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Community Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $16,661,000 | 4,376 |
| U.S. Government securities | $11,873,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,873,000 | 3,827 |
| Securities issued by states & political subdivisions | $4,066,000 | 3,803 |
| Other domestic debt securities | $722,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $40,000 | 666 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $682,000 | 1,432 |
| 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 | $9,545,000 | 3,205 |
| Mortgage-backed securities | $5,566,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $3,042,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,042,000 | 3,531 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,524,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $2,484,000 | 2,056 |
| Privately issued | $40,000 | 635 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,661,000 | 4,019 |
| Total debt securities | $16,662,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,537 |
| Fair value | $495,000 | 1,534 |
| 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 | $16,313,000 | 4,483 |
| U.S. Government securities | $11,628,000 | 4,097 |
| U.S. Treasury securities | $750,000 | 1,119 |
| U.S. Government agency obligations | $10,878,000 | 4,061 |
| Securities issued by states & political subdivisions | $4,069,000 | 3,811 |
| Other domestic debt securities | $616,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $41,000 | 690 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $575,000 | 1,469 |
| 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 | $8,441,000 | 3,364 |
| Mortgage-backed securities | $4,497,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 3,793 |
| Issued or guaranteed by U.S. | $2,434,000 | 3,789 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,063,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 2,237 |
| Privately issued | $41,000 | 658 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,313,000 | 4,123 |
| Total debt securities | $16,308,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $598,000 | 1,535 |
| Fair value | $588,000 | 1,536 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $14,426,000 | 4,706 |
| U.S. Government securities | $9,912,000 | 4,411 |
| U.S. Treasury securities | $750,000 | 1,104 |
| U.S. Government agency obligations | $9,162,000 | 4,387 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,790 |
| Other domestic debt securities | $363,000 | 2,075 |
| Privately issued residential mortgage-backed securities | $41,000 | 733 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $322,000 | 1,680 |
| 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 | $4,570,000 | 4,145 |
| Mortgage-backed securities | $5,941,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $2,616,000 | 3,799 |
| Issued or guaranteed by U.S. | $2,616,000 | 3,795 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,325,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,284,000 | 1,980 |
| Privately issued | $41,000 | 697 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $14,426,000 | 4,338 |
| Total debt securities | $14,426,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $348,000 | 1,859 |
| Fair value | $346,000 | 1,863 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $14,448,000 | 4,771 |
| U.S. Government securities | $10,077,000 | 4,438 |
| U.S. Treasury securities | $1,954,000 | 867 |
| U.S. Government agency obligations | $8,123,000 | 4,579 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,878 |
| Other domestic debt securities | $437,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $81,000 | 689 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $356,000 | 1,700 |
| 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 | $4,983,000 | 4,122 |
| Mortgage-backed securities | $6,344,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $2,775,000 | 3,833 |
| Issued or guaranteed by U.S. | $2,775,000 | 3,828 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,569,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,488,000 | 1,980 |
| Privately issued | $81,000 | 653 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,448,000 | 4,389 |
| Total debt securities | $14,448,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,958 |
| Fair value | $346,000 | 1,964 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $14,482,000 | 4,857 |
| U.S. Government securities | $10,413,000 | 4,489 |
| U.S. Treasury securities | $1,457,000 | 931 |
| U.S. Government agency obligations | $8,956,000 | 4,569 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,928 |
| Other domestic debt securities | $152,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $82,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $70,000 | 1,875 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,248,000 | 4,111 |
| Mortgage-backed securities | $6,708,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 3,881 |
| Issued or guaranteed by U.S. | $2,897,000 | 3,879 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,811,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $3,729,000 | 1,964 |
| Privately issued | $82,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,482,000 | 4,473 |
| Total debt securities | $14,482,000 | 4,837 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,058 |
| Fair value | $343,000 | 2,065 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $15,106,000 | 4,863 |
| U.S. Government securities | $10,162,000 | 4,592 |
| U.S. Treasury securities | $1,206,000 | 914 |
| U.S. Government agency obligations | $8,956,000 | 4,636 |
| Securities issued by states & political subdivisions | $4,414,000 | 3,857 |
| Other domestic debt securities | $530,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $214,000 | 646 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $316,000 | 1,799 |
| 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 | $5,274,000 | 4,129 |
| Mortgage-backed securities | $7,317,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $3,640,000 | 3,755 |
| Issued or guaranteed by U.S. | $3,640,000 | 3,755 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,677,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $3,463,000 | 2,047 |
| Privately issued | $214,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $15,106,000 | 4,460 |
| Total debt securities | $15,106,000 | 4,841 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,111 |
| Fair value | $339,000 | 2,119 |
| 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 | $15,929,000 | 4,843 |
| U.S. Government securities | $11,198,000 | 4,497 |
| U.S. Treasury securities | $947,000 | 938 |
| U.S. Government agency obligations | $10,251,000 | 4,513 |
| Securities issued by states & political subdivisions | $4,460,000 | 3,865 |
| Other domestic debt securities | $271,000 | 2,334 |
| Privately issued residential mortgage-backed securities | $224,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $47,000 | 1,994 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,657,000 | 3,893 |
| Mortgage-backed securities | $7,281,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $3,397,000 | 3,841 |
| Issued or guaranteed by U.S. | $3,397,000 | 3,841 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,884,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,660,000 | 2,011 |
| Privately issued | $224,000 | 640 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $15,929,000 | 4,448 |
| Total debt securities | $15,929,000 | 4,814 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,103 |
| Fair value | $438,000 | 2,115 |
| 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 | $15,348,000 | 4,891 |
| U.S. Government securities | $10,460,000 | 4,577 |
| U.S. Treasury securities | $934,000 | 884 |
| U.S. Government agency obligations | $9,526,000 | 4,585 |
| Securities issued by states & political subdivisions | $4,381,000 | 3,898 |
| Other domestic debt securities | $507,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $226,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $281,000 | 1,906 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,875,000 | 3,852 |
| Mortgage-backed securities | $6,105,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 3,808 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,805 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,530,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 2,290 |
| Privately issued | $226,000 | 665 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $15,348,000 | 4,502 |
| Total debt securities | $15,343,000 | 4,866 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,107 |
| Fair value | $432,000 | 2,110 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $16,667,000 | 4,819 |
| U.S. Government securities | $10,826,000 | 4,569 |
| U.S. Treasury securities | $950,000 | 868 |
| U.S. Government agency obligations | $9,876,000 | 4,586 |
| Securities issued by states & political subdivisions | $4,403,000 | 3,911 |
| Other domestic debt securities | $1,438,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $972,000 | 512 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $466,000 | 1,850 |
| 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 | $7,484,000 | 3,718 |
| Mortgage-backed securities | $7,444,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $4,020,000 | 3,713 |
| Issued or guaranteed by U.S. | $4,020,000 | 3,709 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,424,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $2,452,000 | 2,277 |
| Privately issued | $972,000 | 488 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,667,000 | 4,436 |
| Total debt securities | $16,666,000 | 4,784 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,096 |
| Fair value | $433,000 | 2,104 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $15,624,000 | 4,919 |
| U.S. Government securities | $9,478,000 | 4,733 |
| U.S. Treasury securities | $944,000 | 885 |
| U.S. Government agency obligations | $8,534,000 | 4,777 |
| Securities issued by states & political subdivisions | $4,346,000 | 3,919 |
| Other domestic debt securities | $1,800,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $991,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $809,000 | 1,665 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,546,000 | 4,138 |
| Mortgage-backed securities | $7,103,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $3,478,000 | 3,849 |
| Issued or guaranteed by U.S. | $3,478,000 | 3,843 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,620,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $2,629,000 | 2,281 |
| Privately issued | $991,000 | 496 |
| Commercial mortgage-backed securities | $5,000 | 906 |
| Commercial mortgage pass-through securities | $5,000 | 662 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,624,000 | 4,538 |
| Total debt securities | $15,623,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $945,000 | 1,743 |
| Fair value | $937,000 | 1,727 |
| 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 | $17,567,000 | 4,742 |
| U.S. Government securities | $11,862,000 | 4,456 |
| U.S. Treasury securities | $991,000 | 901 |
| U.S. Government agency obligations | $10,871,000 | 4,498 |
| Securities issued by states & political subdivisions | $3,791,000 | 4,042 |
| Other domestic debt securities | $1,914,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $1,007,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $907,000 | 1,610 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,157,000 | 4,269 |
| Mortgage-backed securities | $9,823,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $6,387,000 | 3,239 |
| Issued or guaranteed by U.S. | $6,387,000 | 3,237 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,417,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $2,410,000 | 2,398 |
| Privately issued | $1,007,000 | 523 |
| Commercial mortgage-backed securities | $19,000 | 798 |
| Commercial mortgage pass-through securities | $19,000 | 590 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,567,000 | 4,373 |
| Total debt securities | $17,567,000 | 4,711 |
| Structured notes | ||
| Amortized cost | $899,000 | 1,785 |
| Fair value | $899,000 | 1,789 |
| 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 | $15,537,000 | 4,907 |
| U.S. Government securities | $9,592,000 | 4,755 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,592,000 | 4,662 |
| Securities issued by states & political subdivisions | $3,805,000 | 4,042 |
| Other domestic debt securities | $2,140,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,136,000 | 1,408 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,407,000 | 4,196 |
| Mortgage-backed securities | $9,637,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $6,070,000 | 3,290 |
| Issued or guaranteed by U.S. | $6,070,000 | 3,288 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,534,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $2,530,000 | 2,421 |
| Privately issued | $1,004,000 | 553 |
| Commercial mortgage-backed securities | $33,000 | 676 |
| Commercial mortgage pass-through securities | $33,000 | 508 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,537,000 | 4,527 |
| Total debt securities | $15,537,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $549,000 | 1,980 |
| Fair value | $551,000 | 1,978 |
| 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 | $18,154,000 | 4,704 |
| U.S. Government securities | $12,346,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,346,000 | 4,373 |
| Securities issued by states & political subdivisions | $3,804,000 | 4,027 |
| Other domestic debt securities | $2,004,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $1,107,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $897,000 | 1,643 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,135,000 | 4,307 |
| Mortgage-backed securities | $12,222,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $8,379,000 | 3,032 |
| Issued or guaranteed by U.S. | $8,379,000 | 3,031 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,787,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $2,680,000 | 2,462 |
| Privately issued | $1,107,000 | 567 |
| Commercial mortgage-backed securities | $56,000 | 636 |
| Commercial mortgage pass-through securities | $56,000 | 466 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $18,154,000 | 4,343 |
| Total debt securities | $18,154,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,012 |
| Fair value | $802,000 | 2,007 |
| 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 | $18,761,000 | 4,688 |
| U.S. Government securities | $14,436,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,436,000 | 4,149 |
| Securities issued by states & political subdivisions | $2,800,000 | 4,293 |
| Other domestic debt securities | $1,525,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $396,000 | 841 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,129,000 | 1,456 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,022,000 | 4,381 |
| Mortgage-backed securities | $13,702,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $10,404,000 | 2,773 |
| Issued or guaranteed by U.S. | $10,404,000 | 2,773 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,193,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $2,797,000 | 2,449 |
| Privately issued | $396,000 | 808 |
| Commercial mortgage-backed securities | $105,000 | 578 |
| Commercial mortgage pass-through securities | $105,000 | 411 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $18,761,000 | 4,322 |
| Total debt securities | $18,761,000 | 4,657 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,272 |
| Fair value | $802,000 | 2,264 |
| 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 | $16,058,000 | 5,006 |
| U.S. Government securities | $12,238,000 | 4,639 |
| U.S. Treasury securities | $345,000 | 1,028 |
| U.S. Government agency obligations | $11,893,000 | 4,600 |
| Securities issued by states & political subdivisions | $2,282,000 | 4,393 |
| Other domestic debt securities | $1,538,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $450,000 | 851 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,088,000 | 1,455 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,433,000 | 4,276 |
| Mortgage-backed securities | $11,123,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $8,879,000 | 2,986 |
| Issued or guaranteed by U.S. | $8,879,000 | 2,984 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,082,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,793 |
| Privately issued | $450,000 | 820 |
| Commercial mortgage-backed securities | $162,000 | 531 |
| Commercial mortgage pass-through securities | $162,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,058,000 | 4,607 |
| Total debt securities | $16,056,000 | 4,977 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,519 |
| Fair value | $802,000 | 2,510 |
| 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 | $13,400,000 | 5,299 |
| U.S. Government securities | $9,705,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,705,000 | 4,891 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,425 |
| Other domestic debt securities | $1,526,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $454,000 | 936 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,072,000 | 1,392 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,731,000 | 4,014 |
| Mortgage-backed securities | $9,238,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $8,139,000 | 2,992 |
| Issued or guaranteed by U.S. | $8,139,000 | 2,992 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $932,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 3,128 |
| Privately issued | $454,000 | 887 |
| Commercial mortgage-backed securities | $167,000 | 465 |
| Commercial mortgage pass-through securities | $167,000 | 326 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,400,000 | 4,876 |
| Total debt securities | $13,401,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,525 |
| Fair value | $605,000 | 2,515 |
| 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 | $13,454,000 | 5,256 |
| U.S. Government securities | $9,850,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,850,000 | 4,832 |
| Securities issued by states & political subdivisions | $2,068,000 | 4,429 |
| Other domestic debt securities | $1,536,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $470,000 | 967 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,066,000 | 1,370 |
| 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 | $6,696,000 | 3,774 |
| Mortgage-backed securities | $9,551,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $8,068,000 | 2,950 |
| Issued or guaranteed by U.S. | $8,068,000 | 2,946 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $984,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 3,082 |
| Privately issued | $470,000 | 915 |
| Commercial mortgage-backed securities | $499,000 | 351 |
| Commercial mortgage pass-through securities | $499,000 | 247 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,454,000 | 4,833 |
| Total debt securities | $13,454,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,597 |
| Fair value | $604,000 | 2,588 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,506,000 | 5,070 |
| U.S. Government securities | $12,835,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,835,000 | 4,474 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,579 |
| Other domestic debt securities | $1,042,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $501,000 | 971 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $541,000 | 1,554 |
| 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 | $6,308,000 | 3,915 |
| Mortgage-backed securities | $11,795,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $10,171,000 | 2,593 |
| Issued or guaranteed by U.S. | $10,171,000 | 2,587 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,044,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 3,020 |
| Privately issued | $501,000 | 920 |
| Commercial mortgage-backed securities | $580,000 | 332 |
| Commercial mortgage pass-through securities | $580,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,506,000 | 4,646 |
| Total debt securities | $15,506,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,622 |
| Fair value | $951,000 | 2,620 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $15,504,000 | 5,070 |
| U.S. Government securities | $13,082,000 | 4,534 |
| U.S. Treasury securities | $189,000 | 1,214 |
| U.S. Government agency obligations | $12,893,000 | 4,447 |
| Securities issued by states & political subdivisions | $1,541,000 | 4,612 |
| Other domestic debt securities | $881,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $587,000 | 979 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $294,000 | 1,846 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,569,000 | 4,087 |
| Mortgage-backed securities | $11,903,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $10,163,000 | 2,535 |
| Issued or guaranteed by U.S. | $10,163,000 | 2,531 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,156,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 2,967 |
| Privately issued | $587,000 | 929 |
| Commercial mortgage-backed securities | $584,000 | 314 |
| Commercial mortgage pass-through securities | $584,000 | 227 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $15,504,000 | 4,650 |
| Total debt securities | $15,504,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,104 |
| Fair value | $249,000 | 3,123 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,978,000 | 5,162 |
| U.S. Government securities | $11,268,000 | 4,653 |
| U.S. Treasury securities | $187,000 | 1,214 |
| U.S. Government agency obligations | $11,081,000 | 4,559 |
| Securities issued by states & political subdivisions | $1,320,000 | 4,736 |
| Other domestic debt securities | $1,390,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $617,000 | 1,025 |
| Commercial mortgage-backed securities - Total | $589,000 | 292 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $184,000 | 1,956 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,678,000 | 4,017 |
| Mortgage-backed securities | $11,802,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $10,000,000 | 2,457 |
| Issued or guaranteed by U.S. | $10,000,000 | 2,452 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,213,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,938 |
| Privately issued | $617,000 | 972 |
| Commercial mortgage-backed securities | $589,000 | 292 |
| Commercial mortgage pass-through securities | $589,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,978,000 | 4,736 |
| Total debt securities | $13,978,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,989 |
| Fair value | $248,000 | 3,012 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $12,196,000 | 5,361 |
| U.S. Government securities | $9,855,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,855,000 | 4,751 |
| Securities issued by states & political subdivisions | $910,000 | 4,932 |
| Other domestic debt securities | $1,431,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $635,000 | 1,098 |
| Commercial mortgage-backed securities - Total | $596,000 | 264 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $200,000 | 1,970 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,327,000 | 3,912 |
| Mortgage-backed securities | $10,833,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $8,947,000 | 2,573 |
| Issued or guaranteed by U.S. | $8,947,000 | 2,566 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,290,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,882 |
| Privately issued | $635,000 | 1,047 |
| Commercial mortgage-backed securities | $596,000 | 264 |
| Commercial mortgage pass-through securities | $596,000 | 191 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,196,000 | 4,907 |
| Total debt securities | $12,200,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $253,000 | 3,030 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $12,155,000 | 5,379 |
| U.S. Government securities | $9,753,000 | 4,975 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,753,000 | 4,864 |
| Securities issued by states & political subdivisions | $954,000 | 4,885 |
| Other domestic debt securities | $1,448,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $687,000 | 1,121 |
| Commercial mortgage-backed securities - Total | $666,000 | 252 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $95,000 | 2,032 |
| 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 | $7,149,000 | 3,771 |
| Mortgage-backed securities | $10,605,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $9,135,000 | 2,564 |
| Issued or guaranteed by U.S. | $9,135,000 | 2,558 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $804,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,198 |
| Privately issued | $687,000 | 1,076 |
| Commercial mortgage-backed securities | $666,000 | 252 |
| Commercial mortgage pass-through securities | $666,000 | 180 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $12,155,000 | 4,931 |
| Total debt securities | $12,153,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,148,000 | 5,279 |
| U.S. Government securities | $10,875,000 | 4,827 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,875,000 | 4,711 |
| Securities issued by states & political subdivisions | $848,000 | 4,958 |
| Other domestic debt securities | $1,425,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $654,000 | 1,181 |
| Commercial mortgage-backed securities - Total | $673,000 | 262 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $98,000 | 2,047 |
| 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 | $7,504,000 | 3,779 |
| Mortgage-backed securities | $11,702,000 | 2,996 |
| Certificates of participation in pools of residential mortgages | $10,245,000 | 2,494 |
| Issued or guaranteed by U.S. | $10,245,000 | 2,489 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $784,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,166 |
| Privately issued | $654,000 | 1,129 |
| Commercial mortgage-backed securities | $673,000 | 262 |
| Commercial mortgage pass-through securities | $673,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,148,000 | 4,831 |
| Total debt securities | $13,146,000 | 5,239 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $500,000 | 2,717 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,071,000 | 5,603 |
| U.S. Government securities | $8,867,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,867,000 | 5,094 |
| Securities issued by states & political subdivisions | $846,000 | 4,992 |
| Other domestic debt securities | $1,358,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $680,000 | 1,209 |
| Commercial mortgage-backed securities - Total | $678,000 | 253 |
| 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 | $8,270,000 | 3,652 |
| Mortgage-backed securities | $10,225,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $8,718,000 | 2,770 |
| Issued or guaranteed by U.S. | $8,718,000 | 2,763 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $829,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,150 |
| Privately issued | $680,000 | 1,156 |
| Commercial mortgage-backed securities | $678,000 | 253 |
| Commercial mortgage pass-through securities | $678,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,071,000 | 5,135 |
| Total debt securities | $11,071,000 | 5,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,276,000 | 5,606 |
| U.S. Government securities | $9,054,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,054,000 | 5,087 |
| Securities issued by states & political subdivisions | $854,000 | 5,027 |
| Other domestic debt securities | $1,368,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $690,000 | 1,265 |
| Commercial mortgage-backed securities - Total | $678,000 | 267 |
| 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 | $10,331,000 | 3,298 |
| Mortgage-backed securities | $10,270,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $7,261,000 | 3,110 |
| Issued or guaranteed by U.S. | $7,261,000 | 3,100 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,331,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $1,641,000 | 2,241 |
| Privately issued | $690,000 | 1,210 |
| Commercial mortgage-backed securities | $678,000 | 267 |
| Commercial mortgage pass-through securities | $678,000 | 174 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,276,000 | 5,133 |
| Total debt securities | $11,276,000 | 5,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,201,000 | 5,306 |
| U.S. Government securities | $11,257,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,257,000 | 4,665 |
| Securities issued by states & political subdivisions | $384,000 | 5,457 |
| Other domestic debt securities | $1,560,000 | 2,128 |
| Privately issued residential mortgage-backed securities | $891,000 | 1,225 |
| Commercial mortgage-backed securities - Total | $669,000 | 223 |
| 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 | $11,217,000 | 3,160 |
| Mortgage-backed securities | $12,134,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $8,367,000 | 2,983 |
| Issued or guaranteed by U.S. | $8,367,000 | 2,969 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,098,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,207,000 | 2,057 |
| Privately issued | $891,000 | 1,170 |
| Commercial mortgage-backed securities | $669,000 | 223 |
| Commercial mortgage pass-through securities | $669,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,201,000 | 4,846 |
| Total debt securities | $13,201,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,172,000 | 5,060 |
| U.S. Government securities | $13,309,000 | 4,464 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,309,000 | 4,383 |
| Securities issued by states & political subdivisions | $484,000 | 5,309 |
| Other domestic debt securities | $1,379,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $1,379,000 | 1,131 |
| 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 | $12,981,000 | 2,956 |
| Mortgage-backed securities | $14,533,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $8,757,000 | 2,957 |
| Issued or guaranteed by U.S. | $8,757,000 | 2,944 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,776,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $4,397,000 | 1,616 |
| Privately issued | $1,379,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,172,000 | 4,585 |
| Total debt securities | $15,172,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $17,410,000 | 4,768 |
| U.S. Government securities | $16,211,000 | 4,066 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,211,000 | 3,993 |
| Securities issued by states & political subdivisions | $486,000 | 5,264 |
| Other domestic debt securities | $713,000 | 2,511 |
| Privately issued residential mortgage-backed securities | $713,000 | 1,248 |
| 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 | $13,694,000 | 2,892 |
| Mortgage-backed securities | $16,768,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $11,969,000 | 2,482 |
| Issued or guaranteed by U.S. | $11,969,000 | 2,467 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,799,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $4,086,000 | 1,637 |
| Privately issued | $713,000 | 1,193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,410,000 | 4,291 |
| Total debt securities | $17,410,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $15,443,000 | 5,008 |
| U.S. Government securities | $13,963,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,963,000 | 4,289 |
| Securities issued by states & political subdivisions | $532,000 | 5,187 |
| Other domestic debt securities | $948,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $948,000 | 1,164 |
| 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 | $12,406,000 | 3,072 |
| Mortgage-backed securities | $14,509,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $11,087,000 | 2,517 |
| Issued or guaranteed by U.S. | $11,087,000 | 2,500 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,422,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $2,474,000 | 1,872 |
| Privately issued | $948,000 | 1,112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $15,443,000 | 4,508 |
| Total debt securities | $15,443,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $15,516,000 | 5,052 |
| U.S. Government securities | $13,904,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,904,000 | 4,325 |
| Securities issued by states & political subdivisions | $544,000 | 5,225 |
| Other domestic debt securities | $1,068,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $1,068,000 | 1,108 |
| 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 | $11,722,000 | 3,124 |
| Mortgage-backed securities | $14,572,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $10,935,000 | 2,527 |
| Issued or guaranteed by U.S. | $10,935,000 | 2,511 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,637,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,569,000 | 1,854 |
| Privately issued | $1,068,000 | 1,050 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,516,000 | 4,552 |
| Total debt securities | $15,517,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,863,000 | 5,271 |
| U.S. Government securities | $12,619,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,619,000 | 4,547 |
| Securities issued by states & political subdivisions | $636,000 | 5,156 |
| Other domestic debt securities | $608,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $608,000 | 1,225 |
| 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 | $12,193,000 | 3,017 |
| Mortgage-backed securities | $12,818,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $9,438,000 | 2,633 |
| Issued or guaranteed by U.S. | $9,438,000 | 2,622 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,380,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,772,000 | 1,787 |
| Privately issued | $608,000 | 1,165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $13,863,000 | 4,771 |
| Total debt securities | $13,863,000 | 5,210 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,491,000 | 5,415 |
| U.S. Government securities | $12,801,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,801,000 | 4,625 |
| Securities issued by states & political subdivisions | $690,000 | 5,134 |
| 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 | $5,851,000 | 4,289 |
| Mortgage-backed securities | $12,447,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $9,535,000 | 2,342 |
| Issued or guaranteed by U.S. | $9,535,000 | 2,329 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,912,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $2,912,000 | 1,688 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,491,000 | 4,856 |
| Total debt securities | $13,491,000 | 5,363 |
| 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 | $8,515,000 | 6,374 |
| U.S. Government securities | $7,825,000 | 5,884 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,825,000 | 5,774 |
| Securities issued by states & political subdivisions | $690,000 | 5,164 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,127,000 | 4,491 |
| Mortgage-backed securities | $7,324,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 2,881 |
| Issued or guaranteed by U.S. | $5,840,000 | 2,867 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,484,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,066 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $8,515,000 | 5,772 |
| Total debt securities | $8,523,000 | 6,309 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,441,000 | 6,413 |
| U.S. Government securities | $6,797,000 | 6,172 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,797,000 | 6,058 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,474 |
| 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 | $6,758,000 | 4,083 |
| Mortgage-backed securities | $5,465,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $4,978,000 | 3,011 |
| Issued or guaranteed by U.S. | $4,978,000 | 2,997 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $487,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,621 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,441,000 | 5,786 |
| Total debt securities | $8,441,000 | 6,361 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,923,000 | 6,359 |
| U.S. Government securities | $7,201,000 | 6,118 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,201,000 | 6,000 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,450 |
| 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 | $7,089,000 | 4,009 |
| Mortgage-backed securities | $5,857,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $5,316,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,316,000 | 2,907 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $541,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,556 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,923,000 | 5,719 |
| Total debt securities | $8,922,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,259,000 | 6,321 |
| U.S. Government securities | $7,275,000 | 6,135 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,275,000 | 6,008 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,309 |
| 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 | $7,272,000 | 3,978 |
| Mortgage-backed securities | $5,935,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $5,505,000 | 2,883 |
| Issued or guaranteed by U.S. | $5,505,000 | 2,870 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $430,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,661 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,259,000 | 5,674 |
| Total debt securities | $9,258,000 | 6,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,202,000 | 6,381 |
| U.S. Government securities | $7,247,000 | 6,197 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,247,000 | 6,070 |
| Securities issued by states & political subdivisions | $1,955,000 | 4,330 |
| 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 | $7,372,000 | 3,957 |
| Mortgage-backed securities | $6,158,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $5,682,000 | 2,831 |
| Issued or guaranteed by U.S. | $5,682,000 | 2,818 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $476,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,595 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,202,000 | 5,695 |
| Total debt securities | $9,202,000 | 6,319 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,137,000 | 6,421 |
| U.S. Government securities | $7,121,000 | 6,239 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,121,000 | 6,110 |
| Securities issued by states & political subdivisions | $2,016,000 | 4,294 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,453,000 | 4,479 |
| Mortgage-backed securities | $6,244,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $5,725,000 | 2,845 |
| Issued or guaranteed by U.S. | $5,725,000 | 2,832 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $519,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,528 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,137,000 | 5,727 |
| Total debt securities | $9,137,000 | 6,355 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,022,000 | 6,964 |
| U.S. Government securities | $4,957,000 | 6,943 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,957,000 | 6,800 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,288 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,550,000 | 4,759 |
| Mortgage-backed securities | $4,320,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $3,736,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,736,000 | 3,428 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $584,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $584,000 | 2,476 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $7,022,000 | 6,216 |
| Total debt securities | $7,022,000 | 6,909 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,305,000 | 6,931 |
| U.S. Government securities | $5,217,000 | 6,890 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,217,000 | 6,741 |
| Securities issued by states & political subdivisions | $2,088,000 | 4,307 |
| 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 | $4,665,000 | 4,704 |
| Mortgage-backed securities | $4,578,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $3,930,000 | 3,392 |
| Issued or guaranteed by U.S. | $3,930,000 | 3,379 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $648,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $648,000 | 2,441 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $7,305,000 | 6,182 |
| Total debt securities | $7,214,000 | 6,891 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,772,000 | 6,833 |
| U.S. Government securities | $5,579,000 | 6,788 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,579,000 | 6,646 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,245 |
| 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 | $4,949,000 | 4,621 |
| Mortgage-backed securities | $4,938,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $4,175,000 | 3,363 |
| Issued or guaranteed by U.S. | $4,175,000 | 3,349 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $763,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,383 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,772,000 | 6,100 |
| Total debt securities | $7,771,000 | 6,774 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,220,000 | 6,775 |
| U.S. Government securities | $6,018,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,018,000 | 6,534 |
| Securities issued by states & political subdivisions | $2,202,000 | 4,228 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,195,000 | 4,518 |
| Mortgage-backed securities | $5,373,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $4,514,000 | 3,331 |
| Issued or guaranteed by U.S. | $4,514,000 | 3,317 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $859,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 2,402 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $8,220,000 | 6,030 |
| Total debt securities | $8,220,000 | 6,716 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,530,000 | 6,752 |
| U.S. Government securities | $6,211,000 | 6,699 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,211,000 | 6,539 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,241 |
| Other domestic debt securities | $126,000 | 3,217 |
| 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 | $126,000 | 2,717 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,080,000 | 4,581 |
| Mortgage-backed securities | $5,570,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $4,656,000 | 3,369 |
| Issued or guaranteed by U.S. | $4,656,000 | 3,361 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $914,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,433 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,530,000 | 6,009 |
| Total debt securities | $8,530,000 | 6,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,907,000 | 6,909 |
| U.S. Government securities | $5,473,000 | 6,939 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,473,000 | 6,788 |
| Securities issued by states & political subdivisions | $2,307,000 | 4,167 |
| Other domestic debt securities | $127,000 | 3,273 |
| 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 | $127,000 | 2,796 |
| 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 | $5,308,000 | 4,506 |
| Mortgage-backed securities | $5,027,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $4,232,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,232,000 | 3,539 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $795,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,549 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,907,000 | 6,133 |
| Total debt securities | $7,906,000 | 6,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,757,000 | 6,765 |
| U.S. Government securities | $5,756,000 | 6,902 |
| U.S. Treasury securities | $100,000 | 1,917 |
| U.S. Government agency obligations | $5,656,000 | 6,769 |
| Securities issued by states & political subdivisions | $2,646,000 | 3,980 |
| Other domestic debt securities | $355,000 | 2,987 |
| 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 | $355,000 | 2,565 |
| 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 | $5,522,000 | 4,424 |
| Mortgage-backed securities | $5,310,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $4,452,000 | 3,497 |
| Issued or guaranteed by U.S. | $4,452,000 | 3,491 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $858,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,530 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,757,000 | 5,995 |
| Total debt securities | $8,758,000 | 6,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,577,000 | 6,663 |
| U.S. Government securities | $5,473,000 | 7,055 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $5,373,000 | 6,922 |
| Securities issued by states & political subdivisions | $2,852,000 | 3,892 |
| Other domestic debt securities | $1,252,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $893,000 | 724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $359,000 | 2,666 |
| 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 | $5,636,000 | 4,371 |
| Mortgage-backed securities | $5,435,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $4,542,000 | 3,545 |
| Issued or guaranteed by U.S. | $4,542,000 | 3,538 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $893,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $893,000 | 676 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,577,000 | 5,904 |
| Total debt securities | $9,576,000 | 6,590 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,159,000 | 6,540 |
| U.S. Government securities | $5,789,000 | 6,914 |
| U.S. Treasury securities | $201,000 | 1,948 |
| U.S. Government agency obligations | $5,588,000 | 6,826 |
| Securities issued by states & political subdivisions | $2,970,000 | 3,842 |
| Other domestic debt securities | $1,400,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $1,034,000 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $366,000 | 2,751 |
| 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 | $6,097,000 | 4,166 |
| Mortgage-backed securities | $5,920,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $4,886,000 | 3,469 |
| Issued or guaranteed by U.S. | $4,886,000 | 3,460 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,034,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,034,000 | 670 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,159,000 | 5,789 |
| Total debt securities | $10,159,000 | 6,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,587,000 | 6,495 |
| U.S. Government securities | $6,879,000 | 6,633 |
| U.S. Treasury securities | $202,000 | 2,065 |
| U.S. Government agency obligations | $6,677,000 | 6,534 |
| Securities issued by states & political subdivisions | $3,296,000 | 3,743 |
| Other domestic debt securities | $412,000 | 3,196 |
| 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 | $412,000 | 2,861 |
| 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 | $6,162,000 | 4,072 |
| Mortgage-backed securities | $5,883,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $4,804,000 | 3,477 |
| Issued or guaranteed by U.S. | $4,804,000 | 3,466 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,079,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,576 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,587,000 | 5,744 |
| Total debt securities | $10,587,000 | 6,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,886,000 | 7,031 |
| U.S. Government securities | $4,355,000 | 7,332 |
| U.S. Treasury securities | $202,000 | 2,136 |
| U.S. Government agency obligations | $4,153,000 | 7,212 |
| Securities issued by states & political subdivisions | $3,157,000 | 3,781 |
| Other domestic debt securities | $374,000 | 3,359 |
| 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 | $374,000 | 2,994 |
| 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 | $4,252,000 | 4,714 |
| Mortgage-backed securities | $3,504,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,957,000 | 4,101 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $547,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 3,006 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,886,000 | 6,240 |
| Total debt securities | $7,883,000 | 6,944 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,974,000 | 6,958 |
| U.S. Government securities | $4,365,000 | 7,306 |
| U.S. Treasury securities | $203,000 | 2,161 |
| U.S. Government agency obligations | $4,162,000 | 7,193 |
| Securities issued by states & political subdivisions | $3,224,000 | 3,723 |
| Other domestic debt securities | $385,000 | 3,397 |
| 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 | $385,000 | 3,022 |
| 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 | $4,358,000 | 4,644 |
| Mortgage-backed securities | $3,658,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,017,000 | 4,143 |
| Issued or guaranteed by U.S. | $3,017,000 | 4,130 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $641,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 3,141 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,974,000 | 6,188 |
| Total debt securities | $7,974,000 | 6,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,433,000 | 6,849 |
| U.S. Government securities | $4,839,000 | 7,208 |
| U.S. Treasury securities | $404,000 | 2,022 |
| U.S. Government agency obligations | $4,435,000 | 7,162 |
| Securities issued by states & political subdivisions | $3,217,000 | 3,673 |
| Other domestic debt securities | $377,000 | 3,453 |
| 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 | $377,000 | 3,062 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,334,000 | 4,669 |
| Mortgage-backed securities | $3,631,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $3,392,000 | 4,002 |
| Issued or guaranteed by U.S. | $3,392,000 | 3,987 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $239,000 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,677 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,433,000 | 6,064 |
| Total debt securities | $8,434,000 | 6,754 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,689,000 | 7,620 |
| U.S. Government securities | $1,687,000 | 8,457 |
| U.S. Treasury securities | $305,000 | 2,213 |
| U.S. Government agency obligations | $1,382,000 | 8,400 |
| Securities issued by states & political subdivisions | $3,327,000 | 3,599 |
| Other domestic debt securities | $675,000 | 3,094 |
| 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 | $675,000 | 2,745 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,000 | 6,040 |
| Mortgage-backed securities | $677,000 | 6,188 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,711 |
| Issued or guaranteed by U.S. | $606,000 | 5,694 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $71,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,999 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,689,000 | 6,757 |
| Total debt securities | $5,691,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,503,000 | 7,478 |
| U.S. Government securities | $2,173,000 | 8,408 |
| U.S. Treasury securities | $409,000 | 2,675 |
| U.S. Government agency obligations | $1,764,000 | 8,403 |
| Securities issued by states & political subdivisions | $3,783,000 | 3,341 |
| Other domestic debt securities | $547,000 | 3,277 |
| 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 | $547,000 | 2,822 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,495,000 | 6,354 |
| Mortgage-backed securities | $1,060,000 | 5,830 |
| Certificates of participation in pools of residential mortgages | $217,000 | 6,198 |
| Issued or guaranteed by U.S. | $217,000 | 6,175 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $843,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 3,276 |
| 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) | $42,000 | 4,965 |
| Available-for-sale securities (fair market value) | $6,461,000 | 6,556 |
| Total debt securities | $6,504,000 | 7,371 |
| 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 | $7,110,000 | 7,634 |
| U.S. Government securities | $3,181,000 | 8,536 |
| U.S. Treasury securities | $502,000 | 3,344 |
| U.S. Government agency obligations | $2,679,000 | 8,407 |
| Securities issued by states & political subdivisions | $3,210,000 | 3,597 |
| Other domestic debt securities | $519,000 | 2,884 |
| 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 | $519,000 | 2,533 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 5,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,491,000 | 6,670 |
| Mortgage-backed securities | $1,186,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,794 |
| Issued or guaranteed by U.S. | $27,000 | 6,773 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,159,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 2,570 |
| 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) | $169,000 | 5,337 |
| Available-for-sale securities (fair market value) | $6,941,000 | 6,616 |
| Total debt securities | $6,910,000 | 7,583 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,249,000 | 7,902 |
| U.S. Government securities | $3,032,000 | 8,909 |
| U.S. Treasury securities | $498,000 | 4,586 |
| U.S. Government agency obligations | $2,534,000 | 8,656 |
| Securities issued by states & political subdivisions | $3,215,000 | 3,773 |
| Other domestic debt securities | $1,002,000 | 2,329 |
| 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 | $1,002,000 | 1,962 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,000 | 7,783 |
| Mortgage-backed securities | $1,191,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $65,000 | 6,920 |
| Issued or guaranteed by U.S. | $65,000 | 6,902 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,126,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,767 |
| 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) | $108,000 | 5,855 |
| Available-for-sale securities (fair market value) | $7,141,000 | 6,717 |
| Total debt securities | $7,249,000 | 7,790 |
| 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 | $6,362,000 | 8,261 |
| U.S. Government securities | $2,980,000 | 9,023 |
| U.S. Treasury securities | $715,000 | 5,555 |
| U.S. Government agency obligations | $2,265,000 | 8,596 |
| Securities issued by states & political subdivisions | $3,084,000 | 3,925 |
| Other domestic debt securities | $298,000 | 3,021 |
| 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 | $298,000 | 2,509 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,000 | 7,536 |
| Mortgage-backed securities | $871,000 | 6,242 |
| Certificates of participation in pools of residential mortgages | $148,000 | 6,804 |
| Issued or guaranteed by U.S. | $148,000 | 6,784 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $723,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 3,403 |
| 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) | $13,000 | 6,556 |
| Available-for-sale securities (fair market value) | $6,349,000 | 6,879 |
| Total debt securities | $6,362,000 | 8,128 |
| Structured notes | ||
| Amortized cost | $50,000 | 1,617 |
| Fair value | $51,000 | 1,618 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,387,000 | 9,058 |
| U.S. Government securities | $2,438,000 | 9,834 |
| U.S. Treasury securities | $804,000 | 6,739 |
| U.S. Government agency obligations | $1,634,000 | 9,285 |
| Securities issued by states & political subdivisions | $2,669,000 | 4,068 |
| Other domestic debt securities | $280,000 | 2,719 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $280,000 | 2,175 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,254,000 | 7,225 |
| Mortgage-backed securities | $729,000 | 6,660 |
| Certificates of participation in pools of residential mortgages | $281,000 | 6,684 |
| Issued or guaranteed by U.S. | $281,000 | 6,663 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $448,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 3,979 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,000 | 7,320 |
| Available-for-sale securities (fair market value) | $5,370,000 | 7,320 |
| Total debt securities | $5,387,000 | 8,938 |
| 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 | $5,287,000 | 9,658 |
| U.S. Government securities | $2,256,000 | 10,480 |
| U.S. Treasury securities | $829,000 | 7,563 |
| U.S. Government agency obligations | $1,427,000 | 9,867 |
| Securities issued by states & political subdivisions | $2,625,000 | 4,239 |
| Other domestic debt securities | $406,000 | 2,869 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $406,000 | 2,208 |
| 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 | $501,000 | 8,504 |
| Mortgage-backed securities | $418,000 | 7,726 |
| Certificates of participation in pools of residential mortgages | $172,000 | 7,570 |
| Issued or guaranteed by U.S. | $172,000 | 7,550 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $246,000 | 4,913 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 4,727 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,000 | 8,009 |
| Available-for-sale securities (fair market value) | $5,266,000 | 7,649 |
| Total debt securities | $5,287,000 | 9,539 |
| 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 |