Home > Farmers & Merchants Bank > Securities
Farmers & Merchants Bank, Securities
| 2019-03-31 | Rank | |
| Total securities | $30,737,000 | 2,931 |
| U.S. Government securities | $29,750,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $29,750,000 | 2,018 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $987,000 | 1,548 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $987,000 | 1,188 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,677,000 | 3,442 |
| Mortgage-backed securities | $22,842,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $6,638,000 | 2,369 |
| Issued or guaranteed by U.S. | $6,638,000 | 2,314 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,795,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $11,795,000 | 1,033 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,409,000 | 929 |
| Commercial mortgage pass-through securities | $4,409,000 | 628 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $30,737,000 | 2,721 |
| Total debt securities | $30,735,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $35,203,000 | 2,757 |
| U.S. Government securities | $34,229,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $34,229,000 | 1,872 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $974,000 | 1,548 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $974,000 | 1,196 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,776,000 | 3,630 |
| Mortgage-backed securities | $24,860,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $6,774,000 | 2,349 |
| Issued or guaranteed by U.S. | $6,774,000 | 2,315 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,275,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $12,275,000 | 1,004 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,811,000 | 812 |
| Commercial mortgage pass-through securities | $5,811,000 | 535 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,203,000 | 2,560 |
| Total debt securities | $35,203,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $36,668,000 | 2,693 |
| U.S. Government securities | $35,699,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $35,699,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $969,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $969,000 | 1,204 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,205,000 | 3,784 |
| Mortgage-backed securities | $25,385,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,353 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,342 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,657,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $12,657,000 | 968 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,737,000 | 806 |
| Commercial mortgage pass-through securities | $5,737,000 | 531 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $36,668,000 | 2,495 |
| Total debt securities | $36,668,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $39,474,000 | 2,620 |
| U.S. Government securities | $38,508,000 | 1,822 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $38,508,000 | 1,718 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $966,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $966,000 | 1,203 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,063,000 | 3,838 |
| Mortgage-backed securities | $26,691,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $7,356,000 | 2,348 |
| Issued or guaranteed by U.S. | $7,356,000 | 2,236 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,558,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $13,558,000 | 911 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,777,000 | 790 |
| Commercial mortgage pass-through securities | $5,777,000 | 504 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $39,474,000 | 2,424 |
| Total debt securities | $39,474,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $40,730,000 | 2,602 |
| U.S. Government securities | $39,762,000 | 1,832 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $39,762,000 | 1,737 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $968,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $968,000 | 1,231 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,070,000 | 3,894 |
| Mortgage-backed securities | $27,929,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | $7,808,000 | 2,328 |
| Issued or guaranteed by U.S. | $7,808,000 | 2,325 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,294,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $14,294,000 | 876 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,827,000 | 687 |
| Commercial mortgage pass-through securities | $5,827,000 | 403 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $40,730,000 | 2,403 |
| Total debt securities | $40,730,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $35,867,000 | 2,825 |
| U.S. Government securities | $34,879,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $34,879,000 | 1,912 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $988,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $988,000 | 1,254 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,092,000 | 3,947 |
| Mortgage-backed securities | $22,987,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $8,364,000 | 2,304 |
| Issued or guaranteed by U.S. | $8,364,000 | 2,301 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,690,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $8,690,000 | 1,175 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,933,000 | 669 |
| Commercial mortgage pass-through securities | $5,933,000 | 398 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $35,867,000 | 2,609 |
| Total debt securities | $35,867,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $31,752,000 | 3,080 |
| U.S. Government securities | $30,755,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $30,755,000 | 2,109 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $997,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $997,000 | 1,274 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,827,000 | 4,077 |
| Mortgage-backed securities | $17,785,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $5,690,000 | 2,720 |
| Issued or guaranteed by U.S. | $5,690,000 | 2,719 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,086,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $6,086,000 | 1,373 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $6,009,000 | 657 |
| Commercial mortgage pass-through securities | $6,009,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $31,752,000 | 2,834 |
| Total debt securities | $31,752,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $37,900,000 | 2,804 |
| U.S. Government securities | $36,904,000 | 1,965 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $36,904,000 | 1,876 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $996,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $996,000 | 1,302 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,287,000 | 2,878 |
| Mortgage-backed securities | $21,411,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $8,954,000 | 2,318 |
| Issued or guaranteed by U.S. | $8,954,000 | 2,317 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,386,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $6,386,000 | 1,360 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $6,071,000 | 633 |
| Commercial mortgage pass-through securities | $6,071,000 | 382 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $37,900,000 | 2,581 |
| Total debt securities | $37,900,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $37,748,000 | 2,868 |
| U.S. Government securities | $36,762,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $36,762,000 | 1,916 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $986,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $986,000 | 1,329 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,418,000 | 2,896 |
| Mortgage-backed securities | $21,786,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $7,657,000 | 2,525 |
| Issued or guaranteed by U.S. | $7,657,000 | 2,525 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,102,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $8,102,000 | 1,222 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,027,000 | 629 |
| Commercial mortgage pass-through securities | $6,027,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $37,748,000 | 2,635 |
| Total debt securities | $37,748,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $38,253,000 | 2,818 |
| U.S. Government securities | $37,272,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,272,000 | 1,879 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $981,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $981,000 | 1,330 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,344,000 | 2,920 |
| Mortgage-backed securities | $20,786,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $7,936,000 | 2,495 |
| Issued or guaranteed by U.S. | $7,936,000 | 2,493 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,794,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $6,794,000 | 1,297 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,056,000 | 603 |
| Commercial mortgage pass-through securities | $6,056,000 | 362 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $38,253,000 | 2,583 |
| Total debt securities | $38,253,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $32,398,000 | 3,082 |
| U.S. Government securities | $31,394,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $31,394,000 | 2,137 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,004,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,004,000 | 1,277 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,532,000 | 2,917 |
| Mortgage-backed securities | $15,732,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $7,057,000 | 2,630 |
| Issued or guaranteed by U.S. | $7,057,000 | 2,629 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,119,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $4,119,000 | 1,661 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,556,000 | 646 |
| Commercial mortgage pass-through securities | $4,556,000 | 393 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $32,398,000 | 2,824 |
| Total debt securities | $32,398,000 | 3,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $38,680,000 | 2,823 |
| U.S. Government securities | $37,148,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $37,148,000 | 1,942 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,532,000 | 1,425 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,532,000 | 1,127 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,441,000 | 2,975 |
| Mortgage-backed securities | $16,953,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $7,082,000 | 2,686 |
| Issued or guaranteed by U.S. | $7,082,000 | 2,681 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,865,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,865,000 | 1,344 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,006,000 | 714 |
| Commercial mortgage pass-through securities | $3,006,000 | 427 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $38,680,000 | 2,582 |
| Total debt securities | $38,680,000 | 2,803 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $32,526,000 | 3,206 |
| U.S. Government securities | $30,995,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $30,995,000 | 2,281 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,531,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,531,000 | 1,128 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,742,000 | 2,986 |
| Mortgage-backed securities | $12,278,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $6,764,000 | 2,750 |
| Issued or guaranteed by U.S. | $6,764,000 | 2,746 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,514,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $5,514,000 | 1,486 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $32,526,000 | 2,922 |
| Total debt securities | $32,526,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $31,677,000 | 3,274 |
| U.S. Government securities | $30,181,000 | 2,432 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,181,000 | 2,341 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $1,496,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,496,000 | 1,158 |
| 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 | $12,258,000 | 2,834 |
| Mortgage-backed securities | $15,607,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $7,318,000 | 2,673 |
| Issued or guaranteed by U.S. | $7,318,000 | 2,668 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,289,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $8,289,000 | 1,256 |
| 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) | $31,677,000 | 2,986 |
| Total debt securities | $31,676,000 | 3,244 |
| 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 | $21,573,000 | 3,991 |
| U.S. Government securities | $21,573,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,573,000 | 2,910 |
| 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 | $12,067,000 | 2,876 |
| Mortgage-backed securities | $8,471,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $2,903,000 | 3,583 |
| Issued or guaranteed by U.S. | $2,903,000 | 3,579 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,568,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $5,568,000 | 1,518 |
| 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) | $21,573,000 | 3,643 |
| Total debt securities | $21,573,000 | 3,968 |
| 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 | $24,121,000 | 3,871 |
| U.S. Government securities | $24,121,000 | 2,914 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $24,121,000 | 2,834 |
| 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 | $12,773,000 | 2,808 |
| Mortgage-backed securities | $7,066,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,137 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,132 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,702,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $5,702,000 | 1,549 |
| 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) | $24,121,000 | 3,539 |
| Total debt securities | $24,121,000 | 3,849 |
| 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 | $21,264,000 | 4,139 |
| U.S. Government securities | $21,264,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,264,000 | 3,087 |
| 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 | $12,136,000 | 2,935 |
| Mortgage-backed securities | $5,203,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $2,454,000 | 3,860 |
| Issued or guaranteed by U.S. | $2,454,000 | 3,855 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,749,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $2,749,000 | 2,074 |
| 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) | $21,264,000 | 3,778 |
| Total debt securities | $21,264,000 | 4,111 |
| 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 | $21,140,000 | 4,197 |
| U.S. Government securities | $21,140,000 | 3,243 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,140,000 | 3,140 |
| 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 | $12,574,000 | 2,901 |
| Mortgage-backed securities | $4,072,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 3,899 |
| Issued or guaranteed by U.S. | $2,563,000 | 3,893 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,509,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 2,500 |
| 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) | $21,140,000 | 3,844 |
| Total debt securities | $21,140,000 | 4,176 |
| 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 | $27,096,000 | 3,821 |
| U.S. Government securities | $27,096,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $27,096,000 | 2,777 |
| 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 | $12,170,000 | 2,968 |
| Mortgage-backed securities | $1,080,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,080,000 | 4,474 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $27,096,000 | 3,489 |
| Total debt securities | $27,096,000 | 3,795 |
| 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 | $25,987,000 | 3,953 |
| U.S. Government securities | $25,987,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $25,987,000 | 2,911 |
| 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 | $12,172,000 | 2,978 |
| Mortgage-backed securities | $47,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,107 |
| Issued or guaranteed by U.S. | $47,000 | 5,101 |
| 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) | $25,987,000 | 3,610 |
| Total debt securities | $25,987,000 | 3,924 |
| 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 | $27,029,000 | 3,899 |
| U.S. Government securities | $27,029,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,029,000 | 2,863 |
| 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 | $12,201,000 | 2,998 |
| Mortgage-backed securities | $2,589,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,045,000 | 4,567 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,544,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,564 |
| 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) | $27,029,000 | 3,564 |
| Total debt securities | $27,029,000 | 3,869 |
| 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 | $22,128,000 | 4,280 |
| U.S. Government securities | $22,128,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,128,000 | 3,202 |
| 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 | $10,664,000 | 3,187 |
| Mortgage-backed securities | $1,065,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,581 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,128,000 | 3,918 |
| Total debt securities | $22,128,000 | 4,253 |
| 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 | $17,163,000 | 4,771 |
| U.S. Government securities | $17,163,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,163,000 | 3,701 |
| 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 | $10,599,000 | 3,188 |
| Mortgage-backed securities | $50,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,257 |
| Issued or guaranteed by U.S. | $50,000 | 5,249 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,163,000 | 4,382 |
| Total debt securities | $17,163,000 | 4,739 |
| 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 | $12,183,000 | 5,275 |
| U.S. Government securities | $12,183,000 | 4,381 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,183,000 | 4,287 |
| 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 | $11,051,000 | 3,114 |
| Mortgage-backed securities | $51,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,258 |
| Issued or guaranteed by U.S. | $51,000 | 5,249 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,183,000 | 4,898 |
| Total debt securities | $12,183,000 | 5,241 |
| 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 | $12,109,000 | 5,321 |
| U.S. Government securities | $12,109,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,109,000 | 4,328 |
| 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 | $11,207,000 | 3,126 |
| Mortgage-backed securities | $53,000 | 5,515 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,299 |
| Issued or guaranteed by U.S. | $53,000 | 5,292 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $12,109,000 | 4,943 |
| Total debt securities | $12,109,000 | 5,291 |
| 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 | $11,126,000 | 5,410 |
| U.S. Government securities | $11,126,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,126,000 | 4,434 |
| 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 | $10,819,000 | 3,175 |
| Mortgage-backed securities | $54,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $54,000 | 5,335 |
| Issued or guaranteed by U.S. | $54,000 | 5,329 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,126,000 | 5,033 |
| Total debt securities | $11,126,000 | 5,386 |
| 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 | $12,091,000 | 5,392 |
| U.S. Government securities | $12,091,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,091,000 | 4,410 |
| 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 | $11,882,000 | 3,038 |
| Mortgage-backed securities | $58,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $58,000 | 5,430 |
| Issued or guaranteed by U.S. | $58,000 | 5,420 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,091,000 | 4,997 |
| Total debt securities | $12,091,000 | 5,365 |
| 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 | $12,109,000 | 5,444 |
| U.S. Government securities | $12,109,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,109,000 | 4,471 |
| 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 | $10,181,000 | 3,311 |
| Mortgage-backed securities | $62,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,473 |
| Issued or guaranteed by U.S. | $62,000 | 5,463 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,109,000 | 5,051 |
| Total debt securities | $12,109,000 | 5,411 |
| 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 | $14,138,000 | 5,230 |
| U.S. Government securities | $14,138,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,138,000 | 4,288 |
| 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 | $11,801,000 | 3,113 |
| Mortgage-backed securities | $64,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $64,000 | 5,502 |
| Issued or guaranteed by U.S. | $64,000 | 5,493 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $14,138,000 | 4,824 |
| Total debt securities | $14,138,000 | 5,203 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,136,000 | 5,202 |
| U.S. Government securities | $14,136,000 | 4,321 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,136,000 | 4,236 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $12,465,000 | 2,875 |
| Mortgage-backed securities | $67,000 | 5,735 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,484 |
| Issued or guaranteed by U.S. | $67,000 | 5,470 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $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) | $14,136,000 | 4,780 |
| Total debt securities | $14,136,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $14,183,000 | 5,162 |
| U.S. Government securities | $14,183,000 | 4,264 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,183,000 | 4,168 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $13,006,000 | 2,768 |
| Mortgage-backed securities | $71,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,492 |
| Issued or guaranteed by U.S. | $71,000 | 5,477 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $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) | $14,183,000 | 4,745 |
| Total debt securities | $14,183,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,308,000 | 5,217 |
| U.S. Government securities | $14,308,000 | 4,354 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,308,000 | 4,250 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $13,727,000 | 2,723 |
| Mortgage-backed securities | $73,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,504 |
| Issued or guaranteed by U.S. | $73,000 | 5,494 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $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) | $14,308,000 | 4,780 |
| Total debt securities | $14,308,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $14,375,000 | 5,194 |
| U.S. Government securities | $14,375,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,375,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $13,771,000 | 2,699 |
| Mortgage-backed securities | $74,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,506 |
| Issued or guaranteed by U.S. | $74,000 | 5,495 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $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) | $14,375,000 | 4,770 |
| Total debt securities | $14,374,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,661,000 | 5,209 |
| U.S. Government securities | $13,661,000 | 4,277 |
| U.S. Treasury securities | $300,000 | 1,152 |
| U.S. Government agency obligations | $13,361,000 | 4,209 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $13,381,000 | 2,708 |
| Mortgage-backed securities | $80,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,490 |
| Issued or guaranteed by U.S. | $80,000 | 5,479 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $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) | $13,661,000 | 4,773 |
| Total debt securities | $13,661,000 | 5,172 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,753,000 | 5,004 |
| U.S. Government securities | $14,753,000 | 4,075 |
| U.S. Treasury securities | $301,000 | 1,062 |
| U.S. Government agency obligations | $14,452,000 | 4,004 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,212,000 | 2,649 |
| Mortgage-backed securities | $82,000 | 5,861 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,513 |
| Issued or guaranteed by U.S. | $82,000 | 5,500 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $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) | $14,753,000 | 4,569 |
| Total debt securities | $14,753,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,103,000 | 6,251 |
| U.S. Government securities | $7,103,000 | 5,548 |
| U.S. Treasury securities | $301,000 | 1,002 |
| U.S. Government agency obligations | $6,802,000 | 5,510 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,096,000 | 4,009 |
| Mortgage-backed securities | $83,000 | 5,899 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,572 |
| Issued or guaranteed by U.S. | $83,000 | 5,560 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $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) | $7,103,000 | 5,754 |
| Total debt securities | $7,103,000 | 6,212 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,929,000 | 6,364 |
| U.S. Government securities | $6,929,000 | 5,648 |
| U.S. Treasury securities | $301,000 | 1,023 |
| U.S. Government agency obligations | $6,628,000 | 5,606 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,343,000 | 4,026 |
| Mortgage-backed securities | $84,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,679 |
| Issued or guaranteed by U.S. | $84,000 | 5,666 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $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) | $6,929,000 | 5,851 |
| Total debt securities | $6,929,000 | 6,324 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,941,000 | 6,153 |
| U.S. Government securities | $7,941,000 | 5,387 |
| U.S. Treasury securities | $301,000 | 969 |
| U.S. Government agency obligations | $7,640,000 | 5,364 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,744,000 | 4,201 |
| Mortgage-backed securities | $87,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,741 |
| Issued or guaranteed by U.S. | $87,000 | 5,726 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $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) | $7,941,000 | 5,675 |
| Total debt securities | $7,941,000 | 6,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,985,000 | 6,379 |
| U.S. Government securities | $6,480,000 | 5,762 |
| U.S. Treasury securities | $301,000 | 921 |
| U.S. Government agency obligations | $6,179,000 | 5,756 |
| Securities issued by states & political subdivisions | $505,000 | 5,321 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,521,000 | 4,245 |
| Mortgage-backed securities | $92,000 | 6,116 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,818 |
| Issued or guaranteed by U.S. | $92,000 | 5,800 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $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) | $6,985,000 | 5,864 |
| Total debt securities | $6,985,000 | 6,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,985,000 | 6,616 |
| U.S. Government securities | $5,476,000 | 6,035 |
| U.S. Treasury securities | $300,000 | 912 |
| U.S. Government agency obligations | $5,176,000 | 6,020 |
| Securities issued by states & political subdivisions | $509,000 | 5,328 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,912,000 | 4,427 |
| Mortgage-backed securities | $100,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $100,000 | 5,855 |
| Issued or guaranteed by U.S. | $100,000 | 5,835 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $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) | $5,985,000 | 6,090 |
| Total debt securities | $5,985,000 | 6,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,961,000 | 6,668 |
| U.S. Government securities | $5,448,000 | 6,171 |
| U.S. Treasury securities | $300,000 | 847 |
| U.S. Government agency obligations | $5,148,000 | 6,162 |
| Securities issued by states & political subdivisions | $513,000 | 5,257 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,000 | 4,818 |
| Mortgage-backed securities | $101,000 | 6,202 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,911 |
| Issued or guaranteed by U.S. | $101,000 | 5,894 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,961,000 | 6,112 |
| Total debt securities | $5,961,000 | 6,629 |
| 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 | $6,951,000 | 6,519 |
| U.S. Government securities | $6,435,000 | 6,006 |
| U.S. Treasury securities | $301,000 | 816 |
| U.S. Government agency obligations | $6,134,000 | 6,004 |
| Securities issued by states & political subdivisions | $516,000 | 5,207 |
| 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 | $6,079,000 | 4,234 |
| Mortgage-backed securities | $105,000 | 6,219 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,930 |
| Issued or guaranteed by U.S. | $105,000 | 5,911 |
| 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) | $6,951,000 | 5,973 |
| Total debt securities | $6,951,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,917,000 | 6,280 |
| U.S. Government securities | $7,403,000 | 5,726 |
| U.S. Treasury securities | $302,000 | 855 |
| U.S. Government agency obligations | $7,101,000 | 5,721 |
| Securities issued by states & political subdivisions | $514,000 | 5,205 |
| 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 | $6,447,000 | 4,140 |
| Mortgage-backed securities | $110,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,924 |
| Issued or guaranteed by U.S. | $110,000 | 5,904 |
| 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) | $7,917,000 | 5,730 |
| Total debt securities | $7,917,000 | 6,240 |
| 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 | $8,914,000 | 6,127 |
| U.S. Government securities | $8,398,000 | 5,478 |
| U.S. Treasury securities | $301,000 | 859 |
| U.S. Government agency obligations | $8,097,000 | 5,493 |
| Securities issued by states & political subdivisions | $516,000 | 5,253 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,648,000 | 4,078 |
| Mortgage-backed securities | $113,000 | 6,228 |
| Certificates of participation in pools of residential mortgages | $113,000 | 5,934 |
| Issued or guaranteed by U.S. | $113,000 | 5,909 |
| 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) | $8,914,000 | 5,604 |
| Total debt securities | $8,914,000 | 6,059 |
| 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 | $8,000,000 | 6,352 |
| U.S. Government securities | $7,476,000 | 5,752 |
| U.S. Treasury securities | $304,000 | 891 |
| U.S. Government agency obligations | $7,172,000 | 5,749 |
| Securities issued by states & political subdivisions | $524,000 | 5,263 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,840,000 | 3,989 |
| Mortgage-backed securities | $130,000 | 6,198 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,896 |
| Issued or guaranteed by U.S. | $130,000 | 5,866 |
| 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) | $8,000,000 | 5,793 |
| Total debt securities | $8,000,000 | 6,282 |
| 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 | $8,646,000 | 6,298 |
| U.S. Government securities | $7,629,000 | 5,849 |
| U.S. Treasury securities | $301,000 | 996 |
| U.S. Government agency obligations | $7,328,000 | 5,810 |
| Securities issued by states & political subdivisions | $516,000 | 5,291 |
| Other domestic debt securities | $501,000 | 2,385 |
| 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 | $501,000 | 1,713 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,517,000 | 4,117 |
| Mortgage-backed securities | $339,000 | 5,871 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,492 |
| Issued or guaranteed by U.S. | $339,000 | 5,471 |
| 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) | $8,646,000 | 5,703 |
| Total debt securities | $8,646,000 | 6,231 |
| 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 | $10,717,000 | 5,946 |
| U.S. Government securities | $9,703,000 | 5,401 |
| U.S. Treasury securities | $301,000 | 1,072 |
| U.S. Government agency obligations | $9,402,000 | 5,372 |
| Securities issued by states & political subdivisions | $512,000 | 5,324 |
| Other domestic debt securities | $502,000 | 2,320 |
| 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 | $502,000 | 1,675 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,712,000 | 3,853 |
| Mortgage-backed securities | $449,000 | 5,720 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,303 |
| Issued or guaranteed by U.S. | $449,000 | 5,283 |
| 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) | $10,717,000 | 5,351 |
| Total debt securities | $10,717,000 | 5,886 |
| 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 | $10,693,000 | 5,976 |
| U.S. Government securities | $9,680,000 | 5,465 |
| U.S. Treasury securities | $299,000 | 1,194 |
| U.S. Government agency obligations | $9,381,000 | 5,438 |
| Securities issued by states & political subdivisions | $510,000 | 5,349 |
| Other domestic debt securities | $503,000 | 2,256 |
| 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 | $503,000 | 1,631 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,404,000 | 3,905 |
| Mortgage-backed securities | $517,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,232 |
| Issued or guaranteed by U.S. | $517,000 | 5,214 |
| 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) | $10,693,000 | 5,363 |
| Total debt securities | $10,693,000 | 5,922 |
| 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 | $9,779,000 | 6,185 |
| U.S. Government securities | $8,758,000 | 5,711 |
| U.S. Treasury securities | $299,000 | 1,280 |
| U.S. Government agency obligations | $8,459,000 | 5,654 |
| Securities issued by states & political subdivisions | $515,000 | 5,392 |
| Other domestic debt securities | $506,000 | 2,251 |
| 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 | $506,000 | 1,652 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,777,000 | 3,839 |
| Mortgage-backed securities | $581,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,180 |
| Issued or guaranteed by U.S. | $581,000 | 5,159 |
| 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) | $9,779,000 | 5,537 |
| Total debt securities | $9,780,000 | 6,132 |
| 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 | $10,404,000 | 6,087 |
| U.S. Government securities | $8,822,000 | 5,750 |
| U.S. Treasury securities | $299,000 | 1,327 |
| U.S. Government agency obligations | $8,523,000 | 5,684 |
| Securities issued by states & political subdivisions | $1,076,000 | 4,916 |
| Other domestic debt securities | $506,000 | 2,267 |
| 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 | $506,000 | 1,686 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,604,000 | 3,894 |
| Mortgage-backed securities | $678,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $678,000 | 5,104 |
| Issued or guaranteed by U.S. | $678,000 | 5,085 |
| 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) | $10,404,000 | 5,454 |
| Total debt securities | $10,404,000 | 6,030 |
| 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 | $10,781,000 | 6,048 |
| U.S. Government securities | $9,212,000 | 5,698 |
| U.S. Treasury securities | $599,000 | 1,204 |
| U.S. Government agency obligations | $8,613,000 | 5,729 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,956 |
| Other domestic debt securities | $509,000 | 2,299 |
| 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 | $509,000 | 1,717 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,491,000 | 3,927 |
| Mortgage-backed securities | $742,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $742,000 | 5,044 |
| Issued or guaranteed by U.S. | $742,000 | 5,020 |
| 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) | $10,781,000 | 5,390 |
| Total debt securities | $10,781,000 | 5,988 |
| 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 | $10,715,000 | 6,091 |
| U.S. Government securities | $8,881,000 | 5,819 |
| U.S. Treasury securities | $298,000 | 1,443 |
| U.S. Government agency obligations | $8,583,000 | 5,752 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,964 |
| Other domestic debt securities | $757,000 | 2,141 |
| 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 | $757,000 | 1,602 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,484,000 | 3,927 |
| Mortgage-backed securities | $802,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $802,000 | 5,026 |
| Issued or guaranteed by U.S. | $802,000 | 5,004 |
| 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) | $10,715,000 | 5,420 |
| Total debt securities | $10,715,000 | 6,036 |
| 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 | $10,821,000 | 6,119 |
| U.S. Government securities | $8,973,000 | 5,851 |
| U.S. Treasury securities | $297,000 | 1,524 |
| U.S. Government agency obligations | $8,676,000 | 5,774 |
| Securities issued by states & political subdivisions | $1,084,000 | 4,981 |
| Other domestic debt securities | $764,000 | 2,196 |
| 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 | $764,000 | 1,671 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,951,000 | 3,816 |
| Mortgage-backed securities | $873,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,003 |
| Issued or guaranteed by U.S. | $873,000 | 4,984 |
| 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) | $10,821,000 | 5,429 |
| Total debt securities | $10,821,000 | 6,066 |
| 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 | $11,213,000 | 6,072 |
| U.S. Government securities | $9,101,000 | 5,800 |
| U.S. Treasury securities | $296,000 | 1,544 |
| U.S. Government agency obligations | $8,805,000 | 5,731 |
| Securities issued by states & political subdivisions | $1,091,000 | 5,004 |
| Other domestic debt securities | $1,021,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,021,000 | 1,560 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,222,000 | 3,521 |
| Mortgage-backed securities | $996,000 | 5,416 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,931 |
| Issued or guaranteed by U.S. | $996,000 | 4,913 |
| 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) | $11,213,000 | 5,371 |
| Total debt securities | $11,213,000 | 6,017 |
| 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 | $11,405,000 | 6,043 |
| U.S. Government securities | $9,269,000 | 5,734 |
| U.S. Treasury securities | $296,000 | 1,580 |
| U.S. Government agency obligations | $8,973,000 | 5,672 |
| Securities issued by states & political subdivisions | $1,104,000 | 5,004 |
| Other domestic debt securities | $1,032,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,032,000 | 1,601 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,988,000 | 3,567 |
| Mortgage-backed securities | $1,113,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 4,877 |
| Issued or guaranteed by U.S. | $1,113,000 | 4,860 |
| 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) | $11,405,000 | 5,321 |
| Total debt securities | $11,405,000 | 5,981 |
| 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 | $11,602,000 | 6,042 |
| U.S. Government securities | $9,448,000 | 5,729 |
| U.S. Treasury securities | $296,000 | 1,643 |
| U.S. Government agency obligations | $9,152,000 | 5,655 |
| Securities issued by states & political subdivisions | $1,110,000 | 4,979 |
| Other domestic debt securities | $1,044,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 1,666 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,373,000 | 3,476 |
| Mortgage-backed securities | $1,257,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,833 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,813 |
| 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) | $11,602,000 | 5,308 |
| Total debt securities | $11,602,000 | 5,976 |
| 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 | $11,671,000 | 6,118 |
| U.S. Government securities | $9,515,000 | 5,791 |
| U.S. Treasury securities | $295,000 | 1,751 |
| U.S. Government agency obligations | $9,220,000 | 5,730 |
| Securities issued by states & political subdivisions | $1,111,000 | 4,997 |
| Other domestic debt securities | $1,045,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,045,000 | 1,756 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,576,000 | 3,663 |
| Mortgage-backed securities | $1,407,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,794 |
| 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) | $11,671,000 | 5,371 |
| Total debt securities | $11,671,000 | 6,049 |
| 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 | $12,059,000 | 6,068 |
| U.S. Government securities | $8,845,000 | 5,981 |
| U.S. Treasury securities | $297,000 | 1,753 |
| U.S. Government agency obligations | $8,548,000 | 5,894 |
| Securities issued by states & political subdivisions | $1,132,000 | 5,003 |
| Other domestic debt securities | $2,082,000 | 1,757 |
| 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 | $2,082,000 | 1,373 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,192,000 | 3,964 |
| Mortgage-backed securities | $1,609,000 | 5,273 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,694 |
| 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) | $12,059,000 | 5,309 |
| Total debt securities | $12,059,000 | 5,997 |
| 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 | $8,353,000 | 6,855 |
| U.S. Government securities | $5,092,000 | 7,094 |
| U.S. Treasury securities | $302,000 | 1,744 |
| U.S. Government agency obligations | $4,790,000 | 7,040 |
| Securities issued by states & political subdivisions | $1,145,000 | 5,020 |
| Other domestic debt securities | $2,116,000 | 1,751 |
| 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 | $2,116,000 | 1,402 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,221,000 | 4,525 |
| Mortgage-backed securities | $1,788,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $1,788,000 | 4,638 |
| Issued or guaranteed by U.S. | $1,788,000 | 4,624 |
| 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) | $8,353,000 | 6,075 |
| Total debt securities | $8,353,000 | 6,793 |
| 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 | $9,578,000 | 6,662 |
| U.S. Government securities | $6,335,000 | 6,795 |
| U.S. Treasury securities | $305,000 | 1,849 |
| U.S. Government agency obligations | $6,030,000 | 6,715 |
| Securities issued by states & political subdivisions | $1,128,000 | 5,036 |
| Other domestic debt securities | $2,115,000 | 1,828 |
| 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 | $2,115,000 | 1,484 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,482,000 | 4,116 |
| Mortgage-backed securities | $2,079,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 4,517 |
| Issued or guaranteed by U.S. | $2,079,000 | 4,501 |
| 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) | $9,578,000 | 5,903 |
| Total debt securities | $9,578,000 | 6,589 |
| 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 | $14,808,000 | 5,599 |
| U.S. Government securities | $10,396,000 | 5,642 |
| U.S. Treasury securities | $309,000 | 1,823 |
| U.S. Government agency obligations | $10,087,000 | 5,573 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,987 |
| Other domestic debt securities | $3,241,000 | 1,592 |
| 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 | $3,241,000 | 1,257 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,003,000 | 3,265 |
| Mortgage-backed securities | $5,137,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,476,000 | 4,361 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,661,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,661,000 | 1,852 |
| 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) | $14,808,000 | 4,919 |
| Total debt securities | $14,808,000 | 5,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,317,000 | 5,566 |
| U.S. Government securities | $10,921,000 | 5,543 |
| U.S. Treasury securities | $312,000 | 1,932 |
| U.S. Government agency obligations | $10,609,000 | 5,459 |
| Securities issued by states & political subdivisions | $1,162,000 | 5,046 |
| Other domestic debt securities | $3,234,000 | 1,613 |
| 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 | $3,234,000 | 1,345 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,828,000 | 3,643 |
| Mortgage-backed securities | $5,558,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $2,673,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,673,000 | 4,235 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,885,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,885,000 | 1,898 |
| 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) | $15,317,000 | 4,857 |
| Total debt securities | $15,318,000 | 5,473 |
| 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 | $15,688,000 | 5,411 |
| U.S. Government securities | $11,274,000 | 5,313 |
| U.S. Treasury securities | $316,000 | 1,986 |
| U.S. Government agency obligations | $10,958,000 | 5,226 |
| Securities issued by states & political subdivisions | $1,163,000 | 5,064 |
| Other domestic debt securities | $3,251,000 | 1,698 |
| 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 | $3,251,000 | 1,423 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,734,000 | 3,345 |
| Mortgage-backed securities | $4,354,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $2,428,000 | 4,365 |
| Issued or guaranteed by U.S. | $2,428,000 | 4,344 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,926,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $1,926,000 | 2,239 |
| 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) | $15,688,000 | 4,737 |
| Total debt securities | $15,688,000 | 5,322 |
| 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 | $18,908,000 | 4,843 |
| U.S. Government securities | $14,426,000 | 4,606 |
| U.S. Treasury securities | $320,000 | 2,010 |
| U.S. Government agency obligations | $14,106,000 | 4,528 |
| Securities issued by states & political subdivisions | $1,189,000 | 5,006 |
| Other domestic debt securities | $3,293,000 | 1,769 |
| 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 | $3,293,000 | 1,488 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,290,000 | 4,675 |
| Mortgage-backed securities | $6,469,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $3,489,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,489,000 | 3,931 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,980,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $2,980,000 | 2,050 |
| 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) | $18,908,000 | 4,219 |
| Total debt securities | $18,908,000 | 4,748 |
| 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 | $16,382,000 | 5,278 |
| U.S. Government securities | $12,014,000 | 5,104 |
| U.S. Treasury securities | $320,000 | 2,062 |
| U.S. Government agency obligations | $11,694,000 | 5,006 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,963 |
| Other domestic debt securities | $3,197,000 | 1,793 |
| 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 | $3,197,000 | 1,513 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,982,000 | 4,454 |
| Mortgage-backed securities | $4,030,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $3,009,000 | 4,184 |
| Issued or guaranteed by U.S. | $3,009,000 | 4,167 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,021,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,965 |
| 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) | $16,382,000 | 4,559 |
| Total debt securities | $16,383,000 | 5,179 |
| 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 | $19,673,000 | 4,689 |
| U.S. Government securities | $15,206,000 | 4,430 |
| U.S. Treasury securities | $324,000 | 2,189 |
| U.S. Government agency obligations | $14,882,000 | 4,322 |
| Securities issued by states & political subdivisions | $1,261,000 | 4,900 |
| Other domestic debt securities | $3,206,000 | 1,774 |
| 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 | $3,206,000 | 1,515 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,580,000 | 2,479 |
| Mortgage-backed securities | $4,650,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $3,628,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,628,000 | 3,863 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,022,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 3,005 |
| 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) | $19,673,000 | 4,055 |
| Total debt securities | $19,673,000 | 4,604 |
| 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 | $19,150,000 | 4,657 |
| U.S. Government securities | $14,565,000 | 4,458 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,565,000 | 4,247 |
| Securities issued by states & political subdivisions | $1,203,000 | 5,014 |
| Other domestic debt securities | $3,382,000 | 1,771 |
| 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 | $3,382,000 | 1,455 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,672,000 | 3,028 |
| Mortgage-backed securities | $6,324,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,193 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,177 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,491,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $1,491,000 | 2,824 |
| 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) | $19,150,000 | 3,947 |
| Total debt securities | $19,151,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $250,000 | 742 |
| Fair value | $246,000 | 776 |
| 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 | $15,686,000 | 5,431 |
| U.S. Government securities | $14,874,000 | 4,563 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,874,000 | 4,263 |
| Securities issued by states & political subdivisions | $305,000 | 6,446 |
| Other domestic debt securities | $249,000 | 3,355 |
| 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 | $249,000 | 2,940 |
| Foreign debt securities | NA | NA |
| Equity securities | $258,000 | 5,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,322,000 | 2,923 |
| Mortgage-backed securities | $5,245,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $4,789,000 | 2,690 |
| Issued or guaranteed by U.S. | $4,789,000 | 2,670 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $456,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 3,239 |
| 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) | $15,686,000 | 4,488 |
| Total debt securities | $15,428,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $250,000 | 761 |
| Fair value | $224,000 | 812 |
| 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 | $14,624,000 | 5,884 |
| U.S. Government securities | $13,832,000 | 5,025 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,832,000 | 4,560 |
| Securities issued by states & political subdivisions | $307,000 | 6,741 |
| Other domestic debt securities | $240,000 | 3,257 |
| 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 | $240,000 | 2,786 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 5,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,084,000 | 4,586 |
| Mortgage-backed securities | $5,433,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 2,796 |
| Issued or guaranteed by U.S. | $4,985,000 | 2,784 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $448,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 3,463 |
| 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) | $14,624,000 | 4,832 |
| Total debt securities | $14,379,000 | 5,826 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $223,000 | 1,173 |
| 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 | $10,532,000 | 6,929 |
| U.S. Government securities | $10,265,000 | 6,027 |
| U.S. Treasury securities | $1,526,000 | 4,348 |
| U.S. Government agency obligations | $8,739,000 | 5,663 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $267,000 | 4,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,115,000 | 4,229 |
| Mortgage-backed securities | $4,540,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $3,684,000 | 3,484 |
| Issued or guaranteed by U.S. | $3,684,000 | 3,467 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $856,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 3,289 |
| 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) | $500,000 | 5,884 |
| Available-for-sale securities (fair market value) | $10,032,000 | 5,763 |
| Total debt securities | $10,265,000 | 6,881 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $237,000 | 1,434 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,209,000 | 7,057 |
| U.S. Government securities | $10,942,000 | 6,164 |
| U.S. Treasury securities | $1,511,000 | 5,661 |
| U.S. Government agency obligations | $9,431,000 | 5,427 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $267,000 | 4,874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,868,000 | 4,122 |
| Mortgage-backed securities | $3,576,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 3,926 |
| Issued or guaranteed by U.S. | $2,710,000 | 3,910 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $866,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 3,458 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,499,000 | 5,945 |
| Available-for-sale securities (fair market value) | $9,710,000 | 5,822 |
| Total debt securities | $10,942,000 | 7,006 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $475,000 | 2,172 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,805,000 | 6,768 |
| U.S. Government securities | $13,538,000 | 5,879 |
| U.S. Treasury securities | $2,002,000 | 5,996 |
| U.S. Government agency obligations | $11,536,000 | 5,049 |
| 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 | $267,000 | 4,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,968,000 | 3,815 |
| Mortgage-backed securities | $4,266,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $3,411,000 | 3,866 |
| Issued or guaranteed by U.S. | $3,411,000 | 3,844 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $855,000 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 3,858 |
| 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) | $1,001,000 | 6,987 |
| Available-for-sale securities (fair market value) | $12,804,000 | 5,231 |
| Total debt securities | $13,538,000 | 6,704 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,169 |
| Fair value | $1,918,000 | 1,155 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,233,000 | 7,516 |
| U.S. Government securities | $11,966,000 | 6,608 |
| U.S. Treasury securities | $1,002,000 | 8,547 |
| U.S. Government agency obligations | $10,964,000 | 5,183 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $267,000 | 4,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,103,000 | 5,856 |
| Mortgage-backed securities | $5,301,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $4,435,000 | 3,488 |
| Issued or guaranteed by U.S. | $4,435,000 | 3,459 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $866,000 | 4,434 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 4,261 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,002,000 | 7,365 |
| Available-for-sale securities (fair market value) | $11,231,000 | 5,784 |
| Total debt securities | $11,966,000 | 7,480 |
| Structured notes | ||
| Amortized cost | $3,603,000 | 1,002 |
| Fair value | $3,522,000 | 1,000 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $20,758,000 | 5,718 |
| U.S. Government securities | $19,907,000 | 4,939 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $19,907,000 | 3,197 |
| Securities issued by states & political subdivisions | $599,000 | 7,447 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $252,000 | 4,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,932,000 | 2,746 |
| Mortgage-backed securities | $6,196,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $5,284,000 | 3,298 |
| Issued or guaranteed by U.S. | $5,284,000 | 3,281 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $912,000 | 4,684 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 4,498 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $20,758,000 | 2,728 |
| Total debt securities | $20,506,000 | 5,681 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $18,123,000 | 6,557 |
| U.S. Government securities | $16,854,000 | 5,802 |
| U.S. Treasury securities | $508,000 | 10,760 |
| U.S. Government agency obligations | $16,346,000 | 3,886 |
| Securities issued by states & political subdivisions | $1,017,000 | 6,771 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $252,000 | 4,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,985,000 | 5,274 |
| Mortgage-backed securities | $6,034,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $3,444,000 | 4,572 |
| Issued or guaranteed by U.S. | $3,444,000 | 4,534 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,590,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 3,465 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,871,000 | 6,479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,483,000 | 8,578 |
| U.S. Government securities | $10,530,000 | 7,820 |
| U.S. Treasury securities | $2,029,000 | 8,676 |
| U.S. Government agency obligations | $8,501,000 | 6,118 |
| Securities issued by states & political subdivisions | $915,000 | 6,752 |
| Other domestic debt securities | $38,000 | 7,152 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,000 | 5,553 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,544,000 | 4,791 |
| Mortgage-backed securities | $4,811,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $617,000 | 8,308 |
| Issued or guaranteed by U.S. | $617,000 | 8,245 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,194,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $4,194,000 | 2,655 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,483,000 | 8,454 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |