Home > Concord Bank > Securities
Concord Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $4,086,000 | 5,529 |
| U.S. Government securities | $4,086,000 | 4,999 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,086,000 | 4,884 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $3,229,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 3,665 |
| Issued or guaranteed by U.S. | $2,388,000 | 3,663 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $841,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 2,590 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $4,086,000 | 5,183 |
| Total debt securities | $4,086,000 | 5,506 |
| 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 | $4,345,000 | 5,594 |
| U.S. Government securities | $4,345,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,345,000 | 4,948 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,000 | 5,245 |
| Mortgage-backed securities | $3,438,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $2,527,000 | 3,678 |
| Issued or guaranteed by U.S. | $2,527,000 | 3,676 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $911,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 2,595 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $4,345,000 | 5,225 |
| Total debt securities | $4,345,000 | 5,572 |
| 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 | $4,597,000 | 5,652 |
| U.S. Government securities | $4,597,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,597,000 | 5,015 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,000 | 5,292 |
| Mortgage-backed securities | $3,627,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 3,737 |
| Issued or guaranteed by U.S. | $2,633,000 | 3,734 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $994,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,603 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,597,000 | 5,287 |
| Total debt securities | $4,597,000 | 5,627 |
| 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 | $4,899,000 | 5,672 |
| U.S. Government securities | $4,899,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,899,000 | 5,048 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,000 | 5,339 |
| Mortgage-backed securities | $3,879,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $2,804,000 | 3,753 |
| Issued or guaranteed by U.S. | $2,804,000 | 3,749 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,075,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,601 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,899,000 | 5,305 |
| Total debt securities | $4,899,000 | 5,647 |
| 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 | $5,160,000 | 5,733 |
| U.S. Government securities | $5,160,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,160,000 | 5,079 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $380,000 | 5,421 |
| Mortgage-backed securities | $4,074,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 3,790 |
| Issued or guaranteed by U.S. | $2,966,000 | 3,785 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,108,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,626 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,160,000 | 5,360 |
| Total debt securities | $5,160,000 | 5,713 |
| 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 | $5,003,000 | 5,833 |
| U.S. Government securities | $5,003,000 | 5,307 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,003,000 | 5,188 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $400,000 | 5,488 |
| Mortgage-backed securities | $3,869,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $2,718,000 | 3,933 |
| Issued or guaranteed by U.S. | $2,718,000 | 3,930 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,151,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $1,151,000 | 2,653 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,003,000 | 5,457 |
| Total debt securities | $5,003,000 | 5,811 |
| 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 | $3,017,000 | 6,125 |
| U.S. Government securities | $3,017,000 | 5,709 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,017,000 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $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 | $422,000 | 5,531 |
| Mortgage-backed securities | $1,825,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $1,825,000 | 4,266 |
| Issued or guaranteed by U.S. | $1,825,000 | 4,263 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,017,000 | 5,720 |
| Total debt securities | $3,017,000 | 6,100 |
| 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 | $3,152,000 | 6,160 |
| U.S. Government securities | $3,152,000 | 5,717 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,152,000 | 5,620 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $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 | $440,000 | 5,576 |
| Mortgage-backed securities | $1,914,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 4,271 |
| Issued or guaranteed by U.S. | $1,914,000 | 4,267 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,152,000 | 5,755 |
| Total debt securities | $3,152,000 | 6,131 |
| 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 | $3,445,000 | 6,190 |
| U.S. Government securities | $3,445,000 | 5,705 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,445,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $458,000 | 5,648 |
| Mortgage-backed securities | $2,167,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,267 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,262 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $164,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 3,248 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,445,000 | 5,785 |
| Total debt securities | $3,445,000 | 6,161 |
| 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 | $3,951,000 | 6,197 |
| U.S. Government securities | $3,951,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,951,000 | 5,584 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $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 | $486,000 | 5,700 |
| Mortgage-backed securities | $2,577,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $2,110,000 | 4,255 |
| Issued or guaranteed by U.S. | $2,110,000 | 4,248 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $467,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 3,073 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,951,000 | 5,811 |
| Total debt securities | $3,951,000 | 6,164 |
| 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 | $4,650,000 | 6,132 |
| U.S. Government securities | $4,650,000 | 5,566 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,650,000 | 5,457 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $522,000 | 5,691 |
| Mortgage-backed securities | $3,199,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 4,180 |
| Issued or guaranteed by U.S. | $2,265,000 | 4,174 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $934,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,858 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,650,000 | 5,741 |
| Total debt securities | $4,650,000 | 6,105 |
| 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 | $5,454,000 | 6,063 |
| U.S. Government securities | $5,454,000 | 5,458 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,454,000 | 5,346 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $3,906,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,456,000 | 4,167 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,450,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,686 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,454,000 | 5,697 |
| Total debt securities | $5,454,000 | 6,041 |
| 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 | $5,780,000 | 6,079 |
| U.S. Government securities | $5,780,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,780,000 | 5,299 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $4,142,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,635,000 | 4,125 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,507,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,717 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $5,780,000 | 5,690 |
| Total debt securities | $5,780,000 | 6,051 |
| 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 | $6,081,000 | 6,132 |
| U.S. Government securities | $6,081,000 | 5,496 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,081,000 | 5,383 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $4,394,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $2,796,000 | 4,219 |
| Issued or guaranteed by U.S. | $2,796,000 | 4,217 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,598,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $1,598,000 | 2,768 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,081,000 | 5,736 |
| Total debt securities | $6,081,000 | 6,103 |
| 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 | $6,435,000 | 6,141 |
| U.S. Government securities | $6,435,000 | 5,502 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,435,000 | 5,389 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $4,700,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 4,212 |
| Issued or guaranteed by U.S. | $2,962,000 | 4,210 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,738,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $1,738,000 | 2,732 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,435,000 | 5,728 |
| Total debt securities | $6,435,000 | 6,114 |
| 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 | $6,914,000 | 6,132 |
| U.S. Government securities | $6,914,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,914,000 | 5,409 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $5,057,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $3,160,000 | 4,169 |
| Issued or guaranteed by U.S. | $3,160,000 | 4,165 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,897,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,897,000 | 2,708 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,914,000 | 5,707 |
| Total debt securities | $6,914,000 | 6,105 |
| Structured notes | ||
| Amortized cost | $111,000 | 3,070 |
| Fair value | $110,000 | 3,071 |
| 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 | $7,786,000 | 6,035 |
| U.S. Government securities | $6,868,000 | 5,509 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,868,000 | 5,407 |
| Securities issued by states & political subdivisions | $918,000 | 4,989 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $4,814,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $2,777,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,777,000 | 4,200 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,037,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 2,544 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,786,000 | 5,601 |
| Total debt securities | $7,786,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,859 |
| Fair value | $249,000 | 2,889 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $8,556,000 | 5,935 |
| U.S. Government securities | $7,728,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,728,000 | 5,226 |
| Securities issued by states & political subdivisions | $828,000 | 5,039 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $5,123,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $2,931,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,931,000 | 4,092 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,192,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,477 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,556,000 | 5,497 |
| Total debt securities | $8,556,000 | 5,897 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,524 |
| Fair value | $751,000 | 2,537 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,603,000 | 5,727 |
| U.S. Government securities | $9,797,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,797,000 | 4,948 |
| Securities issued by states & political subdivisions | $806,000 | 5,034 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $5,379,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,017 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,335,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $2,335,000 | 2,404 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $10,603,000 | 5,294 |
| Total debt securities | $10,603,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $1,883,000 | 2,092 |
| Fair value | $1,879,000 | 2,094 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,566,000 | 5,572 |
| U.S. Government securities | $10,777,000 | 4,895 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,777,000 | 4,774 |
| Securities issued by states & political subdivisions | $789,000 | 5,054 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $5,546,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $3,125,000 | 3,955 |
| Issued or guaranteed by U.S. | $3,125,000 | 3,944 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,421,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $2,421,000 | 2,315 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,566,000 | 5,140 |
| Total debt securities | $11,566,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,773 |
| Fair value | $2,706,000 | 1,781 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $10,741,000 | 5,615 |
| U.S. Government securities | $9,778,000 | 4,886 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,778,000 | 4,764 |
| Securities issued by states & political subdivisions | $963,000 | 4,966 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $5,457,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $2,858,000 | 3,944 |
| Issued or guaranteed by U.S. | $2,858,000 | 3,934 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,599,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $2,599,000 | 2,216 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $10,741,000 | 5,166 |
| Total debt securities | $10,741,000 | 5,574 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,030 |
| Fair value | $1,699,000 | 2,048 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $12,685,000 | 5,285 |
| U.S. Government securities | $9,196,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,196,000 | 4,886 |
| Securities issued by states & political subdivisions | $1,437,000 | 4,600 |
| Other domestic debt securities | $2,052,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $2,052,000 | 99 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $5,438,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $2,600,000 | 4,005 |
| Issued or guaranteed by U.S. | $2,600,000 | 3,995 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,838,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $2,838,000 | 2,112 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,685,000 | 4,843 |
| Total debt securities | $12,685,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,065 |
| Fair value | $1,747,000 | 2,080 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,684,000 | 5,968 |
| U.S. Government securities | $5,171,000 | 5,984 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,171,000 | 5,868 |
| Securities issued by states & political subdivisions | $1,409,000 | 4,586 |
| Other domestic debt securities | $2,104,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $2,104,000 | 92 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $4,161,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,662 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,022,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $3,022,000 | 1,991 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,684,000 | 5,490 |
| Total debt securities | $8,684,000 | 5,929 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,005,000 | 2,532 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,884,000 | 6,006 |
| U.S. Government securities | $5,317,000 | 6,049 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,317,000 | 5,930 |
| Securities issued by states & political subdivisions | $1,411,000 | 4,597 |
| Other domestic debt securities | $2,156,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $2,156,000 | 90 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $4,306,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,158,000 | 4,787 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,148,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $3,148,000 | 1,909 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,884,000 | 5,524 |
| Total debt securities | $8,884,000 | 5,960 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,005,000 | 2,268 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $9,255,000 | 5,932 |
| U.S. Government securities | $5,586,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,586,000 | 5,845 |
| Securities issued by states & political subdivisions | $1,410,000 | 4,626 |
| Other domestic debt securities | $2,259,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $2,259,000 | 105 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $4,579,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,839 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,371,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $3,371,000 | 1,837 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $9,255,000 | 5,448 |
| Total debt securities | $9,255,000 | 5,889 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,001,000 | 2,025 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $10,225,000 | 5,793 |
| U.S. Government securities | $6,314,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,314,000 | 5,716 |
| Securities issued by states & political subdivisions | $1,557,000 | 4,580 |
| Other domestic debt securities | $2,354,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $2,354,000 | 109 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $4,806,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 4,917 |
| Issued or guaranteed by U.S. | $1,282,000 | 4,904 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,524,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,524,000 | 1,807 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $10,225,000 | 5,310 |
| Total debt securities | $10,225,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,002,000 | 1,606 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,110,000 | 5,800 |
| U.S. Government securities | $6,719,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,719,000 | 5,627 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,911 |
| Other domestic debt securities | $2,378,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $2,378,000 | 123 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $5,264,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $1,538,000 | 4,867 |
| Issued or guaranteed by U.S. | $1,538,000 | 4,853 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,726,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $3,726,000 | 1,717 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,110,000 | 5,298 |
| Total debt securities | $10,110,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $956,000 | 1,306 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,928,000 | 5,725 |
| U.S. Government securities | $8,150,000 | 5,473 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,150,000 | 5,396 |
| Securities issued by states & political subdivisions | $1,319,000 | 4,634 |
| Other domestic debt securities | $1,459,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,459,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $4,633,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,905 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,890 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,001,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $3,001,000 | 1,867 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,928,000 | 5,220 |
| Total debt securities | $10,928,000 | 5,677 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $29,148,000 | 3,520 |
| U.S. Government securities | $27,469,000 | 2,844 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,469,000 | 2,786 |
| Securities issued by states & political subdivisions | $1,679,000 | 4,383 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,290,000 | 5,099 |
| Mortgage-backed securities | $234,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,729 |
| Issued or guaranteed by U.S. | $234,000 | 5,709 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $29,148,000 | 3,140 |
| Total debt securities | $29,148,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 219 |
| Fair value | $6,007,000 | 224 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,287,000 | 7,552 |
| U.S. Government securities | $255,000 | 7,813 |
| U.S. Treasury securities | $6,000 | 1,016 |
| U.S. Government agency obligations | $249,000 | 7,736 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,185 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,645,000 | 5,795 |
| Mortgage-backed securities | $249,000 | 6,037 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,710 |
| Issued or guaranteed by U.S. | $249,000 | 5,692 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,287,000 | 6,938 |
| Total debt securities | $2,287,000 | 7,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,599,000 | 7,552 |
| U.S. Government securities | $270,000 | 7,859 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $270,000 | 7,781 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,223 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $288,000 | 1,438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,000 | 6,155 |
| Mortgage-backed securities | $263,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,718 |
| Issued or guaranteed by U.S. | $263,000 | 5,693 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,599,000 | 6,935 |
| Total debt securities | $2,311,000 | 7,542 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,738,000 | 7,539 |
| U.S. Government securities | $288,000 | 7,898 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $288,000 | 7,823 |
| Securities issued by states & political subdivisions | $2,156,000 | 4,172 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $294,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 5,643 |
| Mortgage-backed securities | $281,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $281,000 | 5,688 |
| Issued or guaranteed by U.S. | $281,000 | 5,657 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,738,000 | 6,921 |
| Total debt securities | $2,444,000 | 7,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,565,000 | 7,442 |
| U.S. Government securities | $301,000 | 7,987 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $301,000 | 7,890 |
| Securities issued by states & political subdivisions | $2,921,000 | 3,829 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $343,000 | 1,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 5,166 |
| Mortgage-backed securities | $294,000 | 5,914 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,549 |
| Issued or guaranteed by U.S. | $294,000 | 5,527 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,565,000 | 6,777 |
| Total debt securities | $3,223,000 | 7,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,688,000 | 7,448 |
| U.S. Government securities | $329,000 | 8,043 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $329,000 | 7,936 |
| Securities issued by states & political subdivisions | $2,914,000 | 3,835 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $445,000 | 1,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,139,000 | 5,176 |
| Mortgage-backed securities | $311,000 | 5,844 |
| Certificates of participation in pools of residential mortgages | $311,000 | 5,455 |
| Issued or guaranteed by U.S. | $311,000 | 5,433 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,688,000 | 6,783 |
| Total debt securities | $3,243,000 | 7,490 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,735,000 | 7,473 |
| U.S. Government securities | $348,000 | 8,089 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $348,000 | 7,986 |
| Securities issued by states & political subdivisions | $2,909,000 | 3,834 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $478,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,147,000 | 5,222 |
| Mortgage-backed securities | $330,000 | 5,833 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,449 |
| Issued or guaranteed by U.S. | $330,000 | 5,428 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,735,000 | 6,792 |
| Total debt securities | $3,258,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,787,000 | 7,510 |
| U.S. Government securities | $373,000 | 8,116 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $373,000 | 8,015 |
| Securities issued by states & political subdivisions | $2,926,000 | 3,836 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $488,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,183,000 | 5,226 |
| Mortgage-backed securities | $354,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,430 |
| Issued or guaranteed by U.S. | $354,000 | 5,405 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,787,000 | 6,807 |
| Total debt securities | $3,299,000 | 7,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,062,000 | 7,483 |
| U.S. Government securities | $391,000 | 8,164 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $391,000 | 8,060 |
| Securities issued by states & political subdivisions | $3,216,000 | 3,737 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $455,000 | 1,317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,488,000 | 5,119 |
| Mortgage-backed securities | $372,000 | 5,809 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,414 |
| Issued or guaranteed by U.S. | $372,000 | 5,393 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,062,000 | 6,776 |
| Total debt securities | $3,606,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,170,000 | 7,533 |
| U.S. Government securities | $413,000 | 8,234 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $413,000 | 8,129 |
| Securities issued by states & political subdivisions | $3,308,000 | 3,656 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $449,000 | 1,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,631,000 | 5,082 |
| Mortgage-backed securities | $394,000 | 5,796 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,401 |
| Issued or guaranteed by U.S. | $394,000 | 5,375 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,170,000 | 6,797 |
| Total debt securities | $3,721,000 | 7,588 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,181,000 | 7,566 |
| U.S. Government securities | $438,000 | 8,278 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $438,000 | 8,165 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,666 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $449,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,643,000 | 5,096 |
| Mortgage-backed securities | $419,000 | 5,802 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,412 |
| Issued or guaranteed by U.S. | $419,000 | 5,387 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,181,000 | 6,820 |
| Total debt securities | $3,733,000 | 7,626 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,258,000 | 7,589 |
| U.S. Government securities | $477,000 | 8,317 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $477,000 | 8,206 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,670 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $463,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,640,000 | 5,101 |
| Mortgage-backed securities | $457,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,388 |
| Issued or guaranteed by U.S. | $457,000 | 5,367 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,258,000 | 6,846 |
| Total debt securities | $3,795,000 | 7,655 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,805,000 | 7,505 |
| U.S. Government securities | $521,000 | 8,342 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $521,000 | 8,222 |
| Securities issued by states & political subdivisions | $3,863,000 | 3,483 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $421,000 | 1,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,486,000 | 5,170 |
| Mortgage-backed securities | $501,000 | 5,804 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,365 |
| Issued or guaranteed by U.S. | $501,000 | 5,343 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,805,000 | 6,746 |
| Total debt securities | $4,384,000 | 7,541 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,000,000 | 7,481 |
| U.S. Government securities | $588,000 | 8,357 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $588,000 | 8,250 |
| Securities issued by states & political subdivisions | $3,979,000 | 3,420 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $433,000 | 1,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,561,000 | 5,120 |
| Mortgage-backed securities | $568,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,335 |
| Issued or guaranteed by U.S. | $568,000 | 5,316 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,000,000 | 6,706 |
| Total debt securities | $4,567,000 | 7,528 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,075,000 | 7,502 |
| U.S. Government securities | $676,000 | 8,365 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $676,000 | 8,252 |
| Securities issued by states & political subdivisions | $3,979,000 | 3,415 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $420,000 | 1,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,618,000 | 5,085 |
| Mortgage-backed securities | $647,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $647,000 | 5,314 |
| Issued or guaranteed by U.S. | $647,000 | 5,291 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,075,000 | 6,714 |
| Total debt securities | $4,655,000 | 7,542 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,133,000 | 7,562 |
| U.S. Government securities | $727,000 | 8,424 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $727,000 | 8,306 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,409 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $431,000 | 1,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,603,000 | 5,135 |
| Mortgage-backed securities | $697,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,346 |
| Issued or guaranteed by U.S. | $697,000 | 5,329 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,133,000 | 6,765 |
| Total debt securities | $4,702,000 | 7,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,210,000 | 7,580 |
| U.S. Government securities | $800,000 | 8,424 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $800,000 | 8,312 |
| Securities issued by states & political subdivisions | $4,004,000 | 3,414 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $406,000 | 1,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,878,000 | 5,006 |
| Mortgage-backed securities | $770,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $770,000 | 5,311 |
| Issued or guaranteed by U.S. | $770,000 | 5,294 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,210,000 | 6,769 |
| Total debt securities | $4,804,000 | 7,626 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,352,000 | 7,595 |
| U.S. Government securities | $889,000 | 8,459 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $889,000 | 8,344 |
| Securities issued by states & political subdivisions | $4,020,000 | 3,415 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $443,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,757,000 | 5,078 |
| Mortgage-backed securities | $858,000 | 5,756 |
| Certificates of participation in pools of residential mortgages | $858,000 | 5,266 |
| Issued or guaranteed by U.S. | $858,000 | 5,253 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,352,000 | 6,772 |
| Total debt securities | $4,909,000 | 7,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,378,000 | 7,656 |
| U.S. Government securities | $992,000 | 8,502 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $992,000 | 8,379 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,443 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $445,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,994,000 | 4,972 |
| Mortgage-backed securities | $961,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $961,000 | 5,249 |
| Issued or guaranteed by U.S. | $961,000 | 5,234 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,378,000 | 6,846 |
| Total debt securities | $4,933,000 | 7,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,888,000 | 7,539 |
| U.S. Government securities | $1,351,000 | 8,372 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,351,000 | 8,235 |
| Securities issued by states & political subdivisions | $4,070,000 | 3,397 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $467,000 | 1,599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,151,000 | 4,858 |
| Mortgage-backed securities | $1,119,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 5,158 |
| Issued or guaranteed by U.S. | $1,119,000 | 5,142 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,888,000 | 6,732 |
| Total debt securities | $5,421,000 | 7,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,214,000 | 7,499 |
| U.S. Government securities | $1,492,000 | 8,412 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,492,000 | 8,268 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,345 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $462,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,691,000 | 4,222 |
| Mortgage-backed securities | $1,257,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 5,077 |
| Issued or guaranteed by U.S. | $1,257,000 | 5,059 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,214,000 | 6,686 |
| Total debt securities | $5,752,000 | 7,557 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,872,000 | 7,311 |
| U.S. Government securities | $1,777,000 | 8,284 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,777,000 | 8,125 |
| Securities issued by states & political subdivisions | $4,625,000 | 3,205 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $470,000 | 1,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,068,000 | 4,058 |
| Mortgage-backed securities | $1,523,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,880 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,872,000 | 6,499 |
| Total debt securities | $6,402,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,377,000 | 7,119 |
| U.S. Government securities | $2,213,000 | 8,124 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,213,000 | 7,949 |
| Securities issued by states & political subdivisions | $4,714,000 | 3,142 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $450,000 | 1,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,479,000 | 3,884 |
| Mortgage-backed securities | $1,956,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,956,000 | 4,693 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,377,000 | 6,326 |
| Total debt securities | $6,927,000 | 7,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,047,000 | 6,949 |
| U.S. Government securities | $2,689,000 | 8,003 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,689,000 | 7,821 |
| Securities issued by states & political subdivisions | $4,871,000 | 3,000 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $487,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,061,000 | 3,736 |
| Mortgage-backed securities | $2,429,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $2,429,000 | 4,459 |
| Issued or guaranteed by U.S. | $2,429,000 | 4,440 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,047,000 | 6,169 |
| Total debt securities | $7,560,000 | 7,005 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $11,591,000 | 6,160 |
| U.S. Government securities | $4,129,000 | 7,476 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,129,000 | 7,280 |
| Securities issued by states & political subdivisions | $6,982,000 | 2,392 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $480,000 | 1,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,248,000 | 3,019 |
| Mortgage-backed securities | $2,933,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,201 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,187 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $11,591,000 | 5,372 |
| Total debt securities | $11,111,000 | 6,168 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $22,258,000 | 4,199 |
| U.S. Government securities | $15,346,000 | 4,302 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,346,000 | 4,099 |
| Securities issued by states & political subdivisions | $6,413,000 | 2,435 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $499,000 | 1,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,030,000 | 3,406 |
| Mortgage-backed securities | $4,745,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 3,227 |
| Issued or guaranteed by U.S. | $4,745,000 | 3,210 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,258,000 | 3,556 |
| Total debt securities | $21,759,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,844,000 | 6,269 |
| U.S. Government securities | $5,166,000 | 7,679 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,166,000 | 7,322 |
| Securities issued by states & political subdivisions | $6,098,000 | 2,450 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $580,000 | 3,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,671,000 | 3,487 |
| Mortgage-backed securities | $2,997,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 3,375 |
| Issued or guaranteed by U.S. | $2,997,000 | 3,360 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $11,844,000 | 5,257 |
| Total debt securities | $11,264,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,260,000 | 6,994 |
| U.S. Government securities | $4,373,000 | 8,335 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,373,000 | 7,818 |
| Securities issued by states & political subdivisions | $5,704,000 | 2,687 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,155,000 | 3,347 |
| Mortgage-backed securities | $3,132,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $3,132,000 | 3,522 |
| Issued or guaranteed by U.S. | $3,132,000 | 3,507 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,260,000 | 5,797 |
| Total debt securities | $10,077,000 | 6,927 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,833,000 | 6,852 |
| U.S. Government securities | $6,277,000 | 7,443 |
| U.S. Treasury securities | $403,000 | 6,237 |
| U.S. Government agency obligations | $5,874,000 | 6,775 |
| Securities issued by states & political subdivisions | $4,406,000 | 3,193 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 5,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,574,000 | 3,386 |
| Mortgage-backed securities | $2,624,000 | 4,958 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 4,023 |
| Issued or guaranteed by U.S. | $2,624,000 | 4,003 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 6,255 |
| Available-for-sale securities (fair market value) | $10,633,000 | 5,596 |
| Total debt securities | $10,683,000 | 6,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,379,000 | 7,598 |
| U.S. Government securities | $8,406,000 | 7,087 |
| U.S. Treasury securities | $602,000 | 6,973 |
| U.S. Government agency obligations | $7,804,000 | 6,045 |
| Securities issued by states & political subdivisions | $973,000 | 5,863 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,156,000 | 4,912 |
| Mortgage-backed securities | $2,464,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $2,464,000 | 4,054 |
| Issued or guaranteed by U.S. | $2,464,000 | 4,038 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $950,000 | 6,364 |
| Available-for-sale securities (fair market value) | $8,429,000 | 6,228 |
| Total debt securities | $9,379,000 | 7,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,867,000 | 9,408 |
| U.S. Government securities | $5,867,000 | 8,727 |
| U.S. Treasury securities | $300,000 | 8,384 |
| U.S. Government agency obligations | $5,567,000 | 7,333 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,120,000 | 5,747 |
| Mortgage-backed securities | $3,395,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $3,395,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,395,000 | 3,852 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,048,000 | 5,637 |
| Available-for-sale securities (fair market value) | $2,819,000 | 8,678 |
| Total debt securities | $5,867,000 | 9,301 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |