Home > Bank of Texas > Securities
Bank of Texas, Securities
| 2011-12-31 | Rank | |
| Total securities | $32,000 | 7,155 |
| U.S. Government securities | $32,000 | 6,978 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,000 | 6,890 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $25,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,579 |
| Issued or guaranteed by U.S. | $25,000 | 5,568 |
| 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) | $25,000 | 2,812 |
| Available-for-sale securities (fair market value) | $7,000 | 6,722 |
| Total debt securities | $32,000 | 7,137 |
| 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 | $2,643,000 | 6,798 |
| U.S. Government securities | $2,643,000 | 6,398 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,643,000 | 6,293 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 5,718 |
| Mortgage-backed securities | $2,130,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $2,130,000 | 4,342 |
| Issued or guaranteed by U.S. | $2,130,000 | 4,329 |
| 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) | $27,000 | 2,842 |
| Available-for-sale securities (fair market value) | $2,616,000 | 6,338 |
| Total debt securities | $2,643,000 | 6,764 |
| 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 | $2,840,000 | 6,866 |
| U.S. Government securities | $2,840,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,840,000 | 6,372 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,000 | 5,761 |
| Mortgage-backed securities | $2,319,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $2,319,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,319,000 | 4,258 |
| 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) | $29,000 | 2,888 |
| Available-for-sale securities (fair market value) | $2,811,000 | 6,398 |
| Total debt securities | $2,840,000 | 6,832 |
| 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 | $4,561,000 | 6,638 |
| U.S. Government securities | $4,561,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,561,000 | 5,994 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,716,000 | 5,305 |
| Mortgage-backed securities | $2,538,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $2,538,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,538,000 | 4,135 |
| 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) | $30,000 | 2,906 |
| Available-for-sale securities (fair market value) | $4,531,000 | 6,157 |
| Total debt securities | $4,561,000 | 6,601 |
| 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 | $6,480,000 | 6,269 |
| U.S. Government securities | $6,480,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,480,000 | 5,460 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,028,000 | 5,214 |
| Mortgage-backed securities | $2,851,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 3,947 |
| Issued or guaranteed by U.S. | $2,851,000 | 3,937 |
| 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) | $32,000 | 2,928 |
| Available-for-sale securities (fair market value) | $6,448,000 | 5,797 |
| Total debt securities | $6,480,000 | 6,234 |
| 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 | $5,421,000 | 6,482 |
| U.S. Government securities | $5,421,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,421,000 | 5,691 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,048,000 | 5,268 |
| Mortgage-backed securities | $3,271,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $3,271,000 | 3,793 |
| Issued or guaranteed by U.S. | $3,271,000 | 3,784 |
| 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) | $34,000 | 3,001 |
| Available-for-sale securities (fair market value) | $5,387,000 | 5,979 |
| Total debt securities | $5,421,000 | 6,441 |
| 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 | $6,182,000 | 6,431 |
| U.S. Government securities | $6,182,000 | 5,752 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,182,000 | 5,642 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,547,000 | 5,113 |
| Mortgage-backed securities | $3,627,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $3,627,000 | 3,726 |
| Issued or guaranteed by U.S. | $3,627,000 | 3,720 |
| 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) | $35,000 | 3,071 |
| Available-for-sale securities (fair market value) | $6,147,000 | 5,924 |
| Total debt securities | $6,182,000 | 6,393 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,553,000 | 6,440 |
| U.S. Government securities | $6,553,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,553,000 | 5,626 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,564,000 | 5,195 |
| Mortgage-backed securities | $3,981,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $3,981,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,981,000 | 3,733 |
| 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) | $37,000 | 3,113 |
| Available-for-sale securities (fair market value) | $6,516,000 | 5,929 |
| Total debt securities | $6,553,000 | 6,400 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,016,000 | 6,337 |
| U.S. Government securities | $7,016,000 | 5,588 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,016,000 | 5,488 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,580,000 | 5,217 |
| Mortgage-backed securities | $4,427,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $4,427,000 | 3,691 |
| Issued or guaranteed by U.S. | $4,427,000 | 3,685 |
| 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) | $38,000 | 3,174 |
| Available-for-sale securities (fair market value) | $6,978,000 | 5,842 |
| Total debt securities | $7,016,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,897,000 | 6,400 |
| U.S. Government securities | $6,897,000 | 5,669 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,897,000 | 5,578 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $2,098,000 | 5,447 |
| Mortgage-backed securities | $4,790,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $4,790,000 | 3,703 |
| Issued or guaranteed by U.S. | $4,790,000 | 3,693 |
| 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) | $40,000 | 3,256 |
| Available-for-sale securities (fair market value) | $6,857,000 | 5,894 |
| Total debt securities | $6,897,000 | 6,358 |
| 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 | $8,257,000 | 6,135 |
| U.S. Government securities | $8,257,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,257,000 | 5,244 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $2,091,000 | 5,453 |
| Mortgage-backed securities | $5,130,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $5,130,000 | 3,645 |
| Issued or guaranteed by U.S. | $5,130,000 | 3,634 |
| 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) | $42,000 | 3,303 |
| Available-for-sale securities (fair market value) | $8,215,000 | 5,635 |
| Total debt securities | $8,257,000 | 6,092 |
| 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 | $9,868,000 | 5,908 |
| U.S. Government securities | $9,868,000 | 5,095 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,868,000 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,089,000 | 5,503 |
| Mortgage-backed securities | $5,702,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $5,702,000 | 3,585 |
| Issued or guaranteed by U.S. | $5,702,000 | 3,575 |
| 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) | $43,000 | 3,342 |
| Available-for-sale securities (fair market value) | $9,825,000 | 5,396 |
| Total debt securities | $9,868,000 | 5,853 |
| 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 | $11,181,000 | 5,710 |
| U.S. Government securities | $11,181,000 | 4,916 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,181,000 | 4,825 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $2,096,000 | 5,557 |
| Mortgage-backed securities | $5,431,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $5,431,000 | 3,612 |
| Issued or guaranteed by U.S. | $5,431,000 | 3,598 |
| 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) | $45,000 | 3,351 |
| Available-for-sale securities (fair market value) | $11,136,000 | 5,204 |
| Total debt securities | $11,181,000 | 5,669 |
| 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 | $12,303,000 | 5,480 |
| U.S. Government securities | $12,303,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,303,000 | 4,569 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $2,080,000 | 5,590 |
| Mortgage-backed securities | $5,518,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $5,518,000 | 3,499 |
| Issued or guaranteed by U.S. | $5,518,000 | 3,486 |
| 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) | $46,000 | 3,381 |
| Available-for-sale securities (fair market value) | $12,257,000 | 4,971 |
| Total debt securities | $12,303,000 | 5,440 |
| 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 | $12,822,000 | 5,439 |
| U.S. Government securities | $12,822,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,822,000 | 4,510 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $2,055,000 | 5,584 |
| Mortgage-backed securities | $5,587,000 | 4,060 |
| Certificates of participation in pools of residential mortgages | $5,587,000 | 3,479 |
| Issued or guaranteed by U.S. | $5,587,000 | 3,463 |
| 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) | $49,000 | 3,397 |
| Available-for-sale securities (fair market value) | $12,773,000 | 4,954 |
| Total debt securities | $12,822,000 | 5,386 |
| 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 | $12,849,000 | 5,454 |
| U.S. Government securities | $12,849,000 | 4,590 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,849,000 | 4,509 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $2,121,000 | 5,545 |
| Mortgage-backed securities | $3,921,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $3,921,000 | 3,870 |
| Issued or guaranteed by U.S. | $3,921,000 | 3,857 |
| 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) | $52,000 | 3,428 |
| Available-for-sale securities (fair market value) | $12,797,000 | 4,970 |
| Total debt securities | $12,849,000 | 5,380 |
| 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 | $14,001,000 | 5,314 |
| U.S. Government securities | $14,001,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,001,000 | 4,397 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $2,009,000 | 5,664 |
| Mortgage-backed securities | $2,054,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $2,054,000 | 4,330 |
| Issued or guaranteed by U.S. | $2,054,000 | 4,315 |
| 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) | $55,000 | 3,483 |
| Available-for-sale securities (fair market value) | $13,946,000 | 4,773 |
| Total debt securities | $14,001,000 | 5,255 |
| 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 | $14,496,000 | 5,276 |
| U.S. Government securities | $14,496,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,496,000 | 4,374 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $2,000,000 | 5,686 |
| Mortgage-backed securities | $2,100,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,133 |
| 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) | $59,000 | 3,531 |
| Available-for-sale securities (fair market value) | $14,437,000 | 4,705 |
| Total debt securities | $14,496,000 | 5,226 |
| 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 | $13,285,000 | 5,510 |
| U.S. Government securities | $13,285,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,285,000 | 4,620 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $1,972,000 | 5,772 |
| Mortgage-backed securities | $1,046,000 | 5,225 |
| Certificates of participation in pools of residential mortgages | $1,046,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,046,000 | 4,747 |
| 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) | $62,000 | 3,568 |
| Available-for-sale securities (fair market value) | $13,223,000 | 4,916 |
| Total debt securities | $13,285,000 | 5,463 |
| 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 | $10,296,000 | 6,066 |
| U.S. Government securities | $10,296,000 | 5,363 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,296,000 | 5,247 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $2,484,000 | 5,527 |
| Mortgage-backed securities | $65,000 | 6,264 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,944 |
| Issued or guaranteed by U.S. | $65,000 | 5,920 |
| 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) | $65,000 | 3,633 |
| Available-for-sale securities (fair market value) | $10,231,000 | 5,439 |
| Total debt securities | $10,296,000 | 6,011 |
| 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 | $8,375,000 | 6,502 |
| U.S. Government securities | $8,075,000 | 5,906 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,075,000 | 5,785 |
| Securities issued by states & political subdivisions | $300,000 | 5,713 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,990,000 | 5,765 |
| Mortgage-backed securities | $69,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,948 |
| Issued or guaranteed by U.S. | $69,000 | 5,923 |
| 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) | $69,000 | 3,712 |
| Available-for-sale securities (fair market value) | $8,306,000 | 5,856 |
| Total debt securities | $8,375,000 | 6,442 |
| 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 | $8,847,000 | 6,461 |
| U.S. Government securities | $8,547,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,547,000 | 5,749 |
| Securities issued by states & political subdivisions | $300,000 | 5,779 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,983,000 | 5,822 |
| Mortgage-backed securities | $73,000 | 6,298 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,975 |
| Issued or guaranteed by U.S. | $73,000 | 5,943 |
| 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) | $73,000 | 3,791 |
| Available-for-sale securities (fair market value) | $8,774,000 | 5,780 |
| Total debt securities | $8,847,000 | 6,405 |
| 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 | $8,961,000 | 6,464 |
| U.S. Government securities | $8,961,000 | 5,783 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,961,000 | 5,653 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $2,456,000 | 5,596 |
| Mortgage-backed securities | $78,000 | 6,331 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,001 |
| Issued or guaranteed by U.S. | $78,000 | 5,972 |
| 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) | $78,000 | 3,830 |
| Available-for-sale securities (fair market value) | $8,883,000 | 5,776 |
| Total debt securities | $8,961,000 | 6,399 |
| 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 | $7,552,000 | 6,827 |
| U.S. Government securities | $7,552,000 | 6,190 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,552,000 | 6,042 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $2,490,000 | 5,588 |
| Mortgage-backed securities | $82,000 | 6,359 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,022 |
| Issued or guaranteed by U.S. | $82,000 | 5,997 |
| 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) | $82,000 | 3,887 |
| Available-for-sale securities (fair market value) | $7,470,000 | 6,122 |
| Total debt securities | $7,552,000 | 6,777 |
| 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 | $7,056,000 | 6,989 |
| U.S. Government securities | $7,056,000 | 6,327 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,056,000 | 6,189 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $2,483,000 | 5,597 |
| Mortgage-backed securities | $87,000 | 6,417 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,062 |
| Issued or guaranteed by U.S. | $87,000 | 6,036 |
| 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) | $87,000 | 3,959 |
| Available-for-sale securities (fair market value) | $6,969,000 | 6,262 |
| Total debt securities | $7,056,000 | 6,928 |
| 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 | $6,594,000 | 7,103 |
| U.S. Government securities | $6,594,000 | 6,462 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,594,000 | 6,336 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $2,485,000 | 5,610 |
| Mortgage-backed securities | $93,000 | 6,434 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,082 |
| Issued or guaranteed by U.S. | $93,000 | 6,061 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,000 | 4,014 |
| Available-for-sale securities (fair market value) | $6,501,000 | 6,364 |
| Total debt securities | $6,594,000 | 7,046 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,615,000 | 7,374 |
| U.S. Government securities | $5,615,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,615,000 | 6,668 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $2,487,000 | 5,587 |
| Mortgage-backed securities | $101,000 | 6,464 |
| Certificates of participation in pools of residential mortgages | $101,000 | 6,114 |
| Issued or guaranteed by U.S. | $101,000 | 6,088 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,000 | 4,033 |
| Available-for-sale securities (fair market value) | $5,514,000 | 6,618 |
| Total debt securities | $5,615,000 | 7,307 |
| 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 | $4,634,000 | 7,677 |
| U.S. Government securities | $4,634,000 | 7,187 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,634,000 | 7,021 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $2,498,000 | 5,633 |
| Mortgage-backed securities | $106,000 | 6,526 |
| Certificates of participation in pools of residential mortgages | $106,000 | 6,182 |
| Issued or guaranteed by U.S. | $106,000 | 6,159 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,000 | 4,095 |
| Available-for-sale securities (fair market value) | $4,528,000 | 6,918 |
| Total debt securities | $4,634,000 | 7,622 |
| 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 | $2,154,000 | 8,319 |
| U.S. Government securities | $2,154,000 | 8,011 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,154,000 | 7,862 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $2,004,000 | 5,874 |
| Mortgage-backed securities | $113,000 | 6,559 |
| Certificates of participation in pools of residential mortgages | $113,000 | 6,205 |
| Issued or guaranteed by U.S. | $113,000 | 6,187 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,000 | 4,138 |
| Available-for-sale securities (fair market value) | $2,041,000 | 7,551 |
| Total debt securities | $2,154,000 | 8,265 |
| 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 | $2,182,000 | 8,356 |
| U.S. Government securities | $2,182,000 | 8,050 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,182,000 | 7,899 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $2,022,000 | 5,876 |
| Mortgage-backed securities | $122,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,219 |
| Issued or guaranteed by U.S. | $122,000 | 6,203 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $122,000 | 4,173 |
| Available-for-sale securities (fair market value) | $2,060,000 | 7,585 |
| Total debt securities | $2,182,000 | 8,304 |
| 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 | $3,676,000 | 8,062 |
| U.S. Government securities | $3,676,000 | 7,622 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,676,000 | 7,463 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $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 | $2,018,000 | 5,897 |
| Mortgage-backed securities | $131,000 | 6,646 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,271 |
| Issued or guaranteed by U.S. | $131,000 | 6,253 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $131,000 | 4,204 |
| Available-for-sale securities (fair market value) | $3,545,000 | 7,298 |
| Total debt securities | $3,676,000 | 7,997 |
| 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 | $2,982,000 | 8,246 |
| U.S. Government securities | $2,982,000 | 7,838 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,982,000 | 7,671 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $2,044,000 | 5,848 |
| Mortgage-backed securities | $145,000 | 6,638 |
| Certificates of participation in pools of residential mortgages | $145,000 | 6,247 |
| Issued or guaranteed by U.S. | $145,000 | 6,225 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $145,000 | 4,226 |
| Available-for-sale securities (fair market value) | $2,837,000 | 7,461 |
| Total debt securities | $2,982,000 | 8,178 |
| 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 | $3,954,000 | 8,088 |
| U.S. Government securities | $3,954,000 | 7,574 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,954,000 | 7,399 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $3,501,000 | 5,068 |
| Mortgage-backed securities | $155,000 | 6,654 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,276 |
| Issued or guaranteed by U.S. | $155,000 | 6,251 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $155,000 | 4,259 |
| Available-for-sale securities (fair market value) | $3,799,000 | 7,287 |
| Total debt securities | $3,954,000 | 8,018 |
| 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 | $2,983,000 | 8,313 |
| U.S. Government securities | $2,983,000 | 7,855 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,983,000 | 7,669 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $2,510,000 | 5,537 |
| Mortgage-backed securities | $168,000 | 6,684 |
| Certificates of participation in pools of residential mortgages | $168,000 | 6,299 |
| Issued or guaranteed by U.S. | $168,000 | 6,271 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $168,000 | 4,266 |
| Available-for-sale securities (fair market value) | $2,815,000 | 7,518 |
| Total debt securities | $2,983,000 | 8,234 |
| 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 | $1,985,000 | 8,590 |
| U.S. Government securities | $1,970,000 | 8,235 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,970,000 | 8,061 |
| Securities issued by states & political subdivisions | $15,000 | 6,778 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $1,472,000 | 6,212 |
| Mortgage-backed securities | $189,000 | 6,698 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,284 |
| Issued or guaranteed by U.S. | $189,000 | 6,261 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $204,000 | 4,263 |
| Available-for-sale securities (fair market value) | $1,781,000 | 7,829 |
| Total debt securities | $1,985,000 | 8,514 |
| 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 | $3,528,000 | 8,220 |
| U.S. Government securities | $3,513,000 | 7,703 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,513,000 | 7,504 |
| Securities issued by states & political subdivisions | $15,000 | 6,780 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $1,975,000 | 5,903 |
| Mortgage-backed securities | $223,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $223,000 | 6,230 |
| Issued or guaranteed by U.S. | $223,000 | 6,212 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $238,000 | 4,282 |
| Available-for-sale securities (fair market value) | $3,290,000 | 7,414 |
| Total debt securities | $3,528,000 | 8,144 |
| 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 | $3,560,000 | 8,262 |
| U.S. Government securities | $3,545,000 | 7,705 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,545,000 | 7,494 |
| Securities issued by states & political subdivisions | $15,000 | 6,808 |
| 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 | $1,882,000 | 5,968 |
| Mortgage-backed securities | $242,000 | 6,656 |
| Certificates of participation in pools of residential mortgages | $242,000 | 6,172 |
| Issued or guaranteed by U.S. | $242,000 | 6,154 |
| 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) | $257,000 | 4,320 |
| Available-for-sale securities (fair market value) | $3,303,000 | 7,442 |
| Total debt securities | $3,560,000 | 8,178 |
| 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 | $2,627,000 | 8,689 |
| U.S. Government securities | $2,557,000 | 8,256 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,557,000 | 8,040 |
| Securities issued by states & political subdivisions | $70,000 | 6,855 |
| 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 | $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 | $1,436,000 | 6,384 |
| Mortgage-backed securities | $328,000 | 6,566 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,979 |
| Issued or guaranteed by U.S. | $328,000 | 5,955 |
| 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) | $398,000 | 4,415 |
| Available-for-sale securities (fair market value) | $2,229,000 | 7,849 |
| Total debt securities | $2,627,000 | 8,595 |
| 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 | $5,433,000 | 8,210 |
| U.S. Government securities | $5,181,000 | 7,674 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,181,000 | 7,318 |
| Securities issued by states & political subdivisions | $120,000 | 6,917 |
| 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 | $132,000 | 6,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,766,000 | 6,461 |
| Mortgage-backed securities | $427,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,580 |
| Issued or guaranteed by U.S. | $427,000 | 5,560 |
| 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) | $547,000 | 4,879 |
| Available-for-sale securities (fair market value) | $4,886,000 | 7,284 |
| Total debt securities | $5,301,000 | 8,132 |
| 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 | $4,793,000 | 8,745 |
| U.S. Government securities | $4,265,000 | 8,374 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,265,000 | 7,857 |
| Securities issued by states & political subdivisions | $405,000 | 6,558 |
| 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 | $123,000 | 6,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,776,000 | 6,531 |
| Mortgage-backed securities | $676,000 | 6,216 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,709 |
| Issued or guaranteed by U.S. | $518,000 | 5,694 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $158,000 | 4,077 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,892 |
| 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) | $1,081,000 | 4,786 |
| Available-for-sale securities (fair market value) | $3,712,000 | 7,856 |
| Total debt securities | $4,670,000 | 8,683 |
| 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 | $5,101,000 | 8,727 |
| U.S. Government securities | $4,572,000 | 8,247 |
| U.S. Treasury securities | $603,000 | 5,674 |
| U.S. Government agency obligations | $3,969,000 | 7,732 |
| Securities issued by states & political subdivisions | $440,000 | 6,716 |
| 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 | $89,000 | 6,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,201,000 | 5,977 |
| Mortgage-backed securities | $1,176,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $673,000 | 5,698 |
| Issued or guaranteed by U.S. | $673,000 | 5,681 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $503,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 3,596 |
| 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) | $3,451,000 | 3,992 |
| Available-for-sale securities (fair market value) | $1,650,000 | 8,592 |
| Total debt securities | $5,012,000 | 8,633 |
| 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 | $7,089,000 | 8,412 |
| U.S. Government securities | $6,508,000 | 7,869 |
| U.S. Treasury securities | $1,001,000 | 6,411 |
| U.S. Government agency obligations | $5,507,000 | 7,043 |
| Securities issued by states & political subdivisions | $505,000 | 6,716 |
| 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 | $76,000 | 6,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,489,000 | 5,341 |
| Mortgage-backed securities | $1,811,000 | 5,553 |
| Certificates of participation in pools of residential mortgages | $990,000 | 5,395 |
| Issued or guaranteed by U.S. | $990,000 | 5,373 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $821,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 3,491 |
| 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) | $4,750,000 | 4,260 |
| Available-for-sale securities (fair market value) | $2,339,000 | 8,584 |
| Total debt securities | $7,013,000 | 8,294 |
| 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 | $8,638,000 | 8,391 |
| U.S. Government securities | $8,051,000 | 7,795 |
| U.S. Treasury securities | $1,054,000 | 7,049 |
| U.S. Government agency obligations | $6,997,000 | 6,708 |
| Securities issued by states & political subdivisions | $525,000 | 7,002 |
| 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 | $62,000 | 6,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,460,000 | 4,904 |
| Mortgage-backed securities | $2,117,000 | 5,793 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 5,539 |
| Issued or guaranteed by U.S. | $1,215,000 | 5,524 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $902,000 | 3,963 |
| CMOs issued by government agencies or sponsored agencies | $902,000 | 3,817 |
| 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) | $4,761,000 | 4,806 |
| Available-for-sale securities (fair market value) | $3,877,000 | 8,242 |
| Total debt securities | $8,576,000 | 8,289 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $100,000 | 3,538 |
| 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 | $7,655,000 | 9,132 |
| U.S. Government securities | $7,053,000 | 8,594 |
| U.S. Treasury securities | $1,909,000 | 7,306 |
| U.S. Government agency obligations | $5,144,000 | 7,624 |
| Securities issued by states & political subdivisions | $546,000 | 7,212 |
| 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 | $56,000 | 6,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,208,000 | 7,809 |
| Mortgage-backed securities | $2,879,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $1,777,000 | 5,137 |
| Issued or guaranteed by U.S. | $1,777,000 | 5,104 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,102,000 | 4,106 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 3,947 |
| 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) | $4,632,000 | 5,171 |
| Available-for-sale securities (fair market value) | $3,023,000 | 8,930 |
| Total debt securities | $7,599,000 | 9,039 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $100,000 | 4,449 |
| 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 | $6,794,000 | 10,008 |
| U.S. Government securities | $6,176,000 | 9,553 |
| U.S. Treasury securities | $1,816,000 | 8,562 |
| U.S. Government agency obligations | $4,360,000 | 8,122 |
| Securities issued by states & political subdivisions | $566,000 | 7,514 |
| 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 | $52,000 | 6,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,000 | 8,904 |
| Mortgage-backed securities | $3,196,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 5,092 |
| Issued or guaranteed by U.S. | $2,093,000 | 5,069 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,103,000 | 4,388 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 4,194 |
| 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) | $4,339,000 | 8,396 |
| Available-for-sale securities (fair market value) | $2,455,000 | 8,515 |
| Total debt securities | $6,742,000 | 9,938 |
| 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 | $6,630,000 | 10,484 |
| U.S. Government securities | $6,043,000 | 9,909 |
| U.S. Treasury securities | $908,000 | 10,212 |
| U.S. Government agency obligations | $5,135,000 | 7,804 |
| Securities issued by states & political subdivisions | $581,000 | 7,672 |
| 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 | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,000 | 9,359 |
| Mortgage-backed securities | $3,872,000 | 5,892 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 5,058 |
| Issued or guaranteed by U.S. | $2,768,000 | 5,018 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,104,000 | 4,814 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 4,588 |
| 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 | $6,624,000 | 10,357 |
| 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 | $6,376,000 | 10,869 |
| U.S. Government securities | $6,069,000 | 10,092 |
| U.S. Treasury securities | $398,000 | 11,597 |
| U.S. Government agency obligations | $5,671,000 | 7,580 |
| Securities issued by states & political subdivisions | $301,000 | 8,333 |
| 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 | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 10,297 |
| Mortgage-backed securities | $4,076,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $3,614,000 | 4,695 |
| Issued or guaranteed by U.S. | $3,614,000 | 4,644 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $462,000 | 5,991 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 5,592 |
| 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 | $6,370,000 | 10,743 |
| 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 |