Home > Monarch Community Bank > Securities
Monarch Community Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $0 | 6,266 |
| U.S. Government securities | $0 | 6,129 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $0 | 6,061 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $0 | 6,241 |
| 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 | $10,721,000 | 5,138 |
| U.S. Government securities | $6,890,000 | 4,910 |
| U.S. Treasury securities | $516,000 | 1,172 |
| U.S. Government agency obligations | $6,374,000 | 4,890 |
| Securities issued by states & political subdivisions | $3,831,000 | 3,905 |
| 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 | $2,019,000 | 4,857 |
| Mortgage-backed securities | $3,285,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,162 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,155 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,601,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $1,601,000 | 2,463 |
| 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) | $10,721,000 | 4,752 |
| Total debt securities | $10,721,000 | 5,116 |
| 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 | $10,968,000 | 5,217 |
| U.S. Government securities | $7,126,000 | 4,978 |
| U.S. Treasury securities | $516,000 | 1,182 |
| U.S. Government agency obligations | $6,610,000 | 4,942 |
| Securities issued by states & political subdivisions | $3,842,000 | 3,944 |
| 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 | $2,166,000 | 4,870 |
| Mortgage-backed securities | $3,531,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $1,814,000 | 4,219 |
| Issued or guaranteed by U.S. | $1,814,000 | 4,215 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,717,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $1,717,000 | 2,467 |
| 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) | $10,968,000 | 4,828 |
| Total debt securities | $10,968,000 | 5,196 |
| 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 | $18,895,000 | 4,506 |
| U.S. Government securities | $15,060,000 | 3,985 |
| U.S. Treasury securities | $518,000 | 1,141 |
| U.S. Government agency obligations | $14,542,000 | 3,928 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,985 |
| 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 | $5,115,000 | 4,158 |
| Mortgage-backed securities | $9,433,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $3,087,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,087,000 | 3,879 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,346,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $6,346,000 | 1,596 |
| 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) | $18,895,000 | 4,131 |
| Total debt securities | $18,894,000 | 4,487 |
| 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 | $19,290,000 | 4,521 |
| U.S. Government securities | $15,476,000 | 3,964 |
| U.S. Treasury securities | $518,000 | 1,006 |
| U.S. Government agency obligations | $14,958,000 | 3,920 |
| Securities issued by states & political subdivisions | $3,814,000 | 4,021 |
| 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 | $5,386,000 | 4,134 |
| Mortgage-backed securities | $9,862,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 3,893 |
| Issued or guaranteed by U.S. | $3,205,000 | 3,892 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,657,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $6,657,000 | 1,574 |
| 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) | $19,290,000 | 4,152 |
| Total debt securities | $19,291,000 | 4,500 |
| 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 | $18,947,000 | 4,558 |
| U.S. Government securities | $14,216,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,216,000 | 3,999 |
| Securities issued by states & political subdivisions | $3,765,000 | 4,056 |
| Other domestic debt securities | $966,000 | 1,936 |
| 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 | $966,000 | 1,535 |
| 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 | $5,501,000 | 4,125 |
| Mortgage-backed securities | $10,091,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 3,885 |
| Issued or guaranteed by U.S. | $3,307,000 | 3,880 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,784,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $6,784,000 | 1,563 |
| 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) | $18,947,000 | 4,182 |
| Total debt securities | $18,948,000 | 4,538 |
| 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 | $10,374,000 | 5,449 |
| U.S. Government securities | $6,908,000 | 5,149 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,908,000 | 5,052 |
| Securities issued by states & political subdivisions | $2,499,000 | 4,402 |
| Other domestic debt securities | $967,000 | 1,996 |
| 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 | $967,000 | 1,570 |
| 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 | $5,894,000 | 4,052 |
| Mortgage-backed securities | $5,894,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $502,000 | 4,877 |
| Issued or guaranteed by U.S. | $502,000 | 4,872 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,392,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $5,392,000 | 1,750 |
| 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) | $10,374,000 | 5,068 |
| Total debt securities | $10,374,000 | 5,419 |
| 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 | $10,855,000 | 5,398 |
| U.S. Government securities | $7,370,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,370,000 | 4,963 |
| Securities issued by states & political subdivisions | $2,518,000 | 4,403 |
| Other domestic debt securities | $967,000 | 2,047 |
| 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 | $967,000 | 1,610 |
| 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 | $6,360,000 | 3,958 |
| Mortgage-backed securities | $6,360,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $531,000 | 4,846 |
| Issued or guaranteed by U.S. | $531,000 | 4,842 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,829,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $5,829,000 | 1,728 |
| 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) | $10,855,000 | 5,030 |
| Total debt securities | $10,856,000 | 5,368 |
| 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 | $10,031,000 | 5,552 |
| U.S. Government securities | $8,945,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,945,000 | 4,784 |
| Securities issued by states & political subdivisions | $1,086,000 | 4,892 |
| 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 | $6,915,000 | 3,890 |
| Mortgage-backed securities | $6,915,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $593,000 | 4,870 |
| Issued or guaranteed by U.S. | $593,000 | 4,868 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,322,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $6,322,000 | 1,721 |
| 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) | $10,031,000 | 5,181 |
| Total debt securities | $10,031,000 | 5,516 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,966,000 | 5,538 |
| U.S. Government securities | $9,384,000 | 4,796 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,384,000 | 4,698 |
| Securities issued by states & political subdivisions | $582,000 | 5,204 |
| 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 | $7,353,000 | 3,760 |
| Mortgage-backed securities | $7,353,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $654,000 | 4,874 |
| Issued or guaranteed by U.S. | $654,000 | 4,873 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,699,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $6,699,000 | 1,704 |
| 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) | $9,966,000 | 5,158 |
| Total debt securities | $9,966,000 | 5,505 |
| 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 | $12,270,000 | 5,374 |
| U.S. Government securities | $12,270,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,270,000 | 4,385 |
| 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 | $7,806,000 | 3,725 |
| Mortgage-backed securities | $7,806,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $716,000 | 4,954 |
| Issued or guaranteed by U.S. | $716,000 | 4,951 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,090,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $7,090,000 | 1,736 |
| 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) | $12,270,000 | 4,970 |
| Total debt securities | $12,270,000 | 5,347 |
| 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 | $12,901,000 | 5,329 |
| U.S. Government securities | $12,649,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,649,000 | 4,388 |
| Securities issued by states & political subdivisions | $252,000 | 5,512 |
| 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 | $8,197,000 | 3,688 |
| Mortgage-backed securities | $8,197,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $791,000 | 4,942 |
| Issued or guaranteed by U.S. | $791,000 | 4,939 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,406,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $7,406,000 | 1,716 |
| 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) | $12,901,000 | 4,932 |
| Total debt securities | $12,901,000 | 5,301 |
| 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 | $13,147,000 | 5,344 |
| U.S. Government securities | $12,897,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,897,000 | 4,437 |
| Securities issued by states & political subdivisions | $250,000 | 5,508 |
| 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 | $8,471,000 | 3,652 |
| Mortgage-backed securities | $8,470,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $907,000 | 4,901 |
| Issued or guaranteed by U.S. | $907,000 | 4,899 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,563,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $7,563,000 | 1,724 |
| 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) | $13,147,000 | 4,938 |
| Total debt securities | $13,147,000 | 5,312 |
| 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 | $12,453,000 | 5,421 |
| U.S. Government securities | $12,204,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,204,000 | 4,501 |
| Securities issued by states & political subdivisions | $249,000 | 5,509 |
| 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 | $3,578,000 | 4,610 |
| Mortgage-backed securities | $8,778,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $998,000 | 4,810 |
| Issued or guaranteed by U.S. | $998,000 | 4,803 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,780,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $7,780,000 | 1,607 |
| 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) | $12,453,000 | 4,998 |
| Total debt securities | $12,453,000 | 5,393 |
| 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 | $6,328,000 | 6,241 |
| U.S. Government securities | $5,927,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,927,000 | 5,582 |
| Securities issued by states & political subdivisions | $401,000 | 5,378 |
| 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 | $4,102,000 | 4,429 |
| Mortgage-backed securities | $5,927,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,081,000 | 4,756 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,846,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $4,846,000 | 1,925 |
| 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) | $6,328,000 | 5,801 |
| Total debt securities | $6,328,000 | 6,209 |
| 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 | $10,326,000 | 5,766 |
| U.S. Government securities | $4,604,000 | 6,109 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,604,000 | 5,990 |
| Securities issued by states & political subdivisions | $5,722,000 | 3,330 |
| 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 | $9,956,000 | 3,214 |
| Mortgage-backed securities | $3,402,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $3,402,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,402,000 | 3,920 |
| 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) | $10,326,000 | 5,330 |
| Total debt securities | $10,326,000 | 5,731 |
| 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 | $10,561,000 | 5,704 |
| U.S. Government securities | $4,890,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,890,000 | 5,937 |
| Securities issued by states & political subdivisions | $5,671,000 | 3,310 |
| 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 | $4,891,000 | 4,259 |
| Mortgage-backed securities | $3,705,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,705,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,705,000 | 3,764 |
| 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) | $10,561,000 | 5,275 |
| Total debt securities | $10,561,000 | 5,672 |
| 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 | $11,383,000 | 5,514 |
| U.S. Government securities | $5,706,000 | 5,749 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,706,000 | 5,627 |
| Securities issued by states & political subdivisions | $5,677,000 | 3,271 |
| 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 | $5,706,000 | 4,008 |
| Mortgage-backed securities | $4,024,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $4,024,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,024,000 | 3,587 |
| 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) | $11,383,000 | 5,072 |
| Total debt securities | $11,383,000 | 5,480 |
| 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 | $11,954,000 | 5,387 |
| U.S. Government securities | $6,187,000 | 5,620 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,187,000 | 5,500 |
| Securities issued by states & political subdivisions | $5,767,000 | 3,171 |
| 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 | $6,187,000 | 3,946 |
| Mortgage-backed securities | $4,465,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $4,465,000 | 3,467 |
| Issued or guaranteed by U.S. | $4,465,000 | 3,460 |
| 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) | $11,954,000 | 4,939 |
| Total debt securities | $11,954,000 | 5,352 |
| 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 | $16,455,000 | 4,817 |
| U.S. Government securities | $10,760,000 | 4,788 |
| U.S. Treasury securities | $3,216,000 | 543 |
| U.S. Government agency obligations | $7,544,000 | 5,330 |
| Securities issued by states & political subdivisions | $5,695,000 | 3,089 |
| 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 | $7,042,000 | 3,791 |
| Mortgage-backed securities | $4,844,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $4,844,000 | 3,389 |
| Issued or guaranteed by U.S. | $4,844,000 | 3,381 |
| 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) | $16,455,000 | 4,403 |
| Total debt securities | $16,455,000 | 4,777 |
| 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 | $16,265,000 | 4,876 |
| U.S. Government securities | $11,094,000 | 4,778 |
| U.S. Treasury securities | $3,202,000 | 542 |
| U.S. Government agency obligations | $7,892,000 | 5,337 |
| Securities issued by states & political subdivisions | $5,171,000 | 3,203 |
| 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 | $7,393,000 | 3,803 |
| Mortgage-backed securities | $5,207,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $5,207,000 | 3,400 |
| Issued or guaranteed by U.S. | $5,207,000 | 3,392 |
| 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) | $16,265,000 | 4,442 |
| Total debt securities | $16,266,000 | 4,836 |
| 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 | $14,475,000 | 5,101 |
| U.S. Government securities | $8,801,000 | 5,206 |
| U.S. Treasury securities | $1,071,000 | 723 |
| U.S. Government agency obligations | $7,730,000 | 5,344 |
| Securities issued by states & political subdivisions | $5,674,000 | 3,075 |
| 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 | $7,730,000 | 3,758 |
| Mortgage-backed securities | $5,537,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $5,537,000 | 3,385 |
| Issued or guaranteed by U.S. | $5,537,000 | 3,377 |
| 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) | $14,475,000 | 4,658 |
| Total debt securities | $14,474,000 | 5,061 |
| 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 | $15,758,000 | 4,962 |
| U.S. Government securities | $10,086,000 | 4,990 |
| U.S. Treasury securities | $1,073,000 | 681 |
| U.S. Government agency obligations | $9,013,000 | 5,099 |
| Securities issued by states & political subdivisions | $5,672,000 | 3,080 |
| 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 | $8,017,000 | 3,715 |
| Mortgage-backed securities | $5,829,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $5,829,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,829,000 | 3,392 |
| 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) | $15,758,000 | 4,534 |
| Total debt securities | $15,758,000 | 4,918 |
| 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 | $17,857,000 | 4,698 |
| U.S. Government securities | $12,306,000 | 4,565 |
| U.S. Treasury securities | $1,075,000 | 652 |
| U.S. Government agency obligations | $11,231,000 | 4,670 |
| Securities issued by states & political subdivisions | $5,551,000 | 3,053 |
| 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 | $10,250,000 | 3,314 |
| Mortgage-backed securities | $6,068,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $6,068,000 | 3,407 |
| Issued or guaranteed by U.S. | $6,068,000 | 3,394 |
| 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) | $17,857,000 | 4,242 |
| Total debt securities | $17,856,000 | 4,652 |
| 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 | $14,800,000 | 5,123 |
| U.S. Government securities | $11,346,000 | 4,815 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,346,000 | 4,729 |
| Securities issued by states & political subdivisions | $3,454,000 | 3,638 |
| 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 | $2,711,000 | 5,263 |
| Mortgage-backed securities | $5,157,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $5,157,000 | 3,716 |
| Issued or guaranteed by U.S. | $5,157,000 | 3,704 |
| 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) | $14,800,000 | 4,638 |
| Total debt securities | $14,800,000 | 5,082 |
| 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 | $8,829,000 | 6,150 |
| U.S. Government securities | $6,495,000 | 5,987 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,495,000 | 5,903 |
| Securities issued by states & political subdivisions | $2,334,000 | 4,057 |
| 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 | $4,236,000 | 4,779 |
| Mortgage-backed securities | $734,000 | 5,758 |
| Certificates of participation in pools of residential mortgages | $734,000 | 5,356 |
| Issued or guaranteed by U.S. | $734,000 | 5,340 |
| 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) | $8,829,000 | 5,614 |
| Total debt securities | $8,829,000 | 6,103 |
| 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 | $8,849,000 | 6,106 |
| U.S. Government securities | $6,516,000 | 5,962 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,516,000 | 5,874 |
| Securities issued by states & political subdivisions | $2,333,000 | 4,036 |
| 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 | $4,261,000 | 4,756 |
| Mortgage-backed securities | $787,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,313 |
| Issued or guaranteed by U.S. | $787,000 | 5,296 |
| 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) | $8,849,000 | 5,558 |
| Total debt securities | $8,849,000 | 6,063 |
| 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 | $10,862,000 | 5,781 |
| U.S. Government securities | $8,569,000 | 5,436 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,569,000 | 5,356 |
| Securities issued by states & political subdivisions | $2,293,000 | 4,100 |
| 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 | $6,311,000 | 4,161 |
| Mortgage-backed securities | $823,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $823,000 | 5,299 |
| Issued or guaranteed by U.S. | $823,000 | 5,276 |
| 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) | $10,862,000 | 5,258 |
| Total debt securities | $10,862,000 | 5,724 |
| 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 | $10,086,000 | 5,930 |
| U.S. Government securities | $7,694,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,694,000 | 5,588 |
| Securities issued by states & political subdivisions | $2,392,000 | 4,063 |
| 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 | $7,694,000 | 3,813 |
| Mortgage-backed securities | $890,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,201 |
| Issued or guaranteed by U.S. | $890,000 | 5,174 |
| 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) | $10,086,000 | 5,391 |
| Total debt securities | $10,086,000 | 5,860 |
| 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 | $10,999,000 | 5,851 |
| U.S. Government securities | $8,648,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,648,000 | 5,452 |
| Securities issued by states & political subdivisions | $2,351,000 | 4,104 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $8,648,000 | 3,636 |
| Mortgage-backed securities | $918,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $918,000 | 4,996 |
| Issued or guaranteed by U.S. | $918,000 | 4,974 |
| 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) | $10,999,000 | 5,278 |
| Total debt securities | $10,999,000 | 5,783 |
| 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 | $12,470,000 | 5,646 |
| U.S. Government securities | $10,139,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,139,000 | 5,218 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,106 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $0 | 6,710 |
| Mortgage-backed securities | $948,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $948,000 | 4,847 |
| Issued or guaranteed by U.S. | $948,000 | 4,832 |
| 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) | $12,470,000 | 5,065 |
| Total debt securities | $12,470,000 | 5,594 |
| 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 | $12,365,000 | 5,662 |
| U.S. Government securities | $10,084,000 | 5,374 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,084,000 | 5,264 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,122 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $0 | 6,778 |
| Mortgage-backed securities | $1,015,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,771 |
| 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) | $12,365,000 | 5,057 |
| Total debt securities | $12,365,000 | 5,610 |
| 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 | $14,519,000 | 5,336 |
| U.S. Government securities | $12,182,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,182,000 | 4,851 |
| Securities issued by states & political subdivisions | $2,337,000 | 4,107 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $0 | 6,814 |
| Mortgage-backed securities | $1,044,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,775 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,756 |
| 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) | $14,519,000 | 4,728 |
| Total debt securities | $14,519,000 | 5,289 |
| 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 | $13,622,000 | 5,508 |
| U.S. Government securities | $11,709,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,709,000 | 4,981 |
| Securities issued by states & political subdivisions | $1,913,000 | 4,350 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,955,000 | 5,805 |
| Mortgage-backed securities | $1,082,000 | 5,223 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,082,000 | 4,727 |
| 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) | $13,622,000 | 4,897 |
| Total debt securities | $13,622,000 | 5,462 |
| 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 | $13,627,000 | 5,545 |
| U.S. Government securities | $11,713,000 | 5,143 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,713,000 | 5,029 |
| Securities issued by states & political subdivisions | $1,914,000 | 4,359 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $1,944,000 | 5,867 |
| Mortgage-backed securities | $1,119,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,722 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,697 |
| 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) | $13,627,000 | 4,899 |
| Total debt securities | $13,627,000 | 5,500 |
| 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 | $13,308,000 | 5,622 |
| U.S. Government securities | $12,866,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,866,000 | 4,796 |
| Securities issued by states & political subdivisions | $442,000 | 5,598 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $3,891,000 | 5,006 |
| Mortgage-backed securities | $1,169,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 4,722 |
| Issued or guaranteed by U.S. | $1,169,000 | 4,698 |
| 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) | $13,308,000 | 4,954 |
| Total debt securities | $13,309,000 | 5,569 |
| 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 | $13,433,000 | 5,655 |
| U.S. Government securities | $12,989,000 | 4,944 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,989,000 | 4,805 |
| Securities issued by states & political subdivisions | $444,000 | 5,633 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,275,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,275,000 | 4,651 |
| 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) | $13,433,000 | 4,980 |
| Total debt securities | $13,433,000 | 5,601 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $13,917,000 | 5,565 |
| U.S. Government securities | $13,051,000 | 4,928 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,051,000 | 4,775 |
| Securities issued by states & political subdivisions | $866,000 | 5,207 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,317,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 4,685 |
| Issued or guaranteed by U.S. | $1,317,000 | 4,664 |
| 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) | $13,917,000 | 4,896 |
| Total debt securities | $13,917,000 | 5,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $14,116,000 | 5,519 |
| U.S. Government securities | $13,246,000 | 4,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,246,000 | 4,713 |
| Securities issued by states & political subdivisions | $870,000 | 5,222 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,399,000 | 5,192 |
| Certificates of participation in pools of residential mortgages | $1,399,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,399,000 | 4,656 |
| 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) | $14,116,000 | 4,848 |
| Total debt securities | $14,116,000 | 5,464 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $12,308,000 | 5,898 |
| U.S. Government securities | $10,935,000 | 5,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,935,000 | 5,245 |
| Securities issued by states & political subdivisions | $1,373,000 | 4,777 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,520,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,520,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,520,000 | 4,648 |
| 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) | $1,000 | 4,329 |
| Available-for-sale securities (fair market value) | $12,307,000 | 5,177 |
| Total debt securities | $12,308,000 | 5,833 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $12,274,000 | 5,990 |
| U.S. Government securities | $10,904,000 | 5,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,904,000 | 5,326 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,780 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,605,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 4,683 |
| Issued or guaranteed by U.S. | $1,605,000 | 4,667 |
| 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) | $1,212,000 | 3,085 |
| Available-for-sale securities (fair market value) | $11,062,000 | 5,490 |
| Total debt securities | $12,274,000 | 5,920 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $7,043,000 | 7,112 |
| U.S. Government securities | $5,665,000 | 6,875 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,665,000 | 6,724 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,786 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,678,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,648 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,452 |
| Available-for-sale securities (fair market value) | $7,041,000 | 6,336 |
| Total debt securities | $7,043,000 | 7,048 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $11,008,000 | 6,295 |
| U.S. Government securities | $9,317,000 | 5,859 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,317,000 | 5,700 |
| Securities issued by states & political subdivisions | $1,691,000 | 4,574 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,768,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,647 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,633 |
| 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) | $3,000 | 4,500 |
| Available-for-sale securities (fair market value) | $11,005,000 | 5,538 |
| Total debt securities | $11,008,000 | 6,225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $18,074,000 | 5,084 |
| U.S. Government securities | $16,376,000 | 4,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,376,000 | 4,287 |
| Securities issued by states & political subdivisions | $1,698,000 | 4,578 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $837,000 | 5,844 |
| Certificates of participation in pools of residential mortgages | $837,000 | 5,353 |
| Issued or guaranteed by U.S. | $837,000 | 5,338 |
| 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) | $1,000 | 4,563 |
| Available-for-sale securities (fair market value) | $18,073,000 | 4,446 |
| Total debt securities | $18,074,000 | 5,008 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $17,506,000 | 5,128 |
| U.S. Government securities | $15,785,000 | 4,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,785,000 | 4,356 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,545 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $976,000 | 5,794 |
| Certificates of participation in pools of residential mortgages | $976,000 | 5,283 |
| Issued or guaranteed by U.S. | $976,000 | 5,266 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,000 | 4,352 |
| Available-for-sale securities (fair market value) | $17,408,000 | 4,508 |
| Total debt securities | $17,506,000 | 5,052 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $17,647,000 | 5,155 |
| U.S. Government securities | $15,918,000 | 4,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,918,000 | 4,371 |
| Securities issued by states & political subdivisions | $1,729,000 | 4,577 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,019,000 | 5,753 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 5,269 |
| Issued or guaranteed by U.S. | $1,019,000 | 5,247 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $161,000 | 4,252 |
| Available-for-sale securities (fair market value) | $17,486,000 | 4,526 |
| Total debt securities | $17,647,000 | 5,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $15,797,000 | 5,390 |
| U.S. Government securities | $14,056,000 | 4,721 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,056,000 | 4,560 |
| Securities issued by states & political subdivisions | $1,741,000 | 4,584 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,125,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 5,179 |
| Issued or guaranteed by U.S. | $1,125,000 | 5,156 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,210,000 | 2,811 |
| Available-for-sale securities (fair market value) | $13,587,000 | 5,083 |
| Total debt securities | $15,797,000 | 5,304 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $17,411,000 | 5,067 |
| U.S. Government securities | $15,650,000 | 4,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,650,000 | 4,196 |
| Securities issued by states & political subdivisions | $1,761,000 | 4,539 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,505,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,951 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,673,000 | 2,667 |
| Available-for-sale securities (fair market value) | $14,738,000 | 4,826 |
| Total debt securities | $17,411,000 | 4,974 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $16,615,000 | 5,229 |
| U.S. Government securities | $14,862,000 | 4,542 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,862,000 | 4,375 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,476 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $257,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $257,000 | 6,171 |
| Issued or guaranteed by U.S. | $257,000 | 6,153 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,115,000 | 2,888 |
| Available-for-sale securities (fair market value) | $14,500,000 | 4,861 |
| Total debt securities | $16,615,000 | 5,130 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $15,671,000 | 5,338 |
| U.S. Government securities | $13,924,000 | 4,670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,924,000 | 4,494 |
| Securities issued by states & political subdivisions | $1,747,000 | 4,470 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $274,000 | 6,615 |
| Certificates of participation in pools of residential mortgages | $274,000 | 6,120 |
| Issued or guaranteed by U.S. | $274,000 | 6,102 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,116,000 | 2,960 |
| Available-for-sale securities (fair market value) | $13,555,000 | 4,975 |
| Total debt securities | $15,671,000 | 5,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $625,000 | 9,243 |
| U.S. Government securities | $367,000 | 9,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $367,000 | 8,985 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $258,000 | 1,802 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $367,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,915 |
| Issued or guaranteed by U.S. | $367,000 | 5,891 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $625,000 | 4,141 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $367,000 | 9,248 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $473,000 | 9,643 |
| U.S. Government securities | $473,000 | 9,479 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $473,000 | 9,277 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $473,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $473,000 | 5,486 |
| Issued or guaranteed by U.S. | $473,000 | 5,466 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $473,000 | 4,971 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $473,000 | 9,550 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $581,000 | 9,958 |
| U.S. Government securities | $581,000 | 9,796 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $581,000 | 9,529 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $718,000 | 3,012 |
| Assets held in trading accounts for TFR Reporters | $718,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $581,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,616 |
| Issued or guaranteed by U.S. | $581,000 | 5,603 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $581,000 | 5,257 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $581,000 | 9,866 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $718,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,276,000 | 9,988 |
| U.S. Government securities | $1,241,000 | 9,750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,241,000 | 9,186 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $35,000 | 3,723 |
| 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 | $35,000 | 3,038 |
| Foreign debt securities | NA | NA |
| Equity securities | $687,000 | 2,973 |
| Assets held in trading accounts for TFR Reporters | $687,000 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $741,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $741,000 | 5,592 |
| Issued or guaranteed by U.S. | $741,000 | 5,574 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,276,000 | 5,218 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,276,000 | 9,870 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $687,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,119,000 | 10,279 |
| U.S. Government securities | $1,459,000 | 10,258 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,459,000 | 9,416 |
| 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 | $660,000 | 3,044 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $959,000 | 6,383 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,443 |
| Issued or guaranteed by U.S. | $959,000 | 5,421 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,119,000 | 5,528 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $1,459,000 | 10,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,056,000 | 10,529 |
| U.S. Government securities | $2,405,000 | 10,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,405,000 | 9,212 |
| 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 | $621,000 | 3,093 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-30,000 | 886 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,105,000 | 6,707 |
| Certificates of participation in pools of residential mortgages | $1,105,000 | 5,680 |
| Issued or guaranteed by U.S. | $1,105,000 | 5,664 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,056,000 | 5,630 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $2,405,000 | 10,644 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,728,000 | 11,121 |
| U.S. Government securities | $2,055,000 | 11,065 |
| U.S. Treasury securities | $509,000 | 9,273 |
| U.S. Government agency obligations | $1,546,000 | 10,094 |
| 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 | $637,000 | 2,857 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-36,000 | 967 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,296,000 | 6,948 |
| Certificates of participation in pools of residential mortgages | $1,296,000 | 5,697 |
| Issued or guaranteed by U.S. | $1,296,000 | 5,667 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,219,000 | 6,487 |
| Available-for-sale securities (fair market value) | $509,000 | 10,251 |
| Total debt securities | $2,055,000 | 11,260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,481,000 | 11,092 |
| U.S. Government securities | $4,342,000 | 10,512 |
| U.S. Treasury securities | $2,242,000 | 7,937 |
| U.S. Government agency obligations | $2,100,000 | 9,825 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $98,000 | 6,012 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-41,000 | 1,043 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,500,000 | 7,138 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 5,742 |
| Issued or guaranteed by U.S. | $1,500,000 | 5,716 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,754,000 | 9,486 |
| Available-for-sale securities (fair market value) | $1,727,000 | 9,091 |
| Total debt securities | $4,342,000 | 11,039 |
| 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 | $4,462,000 | 11,531 |
| U.S. Government securities | $2,315,000 | 12,042 |
| U.S. Treasury securities | $501,000 | 10,831 |
| U.S. Government agency obligations | $1,814,000 | 10,430 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $2,098,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-49,000 | 1,129 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,814,000 | 7,474 |
| Certificates of participation in pools of residential mortgages | $1,814,000 | 5,957 |
| Issued or guaranteed by U.S. | $1,814,000 | 5,905 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,315,000 | 12,326 |
| 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 | $3,931,000 | 12,162 |
| U.S. Government securities | $3,817,000 | 11,578 |
| U.S. Treasury securities | $1,302,000 | 9,818 |
| U.S. Government agency obligations | $2,515,000 | 9,993 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 6,200 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-59,000 | 1,395 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,215,000 | 7,424 |
| Certificates of participation in pools of residential mortgages | $2,215,000 | 5,894 |
| Issued or guaranteed by U.S. | $2,215,000 | 5,829 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,817,000 | 12,097 |
| 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 |