Home > Castle Rock Bank > Securities
Castle Rock Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $40,566,000 | 2,657 |
| U.S. Government securities | $14,184,000 | 3,308 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,184,000 | 3,179 |
| Securities issued by states & political subdivisions | $26,382,000 | 1,478 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,083,000 | 3,459 |
| Mortgage-backed securities | $12,246,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $12,246,000 | 1,960 |
| Issued or guaranteed by U.S. | $12,246,000 | 1,959 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $40,566,000 | 2,443 |
| Total debt securities | $40,566,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $1,938,000 | 503 |
| Fair value | $1,994,000 | 451 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $41,392,000 | 2,672 |
| U.S. Government securities | $14,853,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,853,000 | 3,176 |
| Securities issued by states & political subdivisions | $26,539,000 | 1,483 |
| 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 | $6,141,000 | 3,473 |
| Mortgage-backed securities | $12,903,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $12,903,000 | 1,941 |
| Issued or guaranteed by U.S. | $12,903,000 | 1,940 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $41,392,000 | 2,451 |
| Total debt securities | $41,392,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 513 |
| Fair value | $1,994,000 | 465 |
| 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 | $42,160,000 | 2,673 |
| U.S. Government securities | $15,833,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,833,000 | 3,127 |
| Securities issued by states & political subdivisions | $26,327,000 | 1,511 |
| 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 | $6,089,000 | 3,518 |
| Mortgage-backed securities | $13,420,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $13,420,000 | 1,927 |
| Issued or guaranteed by U.S. | $13,420,000 | 1,927 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $42,160,000 | 2,443 |
| Total debt securities | $42,160,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $1,908,000 | 532 |
| Fair value | $1,994,000 | 483 |
| 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 | $42,472,000 | 2,645 |
| U.S. Government securities | $16,374,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,374,000 | 3,056 |
| Securities issued by states & political subdivisions | $26,098,000 | 1,513 |
| 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 | $5,596,000 | 3,613 |
| Mortgage-backed securities | $13,978,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $13,978,000 | 1,902 |
| Issued or guaranteed by U.S. | $13,978,000 | 1,900 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $42,472,000 | 2,415 |
| Total debt securities | $42,472,000 | 2,627 |
| Structured notes | ||
| Amortized cost | $1,887,000 | 532 |
| Fair value | $1,994,000 | 471 |
| 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 | $40,622,000 | 2,720 |
| U.S. Government securities | $14,249,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,249,000 | 3,258 |
| Securities issued by states & political subdivisions | $26,373,000 | 1,498 |
| 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 | $6,286,000 | 3,531 |
| Mortgage-backed securities | $12,743,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $12,743,000 | 2,010 |
| Issued or guaranteed by U.S. | $12,743,000 | 2,010 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $40,622,000 | 2,492 |
| Total debt securities | $40,622,000 | 2,699 |
| Structured notes | ||
| Amortized cost | $992,000 | 748 |
| Fair value | $998,000 | 720 |
| 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 | $41,089,000 | 2,736 |
| U.S. Government securities | $14,018,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,018,000 | 3,382 |
| Securities issued by states & political subdivisions | $27,071,000 | 1,474 |
| 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 | $6,365,000 | 3,573 |
| Mortgage-backed securities | $13,000,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $13,000,000 | 2,020 |
| Issued or guaranteed by U.S. | $13,000,000 | 2,016 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $41,089,000 | 2,497 |
| Total debt securities | $41,089,000 | 2,714 |
| Structured notes | ||
| Amortized cost | $518,000 | 960 |
| Fair value | $500,000 | 993 |
| 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 | $41,593,000 | 2,751 |
| U.S. Government securities | $15,208,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,208,000 | 3,330 |
| Securities issued by states & political subdivisions | $26,385,000 | 1,481 |
| 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 | $6,329,000 | 3,636 |
| Mortgage-backed securities | $13,684,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $13,684,000 | 1,974 |
| Issued or guaranteed by U.S. | $13,684,000 | 1,973 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $41,593,000 | 2,505 |
| Total debt securities | $41,593,000 | 2,727 |
| Structured notes | ||
| Amortized cost | $1,000 | 1,469 |
| Fair value | $1,000 | 1,470 |
| 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 | $41,584,000 | 2,773 |
| U.S. Government securities | $15,233,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,233,000 | 3,392 |
| Securities issued by states & political subdivisions | $26,351,000 | 1,493 |
| 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 | $6,259,000 | 3,676 |
| Mortgage-backed securities | $12,714,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $12,714,000 | 2,058 |
| Issued or guaranteed by U.S. | $12,714,000 | 2,056 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $41,584,000 | 2,542 |
| Total debt securities | $41,584,000 | 2,754 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,989,000 | 759 |
| 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 | $40,943,000 | 2,833 |
| U.S. Government securities | $16,013,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,013,000 | 3,396 |
| Securities issued by states & political subdivisions | $24,930,000 | 1,565 |
| 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 | $6,301,000 | 3,713 |
| Mortgage-backed securities | $12,988,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $12,988,000 | 2,059 |
| Issued or guaranteed by U.S. | $12,988,000 | 2,057 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $40,943,000 | 2,595 |
| Total debt securities | $40,943,000 | 2,809 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 777 |
| Fair value | $2,489,000 | 776 |
| 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 | $40,658,000 | 2,886 |
| U.S. Government securities | $17,002,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,002,000 | 3,383 |
| Securities issued by states & political subdivisions | $23,656,000 | 1,612 |
| 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 | $6,045,000 | 3,811 |
| Mortgage-backed securities | $13,028,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $13,028,000 | 2,109 |
| Issued or guaranteed by U.S. | $13,028,000 | 2,108 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $40,658,000 | 2,639 |
| Total debt securities | $40,658,000 | 2,865 |
| Structured notes | ||
| Amortized cost | $3,491,000 | 723 |
| Fair value | $3,435,000 | 725 |
| 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 | $39,521,000 | 2,968 |
| U.S. Government securities | $16,346,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,346,000 | 3,509 |
| Securities issued by states & political subdivisions | $23,175,000 | 1,619 |
| 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 | $6,094,000 | 3,846 |
| Mortgage-backed securities | $12,324,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $12,324,000 | 2,206 |
| Issued or guaranteed by U.S. | $12,324,000 | 2,206 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $39,521,000 | 2,714 |
| Total debt securities | $39,521,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $3,491,000 | 771 |
| Fair value | $3,477,000 | 768 |
| 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 | $39,503,000 | 3,011 |
| U.S. Government securities | $17,501,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,501,000 | 3,458 |
| Securities issued by states & political subdivisions | $22,002,000 | 1,688 |
| 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 | $6,075,000 | 3,888 |
| Mortgage-backed securities | $11,660,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $11,660,000 | 2,319 |
| Issued or guaranteed by U.S. | $11,660,000 | 2,317 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $39,503,000 | 2,756 |
| Total debt securities | $39,503,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $5,328,000 | 612 |
| Fair value | $5,294,000 | 613 |
| 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 | $37,922,000 | 3,182 |
| U.S. Government securities | $16,429,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,429,000 | 3,657 |
| Securities issued by states & political subdivisions | $21,493,000 | 1,726 |
| 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 | $6,086,000 | 3,936 |
| Mortgage-backed securities | $10,983,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $10,983,000 | 2,469 |
| Issued or guaranteed by U.S. | $10,983,000 | 2,466 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $37,922,000 | 2,904 |
| Total debt securities | $37,922,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $4,989,000 | 717 |
| Fair value | $4,895,000 | 710 |
| 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 | $36,746,000 | 3,295 |
| U.S. Government securities | $15,884,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,884,000 | 3,770 |
| Securities issued by states & political subdivisions | $20,862,000 | 1,773 |
| 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 | $6,043,000 | 3,979 |
| Mortgage-backed securities | $10,998,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $10,998,000 | 2,514 |
| Issued or guaranteed by U.S. | $10,998,000 | 2,513 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $36,746,000 | 3,003 |
| Total debt securities | $36,746,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $4,489,000 | 796 |
| Fair value | $4,337,000 | 798 |
| 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 | $35,523,000 | 3,372 |
| U.S. Government securities | $15,673,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,673,000 | 3,839 |
| Securities issued by states & political subdivisions | $19,850,000 | 1,856 |
| 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 | $6,096,000 | 3,989 |
| Mortgage-backed securities | $11,317,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $11,317,000 | 2,497 |
| Issued or guaranteed by U.S. | $11,317,000 | 2,496 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $35,523,000 | 3,082 |
| Total debt securities | $35,523,000 | 3,347 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 883 |
| Fair value | $3,810,000 | 886 |
| 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 | $31,856,000 | 3,574 |
| U.S. Government securities | $15,901,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,901,000 | 3,809 |
| Securities issued by states & political subdivisions | $15,955,000 | 2,198 |
| 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 | $6,010,000 | 4,014 |
| Mortgage-backed securities | $11,642,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $11,642,000 | 2,461 |
| Issued or guaranteed by U.S. | $11,642,000 | 2,461 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $31,856,000 | 3,274 |
| Total debt securities | $31,856,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 868 |
| Fair value | $3,719,000 | 870 |
| 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 | $31,931,000 | 3,585 |
| U.S. Government securities | $16,628,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,628,000 | 3,762 |
| Securities issued by states & political subdivisions | $15,303,000 | 2,264 |
| 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 | $5,043,000 | 4,253 |
| Mortgage-backed securities | $11,779,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $11,779,000 | 2,451 |
| Issued or guaranteed by U.S. | $11,779,000 | 2,449 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $31,931,000 | 3,296 |
| Total debt securities | $31,931,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $5,075,000 | 703 |
| Fair value | $4,849,000 | 717 |
| 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 | $29,840,000 | 3,714 |
| U.S. Government securities | $15,469,000 | 3,976 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,469,000 | 3,884 |
| Securities issued by states & political subdivisions | $14,371,000 | 2,340 |
| 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 | $4,624,000 | 4,342 |
| Mortgage-backed securities | $11,032,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $11,032,000 | 2,512 |
| Issued or guaranteed by U.S. | $11,032,000 | 2,510 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $29,840,000 | 3,420 |
| Total debt securities | $29,840,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 847 |
| Fair value | $3,879,000 | 832 |
| 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 | $28,923,000 | 3,782 |
| U.S. Government securities | $15,964,000 | 3,956 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,964,000 | 3,861 |
| Securities issued by states & political subdivisions | $12,959,000 | 2,479 |
| 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 | $4,813,000 | 4,344 |
| Mortgage-backed securities | $11,376,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $11,376,000 | 2,495 |
| Issued or guaranteed by U.S. | $11,376,000 | 2,494 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $28,923,000 | 3,508 |
| Total debt securities | $28,923,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $4,585,000 | 758 |
| Fair value | $4,588,000 | 756 |
| 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 | $26,500,000 | 3,923 |
| U.S. Government securities | $17,113,000 | 3,799 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,113,000 | 3,704 |
| Securities issued by states & political subdivisions | $9,387,000 | 2,938 |
| 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 | $4,088,000 | 4,514 |
| Mortgage-backed securities | $11,542,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $11,542,000 | 2,474 |
| Issued or guaranteed by U.S. | $11,542,000 | 2,473 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $26,500,000 | 3,621 |
| Total debt securities | $26,500,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $24,570,000 | 4,113 |
| U.S. Government securities | $17,441,000 | 3,843 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,441,000 | 3,764 |
| Securities issued by states & political subdivisions | $7,129,000 | 3,289 |
| 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 | $4,342,000 | 4,501 |
| Mortgage-backed securities | $12,837,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $12,837,000 | 2,468 |
| Issued or guaranteed by U.S. | $12,837,000 | 2,467 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $24,570,000 | 3,793 |
| Total debt securities | $24,570,000 | 4,089 |
| Structured notes | ||
| Amortized cost | $4,591,000 | 834 |
| Fair value | $4,604,000 | 829 |
| 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 | $20,778,000 | 4,512 |
| U.S. Government securities | $16,605,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,605,000 | 3,908 |
| Securities issued by states & political subdivisions | $4,173,000 | 3,881 |
| 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 | $4,774,000 | 4,436 |
| Mortgage-backed securities | $12,106,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $12,106,000 | 2,584 |
| Issued or guaranteed by U.S. | $12,106,000 | 2,581 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $20,778,000 | 4,165 |
| Total debt securities | $20,778,000 | 4,482 |
| Structured notes | ||
| Amortized cost | $4,490,000 | 984 |
| Fair value | $4,498,000 | 979 |
| 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 | $18,760,000 | 4,717 |
| U.S. Government securities | $14,363,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,363,000 | 4,253 |
| Securities issued by states & political subdivisions | $4,397,000 | 3,761 |
| 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 | $5,140,000 | 4,363 |
| Mortgage-backed securities | $9,382,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $9,382,000 | 2,920 |
| Issued or guaranteed by U.S. | $9,382,000 | 2,918 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $18,760,000 | 4,341 |
| Total debt securities | $18,760,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 1,066 |
| Fair value | $4,981,000 | 1,049 |
| 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 | $16,352,000 | 4,940 |
| U.S. Government securities | $11,885,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,885,000 | 4,558 |
| Securities issued by states & political subdivisions | $4,467,000 | 3,725 |
| 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 | $4,047,000 | 4,453 |
| Mortgage-backed securities | $7,393,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $7,393,000 | 3,109 |
| Issued or guaranteed by U.S. | $7,393,000 | 3,109 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $16,352,000 | 4,524 |
| Total debt securities | $16,352,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 1,102 |
| Fair value | $4,492,000 | 1,104 |
| 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 | $17,631,000 | 4,761 |
| U.S. Government securities | $11,709,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,709,000 | 4,545 |
| Securities issued by states & political subdivisions | $5,922,000 | 3,317 |
| 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 | $5,653,000 | 4,015 |
| Mortgage-backed securities | $8,218,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $8,218,000 | 2,925 |
| Issued or guaranteed by U.S. | $8,218,000 | 2,921 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,631,000 | 4,358 |
| Total debt securities | $17,631,000 | 4,725 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,321 |
| Fair value | $3,491,000 | 1,358 |
| 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 | $15,223,000 | 5,102 |
| U.S. Government securities | $9,850,000 | 5,055 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,850,000 | 4,938 |
| Securities issued by states & political subdivisions | $5,373,000 | 3,403 |
| 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 | $5,837,000 | 4,045 |
| Mortgage-backed securities | $7,351,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $7,351,000 | 3,036 |
| Issued or guaranteed by U.S. | $7,351,000 | 3,030 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,223,000 | 4,681 |
| Total debt securities | $15,223,000 | 5,071 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,499,000 | 1,821 |
| 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 | $15,176,000 | 5,106 |
| U.S. Government securities | $10,103,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,103,000 | 4,887 |
| Securities issued by states & political subdivisions | $5,073,000 | 3,454 |
| 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 | $6,003,000 | 3,979 |
| Mortgage-backed securities | $6,624,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $6,624,000 | 3,118 |
| Issued or guaranteed by U.S. | $6,624,000 | 3,112 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $15,176,000 | 4,687 |
| Total debt securities | $15,176,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,531 |
| Fair value | $3,479,000 | 1,553 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,213,000 | 5,272 |
| U.S. Government securities | $8,126,000 | 5,223 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,126,000 | 5,116 |
| Securities issued by states & political subdivisions | $5,087,000 | 3,425 |
| 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 | $6,187,000 | 3,898 |
| Mortgage-backed securities | $5,152,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $5,152,000 | 3,314 |
| Issued or guaranteed by U.S. | $5,152,000 | 3,307 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,213,000 | 4,833 |
| Total debt securities | $13,213,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,979,000 | 5,382 |
| U.S. Government securities | $6,758,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,758,000 | 5,349 |
| Securities issued by states & political subdivisions | $5,221,000 | 3,315 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,626,000 | 3,839 |
| Mortgage-backed securities | $4,760,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $4,760,000 | 3,388 |
| Issued or guaranteed by U.S. | $4,760,000 | 3,382 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,979,000 | 4,934 |
| Total debt securities | $11,979,000 | 5,345 |
| 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 | $8,435,000 | 6,021 |
| U.S. Government securities | $3,252,000 | 6,489 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,252,000 | 6,369 |
| Securities issued by states & political subdivisions | $5,183,000 | 3,227 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,895,000 | 3,823 |
| Mortgage-backed securities | $2,750,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $2,750,000 | 3,998 |
| Issued or guaranteed by U.S. | $2,750,000 | 3,989 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,435,000 | 5,536 |
| Total debt securities | $8,435,000 | 5,977 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $502,000 | 2,928 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,572,000 | 6,055 |
| U.S. Government securities | $3,428,000 | 6,561 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,428,000 | 6,452 |
| Securities issued by states & political subdivisions | $5,144,000 | 3,213 |
| 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 | $5,154,000 | 4,341 |
| Mortgage-backed securities | $2,931,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $2,931,000 | 4,072 |
| Issued or guaranteed by U.S. | $2,931,000 | 4,065 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,572,000 | 5,566 |
| Total debt securities | $8,572,000 | 6,007 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $497,000 | 2,768 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $9,287,000 | 5,925 |
| U.S. Government securities | $4,159,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,159,000 | 6,226 |
| Securities issued by states & political subdivisions | $5,128,000 | 3,219 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,192,000 | 3,867 |
| Mortgage-backed securities | $3,179,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $3,179,000 | 4,069 |
| Issued or guaranteed by U.S. | $3,179,000 | 4,062 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $9,287,000 | 5,444 |
| Total debt securities | $9,287,000 | 5,884 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $980,000 | 2,171 |
| 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 | $9,068,000 | 5,990 |
| U.S. Government securities | $3,868,000 | 6,478 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,868,000 | 6,384 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,184 |
| 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 | $7,439,000 | 3,821 |
| Mortgage-backed securities | $3,368,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $3,368,000 | 4,091 |
| Issued or guaranteed by U.S. | $3,368,000 | 4,083 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $9,068,000 | 5,482 |
| Total debt securities | $9,068,000 | 5,947 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $500,000 | 2,092 |
| 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 | $8,753,000 | 6,061 |
| U.S. Government securities | $3,679,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,679,000 | 6,467 |
| Securities issued by states & political subdivisions | $5,074,000 | 3,198 |
| 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 | $7,641,000 | 3,775 |
| Mortgage-backed securities | $3,679,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $3,679,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,679,000 | 4,040 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,753,000 | 5,554 |
| Total debt securities | $8,753,000 | 6,007 |
| 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 | $9,246,000 | 6,033 |
| U.S. Government securities | $4,131,000 | 6,534 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,131,000 | 6,451 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,107 |
| 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 | $8,138,000 | 3,732 |
| Mortgage-backed securities | $4,131,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $4,131,000 | 4,008 |
| Issued or guaranteed by U.S. | $4,131,000 | 3,996 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,246,000 | 5,515 |
| Total debt securities | $9,246,000 | 5,979 |
| 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 | $9,455,000 | 6,035 |
| U.S. Government securities | $4,422,000 | 6,569 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,422,000 | 6,476 |
| Securities issued by states & political subdivisions | $5,033,000 | 3,102 |
| 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 | $8,389,000 | 3,715 |
| Mortgage-backed securities | $4,422,000 | 4,460 |
| Certificates of participation in pools of residential mortgages | $4,422,000 | 3,891 |
| Issued or guaranteed by U.S. | $4,422,000 | 3,878 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,455,000 | 5,495 |
| Total debt securities | $9,455,000 | 5,992 |
| 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 | $9,564,000 | 5,968 |
| U.S. Government securities | $4,494,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,494,000 | 6,452 |
| Securities issued by states & political subdivisions | $5,002,000 | 3,090 |
| 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 | $68,000 | 1,462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,427,000 | 3,704 |
| Mortgage-backed securities | $4,494,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $4,494,000 | 3,786 |
| Issued or guaranteed by U.S. | $4,494,000 | 3,774 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,564,000 | 5,422 |
| Total debt securities | $9,496,000 | 5,932 |
| 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 | $11,146,000 | 5,729 |
| U.S. Government securities | $5,112,000 | 6,404 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,112,000 | 6,317 |
| Securities issued by states & political subdivisions | $5,068,000 | 3,081 |
| 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 | $966,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,380,000 | 3,673 |
| Mortgage-backed securities | $4,609,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $4,609,000 | 3,759 |
| Issued or guaranteed by U.S. | $4,609,000 | 3,747 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,146,000 | 5,209 |
| Total debt securities | $10,180,000 | 5,833 |
| 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 | $11,944,000 | 5,603 |
| U.S. Government securities | $5,558,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,558,000 | 6,195 |
| Securities issued by states & political subdivisions | $5,413,000 | 3,007 |
| 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 | $973,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,064,000 | 4,466 |
| Mortgage-backed securities | $5,050,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $5,050,000 | 3,511 |
| Issued or guaranteed by U.S. | $5,050,000 | 3,497 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,944,000 | 5,095 |
| Total debt securities | $10,971,000 | 5,693 |
| 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 | $12,047,000 | 5,667 |
| U.S. Government securities | $5,650,000 | 6,390 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,650,000 | 6,289 |
| Securities issued by states & political subdivisions | $5,378,000 | 3,006 |
| 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 | $1,019,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,589,000 | 4,634 |
| Mortgage-backed securities | $5,146,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $5,146,000 | 3,183 |
| Issued or guaranteed by U.S. | $5,146,000 | 3,168 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,047,000 | 5,101 |
| Total debt securities | $11,028,000 | 5,774 |
| 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 | $11,394,000 | 5,832 |
| U.S. Government securities | $5,994,000 | 6,387 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,994,000 | 6,279 |
| Securities issued by states & political subdivisions | $5,400,000 | 2,961 |
| 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 | $4,894,000 | 4,588 |
| Mortgage-backed securities | $5,494,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $5,494,000 | 2,961 |
| Issued or guaranteed by U.S. | $5,494,000 | 2,945 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,394,000 | 5,238 |
| Total debt securities | $11,394,000 | 5,769 |
| 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 | $8,055,000 | 6,488 |
| U.S. Government securities | $2,746,000 | 7,379 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,746,000 | 7,256 |
| Securities issued by states & political subdivisions | $5,309,000 | 2,983 |
| 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 | $4,960,000 | 4,577 |
| Mortgage-backed securities | $2,746,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $2,746,000 | 3,813 |
| Issued or guaranteed by U.S. | $2,746,000 | 3,801 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,055,000 | 5,851 |
| Total debt securities | $8,055,000 | 6,431 |
| 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 | $7,223,000 | 6,728 |
| U.S. Government securities | $1,836,000 | 7,702 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,836,000 | 7,580 |
| Securities issued by states & political subdivisions | $5,387,000 | 2,975 |
| 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 | $6,209,000 | 4,225 |
| Mortgage-backed securities | $1,836,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 4,277 |
| Issued or guaranteed by U.S. | $1,836,000 | 4,260 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,223,000 | 6,060 |
| Total debt securities | $7,223,000 | 6,672 |
| 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 | $5,764,000 | 7,093 |
| U.S. Government securities | $1,933,000 | 7,729 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,933,000 | 7,608 |
| Securities issued by states & political subdivisions | $3,831,000 | 3,491 |
| 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 | $1,724,000 | 5,913 |
| Mortgage-backed securities | $1,933,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 4,214 |
| Issued or guaranteed by U.S. | $1,933,000 | 4,202 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,764,000 | 6,398 |
| Total debt securities | $5,764,000 | 7,043 |
| 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 | $6,208,000 | 7,053 |
| U.S. Government securities | $2,553,000 | 7,588 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,553,000 | 7,463 |
| Securities issued by states & political subdivisions | $3,655,000 | 3,526 |
| 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 | $5,270,000 | 4,521 |
| Mortgage-backed securities | $2,055,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $2,055,000 | 4,143 |
| Issued or guaranteed by U.S. | $2,055,000 | 4,124 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,208,000 | 6,335 |
| Total debt securities | $6,208,000 | 6,997 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $498,000 | 2,573 |
| 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 | $6,776,000 | 6,958 |
| U.S. Government securities | $2,637,000 | 7,623 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,637,000 | 7,493 |
| Securities issued by states & political subdivisions | $4,139,000 | 3,355 |
| 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 | $5,350,000 | 4,511 |
| Mortgage-backed securities | $2,142,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,142,000 | 4,086 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,776,000 | 6,217 |
| Total debt securities | $6,776,000 | 6,902 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $495,000 | 2,616 |
| 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 | $7,454,000 | 6,858 |
| U.S. Government securities | $3,299,000 | 7,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,299,000 | 7,332 |
| Securities issued by states & political subdivisions | $4,155,000 | 3,356 |
| 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 | $6,014,000 | 4,303 |
| Mortgage-backed securities | $2,307,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $2,307,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,307,000 | 4,026 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $7,454,000 | 6,128 |
| Total debt securities | $7,455,000 | 6,807 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $494,000 | 2,643 |
| 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 | $7,618,000 | 6,854 |
| U.S. Government securities | $3,438,000 | 7,454 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,438,000 | 7,309 |
| Securities issued by states & political subdivisions | $4,180,000 | 3,359 |
| 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 | $6,168,000 | 4,242 |
| Mortgage-backed securities | $2,447,000 | 4,570 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 3,995 |
| Issued or guaranteed by U.S. | $2,447,000 | 3,980 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $7,618,000 | 6,116 |
| Total debt securities | $7,618,000 | 6,799 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $494,000 | 2,652 |
| 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 | $7,883,000 | 6,805 |
| U.S. Government securities | $3,638,000 | 7,409 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,638,000 | 7,265 |
| Securities issued by states & political subdivisions | $4,245,000 | 3,314 |
| 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 | $5,699,000 | 4,390 |
| Mortgage-backed securities | $2,646,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $2,646,000 | 3,942 |
| Issued or guaranteed by U.S. | $2,646,000 | 3,929 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,883,000 | 6,073 |
| Total debt securities | $7,883,000 | 6,744 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $495,000 | 2,652 |
| 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 | $8,172,000 | 6,787 |
| U.S. Government securities | $3,904,000 | 7,364 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,904,000 | 7,213 |
| Securities issued by states & political subdivisions | $4,268,000 | 3,297 |
| 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 | $5,433,000 | 4,456 |
| Mortgage-backed securities | $2,907,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 3,910 |
| Issued or guaranteed by U.S. | $2,907,000 | 3,896 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $8,172,000 | 6,046 |
| Total debt securities | $8,172,000 | 6,728 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $498,000 | 2,596 |
| 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 | $8,277,000 | 6,813 |
| U.S. Government securities | $4,070,000 | 7,367 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,070,000 | 7,197 |
| Securities issued by states & political subdivisions | $4,207,000 | 3,313 |
| 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 | $5,575,000 | 4,429 |
| Mortgage-backed securities | $3,075,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $3,075,000 | 3,930 |
| Issued or guaranteed by U.S. | $3,075,000 | 3,920 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,277,000 | 6,060 |
| Total debt securities | $8,277,000 | 6,759 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $498,000 | 2,514 |
| 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 | $10,055,000 | 6,456 |
| U.S. Government securities | $5,759,000 | 6,856 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,759,000 | 6,703 |
| Securities issued by states & political subdivisions | $4,296,000 | 3,292 |
| 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 | $1,771,000 | 6,030 |
| Mortgage-backed securities | $3,263,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $3,263,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,263,000 | 3,902 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,055,000 | 5,694 |
| Total debt securities | $10,055,000 | 6,392 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $497,000 | 2,554 |
| 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 | $9,963,000 | 6,509 |
| U.S. Government securities | $5,948,000 | 6,839 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,948,000 | 6,678 |
| Securities issued by states & political subdivisions | $4,015,000 | 3,416 |
| 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 | $1,924,000 | 5,977 |
| Mortgage-backed securities | $2,941,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 4,057 |
| Issued or guaranteed by U.S. | $2,941,000 | 4,047 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,963,000 | 5,760 |
| Total debt securities | $9,963,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $501,000 | 2,450 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,122,000 | 7,721 |
| U.S. Government securities | $2,559,000 | 8,006 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,559,000 | 7,837 |
| Securities issued by states & political subdivisions | $2,563,000 | 4,040 |
| 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 | $2,803,000 | 5,506 |
| Mortgage-backed securities | $1,311,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 4,989 |
| Issued or guaranteed by U.S. | $1,311,000 | 4,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,122,000 | 6,913 |
| Total debt securities | $5,122,000 | 7,652 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,656 |
| Fair value | $249,000 | 2,679 |
| 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 | $3,295,000 | 8,147 |
| U.S. Government securities | $1,188,000 | 8,421 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,188,000 | 8,290 |
| Securities issued by states & political subdivisions | $2,107,000 | 4,287 |
| 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 | $2,473,000 | 5,632 |
| Mortgage-backed securities | $938,000 | 5,829 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,320 |
| Issued or guaranteed by U.S. | $938,000 | 5,302 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,295,000 | 7,333 |
| Total debt securities | $3,295,000 | 8,079 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,440 |
| Fair value | $250,000 | 2,486 |
| 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 | $3,395,000 | 8,217 |
| U.S. Government securities | $1,312,000 | 8,461 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,312,000 | 8,317 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,339 |
| 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 | $2,576,000 | 5,536 |
| Mortgage-backed securities | $1,062,000 | 5,725 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 5,235 |
| Issued or guaranteed by U.S. | $1,062,000 | 5,214 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,395,000 | 7,380 |
| Total debt securities | $3,395,000 | 8,140 |
| 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 | $3,916,000 | 8,055 |
| U.S. Government securities | $1,494,000 | 8,385 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,494,000 | 8,231 |
| Securities issued by states & political subdivisions | $2,422,000 | 4,171 |
| 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 | $3,353,000 | 5,119 |
| Mortgage-backed securities | $1,241,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 5,089 |
| Issued or guaranteed by U.S. | $1,241,000 | 5,068 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,916,000 | 7,234 |
| Total debt securities | $3,916,000 | 7,972 |
| 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 | $4,280,000 | 7,961 |
| U.S. Government securities | $1,811,000 | 8,286 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,811,000 | 8,115 |
| Securities issued by states & political subdivisions | $2,469,000 | 4,099 |
| 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 | $3,704,000 | 4,933 |
| Mortgage-backed securities | $1,556,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $1,556,000 | 4,932 |
| Issued or guaranteed by U.S. | $1,556,000 | 4,913 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,280,000 | 7,136 |
| Total debt securities | $4,280,000 | 7,872 |
| Structured notes | ||
| Amortized cost | $254,000 | 1,854 |
| Fair value | $255,000 | 1,863 |
| 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 | $4,649,000 | 7,914 |
| U.S. Government securities | $2,180,000 | 8,213 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,180,000 | 8,040 |
| Securities issued by states & political subdivisions | $2,469,000 | 4,022 |
| 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 | $4,049,000 | 4,796 |
| Mortgage-backed securities | $1,923,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $1,923,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,923,000 | 4,689 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,649,000 | 7,062 |
| Total debt securities | $4,649,000 | 7,837 |
| Structured notes | ||
| Amortized cost | $257,000 | 1,603 |
| Fair value | $257,000 | 1,607 |
| 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 | $5,054,000 | 7,823 |
| U.S. Government securities | $2,276,000 | 8,210 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,276,000 | 8,023 |
| Securities issued by states & political subdivisions | $2,470,000 | 4,011 |
| Other domestic debt securities | $308,000 | 3,560 |
| Privately issued residential mortgage-backed securities | $308,000 | 986 |
| 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 | $4,015,000 | 4,831 |
| Mortgage-backed securities | $2,284,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $2,284,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,651 |
| Privately issued | $308,000 | 166 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,054,000 | 6,939 |
| Total debt securities | $5,054,000 | 7,745 |
| 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 | $3,885,000 | 8,290 |
| U.S. Government securities | $2,962,000 | 8,091 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,962,000 | 7,875 |
| Securities issued by states & political subdivisions | $923,000 | 5,350 |
| 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 | $3,790,000 | 4,925 |
| Mortgage-backed securities | $2,649,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 4,094 |
| Issued or guaranteed by U.S. | $2,649,000 | 4,077 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,885,000 | 7,332 |
| Total debt securities | $3,885,000 | 8,198 |
| 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 | $9,789,000 | 6,850 |
| U.S. Government securities | $8,356,000 | 6,389 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $7,856,000 | 6,220 |
| Securities issued by states & political subdivisions | $939,000 | 5,439 |
| 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 | $494,000 | 3,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,940,000 | 3,420 |
| Mortgage-backed securities | $2,380,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $2,380,000 | 3,712 |
| Issued or guaranteed by U.S. | $2,380,000 | 3,696 |
| 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) | $500,000 | 4,931 |
| Available-for-sale securities (fair market value) | $9,289,000 | 5,919 |
| Total debt securities | $9,295,000 | 6,875 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $489,000 | 594 |
| 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 | $8,847,000 | 7,415 |
| U.S. Government securities | $7,195,000 | 7,094 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $6,694,000 | 6,776 |
| Securities issued by states & political subdivisions | $1,358,000 | 5,194 |
| 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 | $294,000 | 4,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,278,000 | 4,954 |
| Mortgage-backed securities | $1,055,000 | 5,790 |
| Certificates of participation in pools of residential mortgages | $1,055,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,055,000 | 4,955 |
| 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) | $500,000 | 5,341 |
| Available-for-sale securities (fair market value) | $8,347,000 | 6,330 |
| Total debt securities | $8,553,000 | 7,383 |
| Structured notes | ||
| Amortized cost | $700,000 | 692 |
| Fair value | $679,000 | 695 |
| 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 | $9,844,000 | 7,160 |
| U.S. Government securities | $8,219,000 | 6,672 |
| U.S. Treasury securities | $519,000 | 5,763 |
| U.S. Government agency obligations | $7,700,000 | 6,018 |
| Securities issued by states & political subdivisions | $1,382,000 | 5,301 |
| 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 | $243,000 | 5,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,246,000 | 5,238 |
| Mortgage-backed securities | $494,000 | 6,696 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,983 |
| Issued or guaranteed by U.S. | $494,000 | 5,968 |
| 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) | $500,000 | 5,884 |
| Available-for-sale securities (fair market value) | $9,344,000 | 5,950 |
| Total debt securities | $9,601,000 | 7,092 |
| Structured notes | ||
| Amortized cost | $700,000 | 862 |
| Fair value | $683,000 | 871 |
| 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 | $5,141,000 | 9,174 |
| U.S. Government securities | $3,704,000 | 9,225 |
| U.S. Treasury securities | $2,007,000 | 5,140 |
| U.S. Government agency obligations | $1,697,000 | 9,260 |
| Securities issued by states & political subdivisions | $1,349,000 | 5,303 |
| 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 | $88,000 | 6,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 6,522 |
| 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) | $1,000,000 | 6,293 |
| Available-for-sale securities (fair market value) | $4,141,000 | 7,834 |
| Total debt securities | $5,053,000 | 9,072 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $971,000 | 1,451 |
| 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 | $8,049,000 | 8,602 |
| U.S. Government securities | $6,611,000 | 8,417 |
| U.S. Treasury securities | $2,517,000 | 5,438 |
| U.S. Government agency obligations | $4,094,000 | 8,161 |
| Securities issued by states & political subdivisions | $1,350,000 | 5,553 |
| 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 | $88,000 | 6,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,993,000 | 6,761 |
| 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) | $1,000,000 | 6,989 |
| Available-for-sale securities (fair market value) | $7,049,000 | 6,967 |
| Total debt securities | $7,961,000 | 8,531 |
| 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 | $5,612,000 | 9,939 |
| U.S. Government securities | $5,008,000 | 9,557 |
| U.S. Treasury securities | $1,138,000 | 8,207 |
| U.S. Government agency obligations | $3,870,000 | 8,411 |
| Securities issued by states & political subdivisions | $559,000 | 7,181 |
| 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 | $45,000 | 7,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,703,000 | 7,188 |
| 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) | $1,366,000 | 7,140 |
| Available-for-sale securities (fair market value) | $4,246,000 | 8,390 |
| Total debt securities | $5,567,000 | 9,849 |
| 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 | $5,765,000 | 10,494 |
| U.S. Government securities | $5,720,000 | 9,779 |
| U.S. Treasury securities | $901,000 | 9,907 |
| U.S. Government agency obligations | $4,819,000 | 7,805 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 7,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,705,000 | 7,402 |
| 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) | $5,720,000 | 7,597 |
| Available-for-sale securities (fair market value) | $45,000 | 10,932 |
| Total debt securities | $5,720,000 | 10,403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,407,000 | 11,558 |
| U.S. Government securities | $4,364,000 | 10,894 |
| U.S. Treasury securities | $1,252,000 | 9,511 |
| U.S. Government agency obligations | $3,112,000 | 9,290 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 6,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,207,000 | 8,164 |
| Mortgage-backed securities | $1,809,000 | 7,477 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 5,960 |
| Issued or guaranteed by U.S. | $1,809,000 | 5,909 |
| 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 | $4,364,000 | 11,442 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,283,000 | 12,449 |
| U.S. Government securities | $3,265,000 | 11,922 |
| U.S. Treasury securities | $852,000 | 10,703 |
| U.S. Government agency obligations | $2,413,000 | 10,102 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,000 | 9,663 |
| Mortgage-backed securities | $2,111,000 | 7,531 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 6,001 |
| Issued or guaranteed by U.S. | $2,111,000 | 5,932 |
| 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 | $3,265,000 | 12,338 |
| 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 |