Home > Chinatown Federal Savings Bank > Securities
Chinatown Federal Savings Bank, Securities
| 2019-06-30 | Rank | |
| Total securities | $2,087,000 | 4,899 |
| U.S. Government securities | $934,000 | 4,778 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $934,000 | 4,640 |
| Securities issued by states & political subdivisions | $503,000 | 4,153 |
| Other domestic debt securities | $650,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $650,000 | 1,268 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $934,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $934,000 | 3,581 |
| Issued or guaranteed by U.S. | $934,000 | 3,500 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,087,000 | 1,276 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $2,087,000 | 4,875 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,134,000 | 4,863 |
| U.S. Government securities | $981,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $981,000 | 4,689 |
| Securities issued by states & political subdivisions | $503,000 | 4,212 |
| Other domestic debt securities | $1,650,000 | 1,344 |
| 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 | $1,650,000 | 995 |
| 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 | $981,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $981,000 | 3,589 |
| Issued or guaranteed by U.S. | $981,000 | 3,504 |
| 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) | $3,134,000 | 1,180 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $3,134,000 | 4,843 |
| 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 | $3,177,000 | 4,902 |
| U.S. Government securities | $1,023,000 | 4,844 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,023,000 | 4,707 |
| Securities issued by states & political subdivisions | $504,000 | 4,257 |
| Other domestic debt securities | $1,650,000 | 1,325 |
| 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 | $1,650,000 | 997 |
| 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 | $1,023,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 3,589 |
| Issued or guaranteed by U.S. | $1,023,000 | 3,517 |
| 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) | $3,177,000 | 1,211 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $3,177,000 | 4,883 |
| 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 | $3,211,000 | 4,964 |
| U.S. Government securities | $1,057,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,057,000 | 4,772 |
| Securities issued by states & political subdivisions | $504,000 | 4,307 |
| Other domestic debt securities | $1,650,000 | 1,281 |
| 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 | $1,650,000 | 994 |
| 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 | $1,057,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 3,625 |
| Issued or guaranteed by U.S. | $1,057,000 | 3,596 |
| 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) | $3,211,000 | 1,230 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $3,211,000 | 4,943 |
| 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 | $3,364,000 | 5,005 |
| U.S. Government securities | $1,109,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,109,000 | 4,799 |
| Securities issued by states & political subdivisions | $504,000 | 4,360 |
| Other domestic debt securities | $1,751,000 | 1,420 |
| 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 | $1,751,000 | 987 |
| 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 | $1,109,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 3,666 |
| Issued or guaranteed by U.S. | $1,109,000 | 3,492 |
| 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) | $3,364,000 | 1,229 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $3,364,000 | 4,983 |
| 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 | $3,415,000 | 5,061 |
| U.S. Government securities | $1,160,000 | 5,008 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,160,000 | 4,883 |
| Securities issued by states & political subdivisions | $504,000 | 4,400 |
| Other domestic debt securities | $1,751,000 | 1,277 |
| 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 | $1,751,000 | 1,004 |
| 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 | $1,160,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 3,699 |
| Issued or guaranteed by U.S. | $1,160,000 | 3,692 |
| 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) | $3,415,000 | 1,256 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $3,415,000 | 5,040 |
| 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 | $3,461,000 | 5,117 |
| U.S. Government securities | $1,206,000 | 5,048 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,206,000 | 4,930 |
| Securities issued by states & political subdivisions | $504,000 | 4,469 |
| Other domestic debt securities | $1,751,000 | 1,277 |
| 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 | $1,751,000 | 1,023 |
| 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 | $1,206,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $1,206,000 | 3,735 |
| Issued or guaranteed by U.S. | $1,206,000 | 3,729 |
| 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) | $3,461,000 | 1,285 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $3,461,000 | 5,095 |
| 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 | $3,515,000 | 5,174 |
| U.S. Government securities | $1,260,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,260,000 | 4,974 |
| Securities issued by states & political subdivisions | $504,000 | 4,515 |
| Other domestic debt securities | $1,751,000 | 1,302 |
| 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 | $1,751,000 | 1,058 |
| 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 | $1,260,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 3,767 |
| Issued or guaranteed by U.S. | $1,260,000 | 3,762 |
| 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) | $3,515,000 | 1,319 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $3,515,000 | 5,150 |
| 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 | $3,573,000 | 5,212 |
| U.S. Government securities | $1,317,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,317,000 | 5,012 |
| Securities issued by states & political subdivisions | $504,000 | 4,563 |
| Other domestic debt securities | $1,752,000 | 1,326 |
| 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 | $1,752,000 | 1,083 |
| 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 | $1,317,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 3,793 |
| Issued or guaranteed by U.S. | $1,317,000 | 3,787 |
| 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) | $3,573,000 | 1,339 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $3,573,000 | 5,191 |
| 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 | $3,630,000 | 5,281 |
| U.S. Government securities | $1,374,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,374,000 | 5,070 |
| Securities issued by states & political subdivisions | $504,000 | 4,616 |
| Other domestic debt securities | $1,752,000 | 1,339 |
| 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 | $1,752,000 | 1,083 |
| 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 | $1,374,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 3,842 |
| Issued or guaranteed by U.S. | $1,374,000 | 3,838 |
| 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) | $3,630,000 | 1,356 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $3,630,000 | 5,259 |
| 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 | $3,692,000 | 5,314 |
| U.S. Government securities | $1,436,000 | 5,226 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,436,000 | 5,104 |
| Securities issued by states & political subdivisions | $504,000 | 4,659 |
| Other domestic debt securities | $1,752,000 | 1,342 |
| 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 | $1,752,000 | 1,080 |
| 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 | $1,436,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $1,436,000 | 3,856 |
| Issued or guaranteed by U.S. | $1,436,000 | 3,849 |
| 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) | $3,692,000 | 1,368 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $3,692,000 | 5,291 |
| 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 | $3,792,000 | 5,343 |
| U.S. Government securities | $1,535,000 | 5,246 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,535,000 | 5,128 |
| Securities issued by states & political subdivisions | $505,000 | 4,695 |
| Other domestic debt securities | $1,752,000 | 1,349 |
| 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 | $1,752,000 | 1,079 |
| 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 | $1,535,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 3,857 |
| Issued or guaranteed by U.S. | $1,535,000 | 3,854 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $3,792,000 | 1,354 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $3,792,000 | 5,317 |
| 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 | $4,087,000 | 5,405 |
| U.S. Government securities | $1,630,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,630,000 | 5,213 |
| Securities issued by states & political subdivisions | $505,000 | 4,738 |
| Other domestic debt securities | $1,952,000 | 1,329 |
| 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 | $1,952,000 | 1,057 |
| 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 | $1,630,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 3,855 |
| Issued or guaranteed by U.S. | $1,630,000 | 3,849 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $4,087,000 | 1,368 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $4,087,000 | 5,383 |
| 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 | $3,225,000 | 5,559 |
| U.S. Government securities | $767,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $767,000 | 5,490 |
| Securities issued by states & political subdivisions | $505,000 | 4,785 |
| Other domestic debt securities | $1,953,000 | 1,329 |
| 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 | $1,953,000 | 1,055 |
| 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 | $767,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $767,000 | 4,216 |
| Issued or guaranteed by U.S. | $767,000 | 4,212 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $3,225,000 | 1,493 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $3,225,000 | 5,536 |
| 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 | $3,258,000 | 5,618 |
| U.S. Government securities | $800,000 | 5,646 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $800,000 | 5,551 |
| Securities issued by states & political subdivisions | $505,000 | 4,815 |
| Other domestic debt securities | $1,953,000 | 1,308 |
| 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 | $1,953,000 | 1,042 |
| 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 | $800,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $800,000 | 4,234 |
| Issued or guaranteed by U.S. | $800,000 | 4,231 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $3,258,000 | 1,519 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $3,258,000 | 5,591 |
| 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 | $3,302,000 | 5,703 |
| U.S. Government securities | $843,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $843,000 | 5,641 |
| Securities issued by states & political subdivisions | $505,000 | 4,859 |
| Other domestic debt securities | $1,954,000 | 1,323 |
| 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 | $1,954,000 | 1,044 |
| 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 | $843,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $843,000 | 4,271 |
| Issued or guaranteed by U.S. | $843,000 | 4,266 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $3,302,000 | 1,525 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $3,302,000 | 5,676 |
| 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 | $3,352,000 | 5,781 |
| U.S. Government securities | $893,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $893,000 | 5,711 |
| Securities issued by states & political subdivisions | $506,000 | 4,892 |
| Other domestic debt securities | $1,953,000 | 1,342 |
| 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 | $1,953,000 | 1,059 |
| 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 | $893,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $893,000 | 4,327 |
| Issued or guaranteed by U.S. | $893,000 | 4,323 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $3,352,000 | 1,551 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $3,352,000 | 5,754 |
| 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 | $2,904,000 | 5,884 |
| U.S. Government securities | $944,000 | 5,870 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $944,000 | 5,776 |
| Securities issued by states & political subdivisions | $506,000 | 4,897 |
| Other domestic debt securities | $1,454,000 | 1,512 |
| 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 | $1,454,000 | 1,191 |
| 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 | $944,000 | 4,645 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,366 |
| Issued or guaranteed by U.S. | $944,000 | 4,360 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $2,904,000 | 1,609 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $2,904,000 | 5,859 |
| 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 | $2,957,000 | 5,973 |
| U.S. Government securities | $996,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $996,000 | 5,855 |
| Securities issued by states & political subdivisions | $506,000 | 4,979 |
| Other domestic debt securities | $1,455,000 | 1,514 |
| 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 | $1,455,000 | 1,198 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $996,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,424 |
| Issued or guaranteed by U.S. | $996,000 | 4,417 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $2,957,000 | 1,620 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $2,957,000 | 5,950 |
| 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 | $2,476,000 | 6,118 |
| U.S. Government securities | $1,021,000 | 6,021 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,021,000 | 5,934 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,455,000 | 1,562 |
| 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 | $1,455,000 | 1,225 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,021,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,499 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,496 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $2,476,000 | 1,703 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $2,476,000 | 6,097 |
| 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 | $1,458,000 | 6,285 |
| U.S. Government securities | $2,000 | 6,368 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,000 | 6,293 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,456,000 | 1,602 |
| 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 | $1,456,000 | 1,262 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $2,000 | 5,476 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,304 |
| Issued or guaranteed by U.S. | $2,000 | 5,298 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $1,458,000 | 1,882 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $1,458,000 | 6,263 |
| 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 | $453,000 | 6,475 |
| U.S. Government securities | $2,000 | 6,432 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,000 | 6,354 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $451,000 | 2,221 |
| 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 | $451,000 | 1,789 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $2,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,362 |
| Issued or guaranteed by U.S. | $2,000 | 5,354 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $453,000 | 2,191 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $453,000 | 6,451 |
| 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 | $453,000 | 6,554 |
| U.S. Government securities | $2,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,000 | 6,432 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $451,000 | 2,276 |
| 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 | $451,000 | 1,823 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,410 |
| Issued or guaranteed by U.S. | $2,000 | 5,401 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $453,000 | 2,198 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $453,000 | 6,530 |
| 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 | $454,000 | 6,630 |
| U.S. Government securities | $2,000 | 6,586 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,000 | 6,510 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $452,000 | 2,332 |
| 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 | $452,000 | 1,859 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $2,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,468 |
| Issued or guaranteed by U.S. | $2,000 | 5,459 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $454,000 | 2,191 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $454,000 | 6,604 |
| 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 | $577,000 | 6,651 |
| U.S. Government securities | $2,000 | 6,621 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,000 | 6,546 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $575,000 | 2,257 |
| 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 | $575,000 | 1,767 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $2,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,486 |
| Issued or guaranteed by U.S. | $2,000 | 5,476 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $577,000 | 2,053 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $577,000 | 6,622 |
| 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 | $574,000 | 6,719 |
| U.S. Government securities | $2,000 | 6,684 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,000 | 6,605 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $572,000 | 2,257 |
| 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 | $572,000 | 1,748 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $2,000 | 5,728 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,537 |
| Issued or guaranteed by U.S. | $2,000 | 5,529 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $574,000 | 2,052 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $574,000 | 6,690 |
| 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 | $573,000 | 6,781 |
| U.S. Government securities | $2,000 | 6,748 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,000 | 6,670 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $571,000 | 2,245 |
| 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 | $571,000 | 1,714 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $2,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,569 |
| Issued or guaranteed by U.S. | $2,000 | 5,563 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $573,000 | 2,075 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $573,000 | 6,754 |
| 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 | $820,000 | 6,839 |
| U.S. Government securities | $2,000 | 6,850 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,000 | 6,775 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $818,000 | 2,181 |
| 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 | $818,000 | 1,669 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,672 |
| Issued or guaranteed by U.S. | $2,000 | 5,661 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $820,000 | 2,021 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $820,000 | 6,811 |
| 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 | $807,000 | 6,904 |
| U.S. Government securities | $2,000 | 6,917 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,000 | 6,841 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $805,000 | 2,184 |
| 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 | $805,000 | 1,666 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $2,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,712 |
| Issued or guaranteed by U.S. | $2,000 | 5,702 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $807,000 | 2,036 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $804,000 | 6,877 |
| 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 | $794,000 | 6,970 |
| U.S. Government securities | $2,000 | 6,979 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,000 | 6,893 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $792,000 | 2,165 |
| 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 | $792,000 | 1,661 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,749 |
| Issued or guaranteed by U.S. | $2,000 | 5,741 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $794,000 | 2,092 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $794,000 | 6,942 |
| 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 | $782,000 | 7,009 |
| U.S. Government securities | $2,000 | 7,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 6,934 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $780,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 1,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,751 |
| Issued or guaranteed by U.S. | $2,000 | 5,740 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $782,000 | 2,191 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $782,000 | 6,984 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $1,269,000 | 7,013 |
| U.S. Government securities | $2,000 | 7,099 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,016 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,267,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,267,000 | 1,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,772 |
| Issued or guaranteed by U.S. | $2,000 | 5,760 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,269,000 | 2,019 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $1,269,000 | 6,981 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $1,257,000 | 7,084 |
| U.S. Government securities | $2,000 | 7,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,092 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,255,000 | 1,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,255,000 | 1,227 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,797 |
| Issued or guaranteed by U.S. | $2,000 | 5,790 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,257,000 | 2,046 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $1,257,000 | 7,055 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $1,246,000 | 7,134 |
| U.S. Government securities | $2,000 | 7,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,154 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,244,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,244,000 | 1,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,807 |
| Issued or guaranteed by U.S. | $2,000 | 5,795 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,246,000 | 2,061 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $1,246,000 | 7,105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $1,235,000 | 7,185 |
| U.S. Government securities | $2,000 | 7,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,198 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,233,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,233,000 | 1,266 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,815 |
| Issued or guaranteed by U.S. | $2,000 | 5,803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,235,000 | 2,082 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $1,235,000 | 7,155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,161,000 | 7,258 |
| U.S. Government securities | $2,000 | 7,364 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,277 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,159,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,159,000 | 1,285 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,146 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,862 |
| Issued or guaranteed by U.S. | $2,000 | 5,847 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,161,000 | 2,144 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $1,161,000 | 7,225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,161,000 | 7,340 |
| U.S. Government securities | $2,000 | 7,455 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,373 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,159,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,159,000 | 1,251 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,912 |
| Issued or guaranteed by U.S. | $2,000 | 5,899 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,161,000 | 2,219 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $1,161,000 | 7,308 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,410,000 | 7,385 |
| U.S. Government securities | $2,000 | 7,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,472 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,408,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,408,000 | 1,186 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,014 |
| Issued or guaranteed by U.S. | $2,000 | 6,002 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,410,000 | 2,176 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $1,410,000 | 7,351 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,410,000 | 7,424 |
| U.S. Government securities | $2,000 | 7,599 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,000 | 7,512 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,408,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,408,000 | 1,212 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,075 |
| Issued or guaranteed by U.S. | $2,000 | 6,060 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,410,000 | 2,219 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $1,410,000 | 7,392 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $1,412,000 | 7,501 |
| U.S. Government securities | $4,000 | 7,676 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,000 | 7,591 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,408,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,408,000 | 1,308 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,000 | 6,393 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,137 |
| Issued or guaranteed by U.S. | $4,000 | 6,117 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,412,000 | 2,289 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $1,412,000 | 7,460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $1,412,000 | 7,555 |
| U.S. Government securities | $4,000 | 7,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,000 | 7,666 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,408,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,408,000 | 1,338 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,185 |
| Issued or guaranteed by U.S. | $4,000 | 6,163 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,412,000 | 2,321 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $1,412,000 | 7,512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,413,000 | 7,629 |
| U.S. Government securities | $5,000 | 7,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,000 | 7,741 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,408,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,408,000 | 1,357 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,000 | 6,490 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,238 |
| Issued or guaranteed by U.S. | $5,000 | 6,220 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $1,413,000 | 2,359 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $1,413,000 | 7,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,708,000 | 7,635 |
| U.S. Government securities | $7,000 | 7,878 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,000 | 7,809 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,701,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,701,000 | 1,217 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,000 | 6,502 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,252 |
| Issued or guaranteed by U.S. | $7,000 | 6,230 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $1,708,000 | 2,274 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,708,000 | 7,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,711,000 | 7,683 |
| U.S. Government securities | $10,000 | 7,923 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,000 | 7,847 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,701,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,701,000 | 1,198 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,000 | 6,502 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,255 |
| Issued or guaranteed by U.S. | $10,000 | 6,233 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $1,711,000 | 2,291 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,711,000 | 7,643 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,716,000 | 7,729 |
| U.S. Government securities | $16,000 | 7,969 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,000 | 7,897 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,700,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,700,000 | 1,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,231 |
| Issued or guaranteed by U.S. | $16,000 | 6,204 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $1,716,000 | 2,294 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,716,000 | 7,679 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,976,000 | 7,713 |
| U.S. Government securities | $26,000 | 8,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,000 | 7,933 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,950,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,171 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,167 |
| Issued or guaranteed by U.S. | $26,000 | 6,138 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $1,976,000 | 2,262 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $1,976,000 | 7,662 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,992,000 | 7,786 |
| U.S. Government securities | $42,000 | 8,067 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,000 | 7,980 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,950,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,000 | 6,319 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,026 |
| Issued or guaranteed by U.S. | $42,000 | 6,005 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $1,992,000 | 2,316 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $1,992,000 | 7,738 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $2,010,000 | 7,810 |
| U.S. Government securities | $60,000 | 8,117 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,000 | 8,024 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,950,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,071 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,000 | 6,235 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,926 |
| Issued or guaranteed by U.S. | $60,000 | 5,902 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $2,010,000 | 2,345 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $2,010,000 | 7,763 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $2,024,000 | 7,858 |
| U.S. Government securities | $74,000 | 8,161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,000 | 8,067 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,950,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,000 | 6,219 |
| 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 | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $2,024,000 | 2,362 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $2,024,000 | 7,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $2,041,000 | 7,897 |
| U.S. Government securities | $91,000 | 8,197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $91,000 | 8,101 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,950,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,059 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $91,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,872 |
| Issued or guaranteed by U.S. | $91,000 | 5,848 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $2,041,000 | 2,394 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $2,041,000 | 7,846 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $2,070,000 | 7,941 |
| U.S. Government securities | $120,000 | 8,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $120,000 | 8,137 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,950,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,076 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $120,000 | 6,140 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,799 |
| Issued or guaranteed by U.S. | $120,000 | 5,775 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $2,070,000 | 2,441 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $2,070,000 | 7,890 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $2,091,000 | 8,019 |
| U.S. Government securities | $142,000 | 8,311 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,000 | 8,221 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,949,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,949,000 | 1,077 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $142,000 | 6,132 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,792 |
| Issued or guaranteed by U.S. | $142,000 | 5,763 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,091,000 | 2,481 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $2,091,000 | 7,969 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $2,123,000 | 8,059 |
| U.S. Government securities | $174,000 | 8,352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $174,000 | 8,253 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,949,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,949,000 | 1,098 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $174,000 | 6,112 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,761 |
| Issued or guaranteed by U.S. | $174,000 | 5,735 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,123,000 | 2,497 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $2,123,000 | 8,013 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $2,147,000 | 8,096 |
| U.S. Government securities | $198,000 | 8,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $198,000 | 8,285 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,949,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,949,000 | 1,162 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $198,000 | 6,121 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,757 |
| Issued or guaranteed by U.S. | $198,000 | 5,733 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,147,000 | 2,530 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $2,147,000 | 8,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $2,053,000 | 8,168 |
| U.S. Government securities | $224,000 | 8,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $224,000 | 8,321 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,829,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,829,000 | 1,259 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $224,000 | 6,158 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,768 |
| Issued or guaranteed by U.S. | $224,000 | 5,744 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $2,053,000 | 2,611 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $2,053,000 | 8,118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $2,172,000 | 8,166 |
| U.S. Government securities | $253,000 | 8,446 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $253,000 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,919,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,919,000 | 1,275 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $253,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,757 |
| Issued or guaranteed by U.S. | $253,000 | 5,739 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $2,172,000 | 2,604 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $2,172,000 | 8,114 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $2,236,000 | 8,185 |
| U.S. Government securities | $287,000 | 8,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $287,000 | 8,361 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,949,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,949,000 | 1,307 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $287,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,759 |
| Issued or guaranteed by U.S. | $287,000 | 5,734 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $2,236,000 | 2,624 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $2,236,000 | 8,137 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $2,296,000 | 8,244 |
| U.S. Government securities | $347,000 | 8,529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $347,000 | 8,418 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,949,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,949,000 | 1,387 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $347,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $347,000 | 5,753 |
| Issued or guaranteed by U.S. | $347,000 | 5,734 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $2,296,000 | 2,635 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $2,296,000 | 8,190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,345,000 | 8,286 |
| U.S. Government securities | $397,000 | 8,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $397,000 | 8,435 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,948,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,461 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $397,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,729 |
| Issued or guaranteed by U.S. | $397,000 | 5,712 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $2,345,000 | 2,650 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $2,345,000 | 8,230 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,500,000 | 8,293 |
| U.S. Government securities | $552,000 | 8,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $552,000 | 8,431 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,948,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,506 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $452,000 | 6,139 |
| Certificates of participation in pools of residential mortgages | $452,000 | 5,687 |
| Issued or guaranteed by U.S. | $452,000 | 5,671 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $2,500,000 | 2,639 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,500,000 | 8,238 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,550,000 | 8,355 |
| U.S. Government securities | $602,000 | 8,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $602,000 | 8,476 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,948,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,585 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $501,000 | 6,142 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,685 |
| Issued or guaranteed by U.S. | $501,000 | 5,670 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $2,550,000 | 2,634 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $2,550,000 | 8,301 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,605,000 | 8,326 |
| U.S. Government securities | $657,000 | 8,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $657,000 | 8,464 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,948,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $556,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,652 |
| Issued or guaranteed by U.S. | $556,000 | 5,635 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $2,605,000 | 2,597 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,605,000 | 8,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,676,000 | 8,376 |
| U.S. Government securities | $728,000 | 8,642 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $728,000 | 8,515 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,948,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,781 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $626,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $626,000 | 5,621 |
| Issued or guaranteed by U.S. | $626,000 | 5,601 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,676,000 | 2,615 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,676,000 | 8,306 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $2,790,000 | 8,367 |
| U.S. Government securities | $842,000 | 8,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $842,000 | 8,482 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,948,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,881 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $740,000 | 6,035 |
| Certificates of participation in pools of residential mortgages | $740,000 | 5,538 |
| Issued or guaranteed by U.S. | $740,000 | 5,515 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,790,000 | 2,613 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,790,000 | 8,289 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $2,915,000 | 8,354 |
| U.S. Government securities | $967,000 | 8,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $967,000 | 8,464 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,948,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,948,000 | 1,937 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $864,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $864,000 | 5,487 |
| Issued or guaranteed by U.S. | $864,000 | 5,466 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,915,000 | 2,594 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,915,000 | 8,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $2,819,000 | 8,424 |
| U.S. Government securities | $1,121,000 | 8,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,121,000 | 8,423 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,698,000 | 2,340 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,698,000 | 2,035 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,018,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 5,353 |
| Issued or guaranteed by U.S. | $1,018,000 | 5,333 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,819,000 | 2,646 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,819,000 | 8,346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $2,949,000 | 8,455 |
| U.S. Government securities | $1,252,000 | 8,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,252,000 | 8,446 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,697,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,697,000 | 2,053 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,148,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $1,148,000 | 5,221 |
| Issued or guaranteed by U.S. | $1,148,000 | 5,202 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,949,000 | 2,674 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,949,000 | 8,361 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $2,473,000 | 8,736 |
| U.S. Government securities | $1,714,000 | 8,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,714,000 | 8,425 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $759,000 | 3,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $759,000 | 2,688 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,609,000 | 5,504 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,738 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,473,000 | 2,990 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,473,000 | 8,645 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,156,000 | 8,966 |
| U.S. Government securities | $2,397,000 | 8,839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,397,000 | 8,529 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $759,000 | 2,681 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $759,000 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,190,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 3,834 |
| Issued or guaranteed by U.S. | $2,190,000 | 3,817 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,156,000 | 3,360 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $3,156,000 | 8,851 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,843,000 | 8,727 |
| U.S. Government securities | $2,910,000 | 8,967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,910,000 | 8,516 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,933,000 | 1,890 |
| 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 | $1,933,000 | 1,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,810,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $2,810,000 | 3,690 |
| Issued or guaranteed by U.S. | $2,810,000 | 3,673 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,843,000 | 3,117 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,843,000 | 8,617 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,151,000 | 7,976 |
| U.S. Government securities | $4,811,000 | 8,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,811,000 | 7,312 |
| Securities issued by states & political subdivisions | $205,000 | 7,236 |
| Other domestic debt securities | $2,135,000 | 1,658 |
| 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 | $2,135,000 | 1,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,711,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $3,711,000 | 3,468 |
| Issued or guaranteed by U.S. | $3,711,000 | 3,451 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,151,000 | 2,834 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $7,151,000 | 7,848 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,404,000 | 7,588 |
| U.S. Government securities | $6,082,000 | 8,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,082,000 | 6,775 |
| Securities issued by states & political subdivisions | $300,000 | 7,203 |
| Other domestic debt securities | $3,022,000 | 1,108 |
| 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 | $3,022,000 | 869 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,082,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $5,082,000 | 2,890 |
| Issued or guaranteed by U.S. | $5,082,000 | 2,874 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $9,404,000 | 2,921 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $9,404,000 | 7,467 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,192,000 | 6,934 |
| U.S. Government securities | $6,765,000 | 8,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,765,000 | 6,803 |
| Securities issued by states & political subdivisions | $1,915,000 | 4,887 |
| Other domestic debt securities | $4,388,000 | 972 |
| 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 | $4,388,000 | 685 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-124,000 | 1,065 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,765,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $5,765,000 | 2,964 |
| Issued or guaranteed by U.S. | $5,765,000 | 2,942 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $13,192,000 | 2,615 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $13,068,000 | 6,842 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,550,000 | 6,310 |
| U.S. Government securities | $8,762,000 | 7,820 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $8,762,000 | 5,949 |
| Securities issued by states & political subdivisions | $2,465,000 | 4,425 |
| Other domestic debt securities | $5,184,000 | 1,033 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,184,000 | 752 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-139,000 | 1,136 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,762,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $6,762,000 | 2,771 |
| Issued or guaranteed by U.S. | $6,762,000 | 2,746 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $16,550,000 | 2,349 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $16,411,000 | 6,228 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,136,000 | 5,470 |
| U.S. Government securities | $11,698,000 | 7,083 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,698,000 | 4,805 |
| Securities issued by states & political subdivisions | $2,465,000 | 4,660 |
| Other domestic debt securities | $7,811,000 | 877 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,811,000 | 648 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-162,000 | 1,226 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,698,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $7,698,000 | 2,655 |
| Issued or guaranteed by U.S. | $7,698,000 | 2,645 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $22,136,000 | 3,194 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $21,974,000 | 5,401 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $22,059,000 | 5,716 |
| U.S. Government securities | $11,827,000 | 7,311 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,827,000 | 4,940 |
| Securities issued by states & political subdivisions | $2,465,000 | 4,787 |
| Other domestic debt securities | $7,589,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,589,000 | 762 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-178,000 | 1,309 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,827,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $7,827,000 | 2,883 |
| Issued or guaranteed by U.S. | $7,827,000 | 2,850 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $21,881,000 | 5,620 |
| 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 | $15,749,000 | 7,144 |
| U.S. Government securities | $3,410,000 | 11,832 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,410,000 | 9,196 |
| Securities issued by states & political subdivisions | $2,481,000 | 4,519 |
| Other domestic debt securities | $9,828,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,828,000 | 727 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-30,000 | 1,302 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,410,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $3,410,000 | 4,855 |
| Issued or guaranteed by U.S. | $3,410,000 | 4,801 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $15,719,000 | 7,039 |
| 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 |