Home > Community Bank Corporation > Securities
Community Bank Corporation, Securities
| 2015-09-30 | Rank | |
| Total securities | $52,220,000 | 2,418 |
| U.S. Government securities | $3,743,000 | 5,162 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,743,000 | 5,053 |
| Securities issued by states & political subdivisions | $48,477,000 | 816 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,909,000 | 1,150 |
| Mortgage-backed securities | $743,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $743,000 | 4,314 |
| Issued or guaranteed by U.S. | $743,000 | 4,309 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $52,220,000 | 2,189 |
| Total debt securities | $52,220,000 | 2,395 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $51,690,000 | 2,475 |
| U.S. Government securities | $3,765,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,765,000 | 5,146 |
| Securities issued by states & political subdivisions | $47,925,000 | 813 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,226,000 | 1,225 |
| Mortgage-backed securities | $766,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $766,000 | 4,391 |
| Issued or guaranteed by U.S. | $766,000 | 4,387 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $51,690,000 | 2,257 |
| Total debt securities | $51,690,000 | 2,448 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $49,498,000 | 2,569 |
| U.S. Government securities | $809,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $809,000 | 5,809 |
| Securities issued by states & political subdivisions | $48,689,000 | 781 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,260,000 | 1,454 |
| Mortgage-backed securities | $809,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $809,000 | 4,426 |
| Issued or guaranteed by U.S. | $809,000 | 4,421 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $49,498,000 | 2,344 |
| Total debt securities | $49,498,000 | 2,545 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $41,064,000 | 2,932 |
| U.S. Government securities | $829,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $829,000 | 5,896 |
| Securities issued by states & political subdivisions | $40,235,000 | 967 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,059,000 | 1,470 |
| Mortgage-backed securities | $829,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $829,000 | 4,492 |
| Issued or guaranteed by U.S. | $829,000 | 4,485 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $41,064,000 | 2,680 |
| Total debt securities | $41,064,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $40,074,000 | 3,056 |
| U.S. Government securities | $850,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $850,000 | 5,981 |
| Securities issued by states & political subdivisions | $39,224,000 | 989 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,074,000 | 1,372 |
| Mortgage-backed securities | $850,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $850,000 | 4,574 |
| Issued or guaranteed by U.S. | $850,000 | 4,571 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $40,074,000 | 2,787 |
| Total debt securities | $40,074,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $30,230,000 | 3,668 |
| U.S. Government securities | $880,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $880,000 | 6,037 |
| Securities issued by states & political subdivisions | $29,350,000 | 1,325 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,354,000 | 1,871 |
| Mortgage-backed securities | $880,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $880,000 | 4,603 |
| Issued or guaranteed by U.S. | $880,000 | 4,600 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $30,230,000 | 3,346 |
| Total debt securities | $30,230,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $25,100,000 | 4,051 |
| U.S. Government securities | $1,423,000 | 6,077 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,423,000 | 5,985 |
| Securities issued by states & political subdivisions | $23,677,000 | 1,593 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,346,000 | 2,237 |
| Mortgage-backed securities | $1,423,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $894,000 | 4,637 |
| Issued or guaranteed by U.S. | $894,000 | 4,633 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $529,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 3,022 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $25,100,000 | 3,685 |
| Total debt securities | $25,100,000 | 4,025 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $21,935,000 | 4,303 |
| U.S. Government securities | $5,473,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,473,000 | 5,258 |
| Securities issued by states & political subdivisions | $16,462,000 | 2,143 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,361,000 | 2,145 |
| Mortgage-backed securities | $1,473,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $909,000 | 4,651 |
| Issued or guaranteed by U.S. | $909,000 | 4,647 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $564,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,994 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $21,935,000 | 3,941 |
| Total debt securities | $21,935,000 | 4,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $17,355,000 | 4,750 |
| U.S. Government securities | $5,920,000 | 5,326 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,920,000 | 5,216 |
| Securities issued by states & political subdivisions | $11,435,000 | 2,696 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,724,000 | 2,683 |
| Mortgage-backed securities | $3,920,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $2,613,000 | 4,106 |
| Issued or guaranteed by U.S. | $2,613,000 | 4,099 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,307,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $1,307,000 | 2,650 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,355,000 | 4,365 |
| Total debt securities | $17,355,000 | 4,718 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $15,412,000 | 4,939 |
| U.S. Government securities | $4,324,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,324,000 | 5,518 |
| Securities issued by states & political subdivisions | $11,088,000 | 2,721 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,151,000 | 3,228 |
| Mortgage-backed securities | $4,324,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $2,827,000 | 4,042 |
| Issued or guaranteed by U.S. | $2,827,000 | 4,036 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,497,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,617 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,412,000 | 4,557 |
| Total debt securities | $15,412,000 | 4,909 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,522,000 | 4,845 |
| U.S. Government securities | $4,852,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,852,000 | 5,446 |
| Securities issued by states & political subdivisions | $11,670,000 | 2,633 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,294,000 | 3,432 |
| Mortgage-backed securities | $4,852,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $3,144,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,144,000 | 3,978 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,708,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,597 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,522,000 | 4,475 |
| Total debt securities | $16,522,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $11,663,000 | 5,345 |
| U.S. Government securities | $3,110,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,110,000 | 5,823 |
| Securities issued by states & political subdivisions | $8,553,000 | 3,063 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,717,000 | 3,346 |
| Mortgage-backed securities | $3,110,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,160,000 | 4,641 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,950,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $1,950,000 | 2,575 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,663,000 | 4,970 |
| Total debt securities | $11,663,000 | 5,318 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $11,232,000 | 5,486 |
| U.S. Government securities | $3,592,000 | 5,941 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,592,000 | 5,849 |
| Securities issued by states & political subdivisions | $7,640,000 | 3,194 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,795,000 | 3,358 |
| Mortgage-backed securities | $3,592,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,338,000 | 4,678 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,254,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $2,254,000 | 2,574 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,232,000 | 5,100 |
| Total debt securities | $11,232,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,380,000 | 5,524 |
| U.S. Government securities | $4,020,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,020,000 | 5,853 |
| Securities issued by states & political subdivisions | $7,360,000 | 3,197 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,916,000 | 3,358 |
| Mortgage-backed securities | $4,020,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $1,467,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,467,000 | 4,668 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,553,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $2,553,000 | 2,503 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,380,000 | 5,134 |
| Total debt securities | $11,380,000 | 5,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $8,842,000 | 5,880 |
| U.S. Government securities | $4,469,000 | 5,964 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,469,000 | 5,865 |
| Securities issued by states & political subdivisions | $4,373,000 | 3,766 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,541,000 | 4,820 |
| Mortgage-backed securities | $4,469,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,625 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,854,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 2,445 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $8,842,000 | 5,479 |
| Total debt securities | $8,840,000 | 5,852 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $11,228,000 | 5,577 |
| U.S. Government securities | $8,118,000 | 5,276 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,118,000 | 5,180 |
| Securities issued by states & political subdivisions | $3,110,000 | 4,101 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,899,000 | 4,214 |
| Mortgage-backed securities | $6,121,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,507 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,343,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $4,343,000 | 2,047 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $11,228,000 | 5,159 |
| Total debt securities | $11,228,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,467,000 | 5,255 |
| U.S. Government securities | $10,354,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,354,000 | 4,740 |
| Securities issued by states & political subdivisions | $3,113,000 | 4,055 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,507,000 | 3,449 |
| Mortgage-backed securities | $6,857,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,983,000 | 4,396 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,874,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $4,874,000 | 1,920 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,467,000 | 4,832 |
| Total debt securities | $13,467,000 | 5,225 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,218,000 | 4,875 |
| U.S. Government securities | $13,764,000 | 4,448 |
| U.S. Treasury securities | $1,000,000 | 932 |
| U.S. Government agency obligations | $12,764,000 | 4,489 |
| Securities issued by states & political subdivisions | $2,991,000 | 4,071 |
| Other domestic debt securities | $463,000 | 2,343 |
| Privately issued residential mortgage-backed securities | $463,000 | 990 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,725,000 | 2,941 |
| Mortgage-backed securities | $5,769,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,365 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,354 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,698,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $3,235,000 | 2,183 |
| Privately issued | $463,000 | 936 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,218,000 | 4,465 |
| Total debt securities | $17,218,000 | 4,835 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $13,974,000 | 5,250 |
| U.S. Government securities | $13,491,000 | 4,465 |
| U.S. Treasury securities | $2,003,000 | 758 |
| U.S. Government agency obligations | $11,488,000 | 4,652 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $483,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $483,000 | 1,022 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,508,000 | 2,855 |
| Mortgage-backed securities | $4,514,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,708 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,699 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $522,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,413 |
| Privately issued | $483,000 | 970 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,974,000 | 4,823 |
| Total debt securities | $13,973,000 | 5,216 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,861,000 | 5,051 |
| U.S. Government securities | $14,345,000 | 4,149 |
| U.S. Treasury securities | $2,005,000 | 760 |
| U.S. Government agency obligations | $12,340,000 | 4,369 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $516,000 | 2,432 |
| Privately issued residential mortgage-backed securities | $516,000 | 1,068 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,666,000 | 2,928 |
| Mortgage-backed securities | $2,573,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,234 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,228 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $565,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,375 |
| Privately issued | $516,000 | 1,013 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,861,000 | 4,617 |
| Total debt securities | $14,861,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,000,000 | 2,405 |
| 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 | $12,694,000 | 5,281 |
| U.S. Government securities | $12,081,000 | 4,470 |
| U.S. Treasury securities | $2,007,000 | 698 |
| U.S. Government agency obligations | $10,074,000 | 4,702 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $613,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $613,000 | 1,105 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,480,000 | 2,981 |
| Mortgage-backed securities | $676,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $676,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,345 |
| Privately issued | $613,000 | 1,052 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,694,000 | 4,838 |
| Total debt securities | $12,694,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,002,000 | 1,981 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,787,000 | 5,440 |
| U.S. Government securities | $11,120,000 | 4,715 |
| U.S. Treasury securities | $2,009,000 | 665 |
| U.S. Government agency obligations | $9,111,000 | 4,990 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $667,000 | 2,402 |
| Privately issued residential mortgage-backed securities | $667,000 | 1,131 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,375,000 | 3,343 |
| Mortgage-backed securities | $765,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $765,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,223 |
| Privately issued | $667,000 | 1,083 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,787,000 | 4,984 |
| Total debt securities | $11,788,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 1,614 |
| Fair value | $3,002,000 | 1,684 |
| 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 | $9,291,000 | 5,927 |
| U.S. Government securities | $8,552,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,552,000 | 5,195 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $739,000 | 2,413 |
| Privately issued residential mortgage-backed securities | $739,000 | 1,145 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,293,000 | 3,634 |
| Mortgage-backed securities | $920,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $920,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 3,112 |
| Privately issued | $739,000 | 1,097 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,291,000 | 5,444 |
| Total debt securities | $9,290,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $4,351,000 | 1,110 |
| Fair value | $4,346,000 | 1,110 |
| 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 | $10,621,000 | 5,679 |
| U.S. Government securities | $9,836,000 | 5,027 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,836,000 | 4,929 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $785,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $785,000 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,210,000 | 3,664 |
| Mortgage-backed securities | $1,234,000 | 5,285 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,234,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,893 |
| Privately issued | $785,000 | 1,118 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,621,000 | 5,206 |
| Total debt securities | $10,621,000 | 5,637 |
| Structured notes | ||
| Amortized cost | $4,350,000 | 897 |
| Fair value | $4,346,000 | 897 |
| 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 | $14,557,000 | 5,119 |
| U.S. Government securities | $6,218,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,218,000 | 5,746 |
| Securities issued by states & political subdivisions | $7,459,000 | 2,689 |
| Other domestic debt securities | $880,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $880,000 | 1,197 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,101,000 | 3,022 |
| Mortgage-backed securities | $1,737,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,502 |
| Issued or guaranteed by U.S. | $336,000 | 5,486 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,401,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,835 |
| Privately issued | $880,000 | 1,148 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,557,000 | 4,689 |
| Total debt securities | $14,554,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $998,000 | 1,689 |
| 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 | $14,666,000 | 5,092 |
| U.S. Government securities | $6,623,000 | 5,740 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,623,000 | 5,656 |
| Securities issued by states & political subdivisions | $7,123,000 | 2,709 |
| Other domestic debt securities | $920,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $920,000 | 1,218 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,044,000 | 3,180 |
| Mortgage-backed securities | $2,195,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,352 |
| Issued or guaranteed by U.S. | $612,000 | 5,332 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,583,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,733 |
| Privately issued | $920,000 | 1,162 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,666,000 | 4,648 |
| Total debt securities | $14,666,000 | 5,045 |
| 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 | $13,350,000 | 5,323 |
| U.S. Government securities | $6,943,000 | 5,792 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,943,000 | 5,708 |
| Securities issued by states & political subdivisions | $5,461,000 | 3,024 |
| Other domestic debt securities | $946,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $946,000 | 1,241 |
| 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 | $10,195,000 | 3,378 |
| Mortgage-backed securities | $2,507,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $757,000 | 5,343 |
| Issued or guaranteed by U.S. | $757,000 | 5,325 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,750,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,673 |
| Privately issued | $946,000 | 1,183 |
| 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) | $13,350,000 | 4,847 |
| Total debt securities | $13,351,000 | 5,280 |
| 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 | $10,989,000 | 5,748 |
| U.S. Government securities | $4,222,000 | 6,619 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,222,000 | 6,520 |
| Securities issued by states & political subdivisions | $4,990,000 | 3,114 |
| Other domestic debt securities | $1,777,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $1,777,000 | 1,002 |
| 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 | $7,089,000 | 3,995 |
| Mortgage-backed securities | $2,643,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,343 |
| Issued or guaranteed by U.S. | $760,000 | 5,327 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,883,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,180 |
| Privately issued | $1,777,000 | 962 |
| 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) | $10,989,000 | 5,228 |
| Total debt securities | $10,990,000 | 5,706 |
| 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 | $15,738,000 | 4,968 |
| U.S. Government securities | $8,971,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,971,000 | 5,239 |
| Securities issued by states & political subdivisions | $4,973,000 | 3,095 |
| Other domestic debt securities | $1,794,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $1,794,000 | 990 |
| 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 | $9,300,000 | 3,559 |
| Mortgage-backed securities | $2,757,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $857,000 | 5,270 |
| Issued or guaranteed by U.S. | $857,000 | 5,253 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,900,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,093 |
| Privately issued | $1,794,000 | 949 |
| 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) | $15,738,000 | 4,466 |
| Total debt securities | $15,740,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,977,000 | 5,411 |
| U.S. Government securities | $6,116,000 | 6,106 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,116,000 | 6,019 |
| Securities issued by states & political subdivisions | $5,014,000 | 3,093 |
| Other domestic debt securities | $1,847,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $1,847,000 | 972 |
| 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 | $8,949,000 | 3,562 |
| Mortgage-backed securities | $2,939,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $986,000 | 5,174 |
| Issued or guaranteed by U.S. | $986,000 | 5,153 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,953,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,119 |
| Privately issued | $1,847,000 | 924 |
| 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) | $12,977,000 | 4,923 |
| Total debt securities | $12,977,000 | 5,361 |
| 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 | $18,897,000 | 4,560 |
| U.S. Government securities | $11,807,000 | 4,782 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,807,000 | 4,696 |
| Securities issued by states & political subdivisions | $5,149,000 | 3,089 |
| Other domestic debt securities | $1,941,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $1,941,000 | 925 |
| 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 | $9,649,000 | 3,430 |
| Mortgage-backed securities | $3,060,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 5,121 |
| Issued or guaranteed by U.S. | $1,010,000 | 5,095 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,050,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,101 |
| Privately issued | $1,941,000 | 883 |
| 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) | $18,897,000 | 4,082 |
| Total debt securities | $18,895,000 | 4,497 |
| 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 | $20,258,000 | 4,422 |
| U.S. Government securities | $15,183,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,183,000 | 4,160 |
| Securities issued by states & political subdivisions | $5,075,000 | 3,078 |
| 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 | $9,537,000 | 3,484 |
| Mortgage-backed securities | $109,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $109,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,049 |
| 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) | $20,258,000 | 3,921 |
| Total debt securities | $20,258,000 | 4,369 |
| 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 | $13,197,000 | 5,511 |
| U.S. Government securities | $8,126,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,126,000 | 5,702 |
| Securities issued by states & political subdivisions | $5,071,000 | 3,054 |
| 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 | $11,626,000 | 3,152 |
| Mortgage-backed securities | $110,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $110,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,998 |
| 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) | $13,197,000 | 4,924 |
| Total debt securities | $13,197,000 | 5,465 |
| 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 | $16,952,000 | 4,891 |
| U.S. Government securities | $12,001,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,001,000 | 4,867 |
| Securities issued by states & political subdivisions | $4,951,000 | 3,089 |
| 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 | $11,001,000 | 3,260 |
| Mortgage-backed securities | $115,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $115,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,982 |
| 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) | $16,952,000 | 4,326 |
| Total debt securities | $16,953,000 | 4,848 |
| 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 | $19,627,000 | 4,546 |
| U.S. Government securities | $14,575,000 | 4,502 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,575,000 | 4,387 |
| Securities issued by states & political subdivisions | $5,052,000 | 3,069 |
| 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 | $12,098,000 | 3,081 |
| Mortgage-backed securities | $118,000 | 6,122 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $118,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,982 |
| 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) | $19,627,000 | 4,002 |
| Total debt securities | $19,627,000 | 4,501 |
| 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 | $19,406,000 | 4,633 |
| U.S. Government securities | $14,547,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,547,000 | 4,433 |
| Securities issued by states & political subdivisions | $4,859,000 | 3,161 |
| 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 | $12,048,000 | 3,092 |
| Mortgage-backed securities | $127,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $127,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 2,975 |
| 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) | $19,406,000 | 4,069 |
| Total debt securities | $19,406,000 | 4,584 |
| 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 | $16,599,000 | 5,090 |
| U.S. Government securities | $14,579,000 | 4,598 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,579,000 | 4,471 |
| Securities issued by states & political subdivisions | $2,020,000 | 4,288 |
| 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 | $12,568,000 | 3,007 |
| Mortgage-backed securities | $151,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $151,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,918 |
| 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) | $16,599,000 | 4,467 |
| Total debt securities | $16,600,000 | 5,048 |
| 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 | $17,002,000 | 5,007 |
| U.S. Government securities | $15,027,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,027,000 | 4,379 |
| Securities issued by states & political subdivisions | $1,975,000 | 4,319 |
| 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 | $14,037,000 | 2,808 |
| Mortgage-backed securities | $177,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $177,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 2,873 |
| 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) | $17,002,000 | 4,365 |
| Total debt securities | $17,002,000 | 4,956 |
| 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 | $17,800,000 | 4,935 |
| U.S. Government securities | $17,800,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,800,000 | 3,989 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,714,000 | 3,288 |
| Mortgage-backed securities | $386,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,794 |
| Issued or guaranteed by U.S. | $175,000 | 5,770 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $211,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,835 |
| 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) | $17,800,000 | 4,301 |
| Total debt securities | $17,801,000 | 4,878 |
| 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 | $12,366,000 | 5,838 |
| U.S. Government securities | $12,366,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,366,000 | 4,892 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,930,000 | 3,053 |
| Mortgage-backed securities | $438,000 | 5,881 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,824 |
| Issued or guaranteed by U.S. | $186,000 | 5,798 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $252,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,810 |
| 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) | $12,366,000 | 5,159 |
| Total debt securities | $12,364,000 | 5,784 |
| 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 | $12,972,000 | 5,725 |
| U.S. Government securities | $12,972,000 | 4,906 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,972,000 | 4,767 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,780,000 | 4,069 |
| Mortgage-backed securities | $521,000 | 5,827 |
| Certificates of participation in pools of residential mortgages | $205,000 | 5,818 |
| Issued or guaranteed by U.S. | $205,000 | 5,799 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $316,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 2,762 |
| 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) | $12,972,000 | 5,042 |
| Total debt securities | $12,972,000 | 5,668 |
| 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 | $6,296,000 | 7,214 |
| U.S. Government securities | $6,296,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,296,000 | 6,458 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,052,000 | 4,226 |
| Mortgage-backed securities | $803,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,810 |
| Issued or guaranteed by U.S. | $244,000 | 5,783 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $559,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 2,582 |
| 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) | $6,296,000 | 6,443 |
| Total debt securities | $6,296,000 | 7,145 |
| 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 | $6,666,000 | 7,184 |
| U.S. Government securities | $6,666,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,666,000 | 6,420 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,376,000 | 4,187 |
| Mortgage-backed securities | $1,180,000 | 5,469 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,813 |
| Issued or guaranteed by U.S. | $290,000 | 5,795 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $890,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,445 |
| 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) | $6,666,000 | 6,396 |
| Total debt securities | $6,665,000 | 7,127 |
| 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 | $10,512,000 | 6,354 |
| U.S. Government securities | $10,512,000 | 5,575 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,512,000 | 5,421 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,197,000 | 4,228 |
| Mortgage-backed securities | $1,490,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,820 |
| Issued or guaranteed by U.S. | $316,000 | 5,807 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,174,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,174,000 | 2,317 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,512,000 | 5,601 |
| Total debt securities | $10,512,000 | 6,292 |
| 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 | $6,219,000 | 7,388 |
| U.S. Government securities | $5,968,000 | 6,828 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,968,000 | 6,668 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $251,000 | 3,125 |
| 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 | $251,000 | 2,686 |
| 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 | $4,539,000 | 4,776 |
| Mortgage-backed securities | $1,913,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,787 |
| Issued or guaranteed by U.S. | $368,000 | 5,774 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,545,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,149 |
| 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) | $6,219,000 | 6,572 |
| Total debt securities | $6,217,000 | 7,313 |
| 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 | $5,441,000 | 7,646 |
| U.S. Government securities | $5,187,000 | 7,144 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,187,000 | 6,981 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $254,000 | 3,218 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,000 | 2,791 |
| 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 | $4,371,000 | 4,820 |
| Mortgage-backed securities | $2,136,000 | 5,078 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,817 |
| Issued or guaranteed by U.S. | $402,000 | 5,805 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,734,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 2,109 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,441,000 | 6,831 |
| Total debt securities | $5,440,000 | 7,580 |
| 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 | $6,771,000 | 7,314 |
| U.S. Government securities | $6,013,000 | 6,840 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,013,000 | 6,683 |
| Securities issued by states & political subdivisions | $500,000 | 5,749 |
| Other domestic debt securities | $258,000 | 3,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,000 | 2,865 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,973,000 | 4,943 |
| Mortgage-backed securities | $2,390,000 | 5,011 |
| Certificates of participation in pools of residential mortgages | $487,000 | 5,747 |
| Issued or guaranteed by U.S. | $487,000 | 5,730 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,903,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,903,000 | 2,117 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,771,000 | 6,501 |
| Total debt securities | $6,770,000 | 7,223 |
| 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 | $10,388,000 | 6,535 |
| U.S. Government securities | $9,625,000 | 5,875 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,625,000 | 5,710 |
| Securities issued by states & political subdivisions | $502,000 | 5,803 |
| Other domestic debt securities | $261,000 | 3,363 |
| 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 | $261,000 | 3,000 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,528,000 | 5,562 |
| Mortgage-backed securities | $2,504,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,725 |
| Issued or guaranteed by U.S. | $538,000 | 5,706 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,966,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,966,000 | 2,192 |
| 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) | $10,388,000 | 5,781 |
| Total debt securities | $10,390,000 | 6,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,745,000 | 8,101 |
| U.S. Government securities | $2,979,000 | 7,857 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,979,000 | 7,670 |
| Securities issued by states & political subdivisions | $503,000 | 5,841 |
| Other domestic debt securities | $263,000 | 3,479 |
| 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 | $263,000 | 3,107 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,041 |
| Mortgage-backed securities | $857,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,646 |
| Issued or guaranteed by U.S. | $643,000 | 5,623 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $214,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 3,432 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,745,000 | 7,275 |
| Total debt securities | $3,746,000 | 8,019 |
| 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 | $5,509,000 | 7,628 |
| U.S. Government securities | $4,736,000 | 7,178 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,736,000 | 6,998 |
| Securities issued by states & political subdivisions | $506,000 | 5,832 |
| Other domestic debt securities | $267,000 | 3,521 |
| 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 | $267,000 | 3,131 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,532,000 | 6,146 |
| Mortgage-backed securities | $2,577,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $880,000 | 5,470 |
| Issued or guaranteed by U.S. | $880,000 | 5,449 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,697,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,697,000 | 2,508 |
| 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) | $5,509,000 | 6,807 |
| Total debt securities | $5,507,000 | 7,531 |
| 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 | $9,002,000 | 6,724 |
| U.S. Government securities | $8,230,000 | 6,056 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,230,000 | 5,878 |
| Securities issued by states & political subdivisions | $504,000 | 5,799 |
| Other domestic debt securities | $268,000 | 3,566 |
| 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 | $268,000 | 3,163 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,209 |
| Mortgage-backed securities | $5,046,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $1,117,000 | 5,258 |
| Issued or guaranteed by U.S. | $1,117,000 | 5,238 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,929,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $3,929,000 | 1,888 |
| 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) | $9,002,000 | 5,944 |
| Total debt securities | $9,003,000 | 6,626 |
| 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 | $9,016,000 | 6,747 |
| U.S. Government securities | $8,494,000 | 6,027 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,494,000 | 5,825 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $522,000 | 3,255 |
| 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 | $522,000 | 2,874 |
| 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 | $1,500,000 | 6,221 |
| Mortgage-backed securities | $5,303,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 5,078 |
| Issued or guaranteed by U.S. | $1,341,000 | 5,059 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,962,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $3,962,000 | 1,926 |
| 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) | $9,016,000 | 5,946 |
| Total debt securities | $9,016,000 | 6,651 |
| 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 | $9,462,000 | 6,641 |
| U.S. Government securities | $7,090,000 | 6,420 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,090,000 | 6,186 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,278,000 | 2,676 |
| 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 | $1,278,000 | 2,286 |
| Foreign debt securities | $1,094,000 | 106 |
| 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 | $1,564,000 | 6,271 |
| Mortgage-backed securities | $5,500,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $2,426,000 | 4,216 |
| Issued or guaranteed by U.S. | $2,426,000 | 4,200 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,074,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $3,074,000 | 2,192 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $9,462,000 | 5,753 |
| Total debt securities | $9,462,000 | 6,546 |
| 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 | $3,152,000 | 8,968 |
| U.S. Government securities | $2,695,000 | 8,722 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,695,000 | 8,398 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $457,000 | 3,060 |
| 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 | $457,000 | 2,689 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $248,000 | 6,528 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,946 |
| Issued or guaranteed by U.S. | $248,000 | 5,925 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,152,000 | 7,823 |
| Total debt securities | $3,152,000 | 8,852 |
| 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 |