Home > City Bank of Hartford > Securities
City Bank of Hartford, Securities
| 2014-12-31 | Rank | |
| Total securities | $1,000,000 | 6,187 |
| U.S. Government securities | $1,000,000 | 5,940 |
| U.S. Treasury securities | $1,000,000 | 1,026 |
| U.S. Government agency obligations | $0 | 6,153 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,191 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| 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) | $1,000,000 | 1,942 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $1,000,000 | 6,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,051,000 | 5,092 |
| U.S. Government securities | $11,185,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,185,000 | 4,282 |
| Securities issued by states & political subdivisions | $474,000 | 5,057 |
| 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 | $392,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,090,000 | 5,203 |
| Mortgage-backed securities | $2,649,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 4,266 |
| Issued or guaranteed by U.S. | $1,682,000 | 4,262 |
| 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 | $967,000 | 801 |
| Commercial mortgage pass-through securities | $967,000 | 541 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,338,000 | 1,902 |
| Available-for-sale securities (fair market value) | $10,713,000 | 4,845 |
| Total debt securities | $11,659,000 | 5,110 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,601,000 | 4,631 |
| U.S. Government securities | $16,739,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,739,000 | 3,689 |
| Securities issued by states & political subdivisions | $470,000 | 5,124 |
| 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 | $392,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,090,000 | 5,258 |
| Mortgage-backed securities | $3,757,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $2,789,000 | 3,972 |
| Issued or guaranteed by U.S. | $2,789,000 | 3,970 |
| 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 | $968,000 | 795 |
| Commercial mortgage pass-through securities | $968,000 | 534 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,396,000 | 1,898 |
| Available-for-sale securities (fair market value) | $16,205,000 | 4,366 |
| Total debt securities | $17,209,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $17,686,000 | 4,683 |
| U.S. Government securities | $16,834,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,834,000 | 3,722 |
| Securities issued by states & political subdivisions | $462,000 | 5,156 |
| 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 | $390,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,079,000 | 5,306 |
| Mortgage-backed securities | $1,790,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $847,000 | 4,654 |
| Issued or guaranteed by U.S. | $847,000 | 4,649 |
| 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 | $943,000 | 791 |
| Commercial mortgage pass-through securities | $943,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,432,000 | 1,887 |
| Available-for-sale securities (fair market value) | $16,254,000 | 4,411 |
| Total debt securities | $17,297,000 | 4,693 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,075,000 | 4,736 |
| U.S. Government securities | $16,238,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,238,000 | 3,776 |
| Securities issued by states & political subdivisions | $452,000 | 5,221 |
| 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 | $385,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $978,000 | 5,441 |
| Mortgage-backed securities | $2,435,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,496,000 | 4,410 |
| 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 | $939,000 | 735 |
| Commercial mortgage pass-through securities | $939,000 | 487 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,565,000 | 1,848 |
| Available-for-sale securities (fair market value) | $15,510,000 | 4,492 |
| Total debt securities | $16,690,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $14,543,000 | 5,028 |
| U.S. Government securities | $13,701,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,701,000 | 4,094 |
| Securities issued by states & political subdivisions | $453,000 | 5,249 |
| 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 | $389,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 5,456 |
| Mortgage-backed securities | $2,589,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $1,649,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,649,000 | 4,403 |
| 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 | $940,000 | 719 |
| Commercial mortgage pass-through securities | $940,000 | 469 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,607,000 | 1,823 |
| Available-for-sale securities (fair market value) | $12,936,000 | 4,795 |
| Total debt securities | $14,154,000 | 5,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $15,191,000 | 4,969 |
| U.S. Government securities | $14,351,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,351,000 | 4,006 |
| Securities issued by states & political subdivisions | $452,000 | 5,250 |
| 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 | $388,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,042,000 | 5,458 |
| Mortgage-backed securities | $2,823,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 4,308 |
| Issued or guaranteed by U.S. | $1,859,000 | 4,303 |
| 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 | $964,000 | 682 |
| Commercial mortgage pass-through securities | $964,000 | 457 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,716,000 | 1,739 |
| Available-for-sale securities (fair market value) | $13,475,000 | 4,751 |
| Total debt securities | $14,803,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,889,000 | 5,015 |
| U.S. Government securities | $14,009,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,009,000 | 4,085 |
| Securities issued by states & political subdivisions | $480,000 | 5,255 |
| 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 | $400,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,000 | 5,509 |
| Mortgage-backed securities | $2,151,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,249 |
| 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) | $1,803,000 | 1,699 |
| Available-for-sale securities (fair market value) | $13,086,000 | 4,839 |
| Total debt securities | $14,489,000 | 5,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $13,959,000 | 5,091 |
| U.S. Government securities | $13,072,000 | 4,268 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,072,000 | 4,160 |
| Securities issued by states & political subdivisions | $487,000 | 5,276 |
| 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 | $400,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,000 | 5,513 |
| Mortgage-backed securities | $2,465,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,465,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,465,000 | 4,169 |
| 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) | $939,000 | 1,950 |
| Available-for-sale securities (fair market value) | $13,020,000 | 4,815 |
| Total debt securities | $13,559,000 | 5,109 |
| 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 | $14,137,000 | 5,132 |
| U.S. Government securities | $13,489,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,489,000 | 4,211 |
| Securities issued by states & political subdivisions | $241,000 | 5,504 |
| 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 | $407,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 5,666 |
| Mortgage-backed securities | $2,748,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $2,748,000 | 4,233 |
| Issued or guaranteed by U.S. | $2,748,000 | 4,231 |
| 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) | $1,019,000 | 1,942 |
| Available-for-sale securities (fair market value) | $13,118,000 | 4,854 |
| Total debt securities | $13,730,000 | 5,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $13,370,000 | 5,258 |
| U.S. Government securities | $12,968,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,968,000 | 4,340 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $402,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,000 | 5,209 |
| Mortgage-backed securities | $3,001,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $3,001,000 | 4,200 |
| Issued or guaranteed by U.S. | $3,001,000 | 4,198 |
| 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) | $1,126,000 | 1,921 |
| Available-for-sale securities (fair market value) | $12,244,000 | 5,034 |
| Total debt securities | $12,968,000 | 5,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $12,632,000 | 5,422 |
| U.S. Government securities | $12,234,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,234,000 | 4,544 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $398,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 5,229 |
| Mortgage-backed securities | $3,297,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $3,297,000 | 4,131 |
| Issued or guaranteed by U.S. | $3,297,000 | 4,127 |
| 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) | $1,221,000 | 1,932 |
| Available-for-sale securities (fair market value) | $11,411,000 | 5,157 |
| Total debt securities | $12,232,000 | 5,439 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $9,619,000 | 5,788 |
| U.S. Government securities | $9,223,000 | 5,063 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,223,000 | 4,966 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $396,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,000 | 5,368 |
| Mortgage-backed securities | $3,571,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $3,571,000 | 3,969 |
| Issued or guaranteed by U.S. | $3,571,000 | 3,963 |
| 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) | $1,326,000 | 1,988 |
| Available-for-sale securities (fair market value) | $8,293,000 | 5,539 |
| Total debt securities | $9,220,000 | 5,796 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,968,000 | 6,017 |
| U.S. Government securities | $7,559,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,559,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $409,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $2,796,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $2,796,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,796,000 | 4,127 |
| 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) | $1,440,000 | 1,971 |
| Available-for-sale securities (fair market value) | $6,528,000 | 5,766 |
| Total debt securities | $7,567,000 | 6,024 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,267,000 | 5,775 |
| U.S. Government securities | $9,868,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,868,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $399,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,504,000 | 5,324 |
| Mortgage-backed securities | $3,055,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 4,026 |
| Issued or guaranteed by U.S. | $3,055,000 | 4,012 |
| 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) | $1,558,000 | 1,956 |
| Available-for-sale securities (fair market value) | $8,709,000 | 5,548 |
| Total debt securities | $9,868,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,000,000 | 2,034 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,467,000 | 5,714 |
| U.S. Government securities | $10,069,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,069,000 | 4,893 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $398,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,547,000 | 5,351 |
| Mortgage-backed securities | $3,238,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $3,238,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,238,000 | 3,899 |
| 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) | $1,642,000 | 1,950 |
| Available-for-sale securities (fair market value) | $8,825,000 | 5,527 |
| Total debt securities | $10,067,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $1,994,000 | 2,033 |
| 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 | $10,784,000 | 5,605 |
| U.S. Government securities | $10,388,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,388,000 | 4,676 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $396,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,547,000 | 5,396 |
| Mortgage-backed securities | $3,451,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $3,451,000 | 3,765 |
| Issued or guaranteed by U.S. | $3,451,000 | 3,756 |
| 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) | $1,780,000 | 1,946 |
| Available-for-sale securities (fair market value) | $9,004,000 | 5,408 |
| Total debt securities | $10,389,000 | 5,620 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,000,000 | 1,892 |
| 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 | $9,338,000 | 5,775 |
| U.S. Government securities | $8,920,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,920,000 | 4,935 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $418,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,615,000 | 5,442 |
| Mortgage-backed securities | $3,853,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $3,853,000 | 3,633 |
| Issued or guaranteed by U.S. | $3,853,000 | 3,625 |
| 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) | $1,896,000 | 1,957 |
| Available-for-sale securities (fair market value) | $7,442,000 | 5,631 |
| Total debt securities | $8,916,000 | 5,815 |
| 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 | $11,063,000 | 5,549 |
| U.S. Government securities | $10,654,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,654,000 | 4,693 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $409,000 | 883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 5,798 |
| Mortgage-backed securities | $2,462,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $2,462,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,462,000 | 4,104 |
| 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) | $2,037,000 | 1,994 |
| Available-for-sale securities (fair market value) | $9,026,000 | 5,426 |
| Total debt securities | $10,647,000 | 5,586 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,721,000 | 5,503 |
| U.S. Government securities | $11,312,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,312,000 | 4,612 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $409,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,720,000 | 5,134 |
| Mortgage-backed securities | $2,681,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,681,000 | 4,152 |
| 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) | $2,160,000 | 1,988 |
| Available-for-sale securities (fair market value) | $9,561,000 | 5,400 |
| Total debt securities | $11,310,000 | 5,524 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $504,000 | 2,671 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,033,000 | 5,613 |
| U.S. Government securities | $10,626,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,626,000 | 4,754 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $407,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,301,000 | 4,954 |
| Mortgage-backed securities | $2,889,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $2,889,000 | 4,174 |
| Issued or guaranteed by U.S. | $2,889,000 | 4,167 |
| 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) | $2,305,000 | 1,973 |
| Available-for-sale securities (fair market value) | $8,728,000 | 5,530 |
| Total debt securities | $10,626,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $500,000 | 2,454 |
| 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 | $10,465,000 | 5,751 |
| U.S. Government securities | $10,061,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,061,000 | 4,898 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $404,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,189,000 | 5,023 |
| Mortgage-backed securities | $3,253,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $3,253,000 | 4,137 |
| Issued or guaranteed by U.S. | $3,253,000 | 4,129 |
| 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) | $2,436,000 | 2,031 |
| Available-for-sale securities (fair market value) | $8,029,000 | 5,676 |
| Total debt securities | $10,055,000 | 5,782 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,338,000 | 5,289 |
| U.S. Government securities | $12,945,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,945,000 | 4,355 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $393,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 5,120 |
| Mortgage-backed securities | $4,633,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $4,633,000 | 3,774 |
| Issued or guaranteed by U.S. | $4,633,000 | 3,761 |
| 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) | $2,595,000 | 1,996 |
| Available-for-sale securities (fair market value) | $10,743,000 | 5,200 |
| Total debt securities | $12,945,000 | 5,298 |
| 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 | $15,066,000 | 5,080 |
| U.S. Government securities | $14,680,000 | 4,236 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,680,000 | 4,154 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $386,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,648,000 | 5,693 |
| Mortgage-backed securities | $5,168,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $5,168,000 | 3,709 |
| Issued or guaranteed by U.S. | $5,168,000 | 3,697 |
| 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) | $2,732,000 | 1,996 |
| Available-for-sale securities (fair market value) | $12,334,000 | 5,007 |
| Total debt securities | $14,681,000 | 5,097 |
| 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 | $15,860,000 | 4,986 |
| U.S. Government securities | $15,477,000 | 4,171 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,477,000 | 4,096 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $383,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 5,730 |
| Mortgage-backed securities | $5,304,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $5,304,000 | 3,648 |
| Issued or guaranteed by U.S. | $5,304,000 | 3,634 |
| 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) | $2,791,000 | 1,992 |
| Available-for-sale securities (fair market value) | $13,069,000 | 4,891 |
| Total debt securities | $15,479,000 | 5,014 |
| 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 | $16,038,000 | 4,925 |
| U.S. Government securities | $15,661,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,661,000 | 4,027 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $377,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 5,538 |
| Mortgage-backed securities | $5,355,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $5,355,000 | 3,550 |
| Issued or guaranteed by U.S. | $5,355,000 | 3,538 |
| 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) | $2,863,000 | 1,999 |
| Available-for-sale securities (fair market value) | $13,175,000 | 4,817 |
| Total debt securities | $15,661,000 | 4,938 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,520,000 | 5,499 |
| U.S. Government securities | $12,140,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,140,000 | 4,632 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $380,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,252,000 | 5,511 |
| Mortgage-backed securities | $4,796,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $4,796,000 | 3,707 |
| Issued or guaranteed by U.S. | $4,796,000 | 3,694 |
| 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) | $2,277,000 | 2,136 |
| Available-for-sale securities (fair market value) | $10,243,000 | 5,361 |
| Total debt securities | $12,140,000 | 5,503 |
| 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 | $11,234,000 | 5,716 |
| U.S. Government securities | $10,861,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,861,000 | 4,869 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $373,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,519,000 | 5,379 |
| Mortgage-backed securities | $3,804,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $3,804,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,804,000 | 3,896 |
| 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) | $5,000 | 3,565 |
| Available-for-sale securities (fair market value) | $11,229,000 | 5,196 |
| Total debt securities | $10,861,000 | 5,707 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $10,020,000 | 6,011 |
| U.S. Government securities | $9,639,000 | 5,327 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,639,000 | 5,227 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $381,000 | 1,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,614,000 | 5,398 |
| Mortgage-backed securities | $2,877,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $2,877,000 | 3,963 |
| Issued or guaranteed by U.S. | $2,877,000 | 3,946 |
| 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) | $6,000 | 3,617 |
| Available-for-sale securities (fair market value) | $10,014,000 | 5,438 |
| Total debt securities | $9,639,000 | 6,010 |
| 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 | $7,631,000 | 6,569 |
| U.S. Government securities | $7,257,000 | 6,016 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,257,000 | 5,908 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $374,000 | 1,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,919,000 | 5,296 |
| Mortgage-backed securities | $1,706,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 4,371 |
| Issued or guaranteed by U.S. | $1,706,000 | 4,358 |
| 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) | $6,000 | 3,674 |
| Available-for-sale securities (fair market value) | $7,625,000 | 5,942 |
| Total debt securities | $7,251,000 | 6,581 |
| 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 | $4,746,000 | 7,230 |
| U.S. Government securities | $4,376,000 | 6,893 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,376,000 | 6,768 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $370,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,327,000 | 5,584 |
| Mortgage-backed securities | $587,000 | 5,595 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,158 |
| Issued or guaranteed by U.S. | $584,000 | 5,139 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,278 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,698 |
| Available-for-sale securities (fair market value) | $4,736,000 | 6,571 |
| Total debt securities | $4,375,000 | 7,270 |
| 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 | $4,848,000 | 7,267 |
| U.S. Government securities | $4,471,000 | 6,916 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,471,000 | 6,781 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $377,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,355,000 | 5,585 |
| Mortgage-backed securities | $615,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,155 |
| Issued or guaranteed by U.S. | $609,000 | 5,134 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,260 |
| 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) | $14,000 | 3,752 |
| Available-for-sale securities (fair market value) | $4,834,000 | 6,585 |
| Total debt securities | $4,464,000 | 7,307 |
| 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 | $3,748,000 | 7,556 |
| U.S. Government securities | $3,173,000 | 7,332 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,173,000 | 7,202 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $200,000 | 2,701 |
| 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 | $200,000 | 2,085 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $375,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,369,000 | 5,595 |
| Mortgage-backed securities | $281,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,551 |
| Issued or guaranteed by U.S. | $271,000 | 5,529 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,248 |
| 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) | $18,000 | 3,826 |
| Available-for-sale securities (fair market value) | $3,730,000 | 6,844 |
| Total debt securities | $3,372,000 | 7,592 |
| 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 | $3,919,000 | 7,595 |
| U.S. Government securities | $3,043,000 | 7,450 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,043,000 | 7,316 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $376,000 | 1,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,628,000 | 5,518 |
| Mortgage-backed securities | $296,000 | 5,914 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,577 |
| Issued or guaranteed by U.S. | $280,000 | 5,550 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,214 |
| 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) | $35,000 | 3,861 |
| Available-for-sale securities (fair market value) | $3,884,000 | 6,873 |
| Total debt securities | $3,543,000 | 7,623 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $249,000 | 2,872 |
| 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 | $3,894,000 | 7,640 |
| U.S. Government securities | $3,030,000 | 7,498 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,030,000 | 7,362 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $500,000 | 2,349 |
| 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 | $500,000 | 1,793 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $364,000 | 1,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,642,000 | 5,520 |
| Mortgage-backed securities | $315,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,586 |
| Issued or guaranteed by U.S. | $295,000 | 5,561 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,191 |
| 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) | $40,000 | 3,908 |
| Available-for-sale securities (fair market value) | $3,854,000 | 6,895 |
| Total debt securities | $3,527,000 | 7,665 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $243,000 | 2,960 |
| 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 | $3,982,000 | 7,657 |
| U.S. Government securities | $3,108,000 | 7,541 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,108,000 | 7,401 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $500,000 | 2,434 |
| 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 | $500,000 | 1,896 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $374,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,704,000 | 5,486 |
| Mortgage-backed securities | $346,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,577 |
| Issued or guaranteed by U.S. | $320,000 | 5,554 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $26,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,178 |
| 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) | $46,000 | 3,965 |
| Available-for-sale securities (fair market value) | $3,936,000 | 6,915 |
| Total debt securities | $3,606,000 | 7,697 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $246,000 | 2,939 |
| 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 | $4,035,000 | 7,677 |
| U.S. Government securities | $3,155,000 | 7,537 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,155,000 | 7,393 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $500,000 | 2,525 |
| 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 | $500,000 | 2,023 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $380,000 | 1,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,730,000 | 5,506 |
| Mortgage-backed securities | $367,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,601 |
| Issued or guaranteed by U.S. | $336,000 | 5,575 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $31,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,181 |
| 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) | $52,000 | 4,025 |
| Available-for-sale securities (fair market value) | $3,983,000 | 6,927 |
| Total debt securities | $3,655,000 | 7,731 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $246,000 | 2,931 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,810,000 | 7,764 |
| U.S. Government securities | $2,927,000 | 7,652 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,927,000 | 7,516 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $500,000 | 2,580 |
| 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 | $500,000 | 2,111 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $383,000 | 1,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,471,000 | 5,618 |
| Mortgage-backed securities | $392,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,617 |
| Issued or guaranteed by U.S. | $354,000 | 5,596 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $38,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,175 |
| 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) | $60,000 | 4,075 |
| Available-for-sale securities (fair market value) | $3,750,000 | 6,999 |
| Total debt securities | $3,427,000 | 7,820 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $247,000 | 2,889 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,925,000 | 7,782 |
| U.S. Government securities | $3,037,000 | 7,643 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,037,000 | 7,494 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $500,000 | 2,661 |
| 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 | $500,000 | 2,195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $388,000 | 1,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,515,000 | 5,570 |
| Mortgage-backed securities | $425,000 | 6,004 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,637 |
| Issued or guaranteed by U.S. | $380,000 | 5,609 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $45,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,196 |
| 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) | $74,000 | 4,097 |
| Available-for-sale securities (fair market value) | $3,851,000 | 7,016 |
| Total debt securities | $3,537,000 | 7,827 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $249,000 | 2,842 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,045,000 | 7,831 |
| U.S. Government securities | $3,164,000 | 7,673 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,164,000 | 7,512 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $500,000 | 2,725 |
| 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 | $500,000 | 2,288 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $381,000 | 1,537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,597,000 | 5,591 |
| Mortgage-backed securities | $497,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,616 |
| Issued or guaranteed by U.S. | $443,000 | 5,598 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $54,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,221 |
| 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) | $147,000 | 4,025 |
| Available-for-sale securities (fair market value) | $3,898,000 | 7,082 |
| Total debt securities | $3,664,000 | 7,879 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $246,000 | 2,830 |
| 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 | $4,217,000 | 7,845 |
| U.S. Government securities | $3,330,000 | 7,627 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,330,000 | 7,461 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $500,000 | 2,770 |
| 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 | $500,000 | 2,350 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $387,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,419,000 | 5,683 |
| Mortgage-backed securities | $529,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,630 |
| Issued or guaranteed by U.S. | $466,000 | 5,613 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $63,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,237 |
| 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) | $243,000 | 3,919 |
| Available-for-sale securities (fair market value) | $3,974,000 | 7,101 |
| Total debt securities | $3,830,000 | 7,880 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,780 |
| Fair value | $249,000 | 2,751 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,586,000 | 8,021 |
| U.S. Government securities | $2,697,000 | 7,879 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,697,000 | 7,725 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $389,000 | 1,575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,000 | 5,938 |
| Mortgage-backed securities | $585,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,602 |
| Issued or guaranteed by U.S. | $512,000 | 5,586 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,236 |
| 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) | $276,000 | 3,925 |
| Available-for-sale securities (fair market value) | $3,310,000 | 7,272 |
| Total debt securities | $3,197,000 | 8,055 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,713,000 | 8,053 |
| U.S. Government securities | $2,836,000 | 7,928 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,836,000 | 7,755 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $500,000 | 2,912 |
| 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 | $500,000 | 2,520 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $377,000 | 1,626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,034,000 | 5,882 |
| Mortgage-backed securities | $626,000 | 6,021 |
| Certificates of participation in pools of residential mortgages | $548,000 | 5,624 |
| Issued or guaranteed by U.S. | $548,000 | 5,608 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $78,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,299 |
| 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) | $380,000 | 3,864 |
| Available-for-sale securities (fair market value) | $3,333,000 | 7,349 |
| Total debt securities | $3,336,000 | 8,099 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,847,000 | 8,026 |
| U.S. Government securities | $2,954,000 | 7,846 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,954,000 | 7,679 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $500,000 | 3,020 |
| 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 | $500,000 | 2,608 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $393,000 | 1,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,113,000 | 5,813 |
| Mortgage-backed securities | $683,000 | 6,025 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,607 |
| Issued or guaranteed by U.S. | $605,000 | 5,589 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $78,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,356 |
| 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) | $398,000 | 3,883 |
| Available-for-sale securities (fair market value) | $3,449,000 | 7,304 |
| Total debt securities | $3,454,000 | 8,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,481,000 | 8,194 |
| U.S. Government securities | $2,596,000 | 8,039 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,596,000 | 7,857 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $500,000 | 3,086 |
| 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 | $500,000 | 2,754 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $385,000 | 1,665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,000 | 6,412 |
| Mortgage-backed securities | $717,000 | 5,996 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,609 |
| Issued or guaranteed by U.S. | $639,000 | 5,589 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $78,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,562 |
| 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) | $503,000 | 3,794 |
| Available-for-sale securities (fair market value) | $2,978,000 | 7,496 |
| Total debt securities | $3,096,000 | 8,201 |
| 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 | $3,651,000 | 8,119 |
| U.S. Government securities | $2,764,000 | 7,923 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,764,000 | 7,747 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $500,000 | 3,201 |
| 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 | $500,000 | 2,864 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $387,000 | 1,728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,000 | 6,368 |
| Mortgage-backed securities | $821,000 | 5,958 |
| Certificates of participation in pools of residential mortgages | $739,000 | 5,543 |
| Issued or guaranteed by U.S. | $739,000 | 5,520 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $82,000 | 3,831 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,634 |
| 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) | $531,000 | 3,809 |
| Available-for-sale securities (fair market value) | $3,120,000 | 7,426 |
| Total debt securities | $3,264,000 | 8,140 |
| 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 | $3,895,000 | 8,055 |
| U.S. Government securities | $2,999,000 | 7,844 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,999,000 | 7,667 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $500,000 | 3,276 |
| 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 | $500,000 | 2,922 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $396,000 | 1,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,246 |
| Mortgage-backed securities | $979,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $897,000 | 5,456 |
| Issued or guaranteed by U.S. | $897,000 | 5,435 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $82,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,819 |
| 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) | $590,000 | 3,784 |
| Available-for-sale securities (fair market value) | $3,305,000 | 7,391 |
| Total debt securities | $3,499,000 | 8,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,406,000 | 7,982 |
| U.S. Government securities | $3,519,000 | 7,701 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,519,000 | 7,502 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $500,000 | 3,303 |
| 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 | $500,000 | 2,934 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $387,000 | 1,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,000 | 7,148 |
| Mortgage-backed securities | $846,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $764,000 | 5,587 |
| Issued or guaranteed by U.S. | $764,000 | 5,568 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $82,000 | 4,102 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,915 |
| 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) | $944,000 | 3,563 |
| Available-for-sale securities (fair market value) | $3,462,000 | 7,365 |
| Total debt securities | $4,019,000 | 7,999 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,804,000 | 7,882 |
| U.S. Government securities | $3,713,000 | 7,647 |
| U.S. Treasury securities | $301,000 | 2,228 |
| U.S. Government agency obligations | $3,412,000 | 7,550 |
| Securities issued by states & political subdivisions | $200,000 | 6,392 |
| Other domestic debt securities | $500,000 | 3,338 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,957 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $391,000 | 1,738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,468,000 | 6,256 |
| Mortgage-backed securities | $983,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $901,000 | 5,443 |
| Issued or guaranteed by U.S. | $901,000 | 5,424 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $82,000 | 4,156 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,968 |
| 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) | $1,192,000 | 3,460 |
| Available-for-sale securities (fair market value) | $3,612,000 | 7,350 |
| Total debt securities | $4,413,000 | 7,918 |
| 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 | $7,829,000 | 7,082 |
| U.S. Government securities | $6,429,000 | 6,663 |
| U.S. Treasury securities | $310,000 | 2,729 |
| U.S. Government agency obligations | $6,119,000 | 6,551 |
| Securities issued by states & political subdivisions | $520,000 | 5,898 |
| Other domestic debt securities | $505,000 | 3,376 |
| 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 | $505,000 | 2,921 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $375,000 | 1,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 5,432 |
| Mortgage-backed securities | $1,139,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,126 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $82,000 | 4,293 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 4,105 |
| 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) | $2,763,000 | 2,879 |
| Available-for-sale securities (fair market value) | $5,066,000 | 6,966 |
| Total debt securities | $7,454,000 | 7,089 |
| 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 | $9,402,000 | 6,985 |
| U.S. Government securities | $8,443,000 | 6,351 |
| U.S. Treasury securities | $302,000 | 3,688 |
| U.S. Government agency obligations | $8,141,000 | 6,102 |
| Securities issued by states & political subdivisions | $514,000 | 6,043 |
| Other domestic debt securities | $5,000 | 3,930 |
| 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 | $5,000 | 3,348 |
| Foreign debt securities | NA | NA |
| Equity securities | $440,000 | 4,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,369,000 | 4,924 |
| Mortgage-backed securities | $944,000 | 5,593 |
| Certificates of participation in pools of residential mortgages | $862,000 | 4,945 |
| Issued or guaranteed by U.S. | $862,000 | 4,930 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $82,000 | 3,981 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,788 |
| 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) | $3,237,000 | 3,313 |
| Available-for-sale securities (fair market value) | $6,165,000 | 6,851 |
| Total debt securities | $8,962,000 | 6,982 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,898,000 | 7,683 |
| U.S. Government securities | $7,271,000 | 7,062 |
| U.S. Treasury securities | $1,639,000 | 3,027 |
| U.S. Government agency obligations | $5,632,000 | 7,237 |
| Securities issued by states & political subdivisions | $200,000 | 7,023 |
| Other domestic debt securities | $5,000 | 3,914 |
| 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 | $5,000 | 3,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $422,000 | 4,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,000 | 7,505 |
| Mortgage-backed securities | $895,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $813,000 | 5,275 |
| Issued or guaranteed by U.S. | $813,000 | 5,266 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $82,000 | 4,234 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 4,041 |
| 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) | $4,520,000 | 3,213 |
| Available-for-sale securities (fair market value) | $3,378,000 | 7,956 |
| Total debt securities | $7,476,000 | 7,705 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,025,000 | 7,698 |
| U.S. Government securities | $7,371,000 | 7,004 |
| U.S. Treasury securities | $3,363,000 | 2,921 |
| U.S. Government agency obligations | $4,008,000 | 7,697 |
| Securities issued by states & political subdivisions | $200,000 | 7,265 |
| 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 | $454,000 | 3,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,281,000 | 6,838 |
| Mortgage-backed securities | $784,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $528,000 | 5,922 |
| Issued or guaranteed by U.S. | $528,000 | 5,908 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $256,000 | 4,146 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,980 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,812,000 | 3,473 |
| Available-for-sale securities (fair market value) | $3,213,000 | 8,023 |
| Total debt securities | $7,571,000 | 7,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,758,000 | 8,176 |
| U.S. Government securities | $6,915,000 | 7,712 |
| U.S. Treasury securities | $2,771,000 | 4,479 |
| U.S. Government agency obligations | $4,144,000 | 7,742 |
| Securities issued by states & political subdivisions | $400,000 | 6,947 |
| 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 | $443,000 | 3,873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,000 | 7,359 |
| Mortgage-backed securities | $812,000 | 6,550 |
| Certificates of participation in pools of residential mortgages | $249,000 | 6,771 |
| Issued or guaranteed by U.S. | $249,000 | 6,750 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $563,000 | 3,890 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 3,746 |
| 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) | $5,651,000 | 3,899 |
| Available-for-sale securities (fair market value) | $2,107,000 | 8,684 |
| Total debt securities | $7,315,000 | 8,195 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,814 |
| Fair value | $98,000 | 2,898 |
| 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 | $7,818,000 | 8,679 |
| U.S. Government securities | $7,344,000 | 8,118 |
| U.S. Treasury securities | $3,563,000 | 4,620 |
| U.S. Government agency obligations | $3,781,000 | 8,344 |
| Securities issued by states & political subdivisions | $100,000 | 8,252 |
| 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 | $374,000 | 4,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,304,000 | 7,462 |
| Mortgage-backed securities | $1,188,000 | 6,609 |
| Certificates of participation in pools of residential mortgages | $595,000 | 6,482 |
| Issued or guaranteed by U.S. | $595,000 | 6,466 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $593,000 | 4,301 |
| CMOs issued by government agencies or sponsored agencies | $593,000 | 4,151 |
| 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) | $5,593,000 | 4,442 |
| Available-for-sale securities (fair market value) | $2,225,000 | 8,918 |
| Total debt securities | $7,444,000 | 8,715 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $96,000 | 3,626 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,815,000 | 9,078 |
| U.S. Government securities | $7,332,000 | 8,469 |
| U.S. Treasury securities | $2,021,000 | 7,002 |
| U.S. Government agency obligations | $5,311,000 | 7,533 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| 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 | $383,000 | 3,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,209,000 | 7,806 |
| Mortgage-backed securities | $1,333,000 | 6,903 |
| Certificates of participation in pools of residential mortgages | $733,000 | 6,547 |
| Issued or guaranteed by U.S. | $733,000 | 6,515 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $600,000 | 4,716 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 4,540 |
| 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) | $6,518,000 | 4,387 |
| Available-for-sale securities (fair market value) | $1,297,000 | 9,796 |
| Total debt securities | $7,432,000 | 9,099 |
| 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 | $7,135,000 | 9,875 |
| U.S. Government securities | $6,659,000 | 9,294 |
| U.S. Treasury securities | $2,240,000 | 7,942 |
| U.S. Government agency obligations | $4,419,000 | 8,078 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $25,000 | 5,558 |
| 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 | $25,000 | 4,333 |
| Foreign debt securities | NA | NA |
| Equity securities | $351,000 | 3,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,123,000 | 8,218 |
| Mortgage-backed securities | $1,477,000 | 7,171 |
| Certificates of participation in pools of residential mortgages | $875,000 | 6,644 |
| Issued or guaranteed by U.S. | $875,000 | 6,622 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $602,000 | 5,082 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 4,863 |
| 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) | $6,212,000 | 7,326 |
| Available-for-sale securities (fair market value) | $923,000 | 9,749 |
| Total debt securities | $6,784,000 | 9,915 |
| 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 | $7,939,000 | 9,919 |
| U.S. Government securities | $7,419,000 | 9,192 |
| U.S. Treasury securities | $2,385,000 | 8,025 |
| U.S. Government agency obligations | $5,034,000 | 7,883 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| Other domestic debt securities | $25,000 | 6,324 |
| 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 | $25,000 | 4,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $395,000 | 3,431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,000 | 8,068 |
| Mortgage-backed securities | $1,864,000 | 7,418 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 6,677 |
| Issued or guaranteed by U.S. | $1,262,000 | 6,630 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $602,000 | 5,509 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 5,267 |
| 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 | $7,544,000 | 9,923 |
| 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 | $7,191,000 | 10,421 |
| U.S. Government securities | $6,231,000 | 10,013 |
| U.S. Treasury securities | $1,690,000 | 9,243 |
| U.S. Government agency obligations | $4,541,000 | 8,299 |
| Securities issued by states & political subdivisions | $325,000 | 8,240 |
| Other domestic debt securities | $245,000 | 5,998 |
| 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 | $245,000 | 4,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $390,000 | 2,958 |
| 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 | 7,182 |
| Mortgage-backed securities | $2,077,000 | 7,568 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 6,936 |
| Issued or guaranteed by U.S. | $1,383,000 | 6,871 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $694,000 | 5,528 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 5,128 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,801,000 | 10,499 |
| 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 |