,886,000 | 6,352 |
| U.S. Government securities | $876,000 | 7,681 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $876,000 | 7,605 |
| Securities issued by states & political subdivisions | $2,911,000 | 3,816 |
| Other domestic debt securities | $4,099,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $3,499,000 | 804 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,795 |
| 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 | $2,579,000 | 5,381 |
| Mortgage-backed securities | $4,375,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,375,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,533 |
| Privately issued | $3,499,000 | 767 |
| 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) | $3,511,000 | 1,868 |
| Available-for-sale securities (fair market value) | $4,375,000 | 6,529 |
| Total debt securities | $7,886,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $7,078,000 | 6,552 |
| U.S. Government securities | $918,000 | 7,723 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $918,000 | 7,641 |
| Securities issued by states & political subdivisions | $2,976,000 | 3,810 |
| Other domestic debt securities | $3,184,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $2,584,000 | 843 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 1,762 |
| 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 | $2,818,000 | 5,264 |
| Mortgage-backed securities | $3,502,000 | 4,550 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,502,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,499 |
| Privately issued | $2,584,000 | 805 |
| 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) | $3,576,000 | 1,876 |
| Available-for-sale securities (fair market value) | $3,502,000 | 6,770 |
| Total debt securities | $7,078,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $5,021,000 | 7,076 |
| U.S. Government securities | $1,445,000 | 7,674 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,445,000 | 7,567 |
| Securities issued by states & political subdivisions | $2,976,000 | 3,807 |
| Other domestic debt securities | $600,000 | 2,300 |
| 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 | $600,000 | 1,637 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,000 | 6,084 |
| Mortgage-backed securities | $1,445,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,445,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $1,445,000 | 2,132 |
| 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) | $3,576,000 | 1,945 |
| Available-for-sale securities (fair market value) | $1,445,000 | 7,257 |
| Total debt securities | $5,021,000 | 7,021 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $4,675,000 | 7,206 |
| U.S. Government securities | $974,000 | 7,887 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $974,000 | 7,779 |
| Securities issued by states & political subdivisions | $3,101,000 | 3,751 |
| Other domestic debt securities | $600,000 | 2,235 |
| 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 | $600,000 | 1,603 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,000 | 6,235 |
| Mortgage-backed securities | $974,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $974,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $974,000 | 2,318 |
| 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) | $3,701,000 | 1,965 |
| Available-for-sale securities (fair market value) | $974,000 | 7,402 |
| Total debt securities | $4,682,000 | 7,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $5,605,000 | 7,034 |
| U.S. Government securities | $1,709,000 | 7,699 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,709,000 | 7,585 |
| Securities issued by states & political subdivisions | $3,296,000 | 3,660 |
| Other domestic debt securities | $600,000 | 2,177 |
| 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 | $600,000 | 1,561 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,030,000 | 6,199 |
| Mortgage-backed securities | $1,709,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,709,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 1,971 |
| 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) | $3,896,000 | 1,962 |
| Available-for-sale securities (fair market value) | $1,709,000 | 7,253 |
| Total debt securities | $5,606,000 | 6,991 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $5,740,000 | 7,062 |
| U.S. Government securities | $1,784,000 | 7,717 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,784,000 | 7,596 |
| Securities issued by states & political subdivisions | $3,356,000 | 3,659 |
| Other domestic debt securities | $600,000 | 2,188 |
| 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 | $600,000 | 1,591 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,093,000 | 6,189 |
| Mortgage-backed securities | $1,784,000 | 4,840 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,784,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 1,914 |
| 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) | $3,956,000 | 1,979 |
| Available-for-sale securities (fair market value) | $1,784,000 | 7,256 |
| Total debt securities | $5,748,000 | 7,016 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $5,792,000 | 7,084 |
| U.S. Government securities | $1,835,000 | 7,754 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,835,000 | 7,635 |
| Securities issued by states & political subdivisions | $3,357,000 | 3,674 |
| Other domestic debt securities | $600,000 | 2,203 |
| 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 | $600,000 | 1,626 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,152,000 | 6,188 |
| Mortgage-backed securities | $1,835,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,835,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $1,835,000 | 1,897 |
| 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) | $3,957,000 | 2,005 |
| Available-for-sale securities (fair market value) | $1,835,000 | 7,280 |
| Total debt securities | $5,791,000 | 7,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $6,977,000 | 6,891 |
| U.S. Government securities | $3,021,000 | 7,459 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,021,000 | 7,323 |
| Securities issued by states & political subdivisions | $3,356,000 | 3,637 |
| Other domestic debt securities | $600,000 | 2,233 |
| 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 | $600,000 | 1,659 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,033,000 | 5,328 |
| Mortgage-backed securities | $3,021,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,021,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $3,021,000 | 1,581 |
| 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) | $3,956,000 | 2,060 |
| Available-for-sale securities (fair market value) | $3,021,000 | 7,049 |
| Total debt securities | $6,978,000 | 6,837 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $7,414,000 | 6,794 |
| U.S. Government securities | $3,307,000 | 7,421 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,307,000 | 7,281 |
| Securities issued by states & political subdivisions | $3,357,000 | 3,642 |
| Other domestic debt securities | $750,000 | 2,148 |
| 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 | $750,000 | 1,608 |
| 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 | $2,342,000 | 5,646 |
| Mortgage-backed securities | $3,307,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,307,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $3,307,000 | 1,521 |
| 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) | $4,107,000 | 2,044 |
| Available-for-sale securities (fair market value) | $3,307,000 | 7,023 |
| Total debt securities | $7,413,000 | 6,736 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $7,846,000 | 6,766 |
| U.S. Government securities | $3,684,000 | 7,340 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,684,000 | 7,201 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,638 |
| Other domestic debt securities | $750,000 | 2,212 |
| 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 | $750,000 | 1,687 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,691,000 | 5,491 |
| Mortgage-backed securities | $3,684,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,684,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $3,684,000 | 1,441 |
| 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) | $4,162,000 | 2,070 |
| Available-for-sale securities (fair market value) | $3,684,000 | 6,964 |
| Total debt securities | $7,836,000 | 6,719 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $7,881,000 | 6,786 |
| U.S. Government securities | $3,119,000 | 7,547 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,119,000 | 7,409 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,658 |
| Other domestic debt securities | $1,350,000 | 1,892 |
| 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 | $1,350,000 | 1,415 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,373,000 | 5,659 |
| Mortgage-backed securities | $3,119,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,119,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,119,000 | 1,557 |
| 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) | $4,762,000 | 2,010 |
| Available-for-sale securities (fair market value) | $3,119,000 | 7,134 |
| Total debt securities | $7,881,000 | 6,732 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $7,817,000 | 6,821 |
| U.S. Government securities | $3,055,000 | 7,596 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,055,000 | 7,461 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,647 |
| Other domestic debt securities | $1,350,000 | 1,927 |
| 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 | $1,350,000 | 1,470 |
| 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 | $2,651,000 | 5,539 |
| Mortgage-backed securities | $3,055,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,055,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,055,000 | 1,590 |
| 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) | $4,762,000 | 2,007 |
| Available-for-sale securities (fair market value) | $3,055,000 | 7,170 |
| Total debt securities | $7,817,000 | 6,762 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $8,784,000 | 6,639 |
| U.S. Government securities | $3,882,000 | 7,371 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,882,000 | 7,223 |
| Securities issued by states & political subdivisions | $3,552,000 | 3,575 |
| Other domestic debt securities | $1,350,000 | 1,965 |
| 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 | $1,350,000 | 1,540 |
| 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 | $2,473,000 | 5,600 |
| Mortgage-backed securities | $3,882,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,882,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $3,882,000 | 1,459 |
| 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) | $4,902,000 | 2,006 |
| Available-for-sale securities (fair market value) | $3,882,000 | 7,010 |
| Total debt securities | $8,782,000 | 6,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $9,697,000 | 6,500 |
| U.S. Government securities | $4,795,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,795,000 | 6,969 |
| Securities issued by states & political subdivisions | $3,552,000 | 3,571 |
| Other domestic debt securities | $1,350,000 | 2,006 |
| 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 | $1,350,000 | 1,610 |
| 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 | $3,279,000 | 5,273 |
| Mortgage-backed securities | $4,795,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $239,000 | 5,896 |
| Issued or guaranteed by U.S. | $239,000 | 5,875 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,556,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,556,000 | 1,411 |
| 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) | $4,902,000 | 2,031 |
| Available-for-sale securities (fair market value) | $4,795,000 | 6,864 |
| Total debt securities | $9,701,000 | 6,440 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $11,425,000 | 6,197 |
| U.S. Government securities | $6,340,000 | 6,669 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,340,000 | 6,521 |
| Securities issued by states & political subdivisions | $3,735,000 | 3,525 |
| Other domestic debt securities | $1,350,000 | 2,083 |
| 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 | $1,350,000 | 1,690 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,589,000 | 4,744 |
| Mortgage-backed securities | $6,340,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $831,000 | 5,268 |
| Issued or guaranteed by U.S. | $831,000 | 5,252 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,509,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $5,509,000 | 1,308 |
| 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) | $5,085,000 | 2,011 |
| Available-for-sale securities (fair market value) | $6,340,000 | 6,501 |
| Total debt securities | $11,424,000 | 6,131 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $13,447,000 | 5,814 |
| U.S. Government securities | $8,257,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,257,000 | 5,975 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,482 |
| Other domestic debt securities | $1,351,000 | 2,097 |
| 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 | $1,351,000 | 1,731 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,833,000 | 4,326 |
| Mortgage-backed securities | $8,257,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,960 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,950 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,015,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $7,015,000 | 1,157 |
| 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) | $5,190,000 | 2,018 |
| Available-for-sale securities (fair market value) | $8,257,000 | 6,097 |
| Total debt securities | $13,447,000 | 5,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $13,887,000 | 5,791 |
| U.S. Government securities | $8,697,000 | 6,104 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,697,000 | 5,947 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,483 |
| Other domestic debt securities | $1,351,000 | 2,189 |
| 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 | $1,351,000 | 1,829 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,645,000 | 4,074 |
| Mortgage-backed securities | $8,697,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 5,007 |
| Issued or guaranteed by U.S. | $1,278,000 | 4,994 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,419,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $7,419,000 | 1,138 |
| 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) | $5,190,000 | 2,029 |
| Available-for-sale securities (fair market value) | $8,697,000 | 6,109 |
| Total debt securities | $13,887,000 | 5,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $15,201,000 | 5,525 |
| U.S. Government securities | $10,011,000 | 5,732 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,011,000 | 5,592 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,473 |
| Other domestic debt securities | $1,351,000 | 2,291 |
| 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 | $1,351,000 | 1,921 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,838,000 | 3,716 |
| Mortgage-backed securities | $10,011,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,309,000 | 5,011 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,702,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $8,702,000 | 1,079 |
| 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) | $5,190,000 | 2,017 |
| Available-for-sale securities (fair market value) | $10,011,000 | 5,827 |
| Total debt securities | $15,201,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $15,658,000 | 5,512 |
| U.S. Government securities | $11,068,000 | 5,507 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,068,000 | 5,341 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,487 |
| Other domestic debt securities | $751,000 | 2,791 |
| 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 | $751,000 | 2,475 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,785,000 | 3,422 |
| Mortgage-backed securities | $11,068,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 5,002 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,984 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,712,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $9,712,000 | 1,071 |
| 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) | $4,590,000 | 2,145 |
| Available-for-sale securities (fair market value) | $11,068,000 | 5,647 |
| Total debt securities | $15,658,000 | 5,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $11,046,000 | 6,317 |
| U.S. Government securities | $6,451,000 | 6,651 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,451,000 | 6,470 |
| Securities issued by states & political subdivisions | $3,844,000 | 3,483 |
| Other domestic debt securities | $751,000 | 2,913 |
| 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 | $751,000 | 2,595 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,318,000 | 5,630 |
| Mortgage-backed securities | $6,451,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $1,450,000 | 4,940 |
| Issued or guaranteed by U.S. | $1,450,000 | 4,919 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,001,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $5,001,000 | 1,507 |
| 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) | $4,595,000 | 2,149 |
| Available-for-sale securities (fair market value) | $6,451,000 | 6,595 |
| Total debt securities | $11,046,000 | 6,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| 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 | $13,405,000 | 5,800 |
| U.S. Government securities | $8,513,000 | 5,957 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,513,000 | 5,772 |
| Securities issued by states & political subdivisions | $4,141,000 | 3,342 |
| Other domestic debt securities | $751,000 | 2,997 |
| 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 | $751,000 | 2,664 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,414,000 | 5,588 |
| Mortgage-backed securities | $8,513,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $1,497,000 | 4,981 |
| Issued or guaranteed by U.S. | $1,497,000 | 4,961 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,016,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $7,016,000 | 1,384 |
| 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) | $4,892,000 | 2,103 |
| Available-for-sale securities (fair market value) | $8,513,000 | 6,065 |
| Total debt securities | $13,405,000 | 5,704 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| 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 | $14,383,000 | 5,596 |
| U.S. Government securities | $9,491,000 | 5,703 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,491,000 | 5,526 |
| Securities issued by states & political subdivisions | $4,141,000 | 3,260 |
| Other domestic debt securities | $751,000 | 3,020 |
| 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 | $751,000 | 2,675 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,544,000 | 5,556 |
| Mortgage-backed securities | $9,491,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,572,000 | 4,907 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,919,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $7,919,000 | 1,334 |
| 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) | $4,892,000 | 2,145 |
| Available-for-sale securities (fair market value) | $9,491,000 | 5,825 |
| Total debt securities | $14,383,000 | 5,502 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| 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 | $13,818,000 | 5,680 |
| U.S. Government securities | $8,926,000 | 5,884 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,926,000 | 5,683 |
| Securities issued by states & political subdivisions | $4,141,000 | 3,246 |
| Other domestic debt securities | $751,000 | 3,033 |
| 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 | $751,000 | 2,692 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,377,000 | 5,113 |
| Mortgage-backed securities | $8,926,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,572,000 | 4,908 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,354,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $7,354,000 | 1,402 |
| 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) | $4,892,000 | 2,192 |
| Available-for-sale securities (fair market value) | $8,926,000 | 5,971 |
| Total debt securities | $13,818,000 | 5,584 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| 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 | $13,891,000 | 5,603 |
| U.S. Government securities | $9,509,000 | 5,647 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,509,000 | 5,412 |
| Securities issued by states & political subdivisions | $3,631,000 | 3,418 |
| Other domestic debt securities | $751,000 | 3,122 |
| 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 | $751,000 | 2,694 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,999,000 | 4,840 |
| Mortgage-backed securities | $9,509,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,509,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $9,509,000 | 1,242 |
| 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) | $4,382,000 | 2,416 |
| Available-for-sale securities (fair market value) | $9,509,000 | 5,746 |
| Total debt securities | $13,891,000 | 5,513 |
| 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 | $18,070,000 | 4,984 |
| U.S. Government securities | $14,781,000 | 4,583 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,781,000 | 4,279 |
| Securities issued by states & political subdivisions | $2,107,000 | 4,317 |
| Other domestic debt securities | $752,000 | 2,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| 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 | 2,357 |
| Foreign debt securities | NA | NA |
| Equity securities | $430,000 | 4,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,411,000 | 3,805 |
| Mortgage-backed securities | $14,781,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $14,781,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $14,781,000 | 715 |
| Privately issued | $0 | 1,355 |
| 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) | $2,859,000 | 3,475 |
| Available-for-sale securities (fair market value) | $15,211,000 | 4,559 |
| Total debt securities | $17,640,000 | 4,939 |
| 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 | $21,061,000 | 4,674 |
| U.S. Government securities | $17,732,000 | 4,236 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $17,732,000 | 3,819 |
| Securities issued by states & political subdivisions | $2,199,000 | 4,473 |
| Other domestic debt securities | $752,000 | 2,581 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| 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 | 2,184 |
| Foreign debt securities | NA | NA |
| Equity securities | $378,000 | 4,327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,692,000 | 3,013 |
| Mortgage-backed securities | $17,240,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $17,240,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $17,240,000 | 726 |
| Privately issued | $0 | 1,450 |
| 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) | $2,951,000 | 3,794 |
| Available-for-sale securities (fair market value) | $18,110,000 | 4,181 |
| Total debt securities | $20,683,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| 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 | $21,160,000 | 4,661 |
| U.S. Government securities | $18,028,000 | 4,215 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,028,000 | 3,594 |
| Securities issued by states & political subdivisions | $1,405,000 | 5,280 |
| Other domestic debt securities | $1,600,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,112 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 6,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,205,000 | 5,264 |
| Mortgage-backed securities | $17,058,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $17,058,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $16,058,000 | 797 |
| Privately issued | $1,000,000 | 613 |
| 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) | $2,005,000 | 4,750 |
| Available-for-sale securities (fair market value) | $19,155,000 | 3,910 |
| Total debt securities | $21,033,000 | 4,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $12,596,000 | 6,641 |
| U.S. Government securities | $10,478,000 | 6,318 |
| U.S. Treasury securities | $1,510,000 | 5,663 |
| U.S. Government agency obligations | $8,968,000 | 5,603 |
| Securities issued by states & political subdivisions | $1,251,000 | 5,452 |
| Other domestic debt securities | $88,000 | 3,378 |
| 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 | $88,000 | 2,697 |
| Foreign debt securities | NA | NA |
| Equity securities | $779,000 | 2,760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,666,000 | 5,220 |
| Mortgage-backed securities | $7,472,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,472,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $7,472,000 | 1,304 |
| 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) | $1,339,000 | 6,052 |
| Available-for-sale securities (fair market value) | $11,257,000 | 5,385 |
| Total debt securities | $11,817,000 | 6,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $9,195,000 | 8,209 |
| U.S. Government securities | $7,877,000 | 7,897 |
| U.S. Treasury securities | $994,000 | 7,366 |
| U.S. Government agency obligations | $6,883,000 | 6,763 |
| Securities issued by states & political subdivisions | $319,000 | 7,536 |
| Other domestic debt securities | $220,000 | 3,338 |
| 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 | $220,000 | 2,556 |
| Foreign debt securities | NA | NA |
| Equity securities | $779,000 | 2,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,803,000 | 3,870 |
| Mortgage-backed securities | $5,368,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $74,000 | 8,008 |
| Issued or guaranteed by U.S. | $74,000 | 7,988 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,294,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $5,294,000 | 1,767 |
| 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) | $539,000 | 7,392 |
| Available-for-sale securities (fair market value) | $8,656,000 | 6,405 |
| Total debt securities | $8,416,000 | 8,357 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $11,389,000 | 7,804 |
| U.S. Government securities | $9,999,000 | 7,317 |
| U.S. Treasury securities | $4,047,000 | 5,155 |
| U.S. Government agency obligations | $5,952,000 | 7,198 |
| Securities issued by states & political subdivisions | $388,000 | 7,635 |
| Other domestic debt securities | $343,000 | 3,557 |
| 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 | $343,000 | 2,793 |
| Foreign debt securities | NA | NA |
| Equity securities | $659,000 | 2,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,366,000 | 4,063 |
| Mortgage-backed securities | $4,407,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $103,000 | 8,274 |
| Issued or guaranteed by U.S. | $103,000 | 8,240 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,304,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $4,304,000 | 2,236 |
| 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) | $731,000 | 7,607 |
| Available-for-sale securities (fair market value) | $10,658,000 | 5,960 |
| Total debt securities | $10,730,000 | 7,886 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $18,568,000 | 6,201 |
| U.S. Government securities | $16,979,000 | 5,567 |
| U.S. Treasury securities | $10,243,000 | 3,323 |
| U.S. Government agency obligations | $6,736,000 | 6,783 |
| Securities issued by states & political subdivisions | $458,000 | 7,817 |
| Other domestic debt securities | $472,000 | 3,714 |
| Privately issued residential mortgage-backed securities | $16,000 | 2,725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $456,000 | 3,013 |
| Foreign debt securities | NA | NA |
| Equity securities | $659,000 | 2,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,665,000 | 2,794 |
| Mortgage-backed securities | $5,223,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $139,000 | 8,624 |
| Issued or guaranteed by U.S. | $139,000 | 8,595 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,084,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $5,068,000 | 2,170 |
| Privately issued | $16,000 | 2,382 |
| 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) | $7,666,000 | 6,618 |
| Available-for-sale securities (fair market value) | $10,902,000 | 4,498 |
| Total debt securities | $17,909,000 | 6,256 |
| 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 | $20,526,000 | 6,026 |
| U.S. Government securities | $19,820,000 | 5,167 |
| U.S. Treasury securities | $14,979,000 | 2,472 |
| U.S. Government agency obligations | $4,841,000 | 8,025 |
| Securities issued by states & political subdivisions | $533,000 | 7,793 |
| Other domestic debt securities | $144,000 | 5,583 |
| Privately issued residential mortgage-backed securities | $144,000 | 2,532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 7,022 |
| Mortgage-backed securities | $3,985,000 | 5,825 |
| Certificates of participation in pools of residential mortgages | $302,000 | 8,632 |
| Issued or guaranteed by U.S. | $302,000 | 8,575 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,683,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $3,539,000 | 2,994 |
| Privately issued | $144,000 | 2,132 |
| 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 | $20,497,000 | 5,901 |
| 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 | $20,637,000 | 5,986 |
| U.S. Government securities | $20,172,000 | 5,024 |
| U.S. Treasury securities | $15,318,000 | 2,421 |
| U.S. Government agency obligations | $4,854,000 | 8,085 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $465,000 | 5,227 |
| Privately issued residential mortgage-backed securities | $365,000 | 2,619 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,759,000 | 6,211 |
| Mortgage-backed securities | $4,219,000 | 5,902 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 7,486 |
| Issued or guaranteed by U.S. | $1,012,000 | 7,430 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,207,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 3,246 |
| Privately issued | $365,000 | 2,221 |
| 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 | $20,637,000 | 5,879 |
| 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 |