Home > Covenant Bank > Securities
Covenant Bank, Securities
| 2012-12-31 | Rank | |
| Total securities | $6,957,000 | 5,907 |
| U.S. Government securities | $6,561,000 | 5,265 |
| U.S. Treasury securities | $581,000 | 930 |
| U.S. Government agency obligations | $5,980,000 | 5,264 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $396,000 | 2,423 |
| 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 | $396,000 | 1,882 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,418,000 | 5,415 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,957,000 | 5,532 |
| Total debt securities | $6,957,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $163,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,358,000 | 5,956 |
| U.S. Government securities | $1,462,000 | 6,412 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,462,000 | 6,314 |
| Securities issued by states & political subdivisions | $5,500,000 | 3,630 |
| Other domestic debt securities | $396,000 | 2,491 |
| 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 | $396,000 | 1,949 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,358,000 | 5,570 |
| Total debt securities | $7,358,000 | 5,926 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,436 |
| Fair value | $350,000 | 2,433 |
| Trading account assets | $174,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $8,334,000 | 5,901 |
| U.S. Government securities | $2,479,000 | 6,285 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,479,000 | 6,193 |
| Securities issued by states & political subdivisions | $5,462,000 | 3,593 |
| Other domestic debt securities | $393,000 | 2,482 |
| 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 | $393,000 | 1,935 |
| 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 | $2,450,000 | 5,155 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $8,334,000 | 5,512 |
| Total debt securities | $8,334,000 | 5,875 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $752,000 | 2,296 |
| Trading account assets | $157,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,876,000 | 6,537 |
| U.S. Government securities | $3,484,000 | 6,159 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,484,000 | 6,052 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $392,000 | 2,467 |
| 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 | $392,000 | 1,930 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,000 | 5,455 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,876,000 | 6,112 |
| Total debt securities | $3,876,000 | 6,506 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $753,000 | 2,542 |
| Trading account assets | $164,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,276,000 | 6,362 |
| U.S. Government securities | $4,890,000 | 5,879 |
| U.S. Treasury securities | $506,000 | 902 |
| U.S. Government agency obligations | $4,384,000 | 5,882 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $386,000 | 2,454 |
| 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 | $386,000 | 1,849 |
| 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 | $2,197,000 | 5,033 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,276,000 | 5,923 |
| Total debt securities | $5,276,000 | 6,332 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,436 |
| Fair value | $755,000 | 2,449 |
| 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 | $5,791,000 | 6,316 |
| U.S. Government securities | $5,591,000 | 5,763 |
| U.S. Treasury securities | $512,000 | 941 |
| U.S. Government agency obligations | $5,079,000 | 5,759 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $200,000 | 2,622 |
| 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 | $200,000 | 1,958 |
| 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 | $608,000 | 5,671 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,791,000 | 5,873 |
| Total debt securities | $5,791,000 | 6,285 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,453 |
| Fair value | $908,000 | 2,451 |
| 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 | $6,028,000 | 6,374 |
| U.S. Government securities | $6,028,000 | 5,813 |
| U.S. Treasury securities | $2,066,000 | 692 |
| U.S. Government agency obligations | $3,962,000 | 6,135 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,150,000 | 5,111 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,028,000 | 5,914 |
| Total debt securities | $6,028,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,632 |
| Fair value | $908,000 | 2,634 |
| Trading account assets | $147,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,712,000 | 6,611 |
| U.S. Government securities | $4,712,000 | 6,097 |
| U.S. Treasury securities | $2,053,000 | 722 |
| U.S. Government agency obligations | $2,659,000 | 6,420 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,144,000 | 5,141 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $4,712,000 | 6,129 |
| Total debt securities | $4,712,000 | 6,579 |
| Structured notes | ||
| Amortized cost | $901,000 | 2,688 |
| Fair value | $907,000 | 2,684 |
| Trading account assets | $146,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,225,000 | 6,487 |
| U.S. Government securities | $5,225,000 | 5,866 |
| U.S. Treasury securities | $2,058,000 | 726 |
| U.S. Government agency obligations | $3,167,000 | 6,220 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,107,000 | 5,179 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,225,000 | 5,994 |
| Total debt securities | $5,225,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $1,402,000 | 2,195 |
| Fair value | $1,411,000 | 2,192 |
| 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 | $5,771,000 | 6,415 |
| U.S. Government securities | $5,771,000 | 5,736 |
| U.S. Treasury securities | $2,083,000 | 667 |
| U.S. Government agency obligations | $3,688,000 | 6,121 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $612,000 | 5,905 |
| Mortgage-backed securities | $0 | 6,191 |
| 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 | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,771,000 | 5,912 |
| Total debt securities | $5,771,000 | 6,375 |
| Structured notes | ||
| Amortized cost | $1,904,000 | 2,031 |
| Fair value | $1,917,000 | 2,032 |
| 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 | $6,626,000 | 6,347 |
| U.S. Government securities | $6,626,000 | 5,656 |
| U.S. Treasury securities | $2,054,000 | 641 |
| U.S. Government agency obligations | $4,572,000 | 6,025 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $608,000 | 5,946 |
| Mortgage-backed securities | $400,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,189 |
| Issued or guaranteed by U.S. | $379,000 | 5,178 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $21,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,346 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $400,000 | 2,613 |
| Available-for-sale securities (fair market value) | $6,226,000 | 5,915 |
| Total debt securities | $6,625,000 | 6,309 |
| Structured notes | ||
| Amortized cost | $2,405,000 | 1,851 |
| Fair value | $2,412,000 | 1,853 |
| 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 | $6,760,000 | 6,389 |
| U.S. Government securities | $6,760,000 | 5,690 |
| U.S. Treasury securities | $2,032,000 | 652 |
| U.S. Government agency obligations | $4,728,000 | 6,084 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $600,000 | 6,029 |
| Mortgage-backed securities | $642,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,192 |
| Issued or guaranteed by U.S. | $521,000 | 5,180 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $121,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,175 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,828,000 | 1,694 |
| Available-for-sale securities (fair market value) | $2,932,000 | 6,582 |
| Total debt securities | $6,760,000 | 6,348 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,487 |
| Fair value | $900,000 | 2,486 |
| 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 | $4,339,000 | 6,855 |
| U.S. Government securities | $4,339,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,339,000 | 6,176 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $600,000 | 6,078 |
| Mortgage-backed securities | $751,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $593,000 | 5,216 |
| Issued or guaranteed by U.S. | $593,000 | 5,203 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $158,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,144 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,937,000 | 1,686 |
| Available-for-sale securities (fair market value) | $402,000 | 7,098 |
| Total debt securities | $4,339,000 | 6,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,480,000 | 6,894 |
| U.S. Government securities | $4,480,000 | 6,301 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,480,000 | 6,209 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $3,589,000 | 4,870 |
| Mortgage-backed securities | $891,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $694,000 | 5,241 |
| Issued or guaranteed by U.S. | $694,000 | 5,226 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $197,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,102 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,077,000 | 1,710 |
| Available-for-sale securities (fair market value) | $403,000 | 7,158 |
| Total debt securities | $4,480,000 | 6,856 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,952,000 | 6,810 |
| U.S. Government securities | $4,952,000 | 6,172 |
| U.S. Treasury securities | $299,000 | 919 |
| U.S. Government agency obligations | $4,653,000 | 6,169 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $3,889,000 | 4,782 |
| Mortgage-backed securities | $1,065,000 | 5,490 |
| Certificates of participation in pools of residential mortgages | $826,000 | 5,212 |
| Issued or guaranteed by U.S. | $826,000 | 5,194 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $239,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,061 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,550,000 | 1,664 |
| Available-for-sale securities (fair market value) | $402,000 | 7,218 |
| Total debt securities | $4,952,000 | 6,775 |
| 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 | $5,433,000 | 6,781 |
| U.S. Government securities | $5,433,000 | 6,173 |
| U.S. Treasury securities | $298,000 | 855 |
| U.S. Government agency obligations | $5,135,000 | 6,167 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $4,200,000 | 4,737 |
| Mortgage-backed securities | $1,250,000 | 5,480 |
| Certificates of participation in pools of residential mortgages | $968,000 | 5,211 |
| Issued or guaranteed by U.S. | $968,000 | 5,194 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $282,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,041 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,233,000 | 1,598 |
| Available-for-sale securities (fair market value) | $200,000 | 7,349 |
| Total debt securities | $5,433,000 | 6,742 |
| 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 | $6,168,000 | 6,676 |
| U.S. Government securities | $6,168,000 | 6,078 |
| U.S. Treasury securities | $297,000 | 826 |
| U.S. Government agency obligations | $5,871,000 | 6,067 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $3,690,000 | 4,967 |
| Mortgage-backed securities | $1,487,000 | 5,388 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 5,152 |
| Issued or guaranteed by U.S. | $1,058,000 | 5,137 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $429,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,901 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,168,000 | 1,492 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $6,167,000 | 6,637 |
| 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 | $6,513,000 | 6,590 |
| U.S. Government securities | $6,084,000 | 6,065 |
| U.S. Treasury securities | $1,296,000 | 573 |
| U.S. Government agency obligations | $4,788,000 | 6,366 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $429,000 | 2,753 |
| Privately issued residential mortgage-backed securities | $429,000 | 1,328 |
| 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 | $2,995,000 | 5,240 |
| Mortgage-backed securities | $1,531,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $1,102,000 | 5,097 |
| Issued or guaranteed by U.S. | $1,102,000 | 5,082 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $429,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $429,000 | 1,269 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,513,000 | 1,445 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $6,513,000 | 6,546 |
| 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 | $8,570,000 | 6,211 |
| U.S. Government securities | $8,142,000 | 5,558 |
| U.S. Treasury securities | $995,000 | 690 |
| U.S. Government agency obligations | $7,147,000 | 5,738 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $428,000 | 2,731 |
| Privately issued residential mortgage-backed securities | $428,000 | 1,310 |
| 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 | $4,982,000 | 4,533 |
| Mortgage-backed securities | $1,593,000 | 5,321 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 5,086 |
| Issued or guaranteed by U.S. | $1,165,000 | 5,066 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $428,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $428,000 | 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) | $8,570,000 | 1,248 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $8,570,000 | 6,149 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 803 |
| Fair value | $1,494,000 | 806 |
| 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 | $6,234,000 | 6,714 |
| U.S. Government securities | $6,234,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,234,000 | 5,990 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $5,306,000 | 4,380 |
| Mortgage-backed securities | $528,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $528,000 | 3,053 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,723 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,234,000 | 1,487 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $6,234,000 | 6,641 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,360 |
| Fair value | $700,000 | 1,367 |
| 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 | $8,259,000 | 6,382 |
| U.S. Government securities | $8,259,000 | 5,668 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,259,000 | 5,562 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $6,810,000 | 4,039 |
| Mortgage-backed securities | $549,000 | 5,682 |
| 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 | $549,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,621 |
| 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) | $8,259,000 | 1,336 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $8,259,000 | 6,318 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,844 |
| Fair value | $699,000 | 1,857 |
| 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 | $9,301,000 | 6,226 |
| U.S. Government securities | $9,301,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,301,000 | 5,403 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $6,800,000 | 4,060 |
| Mortgage-backed securities | $591,000 | 5,583 |
| 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 | $591,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,544 |
| 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) | $9,301,000 | 1,300 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $9,301,000 | 6,160 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,068 |
| Fair value | $694,000 | 2,082 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,351,000 | 6,426 |
| U.S. Government securities | $8,351,000 | 5,769 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,351,000 | 5,659 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $5,800,000 | 4,316 |
| Mortgage-backed securities | $651,000 | 5,540 |
| 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 | $651,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 2,485 |
| 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) | $8,351,000 | 1,380 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $8,351,000 | 6,376 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,162 |
| Fair value | $675,000 | 2,172 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,410,000 | 6,445 |
| U.S. Government securities | $8,410,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,410,000 | 5,664 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,800,000 | 4,081 |
| Mortgage-backed securities | $710,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,389 |
| Issued or guaranteed by U.S. | $1,000 | 6,365 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $709,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 2,449 |
| 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) | $8,410,000 | 1,400 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $8,410,000 | 6,384 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,224 |
| Fair value | $679,000 | 2,242 |
| 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 | $8,463,000 | 6,489 |
| U.S. Government securities | $8,463,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,463,000 | 5,695 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $5,800,000 | 4,333 |
| Mortgage-backed securities | $763,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,420 |
| Issued or guaranteed by U.S. | $1,000 | 6,394 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $762,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,412 |
| 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) | $8,463,000 | 1,436 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $8,463,000 | 6,427 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,328 |
| Fair value | $682,000 | 2,344 |
| 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 | $8,762,000 | 6,477 |
| U.S. Government securities | $8,762,000 | 5,813 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,762,000 | 5,696 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $6,800,000 | 4,094 |
| Mortgage-backed securities | $812,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,473 |
| Issued or guaranteed by U.S. | $1,000 | 6,446 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $811,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $811,000 | 2,356 |
| 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) | $8,762,000 | 1,449 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $8,762,000 | 6,422 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,452 |
| Fair value | $675,000 | 2,473 |
| 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 | $8,804,000 | 6,507 |
| U.S. Government securities | $8,804,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,804,000 | 5,706 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $6,800,000 | 4,095 |
| Mortgage-backed securities | $854,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,544 |
| Issued or guaranteed by U.S. | $1,000 | 6,522 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $853,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,308 |
| 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) | $8,804,000 | 1,464 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $8,804,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,509 |
| Fair value | $657,000 | 2,541 |
| 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 | $8,840,000 | 6,546 |
| U.S. Government securities | $8,840,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,840,000 | 5,745 |
| 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 | $6,800,000 | 4,084 |
| Mortgage-backed securities | $890,000 | 5,443 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,581 |
| Issued or guaranteed by U.S. | $1,000 | 6,562 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $889,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,290 |
| 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) | $8,840,000 | 1,489 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $8,840,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,512 |
| Fair value | $655,000 | 2,539 |
| 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 | $8,870,000 | 6,571 |
| U.S. Government securities | $8,870,000 | 5,864 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,870,000 | 5,713 |
| 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 | $6,800,000 | 4,067 |
| Mortgage-backed securities | $920,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,644 |
| Issued or guaranteed by U.S. | $1,000 | 6,627 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $919,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,286 |
| 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) | $8,870,000 | 1,523 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $8,870,000 | 6,513 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,505 |
| Fair value | $675,000 | 2,526 |
| 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 | $9,293,000 | 6,497 |
| U.S. Government securities | $9,293,000 | 5,725 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,293,000 | 5,584 |
| 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 | $7,200,000 | 3,961 |
| Mortgage-backed securities | $943,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,692 |
| Issued or guaranteed by U.S. | $1,000 | 6,673 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $942,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,292 |
| 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) | $9,293,000 | 1,498 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $9,293,000 | 6,434 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,456 |
| Fair value | $685,000 | 2,470 |
| 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 | $9,309,000 | 6,507 |
| U.S. Government securities | $8,351,000 | 6,023 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,351,000 | 5,881 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $958,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $958,000 | 791 |
| 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 | $7,200,000 | 3,959 |
| Mortgage-backed securities | $959,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,739 |
| Issued or guaranteed by U.S. | $1,000 | 6,719 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $958,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $958,000 | 740 |
| 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) | $9,309,000 | 1,500 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $9,309,000 | 6,447 |
| 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 | $6,351,000 | 7,279 |
| U.S. Government securities | $6,351,000 | 6,660 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,351,000 | 6,499 |
| 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 | $4,100,000 | 4,934 |
| Mortgage-backed securities | $1,000 | 7,076 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,815 |
| Issued or guaranteed by U.S. | $1,000 | 6,797 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,351,000 | 1,829 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $6,351,000 | 7,217 |
| 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 | $4,351,000 | 7,814 |
| U.S. Government securities | $4,351,000 | 7,313 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,351,000 | 7,154 |
| 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 | $2,100,000 | 5,815 |
| Mortgage-backed securities | $1,000 | 7,135 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,865 |
| Issued or guaranteed by U.S. | $1,000 | 6,852 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,351,000 | 2,148 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $4,351,000 | 7,752 |
| 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 | $4,351,000 | 7,831 |
| U.S. Government securities | $4,351,000 | 7,341 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,351,000 | 7,182 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,819 |
| Mortgage-backed securities | $1,000 | 7,189 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,915 |
| Issued or guaranteed by U.S. | $1,000 | 6,901 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,351,000 | 2,161 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $4,351,000 | 7,773 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,357,000 | 8,156 |
| U.S. Government securities | $3,357,000 | 7,727 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,357,000 | 7,568 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,846 |
| Mortgage-backed securities | $2,000 | 7,239 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,960 |
| Issued or guaranteed by U.S. | $2,000 | 6,946 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,357,000 | 2,397 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,357,000 | 8,092 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,381,000 | 8,126 |
| U.S. Government securities | $3,381,000 | 7,682 |
| U.S. Treasury securities | $2,024,000 | 1,037 |
| U.S. Government agency obligations | $1,357,000 | 8,234 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 6,520 |
| Mortgage-backed securities | $2,000 | 7,258 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,973 |
| Issued or guaranteed by U.S. | $2,000 | 6,956 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,381,000 | 2,374 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,381,000 | 8,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,381,000 | 8,221 |
| U.S. Government securities | $3,381,000 | 7,756 |
| U.S. Treasury securities | $2,024,000 | 1,098 |
| U.S. Government agency obligations | $1,357,000 | 8,308 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 6,511 |
| Mortgage-backed securities | $2,000 | 7,302 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,038 |
| Issued or guaranteed by U.S. | $2,000 | 7,013 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,381,000 | 2,422 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $3,380,000 | 8,143 |
| 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 | $3,079,000 | 8,277 |
| U.S. Government securities | $3,079,000 | 7,799 |
| U.S. Treasury securities | $2,030,000 | 1,110 |
| U.S. Government agency obligations | $1,049,000 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,000 | 6,488 |
| Mortgage-backed securities | $2,000 | 7,345 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,076 |
| Issued or guaranteed by U.S. | $2,000 | 7,050 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,079,000 | 7,438 |
| Total debt securities | $3,078,000 | 8,194 |
| Structured notes | ||
| Amortized cost | $701,000 | 1,689 |
| Fair value | $646,000 | 1,707 |
| 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 | $9,141,000 | 6,698 |
| U.S. Government securities | $9,141,000 | 5,768 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,141,000 | 5,586 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,388 |
| Mortgage-backed securities | $8,439,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,099 |
| Issued or guaranteed by U.S. | $2,000 | 7,078 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,437,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $8,437,000 | 1,242 |
| 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) | $9,141,000 | 5,929 |
| Total debt securities | $9,138,000 | 6,593 |
| 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 | $9,356,000 | 6,637 |
| U.S. Government securities | $9,292,000 | 5,758 |
| U.S. Treasury securities | $2,029,000 | 1,172 |
| U.S. Government agency obligations | $7,263,000 | 6,187 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $70,000 | 3,893 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,356,000 | 3,200 |
| Mortgage-backed securities | $73,000 | 6,982 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,107 |
| Issued or guaranteed by U.S. | $3,000 | 7,086 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $70,000 | 4,132 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $70,000 | 1,003 |
| 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) | $9,356,000 | 5,861 |
| Total debt securities | $9,355,000 | 6,541 |
| 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 | $10,507,000 | 6,405 |
| U.S. Government securities | $10,159,000 | 5,549 |
| U.S. Treasury securities | $251,000 | 2,315 |
| U.S. Government agency obligations | $9,908,000 | 5,418 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $348,000 | 3,526 |
| Privately issued residential mortgage-backed securities | $348,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,507,000 | 2,970 |
| Mortgage-backed securities | $351,000 | 6,513 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,100 |
| Issued or guaranteed by U.S. | $3,000 | 7,076 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $348,000 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $348,000 | 860 |
| 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) | $10,507,000 | 5,608 |
| Total debt securities | $10,507,000 | 6,305 |
| 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 | $11,415,000 | 6,152 |
| U.S. Government securities | $10,572,000 | 5,363 |
| U.S. Treasury securities | $1,549,000 | 1,589 |
| U.S. Government agency obligations | $9,023,000 | 5,548 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $843,000 | 3,070 |
| Privately issued residential mortgage-backed securities | $843,000 | 862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,415,000 | 2,740 |
| Mortgage-backed securities | $849,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,068 |
| Issued or guaranteed by U.S. | $6,000 | 7,045 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $843,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $843,000 | 781 |
| 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) | $11,415,000 | 5,273 |
| Total debt securities | $11,407,000 | 6,059 |
| 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 | $14,638,000 | 5,641 |
| U.S. Government securities | $14,335,000 | 4,686 |
| U.S. Treasury securities | $1,603,000 | 2,154 |
| U.S. Government agency obligations | $12,732,000 | 4,762 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $303,000 | 4,955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,476,000 | 3,536 |
| Mortgage-backed securities | $796,000 | 5,741 |
| Certificates of participation in pools of residential mortgages | $796,000 | 5,022 |
| Issued or guaranteed by U.S. | $796,000 | 5,008 |
| 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) | $14,638,000 | 4,672 |
| Total debt securities | $14,337,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,918,000 | 6,302 |
| U.S. Government securities | $12,622,000 | 5,352 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,622,000 | 4,840 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 4,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,246,000 | 5,545 |
| Mortgage-backed securities | $946,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $946,000 | 5,101 |
| Issued or guaranteed by U.S. | $946,000 | 5,088 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $12,918,000 | 5,169 |
| Total debt securities | $12,622,000 | 6,266 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,474,000 | 6,424 |
| U.S. Government securities | $11,825,000 | 5,567 |
| U.S. Treasury securities | $2,547,000 | 3,407 |
| U.S. Government agency obligations | $9,278,000 | 5,500 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $355,000 | 2,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $355,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 4,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,945,000 | 4,843 |
| Mortgage-backed securities | $1,279,000 | 5,844 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 4,965 |
| Issued or guaranteed by U.S. | $1,279,000 | 4,949 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,441,000 | 5,107 |
| Available-for-sale securities (fair market value) | $11,033,000 | 5,506 |
| Total debt securities | $12,180,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,736,000 | 7,174 |
| U.S. Government securities | $9,885,000 | 6,527 |
| U.S. Treasury securities | $5,827,000 | 2,852 |
| U.S. Government agency obligations | $4,058,000 | 7,777 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $557,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $557,000 | 1,762 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 4,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,566,000 | 5,966 |
| Mortgage-backed securities | $1,674,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $1,674,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,674,000 | 4,635 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,762,000 | 4,666 |
| Available-for-sale securities (fair market value) | $6,974,000 | 6,712 |
| Total debt securities | $10,442,000 | 7,134 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,106,000 | 7,247 |
| U.S. Government securities | $11,462,000 | 6,510 |
| U.S. Treasury securities | $6,632,000 | 3,092 |
| U.S. Government agency obligations | $4,830,000 | 7,745 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $358,000 | 2,979 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,000 | 2,301 |
| Foreign debt securities | NA | NA |
| Equity securities | $286,000 | 4,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,131,000 | 7,649 |
| Mortgage-backed securities | $1,978,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $1,978,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,978,000 | 4,738 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,163,000 | 5,077 |
| Available-for-sale securities (fair market value) | $7,943,000 | 6,641 |
| Total debt securities | $11,820,000 | 7,198 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,099,000 | 7,240 |
| U.S. Government securities | $12,632,000 | 6,376 |
| U.S. Treasury securities | $6,831,000 | 3,694 |
| U.S. Government agency obligations | $5,801,000 | 7,267 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $360,000 | 3,518 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,000 | 2,761 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 6,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,249,000 | 7,760 |
| Mortgage-backed securities | $2,546,000 | 5,823 |
| Certificates of participation in pools of residential mortgages | $2,546,000 | 4,479 |
| Issued or guaranteed by U.S. | $2,546,000 | 4,455 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,862,000 | 5,068 |
| Available-for-sale securities (fair market value) | $8,237,000 | 6,712 |
| Total debt securities | $12,992,000 | 7,142 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,808,000 | 7,452 |
| U.S. Government securities | $12,841,000 | 6,680 |
| U.S. Treasury securities | $7,656,000 | 4,174 |
| U.S. Government agency obligations | $5,185,000 | 7,600 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $862,000 | 2,967 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $862,000 | 2,377 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 5,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,182,000 | 2,321 |
| Mortgage-backed securities | $2,290,000 | 6,393 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,933 |
| Issued or guaranteed by U.S. | $2,290,000 | 4,908 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,226,000 | 7,884 |
| Available-for-sale securities (fair market value) | $8,582,000 | 5,234 |
| Total debt securities | $13,703,000 | 7,362 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,271,000 | 7,028 |
| U.S. Government securities | $15,226,000 | 6,200 |
| U.S. Treasury securities | $8,838,000 | 3,883 |
| U.S. Government agency obligations | $6,388,000 | 7,126 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $940,000 | 3,470 |
| Privately issued residential mortgage-backed securities | $509,000 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $431,000 | 3,450 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 5,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $3,655,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $3,146,000 | 4,779 |
| Issued or guaranteed by U.S. | $3,146,000 | 4,742 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $509,000 | 5,651 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $509,000 | 1,352 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,166,000 | 6,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $15,695,000 | 7,162 |
| U.S. Government securities | $14,160,000 | 6,528 |
| U.S. Treasury securities | $9,386,000 | 3,680 |
| U.S. Government agency obligations | $4,774,000 | 8,149 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,535,000 | 3,373 |
| Privately issued residential mortgage-backed securities | $741,000 | 2,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $794,000 | 3,270 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $3,285,000 | 6,543 |
| Certificates of participation in pools of residential mortgages | $2,544,000 | 5,568 |
| Issued or guaranteed by U.S. | $2,544,000 | 5,503 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $741,000 | 5,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $741,000 | 1,690 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,695,000 | 7,046 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |