Home > Chase Bank USA > Securities
Chase Bank USA, Securities
| 2019-03-31 | Rank | |
| Total securities | $0 | 5,213 |
| U.S. Government securities | $0 | 5,064 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $0 | 5,192 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $0 | 5,259 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $0 | 5,239 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $0 | 5,327 |
| U.S. Government securities | $0 | 5,178 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $0 | 5,307 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $0 | 5,391 |
| U.S. Government securities | $0 | 5,238 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $0 | 5,370 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $0 | 5,455 |
| U.S. Government securities | $0 | 5,305 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $0 | 5,434 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $0 | 5,520 |
| U.S. Government securities | $0 | 5,359 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $0 | 5,501 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,000 | 5,584 |
| U.S. Government securities | $1,000 | 5,423 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,000 | 5,347 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,000 | 4,550 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,000 | 2,134 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $1,000 | 5,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,000 | 5,638 |
| U.S. Government securities | $1,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,000 | 5,401 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,000 | 4,585 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,000 | 2,165 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $1,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,000 | 5,709 |
| U.S. Government securities | $2,000 | 5,542 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,000 | 5,463 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $2,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,641 |
| Issued or guaranteed by U.S. | $2,000 | 4,636 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,000 | 2,195 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $2,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,000 | 5,766 |
| U.S. Government securities | $2,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,000 | 5,518 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $2,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,686 |
| Issued or guaranteed by U.S. | $2,000 | 4,680 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,000 | 2,220 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $2,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,000 | 5,826 |
| U.S. Government securities | $3,000 | 5,650 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,000 | 5,574 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $3,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,724 |
| Issued or guaranteed by U.S. | $2,000 | 4,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,090 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $3,000 | 2,238 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $3,000 | 5,808 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,000 | 5,909 |
| U.S. Government securities | $4,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,000 | 5,664 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $4,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,777 |
| Issued or guaranteed by U.S. | $3,000 | 4,771 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,118 |
| Privately issued | $0 | 687 |
| 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) | $4,000 | 2,288 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $4,000 | 5,890 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| 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 | $4,000 | 5,972 |
| U.S. Government securities | $4,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,000 | 5,724 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $4,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,820 |
| Issued or guaranteed by U.S. | $3,000 | 4,816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,148 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $4,000 | 2,333 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $4,000 | 5,954 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| 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 | $5,000 | 6,031 |
| U.S. Government securities | $5,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,000 | 5,789 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $5,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,862 |
| Issued or guaranteed by U.S. | $3,000 | 4,857 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,181 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $5,000 | 2,374 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $5,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| 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 | $6,000 | 6,108 |
| U.S. Government securities | $6,000 | 5,947 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,000 | 5,882 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $6,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,915 |
| Issued or guaranteed by U.S. | $4,000 | 4,909 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,229 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $6,000 | 2,394 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $6,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| 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 | $7,000 | 6,186 |
| U.S. Government securities | $7,000 | 6,028 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $7,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,990 |
| Issued or guaranteed by U.S. | $4,000 | 4,986 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,268 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,000 | 2,433 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $7,000 | 6,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| 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 | $8,000 | 6,248 |
| U.S. Government securities | $8,000 | 6,092 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $8,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,037 |
| Issued or guaranteed by U.S. | $5,000 | 5,029 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,290 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,000 | 2,441 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $8,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| 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 | $1,008,000 | 6,182 |
| U.S. Government securities | $8,000 | 6,190 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,000 | 6,114 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,000,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $8,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,114 |
| Issued or guaranteed by U.S. | $5,000 | 5,105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,330 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,000 | 2,475 |
| Available-for-sale securities (fair market value) | $1,000,000 | 5,822 |
| Total debt securities | $8,000 | 6,326 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,009,000 | 6,266 |
| U.S. Government securities | $9,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,000 | 6,198 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,000,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $9,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,204 |
| Issued or guaranteed by U.S. | $5,000 | 5,197 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,377 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $9,000 | 2,512 |
| Available-for-sale securities (fair market value) | $1,000,000 | 5,899 |
| Total debt securities | $9,000 | 6,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,010,000 | 6,331 |
| U.S. Government securities | $10,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,000 | 6,261 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,000,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $10,000 | 5,398 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,239 |
| Issued or guaranteed by U.S. | $6,000 | 5,233 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,420 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $10,000 | 2,541 |
| Available-for-sale securities (fair market value) | $1,000,000 | 5,961 |
| Total debt securities | $10,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,011,000 | 6,397 |
| U.S. Government securities | $11,000 | 6,406 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,000 | 6,325 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,000,000 | 586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $11,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,306 |
| Issued or guaranteed by U.S. | $6,000 | 5,298 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,451 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $11,000 | 2,557 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,024 |
| Total debt securities | $11,000 | 6,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,015,000 | 6,471 |
| U.S. Government securities | $15,000 | 6,476 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,000 | 6,393 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,000,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $15,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,322 |
| Issued or guaranteed by U.S. | $10,000 | 5,314 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,455 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $15,000 | 2,575 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,099 |
| Total debt securities | $15,000 | 6,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,016,000 | 6,543 |
| U.S. Government securities | $16,000 | 6,550 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,000 | 6,469 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,000,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $16,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,374 |
| Issued or guaranteed by U.S. | $10,000 | 5,366 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,490 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $16,000 | 2,578 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,168 |
| Total debt securities | $16,000 | 6,690 |
| 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 | $1,678,000 | 6,498 |
| U.S. Government securities | $18,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,000 | 6,503 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,660,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $18,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,385 |
| Issued or guaranteed by U.S. | $11,000 | 5,376 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,503 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $18,000 | 2,529 |
| Available-for-sale securities (fair market value) | $1,660,000 | 6,112 |
| Total debt securities | $18,000 | 6,736 |
| 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 | $2,452,000 | 6,454 |
| U.S. Government securities | $22,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,000 | 6,557 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,430,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $22,000 | 5,589 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,420 |
| Issued or guaranteed by U.S. | $14,000 | 5,413 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,529 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $22,000 | 2,518 |
| Available-for-sale securities (fair market value) | $2,430,000 | 6,061 |
| Total debt securities | $22,000 | 6,807 |
| 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 | $1,023,000 | 6,701 |
| U.S. Government securities | $23,000 | 6,705 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,000 | 6,619 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,000,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $23,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,444 |
| Issued or guaranteed by U.S. | $15,000 | 5,439 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,576 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $23,000 | 2,548 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,314 |
| Total debt securities | $23,000 | 6,864 |
| 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 | $1,024,000 | 6,799 |
| U.S. Government securities | $24,000 | 6,810 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,000 | 6,728 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $24,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,546 |
| Issued or guaranteed by U.S. | $16,000 | 5,536 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,000 | 3,820 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,646 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $24,000 | 2,611 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,400 |
| Total debt securities | $24,000 | 6,967 |
| 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 | $1,026,000 | 6,859 |
| U.S. Government securities | $26,000 | 6,882 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,000 | 6,800 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,000,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $26,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,585 |
| Issued or guaranteed by U.S. | $17,000 | 5,576 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,000 | 3,833 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,655 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $26,000 | 2,633 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,460 |
| Total debt securities | $26,000 | 7,033 |
| 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 | $1,049,000 | 6,922 |
| U.S. Government securities | $28,000 | 6,944 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,000 | 6,851 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $21,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $21,000 | 2,160 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,000,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $28,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,613 |
| Issued or guaranteed by U.S. | $18,000 | 5,605 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,000 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,667 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $28,000 | 2,690 |
| Available-for-sale securities (fair market value) | $1,021,000 | 6,506 |
| Total debt securities | $49,000 | 7,089 |
| 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 | $1,075,000 | 6,957 |
| U.S. Government securities | $31,000 | 6,980 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,000 | 6,892 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $44,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $44,000 | 2,094 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,000,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $31,000 | 5,804 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,601 |
| Issued or guaranteed by U.S. | $21,000 | 5,590 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,000 | 3,802 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,524 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $31,000 | 2,799 |
| Available-for-sale securities (fair market value) | $1,044,000 | 6,505 |
| Total debt securities | $75,000 | 7,126 |
| 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 | $50,620,000 | 2,503 |
| U.S. Government securities | $33,000 | 7,061 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $33,000 | 6,971 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $67,000 | 2,763 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $67,000 | 2,054 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $50,520,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $33,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $22,000 | 5,619 |
| Issued or guaranteed by U.S. | $22,000 | 5,608 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,000 | 3,793 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,511 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $33,000 | 2,827 |
| Available-for-sale securities (fair market value) | $50,587,000 | 2,275 |
| Total debt securities | $100,000 | 7,185 |
| 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 | $91,828,000 | 1,531 |
| U.S. Government securities | $35,000 | 7,150 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,000 | 7,049 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $90,000 | 2,696 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $90,000 | 1,977 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $91,703,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $35,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $24,000 | 5,626 |
| Issued or guaranteed by U.S. | $24,000 | 5,620 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,501 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $35,000 | 2,870 |
| Available-for-sale securities (fair market value) | $91,793,000 | 1,375 |
| Total debt securities | $125,000 | 7,256 |
| 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 | $76,918,000 | 1,749 |
| U.S. Government securities | $38,000 | 7,197 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $38,000 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $112,000 | 2,706 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $112,000 | 1,976 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $76,768,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $38,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,633 |
| Issued or guaranteed by U.S. | $26,000 | 5,623 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,000 | 3,763 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,463 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $38,000 | 2,888 |
| Available-for-sale securities (fair market value) | $76,880,000 | 1,585 |
| Total debt securities | $150,000 | 7,300 |
| 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 | $68,631,000 | 1,871 |
| U.S. Government securities | $40,000 | 7,242 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $40,000 | 7,141 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $134,000 | 2,837 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $134,000 | 1,980 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $68,457,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $40,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,625 |
| Issued or guaranteed by U.S. | $27,000 | 5,615 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,000 | 3,773 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,451 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $40,000 | 2,913 |
| Available-for-sale securities (fair market value) | $68,591,000 | 1,688 |
| Total debt securities | $174,000 | 7,354 |
| 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 | $68,623,000 | 1,812 |
| U.S. Government securities | $43,000 | 7,321 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $43,000 | 7,223 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $156,000 | 2,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $156,000 | 2,006 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $68,424,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $43,000 | 5,933 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,654 |
| Issued or guaranteed by U.S. | $29,000 | 5,641 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,436 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $43,000 | 2,984 |
| Available-for-sale securities (fair market value) | $68,580,000 | 1,622 |
| Total debt securities | $199,000 | 7,432 |
| 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 | $61,315,000 | 2,003 |
| U.S. Government securities | $48,000 | 7,406 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $48,000 | 7,313 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $209,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $209,000 | 1,913 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $61,058,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $48,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,684 |
| Issued or guaranteed by U.S. | $33,000 | 5,673 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $15,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,361 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $48,000 | 3,051 |
| Available-for-sale securities (fair market value) | $61,267,000 | 1,792 |
| Total debt securities | $257,000 | 7,484 |
| 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 | $73,261,000 | 1,734 |
| U.S. Government securities | $50,000 | 7,510 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $50,000 | 7,411 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $313,000 | 2,784 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $313,000 | 1,830 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $72,898,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $50,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $34,000 | 5,793 |
| Issued or guaranteed by U.S. | $34,000 | 5,783 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,339 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $50,000 | 3,094 |
| Available-for-sale securities (fair market value) | $73,211,000 | 1,543 |
| Total debt securities | $363,000 | 7,551 |
| 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 | $6,706,909,000 | 39 |
| U.S. Government securities | $53,000 | 7,546 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $53,000 | 7,448 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,634,507,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $6,634,139,000 | 8 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $368,000 | 1,841 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $72,349,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $53,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,847 |
| Issued or guaranteed by U.S. | $36,000 | 5,833 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $17,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,341 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $53,000 | 3,148 |
| Available-for-sale securities (fair market value) | $6,706,856,000 | 35 |
| Total debt securities | $6,634,560,000 | 39 |
| 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 | $7,019,594,000 | 38 |
| U.S. Government securities | $56,000 | 7,630 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $56,000 | 7,536 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,962,976,000 | 16 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $6,962,554,000 | 6 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $422,000 | 1,899 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $56,562,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $56,000 | 6,174 |
| Certificates of participation in pools of residential mortgages | $38,000 | 5,929 |
| Issued or guaranteed by U.S. | $38,000 | 5,909 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $18,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,326 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $56,000 | 3,224 |
| Available-for-sale securities (fair market value) | $7,019,538,000 | 34 |
| Total debt securities | $6,963,032,000 | 37 |
| 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 | $5,886,391,000 | 41 |
| U.S. Government securities | $62,000 | 7,692 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $62,000 | 7,606 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $5,842,205,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $5,841,729,000 | 8 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $476,000 | 1,907 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $44,124,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $62,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,968 |
| Issued or guaranteed by U.S. | $43,000 | 5,946 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,317 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $62,000 | 3,252 |
| Available-for-sale securities (fair market value) | $5,886,329,000 | 38 |
| Total debt securities | $5,842,267,000 | 40 |
| 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 | $2,486,742,000 | 85 |
| U.S. Government securities | $65,000 | 7,766 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $65,000 | 7,683 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,466,287,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,465,682,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $605,000 | 1,823 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,390,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $65,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,023 |
| Issued or guaranteed by U.S. | $45,000 | 6,005 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,311 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,000 | 3,290 |
| Available-for-sale securities (fair market value) | $2,486,677,000 | 75 |
| Total debt securities | $2,466,352,000 | 84 |
| 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 | $1,942,428,000 | 95 |
| U.S. Government securities | $68,000 | 7,836 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $68,000 | 7,759 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,923,376,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,922,668,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $708,000 | 1,732 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $18,984,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $68,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,041 |
| Issued or guaranteed by U.S. | $47,000 | 6,020 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $21,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,306 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,000 | 3,302 |
| Available-for-sale securities (fair market value) | $1,942,360,000 | 83 |
| Total debt securities | $1,923,444,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $388,771,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,159,581,000 | 84 |
| U.S. Government securities | $76,000 | 7,881 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $76,000 | 7,799 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,141,534,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,140,826,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $708,000 | 1,699 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $17,971,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $76,000 | 6,277 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,042 |
| Issued or guaranteed by U.S. | $54,000 | 6,021 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $22,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,237 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,000 | 3,309 |
| Available-for-sale securities (fair market value) | $2,159,505,000 | 70 |
| Total debt securities | $2,141,610,000 | 84 |
| 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 | $1,514,048,000 | 105 |
| U.S. Government securities | $79,000 | 7,935 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $79,000 | 7,860 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,497,382,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,496,623,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $759,000 | 1,709 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $16,587,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $79,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,058 |
| Issued or guaranteed by U.S. | $56,000 | 6,031 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,263 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,000 | 3,320 |
| Available-for-sale securities (fair market value) | $1,513,969,000 | 90 |
| Total debt securities | $1,497,461,000 | 106 |
| 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 | $277,574,000 | 451 |
| U.S. Government securities | $82,000 | 7,978 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $82,000 | 7,906 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $260,685,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $259,875,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $810,000 | 1,631 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $16,807,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $82,000 | 6,281 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,039 |
| Issued or guaranteed by U.S. | $58,000 | 6,010 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,247 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,000 | 3,358 |
| Available-for-sale securities (fair market value) | $277,492,000 | 392 |
| Total debt securities | $260,767,000 | 469 |
| 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 | $301,651,000 | 418 |
| U.S. Government securities | $85,000 | 8,052 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $85,000 | 7,964 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $284,639,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $283,781,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $858,000 | 1,505 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $16,927,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $85,000 | 6,197 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,959 |
| Issued or guaranteed by U.S. | $60,000 | 5,939 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,198 |
| 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) | $85,000 | 3,409 |
| Available-for-sale securities (fair market value) | $301,566,000 | 362 |
| Total debt securities | $284,724,000 | 424 |
| 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 | $308,782,000 | 413 |
| U.S. Government securities | $88,000 | 8,110 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $88,000 | 8,015 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $291,738,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $290,813,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $925,000 | 1,447 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $16,956,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $88,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,917 |
| Issued or guaranteed by U.S. | $62,000 | 5,894 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $26,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,166 |
| 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) | $88,000 | 3,474 |
| Available-for-sale securities (fair market value) | $308,694,000 | 353 |
| Total debt securities | $291,826,000 | 419 |
| 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 | $384,620,000 | 352 |
| U.S. Government securities | $103,000 | 8,145 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $103,000 | 8,051 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $300,843,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $299,813,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,030,000 | 1,292 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $83,674,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $103,000 | 6,140 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,897 |
| Issued or guaranteed by U.S. | $74,000 | 5,876 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $29,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,144 |
| 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) | $103,000 | 3,477 |
| Available-for-sale securities (fair market value) | $384,517,000 | 297 |
| Total debt securities | $300,946,000 | 406 |
| 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 | $318,765,000 | 408 |
| U.S. Government securities | $108,000 | 8,181 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $108,000 | 8,086 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $301,569,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $300,375,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,194,000 | 1,270 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $17,088,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $108,000 | 6,147 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,902 |
| Issued or guaranteed by U.S. | $77,000 | 5,878 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,149 |
| 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) | $108,000 | 3,544 |
| Available-for-sale securities (fair market value) | $318,657,000 | 341 |
| Total debt securities | $301,677,000 | 414 |
| 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 | $325,031,000 | 403 |
| U.S. Government securities | $111,000 | 8,234 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $111,000 | 8,139 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $323,585,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $322,346,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,239,000 | 1,273 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,335,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $111,000 | 6,164 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,916 |
| Issued or guaranteed by U.S. | $79,000 | 5,892 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $32,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,153 |
| 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) | $111,000 | 3,623 |
| Available-for-sale securities (fair market value) | $324,920,000 | 340 |
| Total debt securities | $323,695,000 | 392 |
| 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 | $360,569,000 | 374 |
| U.S. Government securities | $114,000 | 8,313 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $114,000 | 8,223 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $358,923,000 | 99 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $357,453,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,276,000 | 1,284 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,532,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $308,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,959 |
| Issued or guaranteed by U.S. | $80,000 | 5,928 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $228,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,140 |
| Privately issued | $194,000 | 1,049 |
| 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) | $114,000 | 3,697 |
| Available-for-sale securities (fair market value) | $360,455,000 | 317 |
| Total debt securities | $359,038,000 | 364 |
| 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 | $430,515,000 | 324 |
| U.S. Government securities | $127,000 | 8,360 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $127,000 | 8,262 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $428,658,000 | 82 |
| Privately issued residential mortgage-backed securities | $570,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $426,781,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,307,000 | 1,305 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,730,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $697,000 | 5,574 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,961 |
| Issued or guaranteed by U.S. | $92,000 | 5,933 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $605,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,135 |
| Privately issued | $570,000 | 889 |
| 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) | $127,000 | 3,732 |
| Available-for-sale securities (fair market value) | $430,388,000 | 271 |
| Total debt securities | $428,785,000 | 313 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $5,622,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $5,622,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $5,622,000 | 48 |
| 2006-03-31 | Rank | |
| Total securities | $434,794,000 | 329 |
| U.S. Government securities | $134,000 | 8,400 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $134,000 | 8,302 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $432,095,000 | 84 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 797 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $429,519,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,335,000 | 1,348 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,565,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,375,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,979 |
| Issued or guaranteed by U.S. | $98,000 | 5,955 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,277,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,145 |
| Privately issued | $1,241,000 | 743 |
| 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) | $134,000 | 3,790 |
| Available-for-sale securities (fair market value) | $434,660,000 | 277 |
| Total debt securities | $432,229,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $6,553,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $6,553,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $6,553,000 | 45 |
| 2005-12-31 | Rank | |
| Total securities | $532,243,000 | 281 |
| U.S. Government securities | $140,000 | 8,444 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $140,000 | 8,344 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $529,561,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $528,199,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,362,000 | 1,413 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,542,000 | 730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $140,000 | 6,298 |
| Certificates of participation in pools of residential mortgages | $101,000 | 6,032 |
| Issued or guaranteed by U.S. | $101,000 | 6,006 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $39,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,151 |
| 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) | $140,000 | 3,858 |
| Available-for-sale securities (fair market value) | $532,103,000 | 243 |
| Total debt securities | $529,701,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $6,104,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $6,104,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $6,104,000 | 39 |
| 2005-09-30 | Rank | |
| Total securities | $179,774,000 | 713 |
| U.S. Government securities | $149,000 | 8,478 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $149,000 | 8,388 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $179,625,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,365,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,260,000 | 936 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $149,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,051 |
| Issued or guaranteed by U.S. | $107,000 | 6,030 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,162 |
| 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) | $149,000 | 3,909 |
| Available-for-sale securities (fair market value) | $179,625,000 | 592 |
| Total debt securities | $179,773,000 | 698 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $5,825,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $5,825,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $5,825,000 | 39 |
| 2005-06-30 | Rank | |
| Total securities | $298,257,000 | 462 |
| U.S. Government securities | $171,000 | 8,496 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $171,000 | 8,399 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $298,086,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $297,317,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $769,000 | 1,927 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $171,000 | 6,326 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,058 |
| Issued or guaranteed by U.S. | $126,000 | 6,032 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $45,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,196 |
| 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) | $171,000 | 3,906 |
| Available-for-sale securities (fair market value) | $298,086,000 | 393 |
| Total debt securities | $298,257,000 | 453 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $5,299,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $5,299,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $5,299,000 | 37 |
| 2005-03-31 | Rank | |
| Total securities | $352,505,000 | 399 |
| U.S. Government securities | $48,087,000 | 1,911 |
| U.S. Treasury securities | $17,484,000 | 245 |
| U.S. Government agency obligations | $30,603,000 | 2,698 |
| Securities issued by states & political subdivisions | $128,665,000 | 101 |
| Other domestic debt securities | $167,163,000 | 159 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,800,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,363,000 | 128 |
| Foreign debt securities | $8,590,000 | 33 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $181,000 | 6,380 |
| Certificates of participation in pools of residential mortgages | $132,000 | 6,121 |
| Issued or guaranteed by U.S. | $132,000 | 6,098 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $49,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,234 |
| 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) | $181,000 | 3,963 |
| Available-for-sale securities (fair market value) | $352,324,000 | 338 |
| Total debt securities | $352,505,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $5,322,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $5,322,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $5,322,000 | 38 |
| 2004-12-31 | Rank | |
| Total securities | $322,632,000 | 439 |
| U.S. Government securities | $68,670,000 | 1,367 |
| U.S. Treasury securities | $36,395,000 | 141 |
| U.S. Government agency obligations | $32,275,000 | 2,593 |
| Securities issued by states & political subdivisions | $124,731,000 | 102 |
| Other domestic debt securities | $122,521,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $83,380,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,141,000 | 173 |
| Foreign debt securities | $6,710,000 | 36 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $189,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,151 |
| Issued or guaranteed by U.S. | $137,000 | 6,132 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $52,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,260 |
| 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) | $189,000 | 4,000 |
| Available-for-sale securities (fair market value) | $322,443,000 | 376 |
| Total debt securities | $322,633,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $6,315,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $6,315,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $6,315,000 | 39 |
| 2004-09-30 | Rank | |
| Total securities | $195,201,000 | 683 |
| U.S. Government securities | $35,042,000 | 2,482 |
| U.S. Treasury securities | $2,402,000 | 932 |
| U.S. Government agency obligations | $32,640,000 | 2,557 |
| Securities issued by states & political subdivisions | $126,009,000 | 103 |
| Other domestic debt securities | $28,257,000 | 431 |
| 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 | $28,257,000 | 244 |
| Foreign debt securities | $5,893,000 | 42 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $247,000 | 6,375 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,070 |
| Issued or guaranteed by U.S. | $191,000 | 6,053 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $56,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,267 |
| 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) | $247,000 | 3,971 |
| Available-for-sale securities (fair market value) | $194,954,000 | 574 |
| Total debt securities | $195,201,000 | 664 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $4,512,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $4,512,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $4,512,000 | 40 |
| 2004-06-30 | Rank | |
| Total securities | $210,725,000 | 633 |
| U.S. Government securities | $40,581,000 | 2,225 |
| U.S. Treasury securities | $2,268,000 | 999 |
| U.S. Government agency obligations | $38,313,000 | 2,259 |
| Securities issued by states & political subdivisions | $123,243,000 | 102 |
| Other domestic debt securities | $41,008,000 | 334 |
| 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 | $41,008,000 | 175 |
| Foreign debt securities | $5,893,000 | 40 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $259,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $198,000 | 6,127 |
| Issued or guaranteed by U.S. | $198,000 | 6,110 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $61,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,332 |
| 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) | $259,000 | 3,989 |
| Available-for-sale securities (fair market value) | $210,466,000 | 537 |
| Total debt securities | $210,725,000 | 619 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $5,595,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $5,595,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $5,595,000 | 40 |
| 2004-03-31 | Rank | |
| Total securities | $207,626,000 | 659 |
| U.S. Government securities | $36,375,000 | 2,415 |
| U.S. Treasury securities | $2,417,000 | 949 |
| U.S. Government agency obligations | $33,958,000 | 2,482 |
| Securities issued by states & political subdivisions | $129,718,000 | 99 |
| Other domestic debt securities | $35,397,000 | 392 |
| 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 | $35,397,000 | 217 |
| Foreign debt securities | $6,136,000 | 42 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $274,000 | 6,441 |
| Certificates of participation in pools of residential mortgages | $205,000 | 6,133 |
| Issued or guaranteed by U.S. | $205,000 | 6,111 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $69,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,376 |
| 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) | $274,000 | 4,025 |
| Available-for-sale securities (fair market value) | $207,352,000 | 565 |
| Total debt securities | $207,626,000 | 638 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $5,877,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $5,877,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $5,877,000 | 40 |
| 2003-12-31 | Rank | |
| Total securities | $163,929,000 | 829 |
| U.S. Government securities | $25,907,000 | 3,239 |
| U.S. Treasury securities | $2,349,000 | 1,020 |
| U.S. Government agency obligations | $23,558,000 | 3,365 |
| Securities issued by states & political subdivisions | $110,285,000 | 116 |
| Other domestic debt securities | $21,602,000 | 521 |
| 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 | $21,602,000 | 359 |
| Foreign debt securities | $6,135,000 | 46 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $299,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $222,000 | 6,148 |
| Issued or guaranteed by U.S. | $222,000 | 6,125 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $77,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,563 |
| 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) | $299,000 | 4,045 |
| Available-for-sale securities (fair market value) | $163,630,000 | 714 |
| Total debt securities | $163,929,000 | 806 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $5,430,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $5,430,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $5,430,000 | 39 |
| 2003-09-30 | Rank | |
| Total securities | $163,321,000 | 823 |
| U.S. Government securities | $26,097,000 | 3,123 |
| U.S. Treasury securities | $2,363,000 | 1,023 |
| U.S. Government agency obligations | $23,734,000 | 3,242 |
| Securities issued by states & political subdivisions | $110,022,000 | 119 |
| Other domestic debt securities | $21,066,000 | 549 |
| 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 | $21,066,000 | 398 |
| Foreign debt securities | $6,136,000 | 47 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $318,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $230,000 | 6,187 |
| Issued or guaranteed by U.S. | $230,000 | 6,160 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $88,000 | 3,819 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,622 |
| 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) | $318,000 | 4,048 |
| Available-for-sale securities (fair market value) | $163,003,000 | 707 |
| Total debt securities | $163,321,000 | 793 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $4,440,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $4,440,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $4,440,000 | 40 |
| 2003-06-30 | Rank | |
| Total securities | $161,752,000 | 820 |
| U.S. Government securities | $26,890,000 | 2,971 |
| U.S. Treasury securities | $2,464,000 | 1,023 |
| U.S. Government agency obligations | $24,426,000 | 3,078 |
| Securities issued by states & political subdivisions | $112,215,000 | 116 |
| Other domestic debt securities | $17,202,000 | 655 |
| 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 | $17,202,000 | 475 |
| Foreign debt securities | $5,445,000 | 48 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $348,000 | 6,480 |
| Certificates of participation in pools of residential mortgages | $248,000 | 6,189 |
| Issued or guaranteed by U.S. | $248,000 | 6,169 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $100,000 | 3,976 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,785 |
| 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) | $348,000 | 4,055 |
| Available-for-sale securities (fair market value) | $161,404,000 | 702 |
| Total debt securities | $161,752,000 | 791 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $3,697,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $3,697,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $3,697,000 | 42 |
| 2003-03-31 | Rank | |
| Total securities | $147,737,000 | 878 |
| U.S. Government securities | $28,950,000 | 2,775 |
| U.S. Treasury securities | $2,414,000 | 1,058 |
| U.S. Government agency obligations | $26,536,000 | 2,858 |
| Securities issued by states & political subdivisions | $97,906,000 | 124 |
| Other domestic debt securities | $17,044,000 | 673 |
| 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 | $17,044,000 | 487 |
| Foreign debt securities | $3,837,000 | 58 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $385,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $271,000 | 6,150 |
| Issued or guaranteed by U.S. | $271,000 | 6,132 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $114,000 | 4,035 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,854 |
| 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) | $385,000 | 4,087 |
| Available-for-sale securities (fair market value) | $147,352,000 | 749 |
| Total debt securities | $147,731,000 | 842 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $3,275,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $3,275,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $3,275,000 | 42 |
| 2002-12-31 | Rank | |
| Total securities | $126,283,000 | 991 |
| U.S. Government securities | $72,134,000 | 1,248 |
| U.S. Treasury securities | $24,361,000 | 235 |
| U.S. Government agency obligations | $47,773,000 | 1,742 |
| Securities issued by states & political subdivisions | $31,231,000 | 515 |
| Other domestic debt securities | $19,539,000 | 605 |
| 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 | $19,539,000 | 438 |
| Foreign debt securities | $3,379,000 | 59 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $443,000 | 6,412 |
| Certificates of participation in pools of residential mortgages | $315,000 | 6,059 |
| Issued or guaranteed by U.S. | $315,000 | 6,040 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $128,000 | 4,069 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,891 |
| 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) | $443,000 | 4,114 |
| Available-for-sale securities (fair market value) | $125,840,000 | 845 |
| Total debt securities | $126,283,000 | 945 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $4,874,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $4,874,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $4,874,000 | 43 |
| 2001-12-31 | Rank | |
| Total securities | $2,281,291,000 | 94 |
| U.S. Government securities | $2,215,431,000 | 74 |
| U.S. Treasury securities | $19,383,000 | 271 |
| U.S. Government agency obligations | $2,196,048,000 | 68 |
| Securities issued by states & political subdivisions | $44,562,000 | 303 |
| Other domestic debt securities | $18,863,000 | 625 |
| 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 | $18,863,000 | 449 |
| Foreign debt securities | $2,435,000 | 72 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $2,166,006,000 | 65 |
| Certificates of participation in pools of residential mortgages | $652,000 | 5,535 |
| Issued or guaranteed by U.S. | $652,000 | 5,513 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,165,354,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,165,354,000 | 14 |
| 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) | $841,000 | 3,963 |
| Available-for-sale securities (fair market value) | $2,280,450,000 | 81 |
| Total debt securities | $2,281,290,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $622,137,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $622,137,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $41,009,000 | 29 |
| 2000-12-31 | Rank | |
| Total securities | $1,229,578,000 | 142 |
| U.S. Government securities | $1,045,386,000 | 132 |
| U.S. Treasury securities | $85,957,000 | 97 |
| U.S. Government agency obligations | $959,429,000 | 129 |
| Securities issued by states & political subdivisions | $40,713,000 | 330 |
| Other domestic debt securities | $17,599,000 | 577 |
| Privately issued residential mortgage-backed securities | $197,000 | 1,099 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,402,000 | 455 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $125,880,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 7,716 |
| Mortgage-backed securities | $953,734,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,068,000 | 4,716 |
| Issued or guaranteed by U.S. | $1,068,000 | 4,700 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $952,666,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $952,469,000 | 37 |
| Privately issued | $197,000 | 954 |
| 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) | $1,516,000 | 4,136 |
| Available-for-sale securities (fair market value) | $1,228,062,000 | 116 |
| Total debt securities | $1,103,698,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $12,574,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $12,574,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $16,368,000 | 29 |
| 1999-12-31 | Rank | |
| Total securities | $95,900,000 | 1,186 |
| U.S. Government securities | $26,958,000 | 3,037 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $26,958,000 | 2,724 |
| Securities issued by states & political subdivisions | $33,371,000 | 429 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $35,571,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $26,958,000 | 1,315 |
| 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 | $26,958,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $26,958,000 | 542 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $95,900,000 | 909 |
| Total debt securities | $60,329,000 | 1,822 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $88,184,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $88,184,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $90,607,000 | 21 |
| 1998-12-31 | Rank | |
| Total securities | $57,809,000 | 2,006 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $22,188,000 | 707 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $35,621,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| 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 | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $57,809,000 | 1,510 |
| Total debt securities | $22,188,000 | 4,398 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $14,945,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $14,945,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $13,574,000 | 34 |
| 1997-12-31 | Rank | |
| Total securities | $1,037,480,000 | 156 |
| U.S. Government securities | $979,804,000 | 142 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $979,804,000 | 122 |
| Securities issued by states & political subdivisions | $22,147,000 | 579 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $35,529,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $979,804,000 | 102 |
| 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 | $979,804,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $979,804,000 | 29 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,037,480,000 | 115 |
| Total debt securities | $1,001,951,000 | 159 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $41,000,000 | 2,954 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $969,000 | 6,161 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $40,031,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $41,000,000 | 2,017 |
| Total debt securities | $969,000 | 11,060 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $18,574,000 | 5,841 |
| U.S. Government securities | $16,869,000 | 5,286 |
| U.S. Treasury securities | $16,370,000 | 1,723 |
| U.S. Government agency obligations | $499,000 | 10,855 |
| Securities issued by states & political subdivisions | $887,000 | 6,547 |
| Other domestic debt securities | $673,000 | 2,885 |
| Privately issued residential mortgage-backed securities | $177,000 | 1,642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $496,000 | 2,554 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $145,000 | 5,615 |
| 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 | 8,045 |
| Mortgage-backed securities | $676,000 | 7,740 |
| Certificates of participation in pools of residential mortgages | $116,000 | 8,204 |
| Issued or guaranteed by U.S. | $116,000 | 8,172 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $560,000 | 4,761 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 4,916 |
| Privately issued | $177,000 | 1,347 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $18,574,000 | 4,198 |
| Total debt securities | $18,429,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $4,782,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $21,785,000 | 5,536 |
| U.S. Government securities | $20,483,000 | 4,825 |
| U.S. Treasury securities | $18,265,000 | 1,933 |
| U.S. Government agency obligations | $2,218,000 | 9,722 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,647 |
| Other domestic debt securities | $207,000 | 4,524 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,800 |
| 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 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $95,000 | 6,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $335,000 | 9,595 |
| Mortgage-backed securities | $1,433,000 | 7,216 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,433,000 | 4,091 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 4,098 |
| Privately issued | $207,000 | 1,513 |
| 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) | $1,000,000 | 10,756 |
| Available-for-sale securities (fair market value) | $20,785,000 | 2,724 |
| Total debt securities | $21,690,000 | 5,457 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,839,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $11,981,000 | 8,348 |
| U.S. Government securities | $10,744,000 | 7,705 |
| U.S. Treasury securities | $4,332,000 | 6,168 |
| U.S. Government agency obligations | $6,412,000 | 7,112 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,237,000 | 3,020 |
| Privately issued residential mortgage-backed securities | $1,189,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,000 | 4,842 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,055,000 | 6,919 |
| Mortgage-backed securities | $7,601,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,601,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $6,412,000 | 2,125 |
| Privately issued | $1,189,000 | 841 |
| 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 | $11,981,000 | 8,199 |
| 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 | $12,601,000 | 8,156 |
| U.S. Government securities | $10,266,000 | 7,932 |
| U.S. Treasury securities | $6,457,000 | 4,901 |
| U.S. Government agency obligations | $3,809,000 | 8,866 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,335,000 | 2,696 |
| Privately issued residential mortgage-backed securities | $1,827,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 3,753 |
| Foreign debt securities | $0 | 699 |
| 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 | $0 | 10,910 |
| Mortgage-backed securities | $5,636,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,636,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $3,809,000 | 2,807 |
| Privately issued | $1,827,000 | 979 |
| 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 | $12,601,000 | 8,027 |
| 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 |