Home > Everett Co-operative Bank > Securities
Everett Co-operative Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $81,982,000 | 1,958 |
| U.S. Government securities | $62,571,000 | 1,630 |
| U.S. Treasury securities | $2,901,000 | 2,128 |
| U.S. Government agency obligations | $59,670,000 | 1,445 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $19,411,000 | 729 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $19,411,000 | 412 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,571,000 | 1,271 |
| Mortgage-backed securities | $49,445,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,777,000 | 916 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,668,000 | 621 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $76,979,000 | 431 |
| Available-for-sale securities (fair market value) | $5,003,000 | 3,968 |
| Total debt securities | $81,982,000 | 1,944 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $79,876,000 | 1,969 |
| U.S. Government securities | $63,284,000 | 1,609 |
| U.S. Treasury securities | $5,377,000 | 1,828 |
| U.S. Government agency obligations | $57,907,000 | 1,453 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $16,592,000 | 773 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $16,592,000 | 452 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,284,000 | 1,220 |
| Mortgage-backed securities | $47,687,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,018,000 | 879 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,669,000 | 884 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $74,869,000 | 451 |
| Available-for-sale securities (fair market value) | $5,007,000 | 3,975 |
| Total debt securities | $79,876,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $82,262,000 | 1,983 |
| U.S. Government securities | $65,661,000 | 1,607 |
| U.S. Treasury securities | $5,345,000 | 1,862 |
| U.S. Government agency obligations | $60,316,000 | 1,440 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $16,601,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $16,601,000 | 447 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,661,000 | 1,170 |
| Mortgage-backed securities | $49,099,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $46,439,000 | 890 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,660,000 | 876 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $77,255,000 | 439 |
| Available-for-sale securities (fair market value) | $5,007,000 | 4,005 |
| Total debt securities | $82,262,000 | 1,971 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $81,270,000 | 2,066 |
| U.S. Government securities | $64,679,000 | 1,694 |
| U.S. Treasury securities | $2,902,000 | 2,294 |
| U.S. Government agency obligations | $61,777,000 | 1,434 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $16,591,000 | 817 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $16,591,000 | 472 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,685,000 | 1,177 |
| Mortgage-backed securities | $50,562,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,912,000 | 905 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,650,000 | 911 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $76,282,000 | 463 |
| Available-for-sale securities (fair market value) | $4,988,000 | 4,082 |
| Total debt securities | $81,270,000 | 2,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $82,592,000 | 2,071 |
| U.S. Government securities | $65,979,000 | 1,678 |
| U.S. Treasury securities | $2,902,000 | 2,319 |
| U.S. Government agency obligations | $63,077,000 | 1,404 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $16,613,000 | 837 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $16,613,000 | 481 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,979,000 | 1,028 |
| Mortgage-backed securities | $51,864,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,223,000 | 903 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,641,000 | 913 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $77,591,000 | 469 |
| Available-for-sale securities (fair market value) | $5,001,000 | 4,107 |
| Total debt securities | $82,592,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $74,959,000 | 2,207 |
| U.S. Government securities | $58,353,000 | 1,834 |
| U.S. Treasury securities | $2,903,000 | 2,358 |
| U.S. Government agency obligations | $55,450,000 | 1,544 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $16,606,000 | 798 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $16,606,000 | 486 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,823,000 | 1,956 |
| Mortgage-backed securities | $44,978,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,978,000 | 971 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $69,974,000 | 488 |
| Available-for-sale securities (fair market value) | $4,985,000 | 4,145 |
| Total debt securities | $74,959,000 | 2,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $74,658,000 | 2,243 |
| U.S. Government securities | $58,046,000 | 1,851 |
| U.S. Treasury securities | $2,903,000 | 2,327 |
| U.S. Government agency obligations | $55,143,000 | 1,585 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $16,612,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $16,612,000 | 498 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,634,000 | 1,841 |
| Mortgage-backed securities | $46,545,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $46,545,000 | 984 |
| Issued or guaranteed by U.S. | $46,545,000 | 967 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $69,676,000 | 444 |
| Available-for-sale securities (fair market value) | $4,982,000 | 4,182 |
| Total debt securities | $74,659,000 | 2,229 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $75,589,000 | 2,193 |
| U.S. Government securities | $59,922,000 | 1,783 |
| U.S. Treasury securities | $2,903,000 | 2,090 |
| U.S. Government agency obligations | $57,019,000 | 1,559 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $15,667,000 | 771 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $15,667,000 | 516 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $48,416,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $48,416,000 | 987 |
| Issued or guaranteed by U.S. | $48,416,000 | 974 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $70,560,000 | 391 |
| Available-for-sale securities (fair market value) | $5,029,000 | 4,144 |
| Total debt securities | $75,589,000 | 2,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $70,581,000 | 2,236 |
| U.S. Government securities | $54,925,000 | 1,758 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $54,925,000 | 1,560 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $15,656,000 | 746 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $15,656,000 | 488 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $44,818,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $44,815,000 | 1,021 |
| Issued or guaranteed by U.S. | $44,815,000 | 1,004 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,805 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $65,571,000 | 325 |
| Available-for-sale securities (fair market value) | $5,010,000 | 4,157 |
| Total debt securities | $70,581,000 | 2,226 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $67,064,000 | 2,232 |
| U.S. Government securities | $51,382,000 | 1,770 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $51,382,000 | 1,611 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $15,682,000 | 699 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $15,682,000 | 460 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $41,271,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $41,224,000 | 1,073 |
| Issued or guaranteed by U.S. | $41,224,000 | 1,052 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $47,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,771 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $62,023,000 | 309 |
| Available-for-sale securities (fair market value) | $5,041,000 | 4,173 |
| Total debt securities | $67,064,000 | 2,216 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $65,052,000 | 2,210 |
| U.S. Government securities | $49,356,000 | 1,755 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $49,356,000 | 1,601 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $15,696,000 | 674 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $15,696,000 | 432 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $39,241,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $39,102,000 | 1,067 |
| Issued or guaranteed by U.S. | $39,102,000 | 1,046 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $139,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 2,676 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $60,007,000 | 297 |
| Available-for-sale securities (fair market value) | $5,045,000 | 4,193 |
| Total debt securities | $65,052,000 | 2,193 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $66,297,000 | 2,061 |
| U.S. Government securities | $50,595,000 | 1,603 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $50,595,000 | 1,494 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $15,702,000 | 659 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $15,702,000 | 412 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $40,476,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $40,263,000 | 987 |
| Issued or guaranteed by U.S. | $40,263,000 | 963 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $213,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 2,605 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $61,265,000 | 277 |
| Available-for-sale securities (fair market value) | $5,032,000 | 4,162 |
| Total debt securities | $66,297,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $58,006,000 | 2,110 |
| U.S. Government securities | $42,283,000 | 1,679 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $42,283,000 | 1,593 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $15,723,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $15,723,000 | 391 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $32,160,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $31,914,000 | 1,059 |
| Issued or guaranteed by U.S. | $31,914,000 | 1,037 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $246,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,593 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $52,961,000 | 280 |
| Available-for-sale securities (fair market value) | $5,045,000 | 4,157 |
| Total debt securities | $58,006,000 | 2,092 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $57,375,000 | 2,015 |
| U.S. Government securities | $41,700,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $41,700,000 | 1,563 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $15,675,000 | 598 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $15,675,000 | 386 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $33,562,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $33,225,000 | 1,006 |
| Issued or guaranteed by U.S. | $33,225,000 | 982 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $337,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 2,570 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $52,384,000 | 263 |
| Available-for-sale securities (fair market value) | $4,991,000 | 4,145 |
| Total debt securities | $57,375,000 | 1,997 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $57,065,000 | 1,974 |
| U.S. Government securities | $41,389,000 | 1,632 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $41,389,000 | 1,542 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $15,676,000 | 565 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,676,000 | 366 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $33,832,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $33,403,000 | 949 |
| Issued or guaranteed by U.S. | $33,403,000 | 927 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $429,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,544 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $52,074,000 | 269 |
| Available-for-sale securities (fair market value) | $4,991,000 | 4,169 |
| Total debt securities | $57,065,000 | 1,957 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $39,635,000 | 2,441 |
| U.S. Government securities | $39,635,000 | 1,704 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $39,635,000 | 1,617 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $28,573,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $28,111,000 | 1,078 |
| Issued or guaranteed by U.S. | $28,111,000 | 1,048 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $462,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,533 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $39,635,000 | 317 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $39,635,000 | 2,421 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $41,997,000 | 2,383 |
| U.S. Government securities | $41,997,000 | 1,656 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $41,997,000 | 1,562 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $24,929,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $24,429,000 | 1,166 |
| Issued or guaranteed by U.S. | $24,429,000 | 1,137 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $500,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,532 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $41,997,000 | 325 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $41,997,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $41,521,000 | 2,403 |
| U.S. Government securities | $41,521,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $41,521,000 | 1,578 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $20,933,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $20,363,000 | 1,280 |
| Issued or guaranteed by U.S. | $20,363,000 | 1,245 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $570,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,518 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $41,521,000 | 353 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $41,521,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $39,866,000 | 2,489 |
| U.S. Government securities | $39,866,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $39,866,000 | 1,663 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $19,264,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $18,643,000 | 1,350 |
| Issued or guaranteed by U.S. | $18,643,000 | 1,330 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $621,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,487 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $39,866,000 | 376 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $39,866,000 | 2,472 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $36,989,000 | 2,649 |
| U.S. Government securities | $18,519,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,519,000 | 2,641 |
| Securities issued by states & political subdivisions | $18,470,000 | 1,706 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $18,453,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $17,790,000 | 1,410 |
| Issued or guaranteed by U.S. | $17,790,000 | 1,388 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $663,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,482 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $36,989,000 | 402 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $36,989,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $37,877,000 | 2,634 |
| U.S. Government securities | $19,422,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $19,422,000 | 2,588 |
| Securities issued by states & political subdivisions | $18,455,000 | 1,745 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $19,326,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $18,634,000 | 1,365 |
| Issued or guaranteed by U.S. | $18,634,000 | 1,351 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $692,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,474 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $37,877,000 | 422 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $37,877,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $34,784,000 | 2,794 |
| U.S. Government securities | $16,343,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,343,000 | 2,824 |
| Securities issued by states & political subdivisions | $18,441,000 | 1,758 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $16,182,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $15,468,000 | 1,573 |
| Issued or guaranteed by U.S. | $15,468,000 | 1,566 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $714,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,469 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $34,784,000 | 453 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $34,784,000 | 2,776 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $31,841,000 | 2,971 |
| U.S. Government securities | $15,415,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,415,000 | 2,925 |
| Securities issued by states & political subdivisions | $16,426,000 | 1,966 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $15,129,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $14,308,000 | 1,703 |
| Issued or guaranteed by U.S. | $14,308,000 | 1,631 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $821,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,440 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $31,841,000 | 484 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $31,841,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $35,308,000 | 2,822 |
| U.S. Government securities | $35,308,000 | 1,990 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $35,308,000 | 1,891 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $16,035,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $15,180,000 | 1,666 |
| Issued or guaranteed by U.S. | $15,180,000 | 1,663 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $855,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,419 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $35,308,000 | 461 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $35,308,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $36,228,000 | 2,802 |
| U.S. Government securities | $36,228,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $36,228,000 | 1,857 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $16,840,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $15,919,000 | 1,652 |
| Issued or guaranteed by U.S. | $15,919,000 | 1,651 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $921,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,378 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $36,228,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $36,228,000 | 2,783 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $37,350,000 | 2,798 |
| U.S. Government securities | $37,350,000 | 1,918 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $37,350,000 | 1,838 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $17,813,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $16,821,000 | 1,633 |
| Issued or guaranteed by U.S. | $16,821,000 | 1,630 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $992,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,363 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $37,350,000 | 474 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $37,350,000 | 2,782 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $37,328,000 | 2,836 |
| U.S. Government securities | $37,328,000 | 1,953 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $37,328,000 | 1,864 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $17,710,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $16,617,000 | 1,692 |
| Issued or guaranteed by U.S. | $16,617,000 | 1,691 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,093,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,341 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $37,328,000 | 484 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $37,328,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $34,232,000 | 3,025 |
| U.S. Government securities | $34,232,000 | 2,118 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $34,232,000 | 2,019 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $16,520,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $15,366,000 | 1,808 |
| Issued or guaranteed by U.S. | $15,366,000 | 1,808 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,154,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,353 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $34,232,000 | 516 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $34,232,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $35,216,000 | 2,958 |
| U.S. Government securities | $35,216,000 | 2,064 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,216,000 | 1,962 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $17,393,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $16,167,000 | 1,765 |
| Issued or guaranteed by U.S. | $16,167,000 | 1,764 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,226,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 2,336 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $35,216,000 | 512 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $35,216,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $31,440,000 | 3,128 |
| U.S. Government securities | $31,440,000 | 2,223 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $31,440,000 | 2,134 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $18,503,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $17,140,000 | 1,700 |
| Issued or guaranteed by U.S. | $17,140,000 | 1,700 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,363,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $1,363,000 | 2,309 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $31,440,000 | 548 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $31,440,000 | 3,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $34,747,000 | 3,017 |
| U.S. Government securities | $34,747,000 | 2,124 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $34,747,000 | 2,040 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $19,663,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $18,165,000 | 1,643 |
| Issued or guaranteed by U.S. | $18,165,000 | 1,639 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,498,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,279 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $34,747,000 | 532 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $34,747,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $35,801,000 | 3,017 |
| U.S. Government securities | $35,801,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $35,801,000 | 2,063 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $18,596,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $16,975,000 | 1,737 |
| Issued or guaranteed by U.S. | $16,975,000 | 1,736 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,621,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 2,267 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $35,801,000 | 542 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $35,801,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $29,732,000 | 3,381 |
| U.S. Government securities | $29,732,000 | 2,461 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,732,000 | 2,369 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $19,375,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $17,658,000 | 1,691 |
| Issued or guaranteed by U.S. | $17,658,000 | 1,689 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,717,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,717,000 | 2,259 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $29,732,000 | 618 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $29,732,000 | 3,354 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,252,000 | 3,400 |
| U.S. Government securities | $30,252,000 | 2,471 |
| U.S. Treasury securities | $1,696,000 | 864 |
| U.S. Government agency obligations | $28,556,000 | 2,468 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $18,726,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $16,912,000 | 1,756 |
| Issued or guaranteed by U.S. | $16,912,000 | 1,756 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,814,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $1,814,000 | 2,244 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $30,252,000 | 608 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $30,252,000 | 3,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $31,289,000 | 3,392 |
| U.S. Government securities | $31,289,000 | 2,486 |
| U.S. Treasury securities | $1,805,000 | 876 |
| U.S. Government agency obligations | $29,484,000 | 2,494 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 5,027 |
| Mortgage-backed securities | $19,654,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $17,731,000 | 1,759 |
| Issued or guaranteed by U.S. | $17,731,000 | 1,758 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,923,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,270 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $31,289,000 | 607 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $31,289,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $23,923,000 | 3,929 |
| U.S. Government securities | $23,923,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,923,000 | 2,888 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,000 | 5,073 |
| Mortgage-backed securities | $15,157,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $13,135,000 | 2,128 |
| Issued or guaranteed by U.S. | $13,135,000 | 2,128 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,022,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 2,275 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $23,923,000 | 709 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $23,923,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $18,768,000 | 4,385 |
| U.S. Government securities | $18,768,000 | 3,456 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,768,000 | 3,340 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,113,000 | 5,128 |
| Mortgage-backed securities | $15,726,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $13,627,000 | 2,139 |
| Issued or guaranteed by U.S. | $13,627,000 | 2,137 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,099,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $2,099,000 | 2,290 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $18,768,000 | 807 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $18,768,000 | 4,365 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,673,000 | 4,394 |
| U.S. Government securities | $19,673,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,673,000 | 3,358 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 5,194 |
| Mortgage-backed securities | $16,310,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $14,128,000 | 2,163 |
| Issued or guaranteed by U.S. | $14,128,000 | 2,162 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,182,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 2,316 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $19,673,000 | 797 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $19,673,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $18,453,000 | 4,562 |
| U.S. Government securities | $18,453,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,453,000 | 3,501 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,228,000 | 5,217 |
| Mortgage-backed securities | $14,960,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $12,696,000 | 2,328 |
| Issued or guaranteed by U.S. | $12,696,000 | 2,327 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,264,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 2,339 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $18,453,000 | 822 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $18,453,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $19,192,000 | 4,530 |
| U.S. Government securities | $19,192,000 | 3,568 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,192,000 | 3,468 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,287,000 | 5,231 |
| Mortgage-backed securities | $15,608,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $13,276,000 | 2,296 |
| Issued or guaranteed by U.S. | $13,276,000 | 2,295 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,332,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $2,332,000 | 2,316 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $19,192,000 | 790 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $19,192,000 | 4,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $15,237,000 | 4,904 |
| U.S. Government securities | $15,237,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,237,000 | 3,872 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,000 | 5,277 |
| Mortgage-backed securities | $14,237,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $11,828,000 | 2,435 |
| Issued or guaranteed by U.S. | $11,828,000 | 2,435 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,409,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 2,266 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $15,237,000 | 894 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $15,237,000 | 4,880 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $13,895,000 | 5,087 |
| U.S. Government securities | $13,895,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,895,000 | 4,068 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,296 |
| Mortgage-backed securities | $12,895,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $10,421,000 | 2,606 |
| Issued or guaranteed by U.S. | $10,421,000 | 2,603 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,474,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $2,474,000 | 2,273 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $13,895,000 | 915 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $13,895,000 | 5,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $14,856,000 | 5,005 |
| U.S. Government securities | $14,856,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,856,000 | 3,949 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 5,271 |
| Mortgage-backed securities | $13,856,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $11,229,000 | 2,492 |
| Issued or guaranteed by U.S. | $11,229,000 | 2,491 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,627,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $2,627,000 | 2,283 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $14,856,000 | 835 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $14,856,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $12,776,000 | 5,246 |
| U.S. Government securities | $12,776,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,776,000 | 4,228 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,669,000 | 5,291 |
| Mortgage-backed securities | $12,776,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $10,033,000 | 2,657 |
| Issued or guaranteed by U.S. | $10,033,000 | 2,656 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,743,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $2,743,000 | 2,293 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $12,776,000 | 862 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $12,776,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $15,739,000 | 4,887 |
| U.S. Government securities | $15,739,000 | 3,935 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,739,000 | 3,836 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,763,000 | 5,287 |
| Mortgage-backed securities | $13,739,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $10,940,000 | 2,534 |
| Issued or guaranteed by U.S. | $10,940,000 | 2,533 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,799,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $2,799,000 | 2,350 |
| 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) | $15,739,000 | 767 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $15,739,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $17,061,000 | 4,833 |
| U.S. Government securities | $17,061,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,061,000 | 3,806 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,914,000 | 5,313 |
| Mortgage-backed securities | $15,061,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $12,167,000 | 2,540 |
| Issued or guaranteed by U.S. | $12,167,000 | 2,538 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,894,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $2,894,000 | 2,409 |
| 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) | $17,061,000 | 730 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $17,061,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $17,653,000 | 4,800 |
| U.S. Government securities | $17,653,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,653,000 | 3,798 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,000 | 5,498 |
| Mortgage-backed securities | $15,653,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $12,700,000 | 2,505 |
| Issued or guaranteed by U.S. | $12,700,000 | 2,502 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,953,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 2,407 |
| 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) | $17,653,000 | 719 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $17,653,000 | 4,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,389,000 | 4,483 |
| U.S. Government securities | $21,389,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,389,000 | 3,503 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $1,713,000 | 5,474 |
| Mortgage-backed securities | $16,589,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $13,605,000 | 2,398 |
| Issued or guaranteed by U.S. | $13,605,000 | 2,394 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,984,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $2,984,000 | 2,421 |
| 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) | $21,389,000 | 637 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $21,389,000 | 4,459 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $19,354,000 | 4,610 |
| U.S. Government securities | $19,354,000 | 3,709 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,354,000 | 3,640 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $2,016,000 | 5,103 |
| Mortgage-backed securities | $11,554,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $11,554,000 | 2,539 |
| Issued or guaranteed by U.S. | $11,554,000 | 2,536 |
| 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) | $19,354,000 | 698 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $19,354,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $22,779,000 | 4,226 |
| U.S. Government securities | $22,779,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $22,779,000 | 3,215 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,182,000 | 5,063 |
| Mortgage-backed securities | $12,524,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $12,524,000 | 2,352 |
| Issued or guaranteed by U.S. | $12,524,000 | 2,347 |
| 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) | $22,779,000 | 615 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $22,779,000 | 4,190 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $26,254,000 | 3,933 |
| U.S. Government securities | $26,254,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,254,000 | 2,997 |
| 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 | $2,361,000 | 5,037 |
| Mortgage-backed securities | $13,499,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $13,499,000 | 2,198 |
| Issued or guaranteed by U.S. | $13,499,000 | 2,194 |
| 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) | $26,254,000 | 553 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $26,254,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $23,650,000 | 4,156 |
| U.S. Government securities | $23,650,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $23,650,000 | 3,201 |
| 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 | $1,568,000 | 5,349 |
| Mortgage-backed securities | $12,695,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $12,695,000 | 2,235 |
| Issued or guaranteed by U.S. | $12,695,000 | 2,229 |
| 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) | $23,650,000 | 596 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $23,650,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $21,899,000 | 4,195 |
| U.S. Government securities | $21,899,000 | 3,285 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,899,000 | 3,182 |
| 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 | $1,748,000 | 5,332 |
| Mortgage-backed securities | $12,944,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $12,944,000 | 2,104 |
| Issued or guaranteed by U.S. | $12,944,000 | 2,098 |
| 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) | $21,899,000 | 614 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $21,899,000 | 4,162 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $25,093,000 | 3,866 |
| U.S. Government securities | $25,093,000 | 2,967 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,093,000 | 2,875 |
| 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 | $1,854,000 | 5,364 |
| Mortgage-backed securities | $14,638,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $14,638,000 | 1,907 |
| Issued or guaranteed by U.S. | $14,638,000 | 1,900 |
| 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) | $25,093,000 | 579 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $25,093,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $22,268,000 | 4,142 |
| U.S. Government securities | $22,268,000 | 3,266 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,268,000 | 3,180 |
| 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 | $2,537,000 | 5,120 |
| Mortgage-backed securities | $16,768,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $16,768,000 | 1,764 |
| Issued or guaranteed by U.S. | $16,768,000 | 1,758 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $22,268,000 | 644 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $22,268,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $29,129,000 | 3,553 |
| U.S. Government securities | $29,129,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,129,000 | 2,694 |
| 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 | $2,863,000 | 5,077 |
| Mortgage-backed securities | $18,629,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $18,629,000 | 1,714 |
| Issued or guaranteed by U.S. | $18,629,000 | 1,712 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $29,129,000 | 550 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $29,129,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $28,615,000 | 3,579 |
| U.S. Government securities | $28,615,000 | 2,769 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,615,000 | 2,701 |
| 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 | $3,181,000 | 4,989 |
| Mortgage-backed securities | $20,615,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $20,615,000 | 1,649 |
| Issued or guaranteed by U.S. | $20,615,000 | 1,644 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $28,615,000 | 567 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $28,615,000 | 3,547 |
| 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 | $26,930,000 | 3,746 |
| U.S. Government securities | $26,930,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $26,930,000 | 2,825 |
| 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 | $3,511,000 | 4,896 |
| Mortgage-backed securities | $22,430,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $22,430,000 | 1,594 |
| Issued or guaranteed by U.S. | $22,430,000 | 1,587 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $26,930,000 | 608 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $26,930,000 | 3,711 |
| 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 | $25,357,000 | 3,846 |
| U.S. Government securities | $25,357,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $25,357,000 | 2,905 |
| 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 | $2,342,000 | 5,352 |
| Mortgage-backed securities | $24,357,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $24,357,000 | 1,534 |
| Issued or guaranteed by U.S. | $24,357,000 | 1,526 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $25,357,000 | 632 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $25,357,000 | 3,809 |
| 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 | $28,011,000 | 3,627 |
| U.S. Government securities | $28,011,000 | 2,820 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,011,000 | 2,752 |
| 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 | $2,632,000 | 5,288 |
| Mortgage-backed securities | $27,011,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $27,011,000 | 1,444 |
| Issued or guaranteed by U.S. | $27,011,000 | 1,432 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,011,000 | 588 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $28,011,000 | 3,598 |
| 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 | $30,147,000 | 3,447 |
| U.S. Government securities | $30,147,000 | 2,664 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,147,000 | 2,611 |
| 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 | $2,863,000 | 5,287 |
| Mortgage-backed securities | $29,147,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $29,147,000 | 1,306 |
| Issued or guaranteed by U.S. | $29,147,000 | 1,297 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,147,000 | 550 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $30,147,000 | 3,412 |
| 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 | $28,243,000 | 3,538 |
| U.S. Government securities | $28,243,000 | 2,717 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,243,000 | 2,665 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $3,046,000 | 5,202 |
| Mortgage-backed securities | $27,243,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $27,243,000 | 1,317 |
| Issued or guaranteed by U.S. | $27,243,000 | 1,304 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,243,000 | 578 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $28,243,000 | 3,505 |
| 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 | $24,000,000 | 3,971 |
| U.S. Government securities | $24,000,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,000,000 | 3,048 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $3,240,000 | 5,123 |
| Mortgage-backed securities | $21,300,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $21,300,000 | 1,612 |
| Issued or guaranteed by U.S. | $21,300,000 | 1,603 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,000,000 | 647 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $24,000,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $27,193,000 | 3,675 |
| U.S. Government securities | $27,193,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $27,193,000 | 2,772 |
| 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 | $3,451,000 | 5,008 |
| Mortgage-backed securities | $22,493,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $22,493,000 | 1,485 |
| Issued or guaranteed by U.S. | $22,493,000 | 1,474 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,193,000 | 584 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $27,193,000 | 3,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $19,696,000 | 4,500 |
| U.S. Government securities | $19,696,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,696,000 | 3,554 |
| 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 | $3,630,000 | 4,985 |
| Mortgage-backed securities | $15,996,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $15,996,000 | 1,673 |
| Issued or guaranteed by U.S. | $15,996,000 | 1,663 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,696,000 | 769 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $19,696,000 | 4,447 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $24,575,000 | 3,950 |
| U.S. Government securities | $23,575,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,575,000 | 3,164 |
| 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 | $1,000,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,817,000 | 4,934 |
| Mortgage-backed securities | $17,375,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $17,375,000 | 1,468 |
| Issued or guaranteed by U.S. | $17,375,000 | 1,458 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,575,000 | 699 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,384 |
| Total debt securities | $23,575,000 | 3,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $27,640,000 | 3,634 |
| U.S. Government securities | $26,640,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $26,640,000 | 2,905 |
| 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 | $1,000,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,887 |
| Mortgage-backed securities | $18,440,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $18,440,000 | 1,378 |
| Issued or guaranteed by U.S. | $18,440,000 | 1,370 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,640,000 | 643 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,400 |
| Total debt securities | $26,640,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $31,324,000 | 3,345 |
| U.S. Government securities | $30,324,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,324,000 | 2,599 |
| 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 | $1,000,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,202,000 | 4,827 |
| Mortgage-backed securities | $20,124,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $20,124,000 | 1,280 |
| Issued or guaranteed by U.S. | $20,124,000 | 1,272 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,324,000 | 601 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,431 |
| Total debt securities | $30,324,000 | 3,389 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $32,358,000 | 3,285 |
| U.S. Government securities | $31,358,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,358,000 | 2,571 |
| 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 | $1,000,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,565,000 | 4,714 |
| Mortgage-backed securities | $21,158,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $21,158,000 | 1,253 |
| Issued or guaranteed by U.S. | $21,158,000 | 1,244 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,358,000 | 602 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,476 |
| Total debt securities | $31,358,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $33,509,000 | 3,250 |
| U.S. Government securities | $32,509,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $32,509,000 | 2,530 |
| 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 | $1,000,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,665,000 | 4,707 |
| Mortgage-backed securities | $22,309,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $22,309,000 | 1,225 |
| Issued or guaranteed by U.S. | $22,309,000 | 1,212 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,509,000 | 615 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,520 |
| Total debt securities | $32,509,000 | 3,282 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $36,145,000 | 3,061 |
| U.S. Government securities | $34,645,000 | 2,469 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,645,000 | 2,395 |
| 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 | $1,500,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,933,000 | 4,654 |
| Mortgage-backed securities | $23,445,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $23,445,000 | 1,192 |
| Issued or guaranteed by U.S. | $23,445,000 | 1,183 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,645,000 | 589 |
| Available-for-sale securities (fair market value) | $1,500,000 | 7,437 |
| Total debt securities | $34,645,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $38,728,000 | 2,934 |
| U.S. Government securities | $37,228,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $37,228,000 | 2,282 |
| 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 | $1,500,000 | 920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,186,000 | 4,554 |
| Mortgage-backed securities | $25,028,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $25,028,000 | 1,147 |
| Issued or guaranteed by U.S. | $25,028,000 | 1,136 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,228,000 | 564 |
| Available-for-sale securities (fair market value) | $1,500,000 | 7,486 |
| Total debt securities | $37,228,000 | 2,973 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $34,355,000 | 3,187 |
| U.S. Government securities | $32,384,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,384,000 | 2,525 |
| 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 | $1,971,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,423,000 | 4,174 |
| Mortgage-backed securities | $24,185,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $24,185,000 | 1,202 |
| Issued or guaranteed by U.S. | $24,185,000 | 1,195 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,384,000 | 633 |
| Available-for-sale securities (fair market value) | $1,971,000 | 7,420 |
| Total debt securities | $32,384,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $35,790,000 | 3,077 |
| U.S. Government securities | $33,799,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $33,799,000 | 2,411 |
| 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 | $1,991,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,847,000 | 5,955 |
| Mortgage-backed securities | $25,601,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $25,601,000 | 1,177 |
| Issued or guaranteed by U.S. | $25,601,000 | 1,168 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,799,000 | 632 |
| Available-for-sale securities (fair market value) | $1,991,000 | 7,435 |
| Total debt securities | $33,799,000 | 3,162 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $39,904,000 | 2,843 |
| U.S. Government securities | $36,914,000 | 2,354 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,914,000 | 2,278 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,000,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,752 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,990,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,001,000 | 5,830 |
| Mortgage-backed securities | $27,718,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $27,718,000 | 1,135 |
| Issued or guaranteed by U.S. | $27,718,000 | 1,125 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,914,000 | 588 |
| Available-for-sale securities (fair market value) | $1,990,000 | 7,476 |
| Total debt securities | $37,914,000 | 2,921 |
| 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 | $40,865,000 | 2,837 |
| U.S. Government securities | $37,856,000 | 2,348 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $37,856,000 | 2,271 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,002,000 | 2,245 |
| 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 | $1,002,000 | 1,829 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,007,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,101,000 | 5,830 |
| Mortgage-backed securities | $29,667,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $29,667,000 | 1,107 |
| Issued or guaranteed by U.S. | $29,667,000 | 1,099 |
| 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) | $38,858,000 | 579 |
| Available-for-sale securities (fair market value) | $2,007,000 | 7,530 |
| Total debt securities | $38,858,000 | 2,894 |
| 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 | $43,710,000 | 2,692 |
| U.S. Government securities | $40,693,000 | 2,204 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,693,000 | 2,117 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,006,000 | 2,309 |
| 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 | $1,006,000 | 1,908 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,011,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,622,000 | 5,577 |
| Mortgage-backed securities | $31,505,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $31,505,000 | 1,072 |
| Issued or guaranteed by U.S. | $31,505,000 | 1,065 |
| 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) | $41,699,000 | 540 |
| Available-for-sale securities (fair market value) | $2,011,000 | 7,563 |
| Total debt securities | $41,699,000 | 2,749 |
| 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 | $48,803,000 | 2,453 |
| U.S. Government securities | $46,310,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $46,310,000 | 1,881 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,009,000 | 2,327 |
| 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 | $1,009,000 | 1,959 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,484,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,623,000 | 5,581 |
| Mortgage-backed securities | $33,128,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $33,128,000 | 1,042 |
| Issued or guaranteed by U.S. | $33,128,000 | 1,035 |
| 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) | $47,319,000 | 483 |
| Available-for-sale securities (fair market value) | $1,484,000 | 7,740 |
| Total debt securities | $47,319,000 | 2,471 |
| 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 | $48,132,000 | 2,527 |
| U.S. Government securities | $43,626,000 | 2,091 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $43,626,000 | 2,019 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,013,000 | 2,411 |
| 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 | $1,013,000 | 2,043 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,493,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,410 |
| Mortgage-backed securities | $31,148,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $31,148,000 | 1,095 |
| Issued or guaranteed by U.S. | $31,148,000 | 1,088 |
| 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) | $44,639,000 | 515 |
| Available-for-sale securities (fair market value) | $3,493,000 | 7,311 |
| Total debt securities | $44,639,000 | 2,629 |
| 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 | $46,585,000 | 2,608 |
| U.S. Government securities | $40,085,000 | 2,245 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $40,085,000 | 2,170 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,019,000 | 1,988 |
| 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 | $2,019,000 | 1,643 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $4,481,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,884 |
| Mortgage-backed securities | $29,111,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $29,111,000 | 1,170 |
| Issued or guaranteed by U.S. | $29,111,000 | 1,162 |
| 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) | $42,104,000 | 521 |
| Available-for-sale securities (fair market value) | $4,481,000 | 7,075 |
| Total debt securities | $42,104,000 | 2,752 |
| 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 | $45,229,000 | 2,693 |
| U.S. Government securities | $42,649,000 | 2,187 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $42,649,000 | 2,112 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,025,000 | 2,012 |
| 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 | $2,025,000 | 1,742 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $555,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $30,679,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $30,679,000 | 1,139 |
| Issued or guaranteed by U.S. | $30,679,000 | 1,130 |
| 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) | $44,674,000 | 492 |
| Available-for-sale securities (fair market value) | $555,000 | 8,103 |
| Total debt securities | $44,674,000 | 2,665 |
| 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 | $49,254,000 | 2,472 |
| U.S. Government securities | $38,394,000 | 2,329 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $38,394,000 | 2,250 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,031,000 | 2,108 |
| 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 | $2,031,000 | 1,835 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $8,829,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $29,923,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $29,923,000 | 1,142 |
| Issued or guaranteed by U.S. | $29,923,000 | 1,138 |
| 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) | $40,425,000 | 541 |
| Available-for-sale securities (fair market value) | $8,829,000 | 6,040 |
| Total debt securities | $40,425,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $42,121,000 | 2,761 |
| U.S. Government securities | $34,231,000 | 2,466 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $34,231,000 | 2,367 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,037,000 | 2,173 |
| 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 | $2,037,000 | 1,890 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,853,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $27,744,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $27,744,000 | 1,202 |
| Issued or guaranteed by U.S. | $27,744,000 | 1,197 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,268,000 | 578 |
| Available-for-sale securities (fair market value) | $5,853,000 | 6,715 |
| Total debt securities | $36,268,000 | 3,017 |
| 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 | $36,360,000 | 3,049 |
| U.S. Government securities | $25,971,000 | 3,037 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,971,000 | 2,903 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,599,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $1,556,000 | 585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,043,000 | 1,889 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,790,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $19,143,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $17,587,000 | 1,646 |
| Issued or guaranteed by U.S. | $17,587,000 | 1,640 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,556,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,556,000 | 524 |
| 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) | $29,570,000 | 673 |
| Available-for-sale securities (fair market value) | $6,790,000 | 6,513 |
| Total debt securities | $29,570,000 | 3,474 |
| 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 | $35,784,000 | 3,067 |
| U.S. Government securities | $28,254,000 | 2,842 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $28,254,000 | 2,710 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,723,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $1,674,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,049,000 | 1,889 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,807,000 | 812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $19,546,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $17,872,000 | 1,588 |
| Issued or guaranteed by U.S. | $17,872,000 | 1,579 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,674,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,674,000 | 511 |
| 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) | $31,977,000 | 617 |
| Available-for-sale securities (fair market value) | $3,807,000 | 7,300 |
| Total debt securities | $31,977,000 | 3,273 |
| 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 | $28,643,000 | 3,471 |
| U.S. Government securities | $18,090,000 | 3,826 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,090,000 | 3,639 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $4,053,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $1,980,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,073,000 | 1,868 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,500,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $10,056,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $8,076,000 | 2,409 |
| Issued or guaranteed by U.S. | $8,076,000 | 2,393 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,980,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,980,000 | 564 |
| 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) | $22,143,000 | 852 |
| Available-for-sale securities (fair market value) | $6,500,000 | 6,543 |
| Total debt securities | $22,143,000 | 4,130 |
| 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 | $18,920,000 | 4,827 |
| U.S. Government securities | $14,797,000 | 4,578 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,797,000 | 4,276 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,961,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $1,961,000 | 581 |
| 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 | $0 | 313 |
| Equity securities | $2,162,000 | 1,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $16,758,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $14,797,000 | 1,338 |
| Issued or guaranteed by U.S. | $14,797,000 | 1,327 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,961,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $1,961,000 | 512 |
| 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) | $16,758,000 | 1,307 |
| Available-for-sale securities (fair market value) | $2,162,000 | 8,127 |
| Total debt securities | $16,758,000 | 5,094 |
| 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 | $20,362,000 | 4,796 |
| U.S. Government securities | $16,258,000 | 4,514 |
| U.S. Treasury securities | $1,359,000 | 3,278 |
| U.S. Government agency obligations | $14,899,000 | 4,318 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,942,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $1,942,000 | 603 |
| 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 | $0 | 343 |
| Equity securities | $2,162,000 | 1,452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $16,841,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $14,899,000 | 1,413 |
| Issued or guaranteed by U.S. | $14,899,000 | 1,400 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,942,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $1,942,000 | 531 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,200,000 | 1,365 |
| Available-for-sale securities (fair market value) | $2,162,000 | 8,357 |
| Total debt securities | $18,200,000 | 5,046 |
| 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 | $18,008,000 | 5,183 |
| U.S. Government securities | $14,248,000 | 4,933 |
| U.S. Treasury securities | $2,353,000 | 3,576 |
| U.S. Government agency obligations | $11,895,000 | 4,761 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,923,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $1,923,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,837,000 | 1,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $13,818,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $11,895,000 | 1,729 |
| Issued or guaranteed by U.S. | $11,895,000 | 1,719 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,923,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $1,923,000 | 494 |
| 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) | $16,171,000 | 1,646 |
| Available-for-sale securities (fair market value) | $1,837,000 | 8,525 |
| Total debt securities | $16,171,000 | 5,413 |
| 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 | $19,277,000 | 5,054 |
| U.S. Government securities | $15,899,000 | 4,844 |
| U.S. Treasury securities | $2,187,000 | 4,941 |
| U.S. Government agency obligations | $13,712,000 | 4,282 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,905,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $1,905,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,473,000 | 1,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $15,617,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $13,712,000 | 1,584 |
| Issued or guaranteed by U.S. | $13,712,000 | 1,572 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,905,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $1,905,000 | 357 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,804,000 | 1,817 |
| Available-for-sale securities (fair market value) | $1,473,000 | 8,981 |
| Total debt securities | $17,804,000 | 5,230 |
| 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 | $20,936,000 | 5,152 |
| U.S. Government securities | $17,664,000 | 4,857 |
| U.S. Treasury securities | $3,996,000 | 4,397 |
| U.S. Government agency obligations | $13,668,000 | 4,474 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $1,902,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $1,902,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,370,000 | 1,918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $15,570,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $13,668,000 | 1,754 |
| Issued or guaranteed by U.S. | $13,668,000 | 1,735 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,902,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $1,902,000 | 412 |
| 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) | $19,566,000 | 1,932 |
| Available-for-sale securities (fair market value) | $1,370,000 | 9,338 |
| Total debt securities | $19,566,000 | 5,275 |
| 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 | $24,955,000 | 4,710 |
| U.S. Government securities | $20,748,000 | 4,520 |
| U.S. Treasury securities | $3,971,000 | 5,321 |
| U.S. Government agency obligations | $16,777,000 | 3,829 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,873,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $1,873,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,334,000 | 1,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $18,650,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $16,777,000 | 1,502 |
| Issued or guaranteed by U.S. | $16,777,000 | 1,487 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,873,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $1,873,000 | 459 |
| 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) | $22,621,000 | 1,806 |
| Available-for-sale securities (fair market value) | $2,334,000 | 9,248 |
| Total debt securities | $22,621,000 | 4,987 |
| 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 | $27,046,000 | 4,667 |
| U.S. Government securities | $25,817,000 | 3,973 |
| U.S. Treasury securities | $5,949,000 | 4,972 |
| U.S. Government agency obligations | $19,868,000 | 3,201 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,229,000 | 1,790 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $19,868,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $19,868,000 | 1,386 |
| Issued or guaranteed by U.S. | $19,868,000 | 1,365 |
| 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) | $25,817,000 | 2,787 |
| Available-for-sale securities (fair market value) | $1,229,000 | 9,478 |
| Total debt securities | $25,817,000 | 4,764 |
| 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 | $22,417,000 | 5,645 |
| U.S. Government securities | $18,327,000 | 5,460 |
| U.S. Treasury securities | $3,998,000 | 6,510 |
| U.S. Government agency obligations | $14,329,000 | 4,322 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,090,000 | 869 |
| 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 | $14,329,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $14,329,000 | 1,922 |
| Issued or guaranteed by U.S. | $14,329,000 | 1,885 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,327,000 | 6,388 |
| 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 | $19,855,000 | 6,133 |
| U.S. Government securities | $14,834,000 | 6,305 |
| U.S. Treasury securities | $3,998,000 | 6,628 |
| U.S. Government agency obligations | $10,836,000 | 5,239 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,021,000 | 627 |
| 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 | $10,836,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $8,898,000 | 2,763 |
| Issued or guaranteed by U.S. | $8,898,000 | 2,717 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,938,000 | 4,114 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 3,795 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,834,000 | 7,282 |
| 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 |