Home > Farmers State Bank > Securities
Farmers State Bank, Securities
| 2018-06-30 | Rank | |
| Total securities | $12,949,000 | 4,155 |
| U.S. Government securities | $1,546,000 | 4,851 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,546,000 | 4,705 |
| Securities issued by states & political subdivisions | $11,403,000 | 2,424 |
| 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 | $11,434,000 | 2,645 |
| Mortgage-backed securities | $1,546,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,546,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,176 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,949,000 | 3,877 |
| Total debt securities | $12,949,000 | 4,131 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $13,216,000 | 4,182 |
| U.S. Government securities | $1,622,000 | 4,911 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,622,000 | 4,778 |
| Securities issued by states & political subdivisions | $11,594,000 | 2,433 |
| 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 | $11,046,000 | 2,711 |
| Mortgage-backed securities | $1,622,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,622,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,622,000 | 2,141 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,216,000 | 3,895 |
| Total debt securities | $13,215,000 | 4,156 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $13,359,000 | 4,227 |
| U.S. Government securities | $1,691,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,691,000 | 4,827 |
| Securities issued by states & political subdivisions | $11,628,000 | 2,479 |
| 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 | $40,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,076,000 | 2,837 |
| Mortgage-backed securities | $1,691,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,691,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,111 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,359,000 | 3,939 |
| Total debt securities | $13,319,000 | 4,207 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $14,163,000 | 4,212 |
| U.S. Government securities | $1,781,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,781,000 | 4,869 |
| Securities issued by states & political subdivisions | $12,342,000 | 2,454 |
| 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 | $40,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,517,000 | 2,835 |
| Mortgage-backed securities | $1,781,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,781,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,781,000 | 2,105 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,163,000 | 3,924 |
| Total debt securities | $14,123,000 | 4,190 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $14,310,000 | 4,231 |
| U.S. Government securities | $1,900,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,900,000 | 4,903 |
| Securities issued by states & political subdivisions | $12,370,000 | 2,487 |
| 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 | $40,000 | 865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,459,000 | 2,861 |
| Mortgage-backed securities | $1,900,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,900,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,900,000 | 2,089 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,310,000 | 3,939 |
| Total debt securities | $14,271,000 | 4,217 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,549,000 | 4,265 |
| U.S. Government securities | $1,551,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,551,000 | 5,029 |
| Securities issued by states & political subdivisions | $11,960,000 | 2,549 |
| Other domestic debt securities | $998,000 | 1,595 |
| 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 | $998,000 | 1,313 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $40,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,619,000 | 3,000 |
| Mortgage-backed securities | $1,551,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,551,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,551,000 | 2,221 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,549,000 | 3,956 |
| Total debt securities | $14,509,000 | 4,245 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $13,235,000 | 4,375 |
| U.S. Government securities | $1,701,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,701,000 | 5,031 |
| Securities issued by states & political subdivisions | $10,445,000 | 2,730 |
| Other domestic debt securities | $1,049,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $56,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $993,000 | 1,319 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $40,000 | 891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,267,000 | 3,051 |
| Mortgage-backed securities | $1,757,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,757,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,701,000 | 2,177 |
| Privately issued | $56,000 | 546 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,235,000 | 4,062 |
| Total debt securities | $13,196,000 | 4,359 |
| 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 | $14,772,000 | 4,281 |
| U.S. Government securities | $2,840,000 | 4,964 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,840,000 | 4,849 |
| Securities issued by states & political subdivisions | $10,835,000 | 2,694 |
| Other domestic debt securities | $1,057,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $58,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $999,000 | 1,318 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $40,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,080,000 | 3,106 |
| Mortgage-backed securities | $2,898,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,961,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,903,000 | 2,134 |
| Privately issued | $58,000 | 551 |
| Commercial mortgage-backed securities | $937,000 | 1,101 |
| Commercial mortgage pass-through securities | $937,000 | 726 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $14,772,000 | 3,955 |
| Total debt securities | $14,732,000 | 4,259 |
| 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 | $13,530,000 | 4,454 |
| U.S. Government securities | $3,028,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,028,000 | 4,914 |
| Securities issued by states & political subdivisions | $9,407,000 | 2,870 |
| Other domestic debt securities | $1,055,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $60,000 | 607 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $995,000 | 1,318 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $40,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,156,000 | 3,160 |
| Mortgage-backed securities | $3,088,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,146,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $2,086,000 | 2,098 |
| Privately issued | $60,000 | 571 |
| Commercial mortgage-backed securities | $942,000 | 1,043 |
| Commercial mortgage pass-through securities | $942,000 | 687 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $13,530,000 | 4,125 |
| Total debt securities | $13,488,000 | 4,434 |
| 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 | $14,167,000 | 4,447 |
| U.S. Government securities | $3,253,000 | 5,077 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,253,000 | 4,973 |
| Securities issued by states & political subdivisions | $9,245,000 | 2,899 |
| Other domestic debt securities | $1,629,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $64,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,565,000 | 1,118 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $40,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,513,000 | 3,421 |
| Mortgage-backed securities | $3,317,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,369,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,305,000 | 2,062 |
| Privately issued | $64,000 | 579 |
| Commercial mortgage-backed securities | $948,000 | 1,010 |
| Commercial mortgage pass-through securities | $948,000 | 659 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,167,000 | 4,112 |
| Total debt securities | $14,126,000 | 4,430 |
| 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 | $12,044,000 | 4,695 |
| U.S. Government securities | $3,474,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,474,000 | 5,004 |
| Securities issued by states & political subdivisions | $7,899,000 | 3,099 |
| Other domestic debt securities | $631,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $67,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $564,000 | 1,460 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $40,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,281,000 | 3,672 |
| Mortgage-backed securities | $3,541,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,587,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 2,040 |
| Privately issued | $67,000 | 585 |
| Commercial mortgage-backed securities | $954,000 | 958 |
| Commercial mortgage pass-through securities | $954,000 | 623 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,044,000 | 4,339 |
| Total debt securities | $12,005,000 | 4,677 |
| 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 | $11,389,000 | 4,843 |
| U.S. Government securities | $3,725,000 | 5,164 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,725,000 | 5,055 |
| Securities issued by states & political subdivisions | $6,457,000 | 3,324 |
| Other domestic debt securities | $1,167,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $86,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,081,000 | 1,228 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $40,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,602,000 | 3,492 |
| Mortgage-backed securities | $3,811,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,849,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,763,000 | 1,999 |
| Privately issued | $86,000 | 581 |
| Commercial mortgage-backed securities | $962,000 | 918 |
| Commercial mortgage pass-through securities | $962,000 | 602 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,389,000 | 4,479 |
| Total debt securities | $11,349,000 | 4,823 |
| 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 | $10,079,000 | 5,066 |
| U.S. Government securities | $4,066,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,066,000 | 5,094 |
| Securities issued by states & political subdivisions | $4,788,000 | 3,653 |
| Other domestic debt securities | $1,185,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $109,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,076,000 | 1,251 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $40,000 | 937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,885,000 | 3,488 |
| Mortgage-backed securities | $4,175,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,149,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $3,040,000 | 1,988 |
| Privately issued | $109,000 | 587 |
| Commercial mortgage-backed securities | $1,026,000 | 838 |
| Commercial mortgage pass-through securities | $967,000 | 566 |
| Other commercial mortgage-backed securities | $59,000 | 658 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,079,000 | 4,702 |
| Total debt securities | $10,039,000 | 5,048 |
| 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 | $11,284,000 | 5,008 |
| U.S. Government securities | $6,167,000 | 4,954 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,167,000 | 4,849 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,853 |
| Other domestic debt securities | $1,223,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $127,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,096,000 | 1,262 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $40,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,523,000 | 3,750 |
| Mortgage-backed securities | $4,704,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,461,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $3,334,000 | 1,970 |
| Privately issued | $127,000 | 618 |
| Commercial mortgage-backed securities | $1,243,000 | 780 |
| Commercial mortgage pass-through securities | $973,000 | 553 |
| Other commercial mortgage-backed securities | $270,000 | 619 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,284,000 | 4,631 |
| Total debt securities | $11,245,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $87,000 | 2,059 |
| Fair value | $87,000 | 2,062 |
| 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 | $7,846,000 | 5,444 |
| U.S. Government securities | $4,970,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,970,000 | 5,121 |
| Securities issued by states & political subdivisions | $1,579,000 | 4,551 |
| Other domestic debt securities | $1,257,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $158,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,099,000 | 1,274 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $40,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,794,000 | 3,743 |
| Mortgage-backed securities | $5,035,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,727,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $3,569,000 | 1,967 |
| Privately issued | $158,000 | 599 |
| Commercial mortgage-backed securities | $1,308,000 | 756 |
| Commercial mortgage pass-through securities | $976,000 | 544 |
| Other commercial mortgage-backed securities | $332,000 | 583 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,846,000 | 5,063 |
| Total debt securities | $7,806,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $92,000 | 2,151 |
| Fair value | $93,000 | 2,153 |
| 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 | $9,047,000 | 5,406 |
| U.S. Government securities | $5,855,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,855,000 | 5,058 |
| Securities issued by states & political subdivisions | $1,861,000 | 4,501 |
| Other domestic debt securities | $1,291,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $183,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,108,000 | 1,303 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $40,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,667,000 | 3,820 |
| Mortgage-backed securities | $5,922,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,063,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $3,880,000 | 1,934 |
| Privately issued | $183,000 | 624 |
| Commercial mortgage-backed securities | $1,859,000 | 674 |
| Commercial mortgage pass-through securities | $981,000 | 530 |
| Other commercial mortgage-backed securities | $878,000 | 495 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $9,047,000 | 5,025 |
| Total debt securities | $9,007,000 | 5,388 |
| Structured notes | ||
| Amortized cost | $115,000 | 2,243 |
| Fair value | $116,000 | 2,239 |
| 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 | $11,002,000 | 5,269 |
| U.S. Government securities | $5,351,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,351,000 | 5,217 |
| Securities issued by states & political subdivisions | $2,098,000 | 4,470 |
| Other domestic debt securities | $3,553,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $212,000 | 647 |
| Commercial mortgage-backed securities - Total | $1,220,000 | 104 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,121,000 | 1,065 |
| 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 | $7,317,000 | 3,717 |
| Mortgage-backed securities | $6,649,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,439,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $4,227,000 | 1,894 |
| Privately issued | $212,000 | 619 |
| Commercial mortgage-backed securities | $2,210,000 | 615 |
| Commercial mortgage pass-through securities | $990,000 | 523 |
| Other commercial mortgage-backed securities | $1,220,000 | 432 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,002,000 | 4,875 |
| Total debt securities | $11,002,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $132,000 | 2,290 |
| Fair value | $134,000 | 2,290 |
| 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 | $11,929,000 | 5,236 |
| U.S. Government securities | $5,699,000 | 5,310 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,699,000 | 5,201 |
| Securities issued by states & political subdivisions | $2,089,000 | 4,488 |
| Other domestic debt securities | $4,141,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $228,000 | 666 |
| Commercial mortgage-backed securities - Total | $1,286,000 | 100 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,627,000 | 992 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,184,000 | 3,975 |
| Mortgage-backed securities | $7,073,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,796,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $4,568,000 | 1,839 |
| Privately issued | $228,000 | 638 |
| Commercial mortgage-backed securities | $2,277,000 | 585 |
| Commercial mortgage pass-through securities | $991,000 | 510 |
| Other commercial mortgage-backed securities | $1,286,000 | 411 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,929,000 | 4,833 |
| Total debt securities | $11,929,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $138,000 | 2,351 |
| Fair value | $140,000 | 2,351 |
| 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 | $12,422,000 | 5,210 |
| U.S. Government securities | $7,546,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,546,000 | 4,899 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,550 |
| Other domestic debt securities | $2,877,000 | 1,299 |
| Privately issued residential mortgage-backed securities | $243,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,634,000 | 1,002 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,227,000 | 3,959 |
| Mortgage-backed securities | $7,639,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,116,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $4,873,000 | 1,795 |
| Privately issued | $243,000 | 655 |
| Commercial mortgage-backed securities | $2,523,000 | 526 |
| Commercial mortgage pass-through securities | $995,000 | 466 |
| Other commercial mortgage-backed securities | $1,528,000 | 387 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,422,000 | 4,812 |
| Total debt securities | $12,422,000 | 5,179 |
| Structured notes | ||
| Amortized cost | $147,000 | 2,338 |
| Fair value | $150,000 | 2,336 |
| 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 | $13,973,000 | 5,079 |
| U.S. Government securities | $8,584,000 | 4,873 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,584,000 | 4,770 |
| Securities issued by states & political subdivisions | $2,494,000 | 4,405 |
| Other domestic debt securities | $2,895,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $270,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,625,000 | 1,044 |
| 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 | $5,791,000 | 4,074 |
| Mortgage-backed securities | $8,691,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,167,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $5,897,000 | 1,672 |
| Privately issued | $270,000 | 671 |
| Commercial mortgage-backed securities | $2,524,000 | 511 |
| Commercial mortgage pass-through securities | $999,000 | 446 |
| Other commercial mortgage-backed securities | $1,525,000 | 388 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,973,000 | 4,683 |
| Total debt securities | $13,973,000 | 5,049 |
| Structured notes | ||
| Amortized cost | $160,000 | 2,326 |
| Fair value | $163,000 | 2,328 |
| 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 | $14,719,000 | 5,016 |
| U.S. Government securities | $9,454,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,454,000 | 4,643 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,447 |
| Other domestic debt securities | $2,921,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $300,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,621,000 | 1,059 |
| 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 | $6,226,000 | 3,981 |
| Mortgage-backed securities | $9,516,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,754,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $6,454,000 | 1,646 |
| Privately issued | $300,000 | 674 |
| Commercial mortgage-backed securities | $2,762,000 | 482 |
| Commercial mortgage pass-through securities | $998,000 | 441 |
| Other commercial mortgage-backed securities | $1,764,000 | 341 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $14,719,000 | 4,634 |
| Total debt securities | $14,719,000 | 4,985 |
| Structured notes | ||
| Amortized cost | $235,000 | 2,256 |
| Fair value | $238,000 | 2,250 |
| 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 | $18,456,000 | 4,666 |
| U.S. Government securities | $14,097,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,097,000 | 4,074 |
| Securities issued by states & political subdivisions | $2,373,000 | 4,422 |
| Other domestic debt securities | $1,986,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $320,000 | 735 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,666,000 | 1,293 |
| 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 | $4,487,000 | 4,422 |
| Mortgage-backed securities | $12,855,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $911,000 | 4,734 |
| Issued or guaranteed by U.S. | $911,000 | 4,732 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,797,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $8,477,000 | 1,482 |
| Privately issued | $320,000 | 705 |
| Commercial mortgage-backed securities | $3,147,000 | 410 |
| Commercial mortgage pass-through securities | $1,016,000 | 408 |
| Other commercial mortgage-backed securities | $2,131,000 | 251 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $18,456,000 | 4,305 |
| Total debt securities | $18,456,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $549,000 | 1,946 |
| Fair value | $552,000 | 1,946 |
| 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 | $18,262,000 | 4,648 |
| U.S. Government securities | $14,308,000 | 4,087 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,308,000 | 3,988 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,394 |
| Other domestic debt securities | $1,454,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $344,000 | 764 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,110,000 | 1,415 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,597,000 | 4,153 |
| Mortgage-backed securities | $12,689,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,736 |
| Issued or guaranteed by U.S. | $959,000 | 4,735 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,417,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $10,073,000 | 1,408 |
| Privately issued | $344,000 | 732 |
| Commercial mortgage-backed securities | $1,313,000 | 443 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $1,313,000 | 223 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,262,000 | 4,285 |
| Total debt securities | $18,262,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $940,000 | 1,813 |
| Fair value | $945,000 | 1,814 |
| 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 | $22,105,000 | 4,335 |
| U.S. Government securities | $17,435,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,435,000 | 3,766 |
| Securities issued by states & political subdivisions | $2,705,000 | 4,346 |
| Other domestic debt securities | $1,965,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $366,000 | 797 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,599,000 | 1,321 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,863,000 | 4,132 |
| Mortgage-backed securities | $15,412,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $995,000 | 4,831 |
| Issued or guaranteed by U.S. | $995,000 | 4,828 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,858,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $12,492,000 | 1,302 |
| Privately issued | $366,000 | 764 |
| Commercial mortgage-backed securities | $1,559,000 | 407 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $1,559,000 | 211 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,105,000 | 3,983 |
| Total debt securities | $22,105,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $1,860,000 | 1,462 |
| Fair value | $1,861,000 | 1,463 |
| 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 | $26,257,000 | 3,994 |
| U.S. Government securities | $22,066,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,066,000 | 3,361 |
| Securities issued by states & political subdivisions | $2,234,000 | 4,469 |
| Other domestic debt securities | $1,957,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $395,000 | 842 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,562,000 | 1,328 |
| 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 | $4,081,000 | 4,608 |
| Mortgage-backed securities | $17,168,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,840 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,190,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $13,795,000 | 1,253 |
| Privately issued | $395,000 | 809 |
| Commercial mortgage-backed securities | $1,963,000 | 370 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $1,963,000 | 200 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $26,257,000 | 3,690 |
| Total debt securities | $26,257,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,311 |
| Fair value | $2,734,000 | 1,319 |
| 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 | $23,911,000 | 4,258 |
| U.S. Government securities | $20,142,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,142,000 | 3,631 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,592 |
| Other domestic debt securities | $1,991,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $421,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,570,000 | 1,303 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,708,000 | 4,764 |
| Mortgage-backed securities | $13,399,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,839 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,051,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $9,630,000 | 1,541 |
| Privately issued | $421,000 | 833 |
| Commercial mortgage-backed securities | $2,323,000 | 316 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $2,323,000 | 167 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $23,911,000 | 3,914 |
| Total debt securities | $23,911,000 | 4,219 |
| Structured notes | ||
| Amortized cost | $3,098,000 | 1,365 |
| Fair value | $3,094,000 | 1,368 |
| 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 | $20,636,000 | 4,489 |
| U.S. Government securities | $18,327,000 | 3,806 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,327,000 | 3,732 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,761 |
| Other domestic debt securities | $939,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $454,000 | 936 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $485,000 | 1,777 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,074,000 | 4,435 |
| Mortgage-backed securities | $11,414,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,028,000 | 4,786 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,793,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $7,339,000 | 1,658 |
| Privately issued | $454,000 | 887 |
| Commercial mortgage-backed securities | $2,593,000 | 245 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $2,593,000 | 128 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $20,636,000 | 4,121 |
| Total debt securities | $20,633,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $2,817,000 | 1,437 |
| Fair value | $2,792,000 | 1,445 |
| 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 | $16,044,000 | 4,950 |
| U.S. Government securities | $14,109,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,109,000 | 4,179 |
| Securities issued by states & political subdivisions | $955,000 | 4,955 |
| Other domestic debt securities | $980,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $481,000 | 960 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $499,000 | 1,739 |
| 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 | $5,727,000 | 3,994 |
| Mortgage-backed securities | $6,524,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,662,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $5,181,000 | 1,883 |
| Privately issued | $481,000 | 908 |
| Commercial mortgage-backed securities | $862,000 | 317 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $862,000 | 135 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $16,044,000 | 4,540 |
| Total debt securities | $16,045,000 | 4,920 |
| Structured notes | ||
| Amortized cost | $3,010,000 | 1,425 |
| Fair value | $2,974,000 | 1,490 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,280,000 | 4,865 |
| U.S. Government securities | $15,396,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,396,000 | 4,111 |
| Securities issued by states & political subdivisions | $1,626,000 | 4,581 |
| Other domestic debt securities | $258,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $258,000 | 1,088 |
| 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 | $5,988,000 | 4,003 |
| Mortgage-backed securities | $6,508,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,229,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $4,971,000 | 1,874 |
| Privately issued | $258,000 | 1,033 |
| Commercial mortgage-backed securities | $1,279,000 | 257 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $1,279,000 | 105 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $17,280,000 | 4,459 |
| Total debt securities | $17,280,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $3,123,000 | 1,570 |
| Fair value | $3,038,000 | 1,595 |
| 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 | $18,758,000 | 4,686 |
| U.S. Government securities | $17,126,000 | 3,948 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,126,000 | 3,838 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,569 |
| 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 | $6,235,000 | 3,916 |
| Mortgage-backed securities | $4,953,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,169,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $3,169,000 | 2,125 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,784,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $1,784,000 | 97 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,758,000 | 4,287 |
| Total debt securities | $18,758,000 | 4,649 |
| Structured notes | ||
| Amortized cost | $3,212,000 | 1,618 |
| Fair value | $3,084,000 | 1,635 |
| 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 | $20,044,000 | 4,393 |
| U.S. Government securities | $15,983,000 | 3,935 |
| U.S. Treasury securities | $6,500,000 | 436 |
| U.S. Government agency obligations | $9,483,000 | 4,821 |
| Securities issued by states & political subdivisions | $1,938,000 | 4,441 |
| Other domestic debt securities | $2,123,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $2,123,000 | 177 |
| 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 | $3,936,000 | 4,518 |
| Mortgage-backed securities | $4,277,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,154,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,154,000 | 2,332 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $2,123,000 | 177 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $2,123,000 | 75 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,044,000 | 4,039 |
| Total debt securities | $20,044,000 | 4,361 |
| 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 | $3,124,000 | 6,916 |
| U.S. Government securities | $2,499,000 | 6,573 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,499,000 | 6,453 |
| Securities issued by states & political subdivisions | $625,000 | 5,116 |
| 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 | $3,010,000 | 4,908 |
| Mortgage-backed securities | $14,000 | 6,043 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,436 |
| 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) | $100,000 | 2,858 |
| Available-for-sale securities (fair market value) | $3,024,000 | 6,408 |
| Total debt securities | $3,124,000 | 6,878 |
| 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 | $3,251,000 | 6,984 |
| U.S. Government securities | $2,628,000 | 6,671 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,628,000 | 6,555 |
| Securities issued by states & political subdivisions | $623,000 | 5,095 |
| 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 | $3,127,000 | 4,918 |
| Mortgage-backed securities | $24,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $24,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,343 |
| 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) | $100,000 | 2,930 |
| Available-for-sale securities (fair market value) | $3,151,000 | 6,472 |
| Total debt securities | $3,251,000 | 6,945 |
| 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 | $3,367,000 | 7,034 |
| U.S. Government securities | $2,646,000 | 6,766 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,646,000 | 6,658 |
| Securities issued by states & political subdivisions | $721,000 | 5,037 |
| 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 | $3,132,000 | 4,976 |
| Mortgage-backed securities | $35,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $35,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,299 |
| 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) | $200,000 | 2,847 |
| Available-for-sale securities (fair market value) | $3,167,000 | 6,529 |
| Total debt securities | $3,367,000 | 6,990 |
| 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 | $3,833,000 | 6,966 |
| U.S. Government securities | $3,110,000 | 6,640 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,110,000 | 6,539 |
| Securities issued by states & political subdivisions | $723,000 | 5,078 |
| 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 | $3,573,000 | 4,854 |
| Mortgage-backed securities | $46,000 | 6,118 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $46,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,280 |
| 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) | $200,000 | 2,904 |
| Available-for-sale securities (fair market value) | $3,633,000 | 6,479 |
| Total debt securities | $3,833,000 | 6,923 |
| 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 | $3,366,000 | 7,118 |
| U.S. Government securities | $2,647,000 | 6,822 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,647,000 | 6,726 |
| Securities issued by states & political subdivisions | $719,000 | 5,141 |
| 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 | $3,112,000 | 5,055 |
| Mortgage-backed securities | $57,000 | 6,170 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $57,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,257 |
| 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) | $200,000 | 2,977 |
| Available-for-sale securities (fair market value) | $3,166,000 | 6,608 |
| Total debt securities | $3,366,000 | 7,082 |
| 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 | $3,497,000 | 7,101 |
| U.S. Government securities | $2,688,000 | 6,852 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,688,000 | 6,758 |
| Securities issued by states & political subdivisions | $809,000 | 5,075 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 5,063 |
| Mortgage-backed securities | $68,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $68,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,233 |
| 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) | $300,000 | 2,914 |
| Available-for-sale securities (fair market value) | $3,197,000 | 6,632 |
| Total debt securities | $3,497,000 | 7,060 |
| 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 | $3,720,000 | 7,113 |
| U.S. Government securities | $2,914,000 | 6,891 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,914,000 | 6,802 |
| Securities issued by states & political subdivisions | $806,000 | 5,001 |
| 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 | $3,213,000 | 5,071 |
| Mortgage-backed securities | $81,000 | 6,237 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $81,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,221 |
| 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) | $300,000 | 2,952 |
| Available-for-sale securities (fair market value) | $3,420,000 | 6,635 |
| Total debt securities | $3,720,000 | 7,066 |
| 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 | $4,248,000 | 7,071 |
| U.S. Government securities | $3,452,000 | 6,840 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,452,000 | 6,749 |
| Securities issued by states & political subdivisions | $796,000 | 4,967 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,727,000 | 4,952 |
| Mortgage-backed securities | $93,000 | 6,243 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $93,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,196 |
| 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) | $300,000 | 2,987 |
| Available-for-sale securities (fair market value) | $3,948,000 | 6,575 |
| Total debt securities | $4,248,000 | 7,030 |
| 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 | $4,703,000 | 6,980 |
| U.S. Government securities | $3,911,000 | 6,729 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,911,000 | 6,634 |
| Securities issued by states & political subdivisions | $792,000 | 4,973 |
| 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 | $3,670,000 | 4,973 |
| Mortgage-backed securities | $101,000 | 6,229 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,938 |
| Issued or guaranteed by U.S. | $101,000 | 5,917 |
| 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) | $300,000 | 3,008 |
| Available-for-sale securities (fair market value) | $4,403,000 | 6,463 |
| Total debt securities | $4,703,000 | 6,936 |
| 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 | $5,301,000 | 6,913 |
| U.S. Government securities | $4,402,000 | 6,620 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,402,000 | 6,524 |
| Securities issued by states & political subdivisions | $899,000 | 4,926 |
| 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 | $3,582,000 | 5,010 |
| Mortgage-backed securities | $101,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,955 |
| Issued or guaranteed by U.S. | $101,000 | 5,930 |
| 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) | $420,000 | 2,925 |
| Available-for-sale securities (fair market value) | $4,881,000 | 6,434 |
| Total debt securities | $5,301,000 | 6,857 |
| 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 | $3,116,000 | 7,452 |
| U.S. Government securities | $2,210,000 | 7,320 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,210,000 | 7,216 |
| Securities issued by states & political subdivisions | $906,000 | 4,938 |
| 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 | $1,974,000 | 5,649 |
| Mortgage-backed securities | $102,000 | 6,248 |
| Certificates of participation in pools of residential mortgages | $102,000 | 5,943 |
| Issued or guaranteed by U.S. | $102,000 | 5,913 |
| 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) | $420,000 | 2,969 |
| Available-for-sale securities (fair market value) | $2,696,000 | 6,932 |
| Total debt securities | $3,116,000 | 7,396 |
| 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 | $2,743,000 | 7,613 |
| U.S. Government securities | $1,850,000 | 7,552 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,850,000 | 7,441 |
| Securities issued by states & political subdivisions | $893,000 | 4,971 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,398,000 | 5,503 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $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) | $420,000 | 3,016 |
| Available-for-sale securities (fair market value) | $2,323,000 | 7,047 |
| Total debt securities | $2,743,000 | 7,564 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,734,000 | 7,442 |
| U.S. Government securities | $2,846,000 | 7,300 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,846,000 | 7,188 |
| Securities issued by states & political subdivisions | $888,000 | 4,992 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,640,000 | 5,402 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $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) | $420,000 | 3,071 |
| Available-for-sale securities (fair market value) | $3,314,000 | 6,858 |
| Total debt securities | $3,734,000 | 7,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,820,000 | 7,460 |
| U.S. Government securities | $2,842,000 | 7,358 |
| U.S. Treasury securities | $99,000 | 1,332 |
| U.S. Government agency obligations | $2,743,000 | 7,259 |
| Securities issued by states & political subdivisions | $978,000 | 4,940 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,029,000 | 5,273 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $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) | $520,000 | 3,024 |
| Available-for-sale securities (fair market value) | $3,300,000 | 6,894 |
| Total debt securities | $3,820,000 | 7,424 |
| 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 | $3,318,000 | 7,625 |
| U.S. Government securities | $2,338,000 | 7,552 |
| U.S. Treasury securities | $98,000 | 1,430 |
| U.S. Government agency obligations | $2,240,000 | 7,455 |
| Securities issued by states & political subdivisions | $980,000 | 4,980 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,529,000 | 5,980 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $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) | $520,000 | 3,076 |
| Available-for-sale securities (fair market value) | $2,798,000 | 7,025 |
| Total debt securities | $3,318,000 | 7,581 |
| 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 | $3,810,000 | 7,543 |
| U.S. Government securities | $2,833,000 | 7,455 |
| U.S. Treasury securities | $99,000 | 1,459 |
| U.S. Government agency obligations | $2,734,000 | 7,352 |
| Securities issued by states & political subdivisions | $977,000 | 5,021 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,621,000 | 5,959 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $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) | $520,000 | 3,131 |
| Available-for-sale securities (fair market value) | $3,290,000 | 6,930 |
| Total debt securities | $3,810,000 | 7,497 |
| 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 | $3,403,000 | 7,710 |
| U.S. Government securities | $2,427,000 | 7,648 |
| U.S. Treasury securities | $198,000 | 1,479 |
| U.S. Government agency obligations | $2,229,000 | 7,568 |
| Securities issued by states & political subdivisions | $976,000 | 5,047 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,658,000 | 5,989 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $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) | $520,000 | 3,200 |
| Available-for-sale securities (fair market value) | $2,883,000 | 7,105 |
| Total debt securities | $3,403,000 | 7,660 |
| 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 | $3,677,000 | 7,681 |
| U.S. Government securities | $2,815,000 | 7,580 |
| U.S. Treasury securities | $99,000 | 1,580 |
| U.S. Government agency obligations | $2,716,000 | 7,465 |
| Securities issued by states & political subdivisions | $862,000 | 5,159 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,247,000 | 5,679 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $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) | $420,000 | 3,355 |
| Available-for-sale securities (fair market value) | $3,257,000 | 7,035 |
| Total debt securities | $3,677,000 | 7,635 |
| 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 | $3,748,000 | 7,712 |
| U.S. Government securities | $3,328,000 | 7,464 |
| U.S. Treasury securities | $348,000 | 1,499 |
| U.S. Government agency obligations | $2,980,000 | 7,453 |
| Securities issued by states & political subdivisions | $420,000 | 5,659 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,264,000 | 5,666 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $420,000 | 3,416 |
| Available-for-sale securities (fair market value) | $3,328,000 | 7,056 |
| Total debt securities | $3,748,000 | 7,664 |
| 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 | $4,000,000 | 7,687 |
| U.S. Government securities | $3,580,000 | 7,393 |
| U.S. Treasury securities | $99,000 | 1,682 |
| U.S. Government agency obligations | $3,481,000 | 7,294 |
| Securities issued by states & political subdivisions | $420,000 | 5,684 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,305,000 | 5,245 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $420,000 | 3,494 |
| Available-for-sale securities (fair market value) | $3,580,000 | 7,026 |
| Total debt securities | $4,009,000 | 7,633 |
| 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 | $4,498,000 | 7,606 |
| U.S. Government securities | $4,078,000 | 7,256 |
| U.S. Treasury securities | $98,000 | 1,749 |
| U.S. Government agency obligations | $3,980,000 | 7,146 |
| Securities issued by states & political subdivisions | $420,000 | 5,710 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,302,000 | 5,246 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $420,000 | 3,538 |
| Available-for-sale securities (fair market value) | $4,078,000 | 6,925 |
| Total debt securities | $4,498,000 | 7,553 |
| 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 | $4,925,000 | 7,555 |
| U.S. Government securities | $4,505,000 | 7,154 |
| U.S. Treasury securities | $98,000 | 1,814 |
| U.S. Government agency obligations | $4,407,000 | 7,038 |
| Securities issued by states & political subdivisions | $420,000 | 5,717 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,759,000 | 5,025 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $420,000 | 3,605 |
| Available-for-sale securities (fair market value) | $4,505,000 | 6,859 |
| Total debt securities | $4,925,000 | 7,493 |
| 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 | $5,169,000 | 7,553 |
| U.S. Government securities | $4,749,000 | 7,144 |
| U.S. Treasury securities | $98,000 | 1,932 |
| U.S. Government agency obligations | $4,651,000 | 7,015 |
| Securities issued by states & political subdivisions | $420,000 | 5,737 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,873,000 | 5,032 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $420,000 | 3,648 |
| Available-for-sale securities (fair market value) | $4,749,000 | 6,877 |
| Total debt securities | $5,169,000 | 7,490 |
| 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 | $5,210,000 | 7,580 |
| U.S. Government securities | $4,790,000 | 7,170 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $4,690,000 | 7,049 |
| Securities issued by states & political subdivisions | $420,000 | 5,772 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,027,000 | 4,932 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $420,000 | 3,695 |
| Available-for-sale securities (fair market value) | $4,790,000 | 6,900 |
| Total debt securities | $5,210,000 | 7,519 |
| 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 | $5,261,000 | 7,608 |
| U.S. Government securities | $4,821,000 | 7,186 |
| U.S. Treasury securities | $100,000 | 1,917 |
| U.S. Government agency obligations | $4,721,000 | 7,064 |
| Securities issued by states & political subdivisions | $420,000 | 5,816 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $20,000 | 2,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,139,000 | 4,916 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $420,000 | 3,775 |
| Available-for-sale securities (fair market value) | $4,841,000 | 6,920 |
| Total debt securities | $5,241,000 | 7,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,264,000 | 7,688 |
| U.S. Government securities | $4,824,000 | 7,264 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $4,724,000 | 7,139 |
| Securities issued by states & political subdivisions | $420,000 | 5,866 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $20,000 | 2,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,640,000 | 5,104 |
| Mortgage-backed securities | $12,000 | 7,078 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,000 | 3,818 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,484 |
| 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) | $420,000 | 3,809 |
| Available-for-sale securities (fair market value) | $4,844,000 | 6,991 |
| Total debt securities | $5,244,000 | 7,626 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,819,000 | 8,035 |
| U.S. Government securities | $3,379,000 | 7,683 |
| U.S. Treasury securities | $100,000 | 2,028 |
| U.S. Government agency obligations | $3,279,000 | 7,550 |
| Securities issued by states & political subdivisions | $420,000 | 5,876 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $20,000 | 2,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,098,000 | 5,307 |
| Mortgage-backed securities | $134,000 | 6,650 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $134,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,265 |
| 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) | $420,000 | 3,853 |
| Available-for-sale securities (fair market value) | $3,399,000 | 7,314 |
| Total debt securities | $3,799,000 | 7,969 |
| 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 | $5,370,000 | 7,714 |
| U.S. Government securities | $4,930,000 | 7,261 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $4,830,000 | 7,111 |
| Securities issued by states & political subdivisions | $420,000 | 5,923 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $20,000 | 2,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,428,000 | 4,696 |
| Mortgage-backed securities | $225,000 | 6,548 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $225,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 3,327 |
| 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) | $420,000 | 3,909 |
| Available-for-sale securities (fair market value) | $4,950,000 | 6,999 |
| Total debt securities | $5,350,000 | 7,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,514,000 | 8,158 |
| U.S. Government securities | $3,494,000 | 7,647 |
| U.S. Treasury securities | $100,000 | 2,226 |
| U.S. Government agency obligations | $3,394,000 | 7,486 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $20,000 | 2,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,475,000 | 5,063 |
| Mortgage-backed securities | $537,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $537,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 3,014 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,514,000 | 7,336 |
| Total debt securities | $3,494,000 | 8,086 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,674,000 | 7,579 |
| U.S. Government securities | $5,654,000 | 6,854 |
| U.S. Treasury securities | $1,598,000 | 1,250 |
| U.S. Government agency obligations | $4,056,000 | 7,237 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $20,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,298,000 | 4,668 |
| Mortgage-backed securities | $1,709,000 | 5,468 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,709,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,502 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,674,000 | 6,763 |
| Total debt securities | $5,654,000 | 7,484 |
| 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 | $4,280,000 | 8,009 |
| U.S. Government securities | $4,215,000 | 7,437 |
| U.S. Treasury securities | $1,846,000 | 1,235 |
| U.S. Government agency obligations | $2,369,000 | 7,959 |
| Securities issued by states & political subdivisions | $45,000 | 6,710 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $20,000 | 2,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,901,000 | 4,874 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,000 | 4,616 |
| Available-for-sale securities (fair market value) | $4,235,000 | 7,168 |
| Total debt securities | $4,260,000 | 7,931 |
| 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 | $6,157,000 | 7,487 |
| U.S. Government securities | $6,092,000 | 6,776 |
| U.S. Treasury securities | $3,497,000 | 895 |
| U.S. Government agency obligations | $2,595,000 | 7,884 |
| Securities issued by states & political subdivisions | $45,000 | 6,740 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $20,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,267,000 | 5,170 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,000 | 4,705 |
| Available-for-sale securities (fair market value) | $6,112,000 | 6,648 |
| Total debt securities | $6,137,000 | 7,414 |
| 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 | $4,212,000 | 8,178 |
| U.S. Government securities | $4,027,000 | 7,645 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,027,000 | 7,395 |
| Securities issued by states & political subdivisions | $165,000 | 6,617 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $20,000 | 2,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,622,000 | 5,007 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $165,000 | 4,715 |
| Available-for-sale securities (fair market value) | $4,047,000 | 7,278 |
| Total debt securities | $4,192,000 | 8,083 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,965,000 | 8,716 |
| U.S. Government securities | $3,467,000 | 8,426 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,467,000 | 8,085 |
| Securities issued by states & political subdivisions | $172,000 | 6,796 |
| Other domestic debt securities | $225,000 | 3,398 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $225,000 | 2,973 |
| Foreign debt securities | NA | NA |
| Equity securities | $101,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,389,000 | 6,047 |
| Mortgage-backed securities | $975,000 | 5,569 |
| Certificates of participation in pools of residential mortgages | $247,000 | 5,947 |
| Issued or guaranteed by U.S. | $247,000 | 5,927 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $728,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,949 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $172,000 | 5,332 |
| Available-for-sale securities (fair market value) | $3,793,000 | 7,625 |
| Total debt securities | $3,864,000 | 8,640 |
| 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 | $4,499,000 | 8,851 |
| U.S. Government securities | $4,140,000 | 8,435 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $4,040,000 | 7,977 |
| Securities issued by states & political subdivisions | $261,000 | 6,852 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 6,777 |
| 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 | 6,474 |
| Mortgage-backed securities | $305,000 | 6,763 |
| Certificates of participation in pools of residential mortgages | $305,000 | 6,113 |
| Issued or guaranteed by U.S. | $305,000 | 6,097 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $261,000 | 5,633 |
| Available-for-sale securities (fair market value) | $4,238,000 | 7,675 |
| Total debt securities | $4,401,000 | 8,777 |
| 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 | $3,486,000 | 9,316 |
| U.S. Government securities | $3,026,000 | 8,976 |
| U.S. Treasury securities | $753,000 | 5,510 |
| U.S. Government agency obligations | $2,273,000 | 8,591 |
| Securities issued by states & political subdivisions | $421,000 | 6,749 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,000 | 7,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,509,000 | 6,572 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $421,000 | 5,986 |
| Available-for-sale securities (fair market value) | $3,065,000 | 8,067 |
| Total debt securities | $3,447,000 | 9,203 |
| 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 | $2,894,000 | 10,016 |
| U.S. Government securities | $2,339,000 | 9,876 |
| U.S. Treasury securities | $1,851,000 | 5,371 |
| U.S. Government agency obligations | $488,000 | 10,023 |
| Securities issued by states & political subdivisions | $535,000 | 6,654 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,830,000 | 6,642 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $535,000 | 6,734 |
| Available-for-sale securities (fair market value) | $2,359,000 | 8,577 |
| Total debt securities | $2,874,000 | 9,921 |
| 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 | $3,231,000 | 10,480 |
| U.S. Government securities | $2,249,000 | 10,485 |
| U.S. Treasury securities | $1,999,000 | 6,024 |
| U.S. Government agency obligations | $250,000 | 10,624 |
| Securities issued by states & political subdivisions | $712,000 | 6,618 |
| Other domestic debt securities | $250,000 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,487 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,534 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $962,000 | 7,050 |
| Available-for-sale securities (fair market value) | $2,269,000 | 8,902 |
| Total debt securities | $3,211,000 | 10,381 |
| 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 | $4,350,000 | 10,499 |
| U.S. Government securities | $3,004,000 | 10,578 |
| U.S. Treasury securities | $2,249,000 | 6,761 |
| U.S. Government agency obligations | $755,000 | 10,668 |
| Securities issued by states & political subdivisions | $823,000 | 6,668 |
| Other domestic debt securities | $503,000 | 3,177 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,484 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,445,000 | 7,534 |
| Mortgage-backed securities | $130,000 | 8,894 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $130,000 | 5,635 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 5,370 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,456,000 | 7,081 |
| Available-for-sale securities (fair market value) | $2,894,000 | 8,989 |
| Total debt securities | $4,330,000 | 10,398 |
| 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 | $3,545,000 | 11,459 |
| U.S. Government securities | $2,438,000 | 11,551 |
| U.S. Treasury securities | $2,249,000 | 7,929 |
| U.S. Government agency obligations | $189,000 | 11,586 |
| Securities issued by states & political subdivisions | $1,085,000 | 6,489 |
| Other domestic debt securities | $2,000 | 5,783 |
| Privately issued residential mortgage-backed securities | $2,000 | 2,851 |
| 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 | $20,000 | 7,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,030,000 | 7,006 |
| Mortgage-backed securities | $191,000 | 9,273 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $191,000 | 5,936 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 5,680 |
| Privately issued | $2,000 | 2,497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,525,000 | 8,951 |
| Available-for-sale securities (fair market value) | $20,000 | 11,079 |
| Total debt securities | $3,525,000 | 11,371 |
| 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 | $4,115,000 | 11,678 |
| U.S. Government securities | $2,500,000 | 11,926 |
| U.S. Treasury securities | $2,247,000 | 8,154 |
| U.S. Government agency obligations | $253,000 | 11,929 |
| Securities issued by states & political subdivisions | $694,000 | 7,411 |
| Other domestic debt securities | $901,000 | 3,517 |
| Privately issued residential mortgage-backed securities | $152,000 | 2,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $749,000 | 2,869 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,915,000 | 7,151 |
| Mortgage-backed securities | $152,000 | 10,115 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $152,000 | 6,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $152,000 | 2,107 |
| 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 | $4,095,000 | 11,563 |
| 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 | $6,571,000 | 10,775 |
| U.S. Government securities | $2,794,000 | 12,223 |
| U.S. Treasury securities | $2,265,000 | 8,388 |
| U.S. Government agency obligations | $529,000 | 12,053 |
| Securities issued by states & political subdivisions | $2,724,000 | 4,300 |
| Other domestic debt securities | $1,033,000 | 3,983 |
| Privately issued residential mortgage-backed securities | $323,000 | 2,716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $710,000 | 3,395 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,526,000 | 7,763 |
| Mortgage-backed securities | $323,000 | 10,167 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $323,000 | 6,271 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $323,000 | 2,305 |
| 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 | $6,551,000 | 10,648 |
| 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 |