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Community Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $23,000 | 5,959 |
| U.S. Government securities | $3,000 | 5,808 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,000 | 5,731 |
| Securities issued by states & political subdivisions | $20,000 | 5,005 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $3,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,820 |
| Issued or guaranteed by U.S. | $3,000 | 4,816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,000 | 2,339 |
| Available-for-sale securities (fair market value) | $20,000 | 5,617 |
| Total debt securities | $23,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $68,000 | 6,010 |
| U.S. Government securities | $3,000 | 5,870 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,000 | 5,800 |
| Securities issued by states & political subdivisions | $65,000 | 5,036 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,000 | 5,273 |
| Mortgage-backed securities | $3,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,862 |
| Issued or guaranteed by U.S. | $3,000 | 4,857 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,000 | 2,388 |
| Available-for-sale securities (fair market value) | $65,000 | 5,659 |
| Total debt securities | $68,000 | 5,995 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $318,000 | 6,047 |
| U.S. Government securities | $253,000 | 5,862 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $253,000 | 5,778 |
| Securities issued by states & political subdivisions | $65,000 | 5,102 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,000 | 5,246 |
| Mortgage-backed securities | $3,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,928 |
| Issued or guaranteed by U.S. | $3,000 | 4,922 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $3,000 | 2,412 |
| Available-for-sale securities (fair market value) | $315,000 | 5,692 |
| Total debt securities | $318,000 | 6,028 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $315,000 | 6,129 |
| U.S. Government securities | $250,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $250,000 | 5,856 |
| Securities issued by states & political subdivisions | $65,000 | 5,139 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $312,000 | 5,300 |
| Mortgage-backed securities | $3,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,006 |
| Issued or guaranteed by U.S. | $3,000 | 5,002 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,000 | 2,451 |
| Available-for-sale securities (fair market value) | $312,000 | 5,767 |
| Total debt securities | $315,000 | 6,109 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $528,000 | 6,156 |
| U.S. Government securities | $252,000 | 6,013 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $252,000 | 5,928 |
| Securities issued by states & political subdivisions | $276,000 | 5,035 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 5,277 |
| Mortgage-backed securities | $3,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,070 |
| Issued or guaranteed by U.S. | $3,000 | 5,061 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,000 | 2,465 |
| Available-for-sale securities (fair market value) | $525,000 | 5,795 |
| Total debt securities | $528,000 | 6,134 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $568,000 | 6,243 |
| U.S. Government securities | $252,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $252,000 | 6,022 |
| Securities issued by states & political subdivisions | $316,000 | 5,086 |
| 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 | $550,000 | 5,351 |
| Mortgage-backed securities | $3,000 | 5,321 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,148 |
| Issued or guaranteed by U.S. | $3,000 | 5,139 |
| 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) | $3,000 | 2,501 |
| Available-for-sale securities (fair market value) | $565,000 | 5,881 |
| Total debt securities | $568,000 | 6,219 |
| 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 | $697,000 | 6,306 |
| U.S. Government securities | $250,000 | 6,198 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $250,000 | 6,110 |
| Securities issued by states & political subdivisions | $447,000 | 5,077 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 5,422 |
| Mortgage-backed securities | $4,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,220 |
| Issued or guaranteed by U.S. | $4,000 | 5,213 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,000 | 2,535 |
| Available-for-sale securities (fair market value) | $693,000 | 5,941 |
| Total debt securities | $697,000 | 6,281 |
| 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 | $696,000 | 6,382 |
| U.S. Government securities | $248,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $248,000 | 6,178 |
| Securities issued by states & political subdivisions | $448,000 | 5,137 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,000 | 5,473 |
| Mortgage-backed securities | $4,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,272 |
| Issued or guaranteed by U.S. | $4,000 | 5,266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,000 | 2,574 |
| Available-for-sale securities (fair market value) | $692,000 | 6,011 |
| Total debt securities | $696,000 | 6,357 |
| 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 | $949,000 | 6,413 |
| U.S. Government securities | $500,000 | 6,269 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $500,000 | 6,168 |
| Securities issued by states & political subdivisions | $449,000 | 5,169 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $691,000 | 5,481 |
| Mortgage-backed securities | $5,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,319 |
| Issued or guaranteed by U.S. | $5,000 | 5,311 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,000 | 2,584 |
| Available-for-sale securities (fair market value) | $944,000 | 6,041 |
| Total debt securities | $948,000 | 6,387 |
| 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 | $1,352,000 | 6,429 |
| U.S. Government securities | $500,000 | 6,331 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $500,000 | 6,229 |
| Securities issued by states & political subdivisions | $852,000 | 5,001 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $941,000 | 5,458 |
| Mortgage-backed securities | $6,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,355 |
| Issued or guaranteed by U.S. | $6,000 | 5,346 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $6,000 | 2,605 |
| Available-for-sale securities (fair market value) | $1,346,000 | 6,042 |
| Total debt securities | $1,353,000 | 6,405 |
| 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 | $1,359,000 | 6,498 |
| U.S. Government securities | $503,000 | 6,399 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $503,000 | 6,303 |
| Securities issued by states & political subdivisions | $856,000 | 5,007 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $947,000 | 5,512 |
| Mortgage-backed securities | $6,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,414 |
| Issued or guaranteed by U.S. | $6,000 | 5,405 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $6,000 | 2,613 |
| Available-for-sale securities (fair market value) | $1,353,000 | 6,117 |
| Total debt securities | $1,358,000 | 6,470 |
| 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 | $1,365,000 | 6,526 |
| U.S. Government securities | $507,000 | 6,429 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $507,000 | 6,332 |
| Securities issued by states & political subdivisions | $858,000 | 5,006 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,000 | 5,527 |
| Mortgage-backed securities | $7,000 | 5,606 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,417 |
| Issued or guaranteed by U.S. | $7,000 | 5,407 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $7,000 | 2,559 |
| Available-for-sale securities (fair market value) | $1,358,000 | 6,153 |
| Total debt securities | $1,365,000 | 6,497 |
| 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 | $1,383,000 | 6,581 |
| U.S. Government securities | $517,000 | 6,481 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $517,000 | 6,380 |
| Securities issued by states & political subdivisions | $866,000 | 5,024 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $966,000 | 5,582 |
| Mortgage-backed securities | $7,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,470 |
| Issued or guaranteed by U.S. | $7,000 | 5,462 |
| 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) | $7,000 | 2,564 |
| Available-for-sale securities (fair market value) | $1,376,000 | 6,207 |
| Total debt securities | $1,383,000 | 6,552 |
| 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 | $1,889,000 | 6,580 |
| U.S. Government securities | $1,021,000 | 6,398 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,021,000 | 6,291 |
| Securities issued by states & political subdivisions | $868,000 | 5,046 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,275,000 | 5,458 |
| Mortgage-backed securities | $8,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,490 |
| Issued or guaranteed by U.S. | $8,000 | 5,484 |
| 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) | $8,000 | 2,591 |
| Available-for-sale securities (fair market value) | $1,881,000 | 6,181 |
| Total debt securities | $1,889,000 | 6,550 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $501,000 | 2,046 |
| 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 | $1,900,000 | 6,676 |
| U.S. Government securities | $1,027,000 | 6,509 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,027,000 | 6,414 |
| Securities issued by states & political subdivisions | $873,000 | 5,055 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,284,000 | 5,536 |
| Mortgage-backed securities | $9,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,584 |
| Issued or guaranteed by U.S. | $9,000 | 5,573 |
| 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) | $9,000 | 2,647 |
| Available-for-sale securities (fair market value) | $1,891,000 | 6,269 |
| Total debt securities | $1,899,000 | 6,644 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $504,000 | 2,204 |
| 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 | $1,723,000 | 6,767 |
| U.S. Government securities | $1,030,000 | 6,577 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,030,000 | 6,480 |
| Securities issued by states & political subdivisions | $693,000 | 5,154 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,212,000 | 5,625 |
| Mortgage-backed securities | $9,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,625 |
| Issued or guaranteed by U.S. | $9,000 | 5,615 |
| 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) | $9,000 | 2,672 |
| Available-for-sale securities (fair market value) | $1,714,000 | 6,358 |
| Total debt securities | $1,723,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $757,000 | 2,288 |
| 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 | $1,730,000 | 6,829 |
| U.S. Government securities | $1,037,000 | 6,665 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,037,000 | 6,568 |
| Securities issued by states & political subdivisions | $693,000 | 5,136 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,468,000 | 5,563 |
| Mortgage-backed securities | $10,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,656 |
| Issued or guaranteed by U.S. | $10,000 | 5,647 |
| 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) | $10,000 | 2,732 |
| Available-for-sale securities (fair market value) | $1,720,000 | 6,406 |
| Total debt securities | $1,730,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $762,000 | 2,530 |
| 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 | $2,665,000 | 6,731 |
| U.S. Government securities | $1,048,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,048,000 | 6,591 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,661 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,772,000 | 5,213 |
| Mortgage-backed securities | $14,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,633 |
| Issued or guaranteed by U.S. | $14,000 | 5,622 |
| 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) | $10,000 | 2,848 |
| Available-for-sale securities (fair market value) | $2,655,000 | 6,277 |
| Total debt securities | $2,666,000 | 6,696 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,436 |
| Fair value | $767,000 | 2,431 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,811,000 | 6,781 |
| U.S. Government securities | $1,336,000 | 6,697 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,336,000 | 6,594 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,688 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,706,000 | 4,875 |
| Mortgage-backed securities | $45,000 | 5,802 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,546 |
| Issued or guaranteed by U.S. | $45,000 | 5,532 |
| 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) | $11,000 | 2,883 |
| Available-for-sale securities (fair market value) | $2,800,000 | 6,315 |
| Total debt securities | $2,811,000 | 6,747 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,022,000 | 2,223 |
| 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 | $3,711,000 | 6,737 |
| U.S. Government securities | $2,099,000 | 6,638 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,099,000 | 6,526 |
| Securities issued by states & political subdivisions | $1,612,000 | 4,588 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,461,000 | 5,009 |
| Mortgage-backed securities | $52,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $52,000 | 5,550 |
| Issued or guaranteed by U.S. | $52,000 | 5,541 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $12,000 | 2,933 |
| Available-for-sale securities (fair market value) | $3,699,000 | 6,257 |
| Total debt securities | $3,711,000 | 6,703 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,114 |
| Fair value | $1,778,000 | 2,110 |
| 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 | $3,911,000 | 6,742 |
| U.S. Government securities | $2,253,000 | 6,633 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,253,000 | 6,517 |
| Securities issued by states & political subdivisions | $1,658,000 | 4,559 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,427,000 | 5,035 |
| Mortgage-backed securities | $64,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $64,000 | 5,536 |
| Issued or guaranteed by U.S. | $64,000 | 5,525 |
| 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) | $13,000 | 2,948 |
| Available-for-sale securities (fair market value) | $3,898,000 | 6,261 |
| Total debt securities | $3,912,000 | 6,702 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 2,135 |
| Fair value | $1,925,000 | 2,118 |
| 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 | $3,057,000 | 6,882 |
| U.S. Government securities | $1,363,000 | 6,830 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,363,000 | 6,710 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,548 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,534,000 | 5,001 |
| Mortgage-backed securities | $68,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,519 |
| Issued or guaranteed by U.S. | $68,000 | 5,508 |
| 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) | $14,000 | 2,972 |
| Available-for-sale securities (fair market value) | $3,043,000 | 6,378 |
| Total debt securities | $3,057,000 | 6,839 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,029,000 | 2,321 |
| 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 | $2,850,000 | 6,967 |
| U.S. Government securities | $1,132,000 | 6,938 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,132,000 | 6,825 |
| Securities issued by states & political subdivisions | $1,718,000 | 4,469 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,567,000 | 5,064 |
| Mortgage-backed securities | $74,000 | 5,878 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,535 |
| Issued or guaranteed by U.S. | $74,000 | 5,521 |
| 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) | $14,000 | 3,053 |
| Available-for-sale securities (fair market value) | $2,836,000 | 6,443 |
| Total debt securities | $2,850,000 | 6,930 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $788,000 | 2,650 |
| 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 | $3,334,000 | 6,972 |
| U.S. Government securities | $1,637,000 | 6,939 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,637,000 | 6,829 |
| Securities issued by states & political subdivisions | $1,697,000 | 4,439 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,000 | 5,050 |
| Mortgage-backed securities | $86,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,566 |
| Issued or guaranteed by U.S. | $86,000 | 5,554 |
| 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) | $15,000 | 3,114 |
| Available-for-sale securities (fair market value) | $3,319,000 | 6,445 |
| Total debt securities | $3,334,000 | 6,933 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,034,000 | 2,445 |
| 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 | $3,623,000 | 6,993 |
| U.S. Government securities | $2,048,000 | 6,919 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,048,000 | 6,805 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,498 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,860,000 | 5,078 |
| Mortgage-backed securities | $98,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,646 |
| Issued or guaranteed by U.S. | $98,000 | 5,634 |
| 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) | $16,000 | 3,164 |
| Available-for-sale securities (fair market value) | $3,607,000 | 6,472 |
| Total debt securities | $3,623,000 | 6,949 |
| Structured notes | ||
| Amortized cost | $1,432,000 | 2,123 |
| Fair value | $1,443,000 | 2,122 |
| 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 | $3,914,000 | 6,951 |
| U.S. Government securities | $2,361,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,361,000 | 6,764 |
| Securities issued by states & political subdivisions | $1,553,000 | 4,537 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,251,000 | 5,346 |
| Mortgage-backed securities | $110,000 | 6,000 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,688 |
| Issued or guaranteed by U.S. | $110,000 | 5,673 |
| 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) | $17,000 | 3,224 |
| Available-for-sale securities (fair market value) | $3,897,000 | 6,434 |
| Total debt securities | $3,914,000 | 6,909 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,694 |
| Fair value | $1,742,000 | 1,699 |
| 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 | $3,717,000 | 7,038 |
| U.S. Government securities | $2,384,000 | 6,910 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,384,000 | 6,809 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,719 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,009,000 | 5,490 |
| Mortgage-backed securities | $125,000 | 6,063 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,757 |
| Issued or guaranteed by U.S. | $125,000 | 5,739 |
| 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) | $38,000 | 3,264 |
| Available-for-sale securities (fair market value) | $3,679,000 | 6,515 |
| Total debt securities | $3,716,000 | 7,002 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,258 |
| Fair value | $1,752,000 | 1,261 |
| 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 | $1,018,000 | 7,630 |
| U.S. Government securities | $886,000 | 7,393 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $886,000 | 7,309 |
| Securities issued by states & political subdivisions | $132,000 | 5,785 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 6,349 |
| Mortgage-backed securities | $141,000 | 6,098 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,791 |
| Issued or guaranteed by U.S. | $141,000 | 5,772 |
| 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) | $38,000 | 3,313 |
| Available-for-sale securities (fair market value) | $980,000 | 7,094 |
| Total debt securities | $1,017,000 | 7,594 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $250,000 | 1,839 |
| 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 | $681,000 | 7,785 |
| U.S. Government securities | $661,000 | 7,534 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $661,000 | 7,456 |
| Securities issued by states & political subdivisions | $20,000 | 5,883 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $254,000 | 6,391 |
| Mortgage-backed securities | $157,000 | 6,127 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,821 |
| Issued or guaranteed by U.S. | $157,000 | 5,802 |
| 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) | $39,000 | 3,352 |
| Available-for-sale securities (fair market value) | $642,000 | 7,217 |
| Total debt securities | $681,000 | 7,751 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,611 |
| Fair value | $251,000 | 1,570 |
| 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 | $1,462,000 | 7,677 |
| U.S. Government securities | $1,441,000 | 7,409 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,441,000 | 7,321 |
| Securities issued by states & political subdivisions | $21,000 | 5,854 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 6,414 |
| Mortgage-backed securities | $179,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,812 |
| Issued or guaranteed by U.S. | $179,000 | 5,792 |
| 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) | $42,000 | 3,356 |
| Available-for-sale securities (fair market value) | $1,420,000 | 7,091 |
| Total debt securities | $1,462,000 | 7,645 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,633 |
| Fair value | $252,000 | 1,599 |
| 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 | $1,480,000 | 7,736 |
| U.S. Government securities | $1,444,000 | 7,466 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,444,000 | 7,376 |
| Securities issued by states & political subdivisions | $36,000 | 5,851 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 6,439 |
| Mortgage-backed securities | $192,000 | 6,112 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,801 |
| Issued or guaranteed by U.S. | $192,000 | 5,783 |
| 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) | $57,000 | 3,352 |
| Available-for-sale securities (fair market value) | $1,423,000 | 7,129 |
| Total debt securities | $1,481,000 | 7,694 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,634 |
| Fair value | $246,000 | 1,631 |
| 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 | $1,425,000 | 7,797 |
| U.S. Government securities | $1,389,000 | 7,531 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,389,000 | 7,451 |
| Securities issued by states & political subdivisions | $36,000 | 5,904 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 6,471 |
| Mortgage-backed securities | $204,000 | 6,117 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,798 |
| Issued or guaranteed by U.S. | $204,000 | 5,773 |
| 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) | $58,000 | 3,370 |
| Available-for-sale securities (fair market value) | $1,367,000 | 7,187 |
| Total debt securities | $1,425,000 | 7,745 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,670 |
| Fair value | $246,000 | 1,667 |
| 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 | $1,737,000 | 7,770 |
| U.S. Government securities | $1,701,000 | 7,474 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,701,000 | 7,378 |
| Securities issued by states & political subdivisions | $36,000 | 5,912 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,000 | 6,328 |
| Mortgage-backed securities | $233,000 | 6,081 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,749 |
| Issued or guaranteed by U.S. | $233,000 | 5,718 |
| 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) | $59,000 | 3,415 |
| Available-for-sale securities (fair market value) | $1,678,000 | 7,162 |
| Total debt securities | $1,737,000 | 7,715 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,820 |
| Fair value | $251,000 | 1,809 |
| 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 | $2,392,000 | 7,691 |
| U.S. Government securities | $2,356,000 | 7,404 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,356,000 | 7,288 |
| Securities issued by states & political subdivisions | $36,000 | 5,968 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,111,000 | 5,613 |
| Mortgage-backed securities | $245,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,615 |
| Issued or guaranteed by U.S. | $245,000 | 5,593 |
| 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) | $60,000 | 3,467 |
| Available-for-sale securities (fair market value) | $2,332,000 | 7,043 |
| Total debt securities | $2,392,000 | 7,646 |
| 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 | $3,230,000 | 7,537 |
| U.S. Government securities | $3,164,000 | 7,193 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,164,000 | 7,077 |
| Securities issued by states & political subdivisions | $66,000 | 5,958 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,595,000 | 5,422 |
| Mortgage-backed securities | $316,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,451 |
| Issued or guaranteed by U.S. | $316,000 | 5,429 |
| 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) | $91,000 | 3,472 |
| Available-for-sale securities (fair market value) | $3,139,000 | 6,892 |
| Total debt securities | $3,230,000 | 7,496 |
| 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 | $3,496,000 | 7,528 |
| U.S. Government securities | $3,430,000 | 7,200 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,430,000 | 7,070 |
| Securities issued by states & political subdivisions | $66,000 | 6,012 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,875,000 | 5,357 |
| Mortgage-backed securities | $357,000 | 5,805 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,417 |
| Issued or guaranteed by U.S. | $357,000 | 5,397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,000 | 3,512 |
| Available-for-sale securities (fair market value) | $3,404,000 | 6,872 |
| Total debt securities | $3,495,000 | 7,490 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $498,000 | 2,288 |
| 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 | $3,516,000 | 7,575 |
| U.S. Government securities | $3,450,000 | 7,225 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,450,000 | 7,092 |
| Securities issued by states & political subdivisions | $66,000 | 6,060 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,877,000 | 5,374 |
| Mortgage-backed securities | $375,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,411 |
| Issued or guaranteed by U.S. | $375,000 | 5,386 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,000 | 3,584 |
| Available-for-sale securities (fair market value) | $3,423,000 | 6,885 |
| Total debt securities | $3,518,000 | 7,534 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $497,000 | 2,398 |
| 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 | $3,777,000 | 7,550 |
| U.S. Government securities | $3,710,000 | 7,177 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,710,000 | 7,057 |
| Securities issued by states & political subdivisions | $67,000 | 6,108 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,909,000 | 5,377 |
| Mortgage-backed securities | $395,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,391 |
| Issued or guaranteed by U.S. | $395,000 | 5,370 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,000 | 3,666 |
| Available-for-sale securities (fair market value) | $3,682,000 | 6,851 |
| Total debt securities | $3,777,000 | 7,503 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $495,000 | 2,523 |
| 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 | $4,284,000 | 7,507 |
| U.S. Government securities | $4,217,000 | 7,103 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,217,000 | 6,965 |
| Securities issued by states & political subdivisions | $67,000 | 6,180 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,094,000 | 5,303 |
| Mortgage-backed securities | $416,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,378 |
| Issued or guaranteed by U.S. | $416,000 | 5,352 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $96,000 | 3,749 |
| Available-for-sale securities (fair market value) | $4,188,000 | 6,794 |
| Total debt securities | $4,285,000 | 7,453 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $493,000 | 2,673 |
| 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 | $4,622,000 | 7,474 |
| U.S. Government securities | $4,456,000 | 7,062 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,456,000 | 6,925 |
| Securities issued by states & political subdivisions | $166,000 | 6,058 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,310,000 | 5,222 |
| Mortgage-backed securities | $446,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,369 |
| Issued or guaranteed by U.S. | $446,000 | 5,346 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $197,000 | 3,622 |
| Available-for-sale securities (fair market value) | $4,425,000 | 6,771 |
| Total debt securities | $4,622,000 | 7,417 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $488,000 | 2,719 |
| 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 | $4,925,000 | 7,449 |
| U.S. Government securities | $4,758,000 | 7,009 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,758,000 | 6,869 |
| Securities issued by states & political subdivisions | $167,000 | 6,076 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,573,000 | 5,126 |
| Mortgage-backed securities | $482,000 | 5,769 |
| Certificates of participation in pools of residential mortgages | $482,000 | 5,352 |
| Issued or guaranteed by U.S. | $482,000 | 5,332 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,000 | 3,672 |
| Available-for-sale securities (fair market value) | $4,724,000 | 6,736 |
| Total debt securities | $4,925,000 | 7,395 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $739,000 | 2,470 |
| 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 | $4,975,000 | 7,460 |
| U.S. Government securities | $4,808,000 | 7,016 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,808,000 | 6,865 |
| Securities issued by states & political subdivisions | $167,000 | 6,108 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,689,000 | 5,079 |
| Mortgage-backed securities | $524,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $524,000 | 5,336 |
| Issued or guaranteed by U.S. | $524,000 | 5,315 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $202,000 | 3,743 |
| Available-for-sale securities (fair market value) | $4,773,000 | 6,755 |
| Total debt securities | $4,975,000 | 7,408 |
| Structured notes | ||
| Amortized cost | $855,000 | 2,408 |
| Fair value | $844,000 | 2,407 |
| 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 | $4,811,000 | 7,529 |
| U.S. Government securities | $4,644,000 | 7,076 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,644,000 | 6,931 |
| Securities issued by states & political subdivisions | $167,000 | 6,144 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,717,000 | 5,058 |
| Mortgage-backed securities | $581,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,320 |
| Issued or guaranteed by U.S. | $581,000 | 5,301 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $203,000 | 3,809 |
| Available-for-sale securities (fair market value) | $4,608,000 | 6,802 |
| Total debt securities | $4,810,000 | 7,472 |
| Structured notes | ||
| Amortized cost | $1,104,000 | 1,999 |
| Fair value | $1,098,000 | 2,000 |
| 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 | $4,622,000 | 7,607 |
| U.S. Government securities | $4,405,000 | 7,191 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,405,000 | 7,039 |
| Securities issued by states & political subdivisions | $217,000 | 6,052 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,728,000 | 5,043 |
| Mortgage-backed securities | $434,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $434,000 | 5,562 |
| Issued or guaranteed by U.S. | $434,000 | 5,535 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,000 | 3,778 |
| Available-for-sale securities (fair market value) | $4,367,000 | 6,904 |
| Total debt securities | $4,621,000 | 7,551 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $995,000 | 2,144 |
| 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 | $4,873,000 | 7,628 |
| U.S. Government securities | $4,656,000 | 7,176 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,656,000 | 7,012 |
| Securities issued by states & political subdivisions | $217,000 | 6,082 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,699,000 | 5,095 |
| Mortgage-backed securities | $462,000 | 6,035 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,602 |
| Issued or guaranteed by U.S. | $462,000 | 5,582 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $257,000 | 3,824 |
| Available-for-sale securities (fair market value) | $4,616,000 | 6,899 |
| Total debt securities | $4,872,000 | 7,571 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,938 |
| Fair value | $1,239,000 | 1,928 |
| 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 | $4,706,000 | 7,706 |
| U.S. Government securities | $4,489,000 | 7,266 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,489,000 | 7,108 |
| Securities issued by states & political subdivisions | $217,000 | 6,125 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,000 | 6,435 |
| Mortgage-backed securities | $492,000 | 6,044 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,597 |
| Issued or guaranteed by U.S. | $492,000 | 5,580 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $259,000 | 3,887 |
| Available-for-sale securities (fair market value) | $4,447,000 | 6,979 |
| Total debt securities | $4,705,000 | 7,646 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,890 |
| Fair value | $1,248,000 | 1,874 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,935,000 | 8,201 |
| U.S. Government securities | $2,718,000 | 7,871 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,718,000 | 7,715 |
| Securities issued by states & political subdivisions | $217,000 | 6,171 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,504,000 | 6,192 |
| Mortgage-backed securities | $213,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $213,000 | 6,022 |
| Issued or guaranteed by U.S. | $213,000 | 6,008 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $262,000 | 3,951 |
| Available-for-sale securities (fair market value) | $2,673,000 | 7,439 |
| Total debt securities | $2,934,000 | 8,143 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $4,423,000 | 7,886 |
| U.S. Government securities | $4,156,000 | 7,479 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,156,000 | 7,318 |
| Securities issued by states & political subdivisions | $267,000 | 6,116 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,672,000 | 5,093 |
| Mortgage-backed securities | $237,000 | 6,463 |
| Certificates of participation in pools of residential mortgages | $237,000 | 6,049 |
| Issued or guaranteed by U.S. | $237,000 | 6,034 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 3,923 |
| Available-for-sale securities (fair market value) | $4,108,000 | 7,173 |
| Total debt securities | $4,425,000 | 7,824 |
| Structured notes | ||
| Amortized cost | $2,725,000 | 1,304 |
| Fair value | $2,682,000 | 1,305 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,328,000 | 7,906 |
| U.S. Government securities | $4,061,000 | 7,465 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,061,000 | 7,306 |
| Securities issued by states & political subdivisions | $267,000 | 6,116 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,538,000 | 5,098 |
| Mortgage-backed securities | $292,000 | 6,414 |
| Certificates of participation in pools of residential mortgages | $292,000 | 5,984 |
| Issued or guaranteed by U.S. | $292,000 | 5,965 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $317,000 | 3,963 |
| Available-for-sale securities (fair market value) | $4,011,000 | 7,200 |
| Total debt securities | $4,328,000 | 7,833 |
| Structured notes | ||
| Amortized cost | $2,973,000 | 1,114 |
| Fair value | $3,002,000 | 1,096 |
| 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 | $5,107,000 | 7,779 |
| U.S. Government securities | $4,839,000 | 7,285 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,839,000 | 7,107 |
| Securities issued by states & political subdivisions | $268,000 | 6,183 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,000 | 5,059 |
| Mortgage-backed securities | $324,000 | 6,421 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,994 |
| Issued or guaranteed by U.S. | $324,000 | 5,971 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $322,000 | 4,013 |
| Available-for-sale securities (fair market value) | $4,785,000 | 7,048 |
| Total debt securities | $5,106,000 | 7,697 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 989 |
| Fair value | $2,997,000 | 949 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,678,000 | 7,863 |
| U.S. Government securities | $4,411,000 | 7,317 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,411,000 | 7,141 |
| Securities issued by states & political subdivisions | $267,000 | 6,227 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,496,000 | 5,053 |
| Mortgage-backed securities | $390,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,950 |
| Issued or guaranteed by U.S. | $390,000 | 5,923 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $327,000 | 4,035 |
| Available-for-sale securities (fair market value) | $4,351,000 | 7,109 |
| Total debt securities | $4,678,000 | 7,777 |
| Structured notes | ||
| Amortized cost | $2,243,000 | 968 |
| Fair value | $2,243,000 | 964 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,410,000 | 7,923 |
| U.S. Government securities | $4,097,000 | 7,409 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,097,000 | 7,223 |
| Securities issued by states & political subdivisions | $313,000 | 6,129 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,523,000 | 5,007 |
| Mortgage-backed securities | $533,000 | 6,296 |
| Certificates of participation in pools of residential mortgages | $533,000 | 5,806 |
| Issued or guaranteed by U.S. | $533,000 | 5,787 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 4,026 |
| Available-for-sale securities (fair market value) | $4,035,000 | 7,196 |
| Total debt securities | $4,410,000 | 7,839 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,484 |
| Fair value | $753,000 | 1,475 |
| 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 | $4,743,000 | 7,890 |
| U.S. Government securities | $4,496,000 | 7,340 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,496,000 | 7,137 |
| Securities issued by states & political subdivisions | $247,000 | 6,273 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,509,000 | 5,046 |
| Mortgage-backed securities | $682,000 | 6,190 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,676 |
| Issued or guaranteed by U.S. | $682,000 | 5,659 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 4,166 |
| Available-for-sale securities (fair market value) | $4,428,000 | 7,125 |
| Total debt securities | $4,745,000 | 7,814 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,487 |
| Fair value | $502,000 | 1,411 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,131,000 | 7,797 |
| U.S. Government securities | $4,883,000 | 7,210 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,883,000 | 7,006 |
| Securities issued by states & political subdivisions | $248,000 | 6,280 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,245,000 | 5,188 |
| Mortgage-backed securities | $521,000 | 6,320 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,800 |
| Issued or guaranteed by U.S. | $521,000 | 5,781 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $319,000 | 4,238 |
| Available-for-sale securities (fair market value) | $4,812,000 | 7,009 |
| Total debt securities | $5,132,000 | 7,717 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,042 |
| Fair value | $753,000 | 1,059 |
| 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 | $5,022,000 | 7,923 |
| U.S. Government securities | $4,734,000 | 7,336 |
| U.S. Treasury securities | $1,533,000 | 1,609 |
| U.S. Government agency obligations | $3,201,000 | 7,741 |
| Securities issued by states & political subdivisions | $288,000 | 6,327 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,321,000 | 5,161 |
| Mortgage-backed securities | $89,000 | 7,010 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,536 |
| Issued or guaranteed by U.S. | $89,000 | 6,513 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $377,000 | 4,435 |
| Available-for-sale securities (fair market value) | $4,645,000 | 7,083 |
| Total debt securities | $5,023,000 | 7,818 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,201,000 | 8,294 |
| U.S. Government securities | $4,616,000 | 7,922 |
| U.S. Treasury securities | $2,514,000 | 1,701 |
| U.S. Government agency obligations | $2,102,000 | 8,651 |
| Securities issued by states & political subdivisions | $328,000 | 6,399 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $257,000 | 5,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,718,000 | 5,263 |
| Mortgage-backed securities | $107,000 | 6,879 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,371 |
| Issued or guaranteed by U.S. | $107,000 | 6,348 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $435,000 | 5,006 |
| Available-for-sale securities (fair market value) | $4,766,000 | 7,319 |
| Total debt securities | $4,944,000 | 8,267 |
| 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 | $5,105,000 | 8,636 |
| U.S. Government securities | $4,609,000 | 8,223 |
| U.S. Treasury securities | $2,997,000 | 2,217 |
| U.S. Government agency obligations | $1,612,000 | 9,110 |
| Securities issued by states & political subdivisions | $369,000 | 6,623 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 6,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,418,000 | 4,883 |
| Mortgage-backed securities | $120,000 | 7,197 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,649 |
| Issued or guaranteed by U.S. | $120,000 | 6,630 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $489,000 | 5,373 |
| Available-for-sale securities (fair market value) | $4,616,000 | 7,546 |
| Total debt securities | $4,978,000 | 8,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,712,000 | 8,856 |
| U.S. Government securities | $4,197,000 | 8,418 |
| U.S. Treasury securities | $3,551,000 | 2,820 |
| U.S. Government agency obligations | $646,000 | 9,523 |
| Securities issued by states & political subdivisions | $404,000 | 6,792 |
| 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 | $111,000 | 6,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,080 |
| Mortgage-backed securities | $143,000 | 7,365 |
| Certificates of participation in pools of residential mortgages | $143,000 | 6,817 |
| Issued or guaranteed by U.S. | $143,000 | 6,799 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $547,000 | 5,824 |
| Available-for-sale securities (fair market value) | $4,165,000 | 7,663 |
| Total debt securities | $4,601,000 | 8,770 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,507,000 | 9,419 |
| U.S. Government securities | $3,735,000 | 9,212 |
| U.S. Treasury securities | $3,566,000 | 3,882 |
| U.S. Government agency obligations | $169,000 | 10,184 |
| Securities issued by states & political subdivisions | $674,000 | 6,401 |
| Other domestic debt securities | $14,000 | 3,758 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,637 |
| 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 | $84,000 | 6,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,843,000 | 6,636 |
| Mortgage-backed securities | $183,000 | 7,638 |
| Certificates of participation in pools of residential mortgages | $169,000 | 7,015 |
| Issued or guaranteed by U.S. | $169,000 | 6,993 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,000 | 5,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $14,000 | 1,389 |
| 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) | $857,000 | 6,447 |
| Available-for-sale securities (fair market value) | $3,650,000 | 8,053 |
| Total debt securities | $4,423,000 | 9,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,595,000 | 9,148 |
| U.S. Government securities | $5,808,000 | 8,754 |
| U.S. Treasury securities | $4,087,000 | 4,251 |
| U.S. Government agency obligations | $1,721,000 | 9,663 |
| Securities issued by states & political subdivisions | $770,000 | 6,508 |
| Other domestic debt securities | $17,000 | 4,289 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,958 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,888,000 | 5,968 |
| Mortgage-backed securities | $208,000 | 8,144 |
| Certificates of participation in pools of residential mortgages | $191,000 | 7,493 |
| Issued or guaranteed by U.S. | $191,000 | 7,475 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $17,000 | 5,534 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $17,000 | 1,661 |
| 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) | $978,000 | 7,035 |
| Available-for-sale securities (fair market value) | $5,617,000 | 7,483 |
| Total debt securities | $6,595,000 | 9,036 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,184,000 | 9,701 |
| U.S. Government securities | $5,817,000 | 9,152 |
| U.S. Treasury securities | $3,640,000 | 5,497 |
| U.S. Government agency obligations | $2,177,000 | 9,594 |
| Securities issued by states & political subdivisions | $345,000 | 7,749 |
| Other domestic debt securities | $22,000 | 4,966 |
| Privately issued residential mortgage-backed securities | $22,000 | 2,347 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,157,000 | 6,714 |
| Mortgage-backed securities | $242,000 | 8,564 |
| Certificates of participation in pools of residential mortgages | $220,000 | 7,777 |
| Issued or guaranteed by U.S. | $220,000 | 7,747 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $22,000 | 6,013 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $22,000 | 2,019 |
| 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) | $587,000 | 7,733 |
| Available-for-sale securities (fair market value) | $5,597,000 | 7,750 |
| Total debt securities | $6,184,000 | 9,600 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,850 |
| Fair value | $390,000 | 3,908 |
| Trading account assets | $1,482,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,151,000 | 10,312 |
| U.S. Government securities | $5,734,000 | 9,773 |
| U.S. Treasury securities | $2,799,000 | 7,378 |
| U.S. Government agency obligations | $2,935,000 | 9,178 |
| Securities issued by states & political subdivisions | $391,000 | 8,022 |
| Other domestic debt securities | $26,000 | 5,551 |
| Privately issued residential mortgage-backed securities | $26,000 | 2,627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 7,353 |
| Mortgage-backed securities | $275,000 | 9,034 |
| Certificates of participation in pools of residential mortgages | $249,000 | 8,153 |
| Issued or guaranteed by U.S. | $249,000 | 8,128 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $26,000 | 6,485 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $26,000 | 2,289 |
| 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) | $2,672,000 | 9,539 |
| Available-for-sale securities (fair market value) | $3,479,000 | 7,800 |
| Total debt securities | $6,151,000 | 10,211 |
| 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 | $7,059,000 | 10,295 |
| U.S. Government securities | $6,586,000 | 9,645 |
| U.S. Treasury securities | $2,301,000 | 8,094 |
| U.S. Government agency obligations | $4,285,000 | 8,390 |
| Securities issued by states & political subdivisions | $430,000 | 8,083 |
| Other domestic debt securities | $43,000 | 6,202 |
| Privately issued residential mortgage-backed securities | $43,000 | 3,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 7,327 |
| Mortgage-backed securities | $2,231,000 | 7,053 |
| Certificates of participation in pools of residential mortgages | $2,188,000 | 5,558 |
| Issued or guaranteed by U.S. | $2,188,000 | 5,516 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $43,000 | 6,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $43,000 | 2,616 |
| 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 | $7,059,000 | 10,147 |
| 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 | $7,260,000 | 10,386 |
| U.S. Government securities | $7,152,000 | 9,477 |
| U.S. Treasury securities | $3,026,000 | 7,502 |
| U.S. Government agency obligations | $4,126,000 | 8,613 |
| Securities issued by states & political subdivisions | $26,000 | 9,755 |
| Other domestic debt securities | $82,000 | 6,870 |
| Privately issued residential mortgage-backed securities | $82,000 | 3,606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 7,451 |
| Mortgage-backed securities | $466,000 | 9,876 |
| Certificates of participation in pools of residential mortgages | $384,000 | 8,902 |
| Issued or guaranteed by U.S. | $384,000 | 8,836 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $82,000 | 7,023 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $82,000 | 3,097 |
| 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 | $7,260,000 | 10,248 |
| 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 |