Home > Bank of Modesto > Securities
Bank of Modesto, Securities
| 2017-06-30 | Rank | |
| Total securities | $9,203,000 | 4,686 |
| U.S. Government securities | $7,797,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,797,000 | 3,959 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,230 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,557,000 | 3,391 |
| Mortgage-backed securities | $13,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,493 |
| Issued or guaranteed by U.S. | $13,000 | 4,487 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $9,203,000 | 984 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $9,203,000 | 4,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,310,000 | 4,723 |
| U.S. Government securities | $7,797,000 | 4,151 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,797,000 | 4,010 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,249 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,556,000 | 3,419 |
| Mortgage-backed securities | $17,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,534 |
| Issued or guaranteed by U.S. | $17,000 | 4,530 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $9,310,000 | 998 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $9,310,000 | 4,699 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $10,978,000 | 4,581 |
| U.S. Government securities | $8,251,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,251,000 | 3,931 |
| Securities issued by states & political subdivisions | $2,727,000 | 3,972 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,755,000 | 3,404 |
| Mortgage-backed securities | $23,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $23,000 | 4,564 |
| Issued or guaranteed by U.S. | $23,000 | 4,559 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $9,765,000 | 986 |
| Available-for-sale securities (fair market value) | $1,213,000 | 5,268 |
| Total debt securities | $10,978,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $10,937,000 | 4,599 |
| U.S. Government securities | $9,253,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,253,000 | 3,823 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,247 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,767,000 | 3,439 |
| Mortgage-backed securities | $28,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $28,000 | 4,597 |
| Issued or guaranteed by U.S. | $28,000 | 4,594 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $10,688,000 | 950 |
| Available-for-sale securities (fair market value) | $249,000 | 5,449 |
| Total debt securities | $10,938,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $11,191,000 | 4,658 |
| U.S. Government securities | $9,508,000 | 4,012 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,508,000 | 3,886 |
| Securities issued by states & political subdivisions | $1,683,000 | 4,277 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,770,000 | 3,501 |
| Mortgage-backed securities | $34,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $34,000 | 4,652 |
| Issued or guaranteed by U.S. | $34,000 | 4,647 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $10,941,000 | 967 |
| Available-for-sale securities (fair market value) | $250,000 | 5,522 |
| Total debt securities | $11,190,000 | 4,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $10,948,000 | 4,752 |
| U.S. Government securities | $9,263,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,263,000 | 4,033 |
| Securities issued by states & political subdivisions | $1,685,000 | 4,302 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,769,000 | 3,559 |
| Mortgage-backed securities | $41,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,683 |
| Issued or guaranteed by U.S. | $41,000 | 4,680 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $10,948,000 | 996 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $10,948,000 | 4,729 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $11,115,000 | 4,784 |
| U.S. Government securities | $9,269,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,269,000 | 4,075 |
| Securities issued by states & political subdivisions | $1,846,000 | 4,287 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,769,000 | 3,581 |
| Mortgage-backed securities | $49,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $49,000 | 4,706 |
| Issued or guaranteed by U.S. | $49,000 | 4,702 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $11,115,000 | 1,004 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $11,115,000 | 4,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $11,550,000 | 4,830 |
| U.S. Government securities | $9,685,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,685,000 | 4,105 |
| Securities issued by states & political subdivisions | $1,865,000 | 4,348 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,278,000 | 3,533 |
| Mortgage-backed securities | $56,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $56,000 | 4,757 |
| Issued or guaranteed by U.S. | $56,000 | 4,752 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $11,550,000 | 993 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $11,550,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $12,807,000 | 4,804 |
| U.S. Government securities | $10,941,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,941,000 | 4,050 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,370 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,269,000 | 3,767 |
| Mortgage-backed securities | $64,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $64,000 | 4,819 |
| Issued or guaranteed by U.S. | $64,000 | 4,816 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $12,807,000 | 974 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $12,807,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $14,315,000 | 4,712 |
| U.S. Government securities | $12,448,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,448,000 | 3,950 |
| Securities issued by states & political subdivisions | $1,867,000 | 4,395 |
| 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 | $6,270,000 | 3,801 |
| Mortgage-backed securities | $73,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $73,000 | 4,865 |
| Issued or guaranteed by U.S. | $73,000 | 4,858 |
| 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) | $14,315,000 | 923 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $14,315,000 | 4,692 |
| 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 | $14,573,000 | 4,761 |
| U.S. Government securities | $12,706,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,706,000 | 3,977 |
| Securities issued by states & political subdivisions | $1,867,000 | 4,459 |
| 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 | $6,270,000 | 3,852 |
| Mortgage-backed securities | $82,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $82,000 | 4,928 |
| Issued or guaranteed by U.S. | $82,000 | 4,922 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $14,573,000 | 931 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $14,573,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $250,000 | 2,010 |
| 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 | $14,959,000 | 4,817 |
| U.S. Government securities | $13,064,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,064,000 | 4,037 |
| Securities issued by states & political subdivisions | $1,895,000 | 4,493 |
| 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 | $5,820,000 | 4,001 |
| Mortgage-backed securities | $92,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,997 |
| Issued or guaranteed by U.S. | $92,000 | 4,994 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $14,959,000 | 929 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $14,959,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,105 |
| Fair value | $251,000 | 2,107 |
| 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 | $15,933,000 | 4,791 |
| U.S. Government securities | $13,872,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,872,000 | 4,014 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,485 |
| 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 | $6,046,000 | 3,977 |
| Mortgage-backed securities | $102,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $102,000 | 5,038 |
| Issued or guaranteed by U.S. | $102,000 | 5,035 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $15,933,000 | 889 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $15,933,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,180 |
| Fair value | $251,000 | 2,186 |
| 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 | $16,794,000 | 4,756 |
| U.S. Government securities | $14,733,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,733,000 | 3,945 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,500 |
| 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 | $5,797,000 | 4,056 |
| Mortgage-backed securities | $114,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,081 |
| Issued or guaranteed by U.S. | $114,000 | 5,076 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $16,794,000 | 861 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $16,794,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,224 |
| Fair value | $250,000 | 2,236 |
| 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 | $16,188,000 | 4,823 |
| U.S. Government securities | $14,127,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,127,000 | 4,011 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,532 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,797,000 | 4,063 |
| Mortgage-backed securities | $126,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,107 |
| Issued or guaranteed by U.S. | $126,000 | 5,101 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $16,188,000 | 865 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $16,188,000 | 4,799 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,909 |
| Fair value | $590,000 | 1,904 |
| 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 | $16,354,000 | 4,864 |
| U.S. Government securities | $14,142,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,142,000 | 4,040 |
| Securities issued by states & political subdivisions | $2,212,000 | 4,489 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,797,000 | 4,072 |
| Mortgage-backed securities | $141,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,137 |
| Issued or guaranteed by U.S. | $141,000 | 5,131 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $16,354,000 | 845 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $16,354,000 | 4,827 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,904 |
| Fair value | $591,000 | 1,896 |
| 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 | $17,411,000 | 4,745 |
| U.S. Government securities | $15,011,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,011,000 | 3,931 |
| Securities issued by states & political subdivisions | $2,400,000 | 4,433 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,799,000 | 4,088 |
| Mortgage-backed securities | $159,000 | 5,354 |
| Certificates of participation in pools of residential mortgages | $159,000 | 5,124 |
| Issued or guaranteed by U.S. | $159,000 | 5,117 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $17,411,000 | 759 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $17,410,000 | 4,709 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,880 |
| Fair value | $590,000 | 1,877 |
| 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 | $16,318,000 | 4,872 |
| U.S. Government securities | $14,386,000 | 4,138 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,386,000 | 4,037 |
| Securities issued by states & political subdivisions | $1,932,000 | 4,579 |
| 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 | $5,702,000 | 4,138 |
| Mortgage-backed securities | $179,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,152 |
| Issued or guaranteed by U.S. | $179,000 | 5,147 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $16,318,000 | 750 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $16,318,000 | 4,836 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,916 |
| Fair value | $602,000 | 1,906 |
| 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 | $12,944,000 | 5,207 |
| U.S. Government securities | $11,912,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,912,000 | 4,323 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,954 |
| 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 | $5,703,000 | 4,127 |
| Mortgage-backed securities | $202,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $202,000 | 5,165 |
| Issued or guaranteed by U.S. | $202,000 | 5,161 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $12,944,000 | 851 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $12,944,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,964 |
| Fair value | $600,000 | 1,962 |
| 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 | $13,383,000 | 5,228 |
| U.S. Government securities | $12,184,000 | 4,490 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,184,000 | 4,394 |
| Securities issued by states & political subdivisions | $1,199,000 | 4,894 |
| 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 | $5,704,000 | 4,169 |
| Mortgage-backed securities | $221,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,251 |
| Issued or guaranteed by U.S. | $221,000 | 5,243 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $13,383,000 | 853 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $13,383,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,127 |
| Fair value | $602,000 | 2,119 |
| 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 | $13,444,000 | 5,250 |
| U.S. Government securities | $12,344,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,344,000 | 4,435 |
| Securities issued by states & political subdivisions | $1,100,000 | 4,925 |
| 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 | $5,712,000 | 4,217 |
| Mortgage-backed securities | $242,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,260 |
| Issued or guaranteed by U.S. | $242,000 | 5,252 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $13,444,000 | 846 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $13,444,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,394 |
| Fair value | $598,000 | 2,394 |
| 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 | $13,862,000 | 5,255 |
| U.S. Government securities | $12,748,000 | 4,557 |
| U.S. Treasury securities | $250,000 | 1,064 |
| U.S. Government agency obligations | $12,498,000 | 4,506 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,864 |
| 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 | $5,714,000 | 4,205 |
| Mortgage-backed securities | $269,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,258 |
| Issued or guaranteed by U.S. | $269,000 | 5,252 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $13,862,000 | 839 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $13,862,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,633 |
| Fair value | $595,000 | 2,636 |
| 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 | $12,454,000 | 5,420 |
| U.S. Government securities | $11,238,000 | 4,744 |
| U.S. Treasury securities | $250,000 | 990 |
| U.S. Government agency obligations | $10,988,000 | 4,680 |
| Securities issued by states & political subdivisions | $1,216,000 | 4,829 |
| 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 | $5,716,000 | 4,017 |
| Mortgage-backed securities | $296,000 | 5,527 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,222 |
| Issued or guaranteed by U.S. | $296,000 | 5,209 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $12,454,000 | 901 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $12,454,000 | 5,392 |
| 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 | $12,364,000 | 5,395 |
| U.S. Government securities | $11,018,000 | 4,733 |
| U.S. Treasury securities | $250,000 | 1,039 |
| U.S. Government agency obligations | $10,768,000 | 4,675 |
| Securities issued by states & political subdivisions | $1,346,000 | 4,744 |
| 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 | $5,671,000 | 4,009 |
| Mortgage-backed securities | $323,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $323,000 | 5,211 |
| Issued or guaranteed by U.S. | $323,000 | 5,195 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $12,364,000 | 900 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $12,364,000 | 5,361 |
| 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 | $12,898,000 | 5,392 |
| U.S. Government securities | $11,549,000 | 4,798 |
| U.S. Treasury securities | $250,000 | 1,137 |
| U.S. Government agency obligations | $11,299,000 | 4,719 |
| Securities issued by states & political subdivisions | $1,349,000 | 4,713 |
| 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 | $5,665,000 | 4,070 |
| Mortgage-backed securities | $350,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $350,000 | 5,202 |
| Issued or guaranteed by U.S. | $350,000 | 5,188 |
| 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) | $12,898,000 | 892 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $12,898,000 | 5,358 |
| 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 | $12,588,000 | 5,436 |
| U.S. Government securities | $11,325,000 | 4,798 |
| U.S. Treasury securities | $250,000 | 1,181 |
| U.S. Government agency obligations | $11,075,000 | 4,713 |
| Securities issued by states & political subdivisions | $1,263,000 | 4,752 |
| 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 | $5,423,000 | 4,113 |
| Mortgage-backed securities | $376,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,156 |
| Issued or guaranteed by U.S. | $376,000 | 5,145 |
| 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) | $12,588,000 | 923 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $12,588,000 | 5,408 |
| 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 | $12,835,000 | 5,324 |
| U.S. Government securities | $11,569,000 | 4,595 |
| U.S. Treasury securities | $500,000 | 1,089 |
| U.S. Government agency obligations | $11,069,000 | 4,562 |
| Securities issued by states & political subdivisions | $1,266,000 | 4,762 |
| 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 | $5,422,000 | 4,079 |
| Mortgage-backed securities | $413,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,089 |
| Issued or guaranteed by U.S. | $413,000 | 5,077 |
| 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) | $12,835,000 | 898 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $12,835,000 | 5,287 |
| 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 | $12,323,000 | 5,337 |
| U.S. Government securities | $11,111,000 | 4,630 |
| U.S. Treasury securities | $500,000 | 1,015 |
| U.S. Government agency obligations | $10,611,000 | 4,597 |
| Securities issued by states & political subdivisions | $1,212,000 | 4,717 |
| 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 | $5,424,000 | 4,120 |
| Mortgage-backed securities | $456,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,067 |
| Issued or guaranteed by U.S. | $456,000 | 5,054 |
| 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) | $12,323,000 | 940 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $12,323,000 | 5,301 |
| 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 | $12,753,000 | 5,286 |
| U.S. Government securities | $11,538,000 | 4,650 |
| U.S. Treasury securities | $500,000 | 951 |
| U.S. Government agency obligations | $11,038,000 | 4,626 |
| Securities issued by states & political subdivisions | $1,215,000 | 4,697 |
| 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 | $5,166,000 | 4,246 |
| Mortgage-backed securities | $589,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $589,000 | 5,028 |
| Issued or guaranteed by U.S. | $589,000 | 5,018 |
| 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) | $12,753,000 | 940 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $12,753,000 | 5,252 |
| 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 | $12,519,000 | 5,375 |
| U.S. Government securities | $11,291,000 | 4,732 |
| U.S. Treasury securities | $500,000 | 962 |
| U.S. Government agency obligations | $10,791,000 | 4,727 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,698 |
| 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 | $5,419,000 | 4,271 |
| Mortgage-backed securities | $752,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,044 |
| Issued or guaranteed by U.S. | $752,000 | 5,034 |
| 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) | $12,519,000 | 957 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $12,519,000 | 5,334 |
| 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 | $11,584,000 | 5,512 |
| U.S. Government securities | $10,561,000 | 4,869 |
| U.S. Treasury securities | $500,000 | 910 |
| U.S. Government agency obligations | $10,061,000 | 4,883 |
| Securities issued by states & political subdivisions | $1,023,000 | 4,873 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,418,000 | 4,288 |
| Mortgage-backed securities | $269,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,488 |
| Issued or guaranteed by U.S. | $269,000 | 5,475 |
| 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) | $11,584,000 | 1,009 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $11,584,000 | 5,472 |
| 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 | $11,893,000 | 5,499 |
| U.S. Government securities | $10,858,000 | 4,837 |
| U.S. Treasury securities | $500,000 | 861 |
| U.S. Government agency obligations | $10,358,000 | 4,845 |
| Securities issued by states & political subdivisions | $1,035,000 | 4,889 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,493,000 | 4,256 |
| Mortgage-backed securities | $314,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,519 |
| Issued or guaranteed by U.S. | $314,000 | 5,503 |
| 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) | $11,893,000 | 1,022 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $11,893,000 | 5,453 |
| 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 | $12,752,000 | 5,367 |
| U.S. Government securities | $11,715,000 | 4,674 |
| U.S. Treasury securities | $500,000 | 842 |
| U.S. Government agency obligations | $11,215,000 | 4,672 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,887 |
| 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 | $5,448,000 | 4,274 |
| Mortgage-backed securities | $367,000 | 5,900 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,535 |
| Issued or guaranteed by U.S. | $367,000 | 5,517 |
| 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) | $12,752,000 | 996 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $12,752,000 | 5,324 |
| 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 | $10,164,000 | 5,849 |
| U.S. Government securities | $9,302,000 | 5,224 |
| U.S. Treasury securities | $499,000 | 808 |
| U.S. Government agency obligations | $8,803,000 | 5,260 |
| Securities issued by states & political subdivisions | $862,000 | 4,954 |
| 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 | $5,450,000 | 4,330 |
| Mortgage-backed securities | $416,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,560 |
| Issued or guaranteed by U.S. | $416,000 | 5,545 |
| 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) | $9,914,000 | 1,165 |
| Available-for-sale securities (fair market value) | $250,000 | 7,337 |
| Total debt securities | $10,164,000 | 5,797 |
| 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 | $9,611,000 | 5,993 |
| U.S. Government securities | $8,828,000 | 5,401 |
| U.S. Treasury securities | $501,000 | 752 |
| U.S. Government agency obligations | $8,327,000 | 5,441 |
| Securities issued by states & political subdivisions | $783,000 | 4,974 |
| 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 | $5,440,000 | 4,406 |
| Mortgage-backed securities | $455,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,541 |
| Issued or guaranteed by U.S. | $455,000 | 5,525 |
| 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) | $9,359,000 | 1,200 |
| Available-for-sale securities (fair market value) | $252,000 | 7,376 |
| Total debt securities | $9,611,000 | 5,946 |
| 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 | $9,419,000 | 5,999 |
| U.S. Government securities | $9,080,000 | 5,300 |
| U.S. Treasury securities | $500,000 | 803 |
| U.S. Government agency obligations | $8,580,000 | 5,339 |
| Securities issued by states & political subdivisions | $339,000 | 5,409 |
| 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 | $5,467,000 | 4,402 |
| Mortgage-backed securities | $482,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,517 |
| Issued or guaranteed by U.S. | $482,000 | 5,501 |
| 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) | $9,167,000 | 1,207 |
| Available-for-sale securities (fair market value) | $252,000 | 7,419 |
| Total debt securities | $9,414,000 | 5,952 |
| 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 | $10,698,000 | 5,811 |
| U.S. Government securities | $10,352,000 | 5,047 |
| U.S. Treasury securities | $750,000 | 717 |
| U.S. Government agency obligations | $9,602,000 | 5,124 |
| Securities issued by states & political subdivisions | $346,000 | 5,465 |
| 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 | $5,152,000 | 4,472 |
| Mortgage-backed securities | $507,000 | 5,876 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,514 |
| Issued or guaranteed by U.S. | $507,000 | 5,493 |
| 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) | $10,196,000 | 1,125 |
| Available-for-sale securities (fair market value) | $502,000 | 7,408 |
| Total debt securities | $10,698,000 | 5,751 |
| 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 | $11,264,000 | 5,712 |
| U.S. Government securities | $10,978,000 | 4,945 |
| U.S. Treasury securities | $754,000 | 740 |
| U.S. Government agency obligations | $10,224,000 | 4,987 |
| Securities issued by states & political subdivisions | $286,000 | 5,559 |
| 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 | $5,147,000 | 4,433 |
| Mortgage-backed securities | $534,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,452 |
| Issued or guaranteed by U.S. | $534,000 | 5,426 |
| 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) | $10,758,000 | 1,104 |
| Available-for-sale securities (fair market value) | $506,000 | 7,451 |
| Total debt securities | $11,264,000 | 5,646 |
| 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 | $9,692,000 | 6,076 |
| U.S. Government securities | $9,406,000 | 5,375 |
| U.S. Treasury securities | $747,000 | 837 |
| U.S. Government agency obligations | $8,659,000 | 5,450 |
| Securities issued by states & political subdivisions | $286,000 | 5,572 |
| 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 | $4,645,000 | 4,618 |
| Mortgage-backed securities | $6,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,272 |
| Issued or guaranteed by U.S. | $6,000 | 6,251 |
| 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) | $9,193,000 | 1,248 |
| Available-for-sale securities (fair market value) | $499,000 | 7,472 |
| Total debt securities | $9,692,000 | 6,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,716,000 | 5,947 |
| U.S. Government securities | $10,398,000 | 5,283 |
| U.S. Treasury securities | $993,000 | 816 |
| U.S. Government agency obligations | $9,405,000 | 5,370 |
| Securities issued by states & political subdivisions | $318,000 | 5,565 |
| 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 | $5,091,000 | 4,504 |
| Mortgage-backed securities | $16,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,119 |
| Issued or guaranteed by U.S. | $16,000 | 6,096 |
| 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) | $9,971,000 | 1,249 |
| Available-for-sale securities (fair market value) | $745,000 | 7,447 |
| Total debt securities | $10,716,000 | 5,887 |
| 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 | $11,552,000 | 5,808 |
| U.S. Government securities | $11,234,000 | 5,141 |
| U.S. Treasury securities | $1,235,000 | 804 |
| U.S. Government agency obligations | $9,999,000 | 5,290 |
| Securities issued by states & political subdivisions | $318,000 | 5,588 |
| 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 | $4,224,000 | 4,812 |
| Mortgage-backed securities | $20,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,116 |
| Issued or guaranteed by U.S. | $20,000 | 6,095 |
| 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) | $10,815,000 | 1,196 |
| Available-for-sale securities (fair market value) | $737,000 | 7,483 |
| Total debt securities | $11,553,000 | 5,749 |
| 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 | $12,053,000 | 5,728 |
| U.S. Government securities | $11,725,000 | 5,062 |
| U.S. Treasury securities | $1,236,000 | 856 |
| U.S. Government agency obligations | $10,489,000 | 5,196 |
| Securities issued by states & political subdivisions | $328,000 | 5,623 |
| 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 | $4,217,000 | 4,821 |
| Mortgage-backed securities | $22,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,122 |
| Issued or guaranteed by U.S. | $22,000 | 6,099 |
| 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) | $11,317,000 | 1,192 |
| Available-for-sale securities (fair market value) | $736,000 | 7,512 |
| Total debt securities | $12,054,000 | 5,674 |
| 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 | $9,770,000 | 6,218 |
| U.S. Government securities | $9,542,000 | 5,582 |
| U.S. Treasury securities | $1,234,000 | 898 |
| U.S. Government agency obligations | $8,308,000 | 5,731 |
| Securities issued by states & political subdivisions | $228,000 | 5,828 |
| 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 | $4,510,000 | 4,736 |
| Mortgage-backed securities | $26,000 | 6,425 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,124 |
| Issued or guaranteed by U.S. | $26,000 | 6,101 |
| 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) | $9,036,000 | 1,389 |
| Available-for-sale securities (fair market value) | $734,000 | 7,558 |
| Total debt securities | $9,770,000 | 6,159 |
| 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 | $9,193,000 | 6,383 |
| U.S. Government securities | $8,930,000 | 5,770 |
| U.S. Treasury securities | $1,234,000 | 946 |
| U.S. Government agency obligations | $7,696,000 | 5,956 |
| Securities issued by states & political subdivisions | $263,000 | 5,835 |
| 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 | $4,458,000 | 4,782 |
| Mortgage-backed securities | $28,000 | 6,466 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,164 |
| Issued or guaranteed by U.S. | $28,000 | 6,136 |
| 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) | $8,459,000 | 1,487 |
| Available-for-sale securities (fair market value) | $734,000 | 7,611 |
| Total debt securities | $9,193,000 | 6,323 |
| 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 | $9,193,000 | 6,408 |
| U.S. Government securities | $8,923,000 | 5,805 |
| U.S. Treasury securities | $1,222,000 | 988 |
| U.S. Government agency obligations | $7,701,000 | 5,961 |
| Securities issued by states & political subdivisions | $270,000 | 5,855 |
| 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 | $4,505,000 | 4,784 |
| Mortgage-backed securities | $32,000 | 6,499 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,189 |
| Issued or guaranteed by U.S. | $32,000 | 6,163 |
| 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) | $8,471,000 | 1,501 |
| Available-for-sale securities (fair market value) | $722,000 | 7,659 |
| Total debt securities | $9,193,000 | 6,344 |
| 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 | $9,694,000 | 6,353 |
| U.S. Government securities | $9,415,000 | 5,732 |
| U.S. Treasury securities | $1,227,000 | 1,046 |
| U.S. Government agency obligations | $8,188,000 | 5,875 |
| Securities issued by states & political subdivisions | $279,000 | 5,865 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,449,000 | 4,793 |
| Mortgage-backed securities | $35,000 | 6,520 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,204 |
| Issued or guaranteed by U.S. | $35,000 | 6,182 |
| 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) | $8,967,000 | 1,478 |
| Available-for-sale securities (fair market value) | $727,000 | 7,692 |
| Total debt securities | $9,697,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,550,000 | 7,811 |
| U.S. Government securities | $3,271,000 | 7,505 |
| U.S. Treasury securities | $500,000 | 1,370 |
| U.S. Government agency obligations | $2,771,000 | 7,536 |
| Securities issued by states & political subdivisions | $279,000 | 5,889 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 6,533 |
| Mortgage-backed securities | $39,000 | 6,575 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,243 |
| Issued or guaranteed by U.S. | $39,000 | 6,222 |
| 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) | $3,550,000 | 2,237 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,550,000 | 7,758 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,497,000 | 7,850 |
| U.S. Government securities | $3,143,000 | 7,572 |
| U.S. Treasury securities | $500,000 | 1,382 |
| U.S. Government agency obligations | $2,643,000 | 7,595 |
| Securities issued by states & political subdivisions | $310,000 | 5,867 |
| Other domestic debt securities | $44,000 | 3,255 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 6,564 |
| Mortgage-backed securities | $44,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,259 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $44,000 | 197 |
| 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) | $3,497,000 | 2,252 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $3,497,000 | 7,800 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,758,000 | 7,824 |
| U.S. Government securities | $3,391,000 | 7,530 |
| U.S. Treasury securities | $500,000 | 1,435 |
| U.S. Government agency obligations | $2,891,000 | 7,567 |
| Securities issued by states & political subdivisions | $316,000 | 5,865 |
| Other domestic debt securities | $51,000 | 3,291 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,000 | 6,832 |
| Mortgage-backed securities | $51,000 | 6,605 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,283 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $51,000 | 200 |
| 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) | $3,758,000 | 2,217 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $3,758,000 | 7,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,831,000 | 7,892 |
| U.S. Government securities | $3,348,000 | 7,622 |
| U.S. Treasury securities | $750,000 | 1,447 |
| U.S. Government agency obligations | $2,598,000 | 7,698 |
| Securities issued by states & political subdivisions | $426,000 | 5,731 |
| Other domestic debt securities | $57,000 | 3,334 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $480,000 | 6,858 |
| Mortgage-backed securities | $57,000 | 6,663 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,343 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $57,000 | 180 |
| 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) | $3,831,000 | 2,248 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $3,831,000 | 7,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,654,000 | 7,978 |
| U.S. Government securities | $3,096,000 | 7,705 |
| U.S. Treasury securities | $749,000 | 1,466 |
| U.S. Government agency obligations | $2,347,000 | 7,804 |
| Securities issued by states & political subdivisions | $493,000 | 5,678 |
| Other domestic debt securities | $65,000 | 3,383 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,000 | 6,884 |
| Mortgage-backed securities | $65,000 | 6,687 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,356 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $65,000 | 173 |
| 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) | $3,654,000 | 2,301 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $3,654,000 | 7,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,418,000 | 8,061 |
| U.S. Government securities | $2,748,000 | 7,863 |
| U.S. Treasury securities | $499,000 | 1,625 |
| U.S. Government agency obligations | $2,249,000 | 7,876 |
| Securities issued by states & political subdivisions | $596,000 | 5,573 |
| Other domestic debt securities | $74,000 | 3,434 |
| Privately issued residential mortgage-backed securities | $74,000 | 1,041 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,841 |
| Mortgage-backed securities | $74,000 | 6,709 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,357 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $74,000 | 178 |
| 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) | $3,418,000 | 2,366 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $3,418,000 | 7,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,938,000 | 7,992 |
| U.S. Government securities | $3,249,000 | 7,768 |
| U.S. Treasury securities | $499,000 | 1,722 |
| U.S. Government agency obligations | $2,750,000 | 7,777 |
| Securities issued by states & political subdivisions | $600,000 | 5,596 |
| Other domestic debt securities | $89,000 | 3,513 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,022 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,869 |
| Mortgage-backed securities | $89,000 | 6,736 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,377 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $89,000 | 173 |
| 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) | $3,938,000 | 2,259 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,938,000 | 7,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,421,000 | 7,889 |
| U.S. Government securities | $3,700,000 | 7,590 |
| U.S. Treasury securities | $448,000 | 1,780 |
| U.S. Government agency obligations | $3,252,000 | 7,562 |
| Securities issued by states & political subdivisions | $610,000 | 5,582 |
| Other domestic debt securities | $111,000 | 3,542 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,872 |
| Mortgage-backed securities | $111,000 | 6,706 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,326 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $111,000 | 179 |
| 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) | $4,421,000 | 2,138 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $4,421,000 | 7,814 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,645,000 | 7,906 |
| U.S. Government securities | $3,901,000 | 7,591 |
| U.S. Treasury securities | $448,000 | 1,889 |
| U.S. Government agency obligations | $3,453,000 | 7,560 |
| Securities issued by states & political subdivisions | $614,000 | 5,628 |
| Other domestic debt securities | $130,000 | 3,570 |
| Privately issued residential mortgage-backed securities | $130,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,869 |
| Mortgage-backed securities | $130,000 | 6,707 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,339 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $130,000 | 189 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,645,000 | 2,137 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $4,645,000 | 7,831 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,350,000 | 7,936 |
| U.S. Government securities | $3,656,000 | 7,587 |
| U.S. Treasury securities | $200,000 | 2,161 |
| U.S. Government agency obligations | $3,456,000 | 7,462 |
| Securities issued by states & political subdivisions | $538,000 | 5,772 |
| Other domestic debt securities | $156,000 | 3,656 |
| Privately issued residential mortgage-backed securities | $156,000 | 972 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,902 |
| Mortgage-backed securities | $156,000 | 6,702 |
| Certificates of participation in pools of residential mortgages | $156,000 | 6,323 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $156,000 | 192 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,350,000 | 2,203 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $4,350,000 | 7,850 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,501,000 | 7,899 |
| U.S. Government securities | $3,910,000 | 7,470 |
| U.S. Treasury securities | $450,000 | 1,955 |
| U.S. Government agency obligations | $3,460,000 | 7,460 |
| Securities issued by states & political subdivisions | $380,000 | 6,025 |
| Other domestic debt securities | $211,000 | 3,631 |
| Privately issued residential mortgage-backed securities | $211,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 6,932 |
| Mortgage-backed securities | $211,000 | 6,667 |
| Certificates of participation in pools of residential mortgages | $211,000 | 6,242 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $211,000 | 179 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,501,000 | 2,185 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $4,501,000 | 7,817 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,714,000 | 7,897 |
| U.S. Government securities | $4,065,000 | 7,497 |
| U.S. Treasury securities | $700,000 | 1,741 |
| U.S. Government agency obligations | $3,365,000 | 7,549 |
| Securities issued by states & political subdivisions | $393,000 | 5,984 |
| Other domestic debt securities | $256,000 | 3,587 |
| Privately issued residential mortgage-backed securities | $256,000 | 975 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 6,979 |
| Mortgage-backed securities | $256,000 | 6,632 |
| Certificates of participation in pools of residential mortgages | $256,000 | 6,172 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $256,000 | 174 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,714,000 | 2,183 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,714,000 | 7,820 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,207,000 | 8,049 |
| U.S. Government securities | $3,811,000 | 7,614 |
| U.S. Treasury securities | $949,000 | 1,748 |
| U.S. Government agency obligations | $2,862,000 | 7,797 |
| Securities issued by states & political subdivisions | $396,000 | 5,991 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 7,138 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,207,000 | 2,332 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,207,000 | 7,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,943,000 | 7,954 |
| U.S. Government securities | $4,507,000 | 7,430 |
| U.S. Treasury securities | $1,701,000 | 1,539 |
| U.S. Government agency obligations | $2,806,000 | 7,940 |
| Securities issued by states & political subdivisions | $431,000 | 6,043 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 7,332 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,938,000 | 2,312 |
| Available-for-sale securities (fair market value) | $5,000 | 8,601 |
| Total debt securities | $4,938,000 | 7,852 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,265,000 | 8,267 |
| U.S. Government securities | $4,843,000 | 7,826 |
| U.S. Treasury securities | $2,453,000 | 1,751 |
| U.S. Government agency obligations | $2,390,000 | 8,530 |
| Securities issued by states & political subdivisions | $417,000 | 6,228 |
| 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 | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 7,637 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,260,000 | 2,714 |
| Available-for-sale securities (fair market value) | $5,000 | 9,317 |
| Total debt securities | $5,260,000 | 8,145 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,111,000 | 8,298 |
| U.S. Government securities | $5,998,000 | 7,611 |
| U.S. Treasury securities | $4,205,000 | 1,756 |
| U.S. Government agency obligations | $1,793,000 | 9,029 |
| Securities issued by states & political subdivisions | $108,000 | 7,281 |
| 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 | $5,000 | 8,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,000 | 7,846 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,106,000 | 2,788 |
| Available-for-sale securities (fair market value) | $5,000 | 9,586 |
| Total debt securities | $6,106,000 | 8,183 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,287,000 | 9,020 |
| U.S. Government securities | $4,154,000 | 8,441 |
| U.S. Treasury securities | $3,704,000 | 2,750 |
| U.S. Government agency obligations | $450,000 | 9,629 |
| Securities issued by states & political subdivisions | $128,000 | 7,474 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $330,000 | 7,976 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,282,000 | 3,670 |
| Available-for-sale securities (fair market value) | $5,000 | 9,763 |
| Total debt securities | $4,282,000 | 8,879 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,880,000 | 9,291 |
| U.S. Government securities | $4,648,000 | 8,769 |
| U.S. Treasury securities | $3,898,000 | 3,769 |
| U.S. Government agency obligations | $750,000 | 9,844 |
| Securities issued by states & political subdivisions | $227,000 | 7,424 |
| 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 | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 8,055 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,875,000 | 4,204 |
| Available-for-sale securities (fair market value) | $5,000 | 10,138 |
| Total debt securities | $4,875,000 | 9,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,532,000 | 9,187 |
| U.S. Government securities | $6,296,000 | 8,528 |
| U.S. Treasury securities | $4,847,000 | 3,897 |
| U.S. Government agency obligations | $1,449,000 | 9,858 |
| Securities issued by states & political subdivisions | $231,000 | 7,816 |
| 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 | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 8,463 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,527,000 | 4,110 |
| Available-for-sale securities (fair market value) | $5,000 | 10,504 |
| Total debt securities | $6,527,000 | 9,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,462,000 | 10,014 |
| U.S. Government securities | $5,302,000 | 9,396 |
| U.S. Treasury securities | $4,103,000 | 5,099 |
| U.S. Government agency obligations | $1,199,000 | 10,338 |
| Securities issued by states & political subdivisions | $155,000 | 8,407 |
| 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 | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,204,000 | 4,916 |
| Available-for-sale securities (fair market value) | $258,000 | 10,461 |
| Total debt securities | $5,462,000 | 9,903 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $5,957,000 | 10,412 |
| U.S. Government securities | $5,837,000 | 9,727 |
| U.S. Treasury securities | $4,638,000 | 5,792 |
| U.S. Government agency obligations | $1,199,000 | 10,664 |
| Securities issued by states & political subdivisions | $120,000 | 8,963 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,000 | 9,363 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,467,000 | 7,739 |
| Available-for-sale securities (fair market value) | $490,000 | 10,149 |
| Total debt securities | $5,957,000 | 10,304 |
| 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 | $6,387,000 | 10,589 |
| U.S. Government securities | $6,362,000 | 9,753 |
| U.S. Treasury securities | $5,262,000 | 5,502 |
| U.S. Government agency obligations | $1,100,000 | 11,082 |
| Securities issued by states & political subdivisions | $25,000 | 9,689 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $460,000 | 9,714 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,387,000 | 10,459 |
| 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 | $5,942,000 | 11,094 |
| U.S. Government securities | $5,912,000 | 10,200 |
| U.S. Treasury securities | $5,213,000 | 5,619 |
| U.S. Government agency obligations | $699,000 | 11,904 |
| Securities issued by states & political subdivisions | $30,000 | 9,725 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,000 | 9,565 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,942,000 | 10,955 |
| 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 |