Home > First National Bank in Pawhuska > Securities
First National Bank in Pawhuska, Securities
| 2014-12-31 | Rank | |
| Total securities | $13,341,000 | 4,878 |
| U.S. Government securities | $12,689,000 | 4,093 |
| U.S. Treasury securities | $600,000 | 1,150 |
| U.S. Government agency obligations | $12,089,000 | 4,058 |
| Securities issued by states & political subdivisions | $652,000 | 4,898 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $5,298,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $5,298,000 | 3,221 |
| Issued or guaranteed by U.S. | $5,298,000 | 3,218 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,341,000 | 4,494 |
| Total debt securities | $13,340,000 | 4,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $14,390,000 | 4,870 |
| U.S. Government securities | $13,743,000 | 4,073 |
| U.S. Treasury securities | $592,000 | 1,166 |
| U.S. Government agency obligations | $13,151,000 | 4,024 |
| Securities issued by states & political subdivisions | $647,000 | 4,960 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,134,000 | 4,369 |
| Mortgage-backed securities | $5,492,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $5,492,000 | 3,266 |
| Issued or guaranteed by U.S. | $5,492,000 | 3,263 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,390,000 | 4,486 |
| Total debt securities | $14,390,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $294,000 | 2,088 |
| Fair value | $293,000 | 2,085 |
| 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 | $14,116,000 | 4,965 |
| U.S. Government securities | $13,462,000 | 4,178 |
| U.S. Treasury securities | $593,000 | 1,121 |
| U.S. Government agency obligations | $12,869,000 | 4,142 |
| Securities issued by states & political subdivisions | $654,000 | 5,016 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,827,000 | 4,485 |
| Mortgage-backed securities | $5,800,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $5,800,000 | 3,268 |
| Issued or guaranteed by U.S. | $5,800,000 | 3,266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,116,000 | 4,562 |
| Total debt securities | $14,116,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,489,000 | 5,083 |
| U.S. Government securities | $12,744,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,744,000 | 4,196 |
| Securities issued by states & political subdivisions | $745,000 | 5,007 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,052,000 | 4,711 |
| Mortgage-backed securities | $5,979,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $5,979,000 | 3,264 |
| Issued or guaranteed by U.S. | $5,979,000 | 3,262 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,489,000 | 4,678 |
| Total debt securities | $13,489,000 | 5,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,204,000 | 5,233 |
| U.S. Government securities | $11,461,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,461,000 | 4,360 |
| Securities issued by states & political subdivisions | $743,000 | 5,051 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,198,000 | 4,978 |
| Mortgage-backed securities | $5,286,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $5,286,000 | 3,418 |
| Issued or guaranteed by U.S. | $5,286,000 | 3,416 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,204,000 | 4,839 |
| Total debt securities | $12,204,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $11,290,000 | 5,363 |
| U.S. Government securities | $10,544,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,544,000 | 4,499 |
| Securities issued by states & political subdivisions | $746,000 | 5,070 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $4,633,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $4,633,000 | 3,565 |
| Issued or guaranteed by U.S. | $4,633,000 | 3,561 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,290,000 | 4,980 |
| Total debt securities | $11,292,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,566,000 | 5,435 |
| U.S. Government securities | $9,807,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,807,000 | 4,598 |
| Securities issued by states & political subdivisions | $759,000 | 5,067 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,272,000 | 5,017 |
| Mortgage-backed securities | $5,020,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $5,020,000 | 3,470 |
| Issued or guaranteed by U.S. | $5,020,000 | 3,466 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $10,566,000 | 5,067 |
| Total debt securities | $10,566,000 | 5,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $11,953,000 | 5,339 |
| U.S. Government securities | $10,828,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,828,000 | 4,505 |
| Securities issued by states & political subdivisions | $1,125,000 | 4,876 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,359,000 | 5,058 |
| Mortgage-backed securities | $5,319,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $5,319,000 | 3,452 |
| Issued or guaranteed by U.S. | $5,319,000 | 3,448 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,953,000 | 4,962 |
| Total debt securities | $11,953,000 | 5,308 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,217 |
| Fair value | $298,000 | 2,232 |
| 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 | $9,605,000 | 5,588 |
| U.S. Government securities | $8,488,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,488,000 | 4,829 |
| Securities issued by states & political subdivisions | $1,117,000 | 4,919 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,429,000 | 5,055 |
| Mortgage-backed securities | $5,933,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $5,933,000 | 3,327 |
| Issued or guaranteed by U.S. | $5,933,000 | 3,324 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,605,000 | 5,207 |
| Total debt securities | $9,605,000 | 5,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,464,000 | 5,581 |
| U.S. Government securities | $9,333,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,333,000 | 4,803 |
| Securities issued by states & political subdivisions | $1,131,000 | 4,923 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,002,000 | 5,273 |
| Mortgage-backed securities | $6,744,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $6,744,000 | 3,324 |
| Issued or guaranteed by U.S. | $6,744,000 | 3,323 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $10,464,000 | 5,195 |
| Total debt securities | $10,464,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,484 |
| Fair value | $301,000 | 2,460 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,399,000 | 5,523 |
| U.S. Government securities | $10,269,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,269,000 | 4,747 |
| Securities issued by states & political subdivisions | $1,130,000 | 4,911 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,000 | 5,341 |
| Mortgage-backed securities | $7,380,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $7,380,000 | 3,228 |
| Issued or guaranteed by U.S. | $7,380,000 | 3,228 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,399,000 | 5,132 |
| Total debt securities | $11,399,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,713 |
| Fair value | $301,000 | 2,698 |
| 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 | $10,162,000 | 5,711 |
| U.S. Government securities | $8,688,000 | 5,210 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,688,000 | 5,106 |
| Securities issued by states & political subdivisions | $1,474,000 | 4,725 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,000 | 5,386 |
| Mortgage-backed securities | $5,846,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $5,846,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,846,000 | 3,514 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,162,000 | 5,322 |
| Total debt securities | $10,162,000 | 5,683 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,944 |
| Fair value | $301,000 | 2,926 |
| 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 | $9,638,000 | 5,785 |
| U.S. Government securities | $8,163,000 | 5,265 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,163,000 | 5,168 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,728 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 5,137 |
| Mortgage-backed securities | $5,583,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $5,583,000 | 3,480 |
| Issued or guaranteed by U.S. | $5,583,000 | 3,478 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,638,000 | 5,368 |
| Total debt securities | $9,638,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $299,000 | 2,833 |
| Fair value | $299,000 | 2,833 |
| 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 | $7,757,000 | 6,041 |
| U.S. Government securities | $6,529,000 | 5,565 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,529,000 | 5,450 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,800 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $4,212,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $4,212,000 | 3,730 |
| Issued or guaranteed by U.S. | $4,212,000 | 3,721 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,757,000 | 5,596 |
| Total debt securities | $7,757,000 | 6,004 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,685,000 | 6,012 |
| U.S. Government securities | $7,458,000 | 5,505 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,458,000 | 5,396 |
| Securities issued by states & political subdivisions | $1,227,000 | 4,782 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $4,056,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $4,056,000 | 3,754 |
| Issued or guaranteed by U.S. | $4,056,000 | 3,741 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,685,000 | 5,552 |
| Total debt securities | $8,685,000 | 5,980 |
| Structured notes | ||
| Amortized cost | $298,000 | 3,048 |
| Fair value | $300,000 | 3,038 |
| 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 | $6,023,000 | 6,398 |
| U.S. Government securities | $3,241,000 | 6,416 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,241,000 | 6,300 |
| Securities issued by states & political subdivisions | $2,782,000 | 4,107 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $2,639,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $2,639,000 | 4,114 |
| Issued or guaranteed by U.S. | $2,639,000 | 4,103 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,023,000 | 5,926 |
| Total debt securities | $6,023,000 | 6,365 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,212,000 | 6,848 |
| U.S. Government securities | $433,000 | 7,109 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $433,000 | 6,997 |
| Securities issued by states & political subdivisions | $2,779,000 | 4,111 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $433,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,070 |
| Issued or guaranteed by U.S. | $433,000 | 5,058 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,212,000 | 6,348 |
| Total debt securities | $3,212,000 | 6,809 |
| 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 | $3,263,000 | 6,888 |
| U.S. Government securities | $462,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $462,000 | 7,069 |
| Securities issued by states & political subdivisions | $2,801,000 | 4,030 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $462,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,061 |
| Issued or guaranteed by U.S. | $462,000 | 5,048 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,263,000 | 6,369 |
| Total debt securities | $3,263,000 | 6,853 |
| 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 | $3,288,000 | 6,979 |
| U.S. Government securities | $495,000 | 7,252 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $495,000 | 7,158 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,981 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $495,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,102 |
| Issued or guaranteed by U.S. | $495,000 | 5,090 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,288,000 | 6,448 |
| Total debt securities | $3,288,000 | 6,941 |
| 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 | $3,723,000 | 6,968 |
| U.S. Government securities | $510,000 | 7,337 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $510,000 | 7,236 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,824 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $510,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,209 |
| Issued or guaranteed by U.S. | $510,000 | 5,197 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,723,000 | 6,450 |
| Total debt securities | $3,723,000 | 6,925 |
| 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 | $4,250,000 | 6,868 |
| U.S. Government securities | $1,028,000 | 7,208 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,028,000 | 7,107 |
| Securities issued by states & political subdivisions | $3,222,000 | 3,830 |
| 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 | $52,000 | 6,379 |
| Mortgage-backed securities | $527,000 | 5,665 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,261 |
| Issued or guaranteed by U.S. | $527,000 | 5,247 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,250,000 | 6,353 |
| Total debt securities | $4,250,000 | 6,829 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $501,000 | 2,441 |
| 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 | $5,946,000 | 6,608 |
| U.S. Government securities | $1,768,000 | 7,092 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,768,000 | 6,997 |
| Securities issued by states & political subdivisions | $4,178,000 | 3,503 |
| 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 | $185,000 | 6,344 |
| Mortgage-backed securities | $783,000 | 5,602 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,189 |
| Issued or guaranteed by U.S. | $783,000 | 5,174 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $36,000 | 3,270 |
| Available-for-sale securities (fair market value) | $5,910,000 | 6,077 |
| Total debt securities | $5,946,000 | 6,567 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $499,000 | 2,125 |
| 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 | $6,143,000 | 6,570 |
| U.S. Government securities | $1,822,000 | 7,121 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,822,000 | 7,027 |
| Securities issued by states & political subdivisions | $4,321,000 | 3,426 |
| 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 | $197,000 | 6,404 |
| Mortgage-backed securities | $821,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $821,000 | 5,217 |
| Issued or guaranteed by U.S. | $821,000 | 5,199 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $37,000 | 3,314 |
| Available-for-sale securities (fair market value) | $6,106,000 | 6,059 |
| Total debt securities | $6,143,000 | 6,525 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $495,000 | 1,629 |
| 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 | $2,924,000 | 7,308 |
| U.S. Government securities | $1,382,000 | 7,344 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,382,000 | 7,261 |
| Securities issued by states & political subdivisions | $1,542,000 | 4,505 |
| 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 | $210,000 | 6,422 |
| Mortgage-backed securities | $871,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $871,000 | 5,269 |
| Issued or guaranteed by U.S. | $871,000 | 5,252 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 3,354 |
| Available-for-sale securities (fair market value) | $2,887,000 | 6,750 |
| Total debt securities | $2,924,000 | 7,263 |
| 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 | $4,445,000 | 7,027 |
| U.S. Government securities | $2,917,000 | 7,007 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,917,000 | 6,915 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,470 |
| 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 | $220,000 | 6,441 |
| Mortgage-backed securities | $896,000 | 5,672 |
| Certificates of participation in pools of residential mortgages | $896,000 | 5,261 |
| Issued or guaranteed by U.S. | $896,000 | 5,246 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,000 | 3,365 |
| Available-for-sale securities (fair market value) | $4,407,000 | 6,468 |
| Total debt securities | $4,445,000 | 6,986 |
| 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 | $4,434,000 | 7,037 |
| U.S. Government securities | $2,921,000 | 7,034 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,921,000 | 6,936 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,467 |
| 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 | $230,000 | 6,463 |
| Mortgage-backed securities | $917,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $917,000 | 5,221 |
| Issued or guaranteed by U.S. | $917,000 | 5,207 |
| 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) | $39,000 | 3,392 |
| Available-for-sale securities (fair market value) | $4,395,000 | 6,466 |
| Total debt securities | $4,434,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $170,000 | 1,689 |
| Fair value | $171,000 | 1,689 |
| 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 | $4,953,000 | 6,999 |
| U.S. Government securities | $3,215,000 | 6,991 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,215,000 | 6,887 |
| Securities issued by states & political subdivisions | $1,738,000 | 4,385 |
| 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 | $492,000 | 6,388 |
| Mortgage-backed securities | $963,000 | 5,621 |
| Certificates of participation in pools of residential mortgages | $963,000 | 5,204 |
| Issued or guaranteed by U.S. | $963,000 | 5,183 |
| 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) | $40,000 | 3,412 |
| Available-for-sale securities (fair market value) | $4,913,000 | 6,426 |
| Total debt securities | $4,953,000 | 6,939 |
| Structured notes | ||
| Amortized cost | $243,000 | 1,680 |
| Fair value | $249,000 | 1,661 |
| 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 | $4,838,000 | 7,048 |
| U.S. Government securities | $3,605,000 | 6,891 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,605,000 | 6,789 |
| Securities issued by states & political subdivisions | $1,233,000 | 4,692 |
| 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 | $767,000 | 6,220 |
| Mortgage-backed securities | $1,041,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 5,094 |
| Issued or guaranteed by U.S. | $1,041,000 | 5,070 |
| 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) | $41,000 | 3,453 |
| Available-for-sale securities (fair market value) | $4,797,000 | 6,469 |
| Total debt securities | $4,838,000 | 6,986 |
| Structured notes | ||
| Amortized cost | $493,000 | 1,633 |
| Fair value | $502,000 | 1,531 |
| 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 | $3,857,000 | 7,387 |
| U.S. Government securities | $2,636,000 | 7,300 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,636,000 | 7,187 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,722 |
| 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 | $1,082,000 | 6,111 |
| Mortgage-backed securities | $615,000 | 5,624 |
| Certificates of participation in pools of residential mortgages | $615,000 | 5,215 |
| Issued or guaranteed by U.S. | $615,000 | 5,194 |
| 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) | $42,000 | 3,516 |
| Available-for-sale securities (fair market value) | $3,815,000 | 6,732 |
| Total debt securities | $3,857,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,681 |
| Fair value | $1,000,000 | 1,579 |
| 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 | $4,075,000 | 7,354 |
| U.S. Government securities | $2,753,000 | 7,332 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,753,000 | 7,216 |
| Securities issued by states & political subdivisions | $1,322,000 | 4,651 |
| 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 | $1,092,000 | 6,132 |
| Mortgage-backed securities | $664,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $664,000 | 5,079 |
| Issued or guaranteed by U.S. | $664,000 | 5,062 |
| 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) | $42,000 | 3,562 |
| Available-for-sale securities (fair market value) | $4,033,000 | 6,697 |
| Total debt securities | $4,075,000 | 7,311 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 1,661 |
| Fair value | $1,086,000 | 1,668 |
| 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 | $3,305,000 | 7,584 |
| U.S. Government securities | $1,803,000 | 7,671 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,803,000 | 7,556 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,562 |
| 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 | $1,092,000 | 6,177 |
| Mortgage-backed securities | $737,000 | 5,470 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,020 |
| Issued or guaranteed by U.S. | $737,000 | 5,004 |
| 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) | $43,000 | 3,610 |
| Available-for-sale securities (fair market value) | $3,262,000 | 6,903 |
| Total debt securities | $3,305,000 | 7,542 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 1,748 |
| Fair value | $1,066,000 | 1,753 |
| 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 | $3,502,000 | 7,579 |
| U.S. Government securities | $1,902,000 | 7,681 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,902,000 | 7,560 |
| Securities issued by states & political subdivisions | $1,600,000 | 4,514 |
| 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 | $845,000 | 6,348 |
| Mortgage-backed securities | $821,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,972 |
| Issued or guaranteed by U.S. | $821,000 | 4,954 |
| 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) | $44,000 | 3,675 |
| Available-for-sale securities (fair market value) | $3,458,000 | 6,875 |
| Total debt securities | $3,502,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 1,820 |
| Fair value | $1,081,000 | 1,821 |
| 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 | $3,574,000 | 7,583 |
| U.S. Government securities | $1,972,000 | 7,716 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,972,000 | 7,596 |
| Securities issued by states & political subdivisions | $1,602,000 | 4,527 |
| 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 | $870,000 | 6,373 |
| Mortgage-backed securities | $898,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $898,000 | 4,902 |
| Issued or guaranteed by U.S. | $898,000 | 4,884 |
| 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) | $45,000 | 3,756 |
| Available-for-sale securities (fair market value) | $3,529,000 | 6,879 |
| Total debt securities | $3,574,000 | 7,536 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 1,919 |
| Fair value | $1,074,000 | 1,923 |
| 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 | $3,686,000 | 7,647 |
| U.S. Government securities | $2,052,000 | 7,748 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,052,000 | 7,616 |
| Securities issued by states & political subdivisions | $1,634,000 | 4,532 |
| 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 | $1,013,000 | 6,299 |
| Mortgage-backed securities | $988,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $988,000 | 4,826 |
| Issued or guaranteed by U.S. | $988,000 | 4,802 |
| 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) | $47,000 | 3,839 |
| Available-for-sale securities (fair market value) | $3,639,000 | 6,926 |
| Total debt securities | $3,686,000 | 7,599 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 2,026 |
| Fair value | $1,064,000 | 2,034 |
| 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 | $3,761,000 | 7,666 |
| U.S. Government securities | $2,135,000 | 7,770 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,135,000 | 7,638 |
| Securities issued by states & political subdivisions | $1,626,000 | 4,536 |
| 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 | $1,057,000 | 6,326 |
| Mortgage-backed securities | $1,090,000 | 5,245 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,090,000 | 4,751 |
| 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) | $47,000 | 3,896 |
| Available-for-sale securities (fair market value) | $3,714,000 | 6,922 |
| Total debt securities | $3,762,000 | 7,619 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 2,081 |
| Fair value | $1,045,000 | 2,088 |
| 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 | $4,006,000 | 7,648 |
| U.S. Government securities | $2,272,000 | 7,806 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,272,000 | 7,670 |
| Securities issued by states & political subdivisions | $1,734,000 | 4,498 |
| 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 | $1,128,000 | 6,301 |
| Mortgage-backed securities | $1,216,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $1,216,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,216,000 | 4,697 |
| 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) | $58,000 | 3,942 |
| Available-for-sale securities (fair market value) | $3,948,000 | 6,908 |
| Total debt securities | $4,006,000 | 7,598 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 2,076 |
| Fair value | $1,056,000 | 2,081 |
| 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 | $4,129,000 | 7,656 |
| U.S. Government securities | $2,392,000 | 7,780 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,392,000 | 7,650 |
| Securities issued by states & political subdivisions | $1,737,000 | 4,533 |
| 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 | $1,196,000 | 6,284 |
| Mortgage-backed securities | $1,329,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,329,000 | 4,654 |
| 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) | $58,000 | 4,016 |
| Available-for-sale securities (fair market value) | $4,071,000 | 6,911 |
| Total debt securities | $4,130,000 | 7,606 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 2,070 |
| Fair value | $1,063,000 | 2,070 |
| 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 | $4,511,000 | 7,600 |
| U.S. Government securities | $2,650,000 | 7,722 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,650,000 | 7,593 |
| Securities issued by states & political subdivisions | $1,861,000 | 4,449 |
| 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 | $1,310,000 | 6,234 |
| Mortgage-backed securities | $1,574,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,542 |
| 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) | $60,000 | 4,075 |
| Available-for-sale securities (fair market value) | $4,451,000 | 6,851 |
| Total debt securities | $4,511,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 2,011 |
| Fair value | $1,076,000 | 2,014 |
| 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 | $4,644,000 | 7,603 |
| U.S. Government securities | $2,712,000 | 7,755 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,712,000 | 7,616 |
| Securities issued by states & political subdivisions | $1,932,000 | 4,394 |
| 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 | $1,438,000 | 6,182 |
| Mortgage-backed securities | $1,632,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,604 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,580 |
| 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) | $62,000 | 4,120 |
| Available-for-sale securities (fair market value) | $4,582,000 | 6,838 |
| Total debt securities | $4,644,000 | 7,545 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 2,003 |
| Fair value | $1,080,000 | 2,005 |
| 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 | $4,450,000 | 7,731 |
| U.S. Government securities | $2,831,000 | 7,793 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,831,000 | 7,635 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,612 |
| 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 | $1,528,000 | 6,144 |
| Mortgage-backed securities | $1,769,000 | 5,145 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,769,000 | 4,572 |
| 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) | $84,000 | 4,151 |
| Available-for-sale securities (fair market value) | $4,366,000 | 6,959 |
| Total debt securities | $4,450,000 | 7,677 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 1,995 |
| Fair value | $1,062,000 | 1,996 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,640,000 | 7,729 |
| U.S. Government securities | $3,006,000 | 7,734 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,006,000 | 7,572 |
| Securities issued by states & political subdivisions | $1,634,000 | 4,605 |
| 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 | $1,251,000 | 6,314 |
| Mortgage-backed securities | $2,035,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $2,035,000 | 4,451 |
| Issued or guaranteed by U.S. | $2,035,000 | 4,436 |
| 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) | $87,000 | 4,210 |
| Available-for-sale securities (fair market value) | $4,553,000 | 6,951 |
| Total debt securities | $4,640,000 | 7,670 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,235 |
| Fair value | $971,000 | 2,248 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,944,000 | 7,692 |
| U.S. Government securities | $3,219,000 | 7,691 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,219,000 | 7,541 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,552 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,369,000 | 6,287 |
| Mortgage-backed securities | $2,233,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $2,233,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,233,000 | 4,375 |
| 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) | $90,000 | 4,251 |
| Available-for-sale securities (fair market value) | $4,854,000 | 6,914 |
| Total debt securities | $4,944,000 | 7,632 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,237 |
| Fair value | $986,000 | 2,239 |
| 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 | $4,646,000 | 7,832 |
| U.S. Government securities | $3,309,000 | 7,747 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,309,000 | 7,588 |
| Securities issued by states & political subdivisions | $1,337,000 | 4,845 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 6,219 |
| Mortgage-backed securities | $2,362,000 | 4,975 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 4,371 |
| Issued or guaranteed by U.S. | $2,362,000 | 4,357 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,000 | 4,247 |
| Available-for-sale securities (fair market value) | $4,538,000 | 7,072 |
| Total debt securities | $4,646,000 | 7,767 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,207 |
| Fair value | $947,000 | 2,217 |
| 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 | $4,934,000 | 7,763 |
| U.S. Government securities | $3,733,000 | 7,573 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,733,000 | 7,417 |
| Securities issued by states & political subdivisions | $1,201,000 | 4,967 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 6,044 |
| Mortgage-backed securities | $2,743,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,743,000 | 4,229 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $126,000 | 4,261 |
| Available-for-sale securities (fair market value) | $4,808,000 | 6,997 |
| Total debt securities | $4,934,000 | 7,682 |
| Structured notes | ||
| Amortized cost | $991,000 | 1,989 |
| Fair value | $990,000 | 1,992 |
| 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 | $4,787,000 | 7,869 |
| U.S. Government securities | $3,596,000 | 7,685 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,596,000 | 7,501 |
| Securities issued by states & political subdivisions | $1,191,000 | 5,028 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,000 | 5,915 |
| Mortgage-backed securities | $2,628,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,628,000 | 4,258 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,000 | 4,298 |
| Available-for-sale securities (fair market value) | $4,647,000 | 7,076 |
| Total debt securities | $4,787,000 | 7,791 |
| Structured notes | ||
| Amortized cost | $991,000 | 1,840 |
| Fair value | $968,000 | 1,843 |
| 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 | $4,880,000 | 7,819 |
| U.S. Government securities | $3,687,000 | 7,573 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,687,000 | 7,385 |
| Securities issued by states & political subdivisions | $1,193,000 | 5,042 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,923,000 | 5,897 |
| Mortgage-backed securities | $3,155,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $3,155,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,155,000 | 4,020 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,000 | 4,280 |
| Available-for-sale securities (fair market value) | $4,722,000 | 7,027 |
| Total debt securities | $4,880,000 | 7,732 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,737 |
| Fair value | $532,000 | 1,751 |
| 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 | $4,164,000 | 7,996 |
| U.S. Government securities | $3,141,000 | 7,778 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,141,000 | 7,590 |
| Securities issued by states & political subdivisions | $1,023,000 | 5,183 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,236,000 | 5,679 |
| Mortgage-backed securities | $3,141,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 4,089 |
| Issued or guaranteed by U.S. | $3,141,000 | 4,077 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $399,000 | 4,009 |
| Available-for-sale securities (fair market value) | $3,765,000 | 7,258 |
| Total debt securities | $4,164,000 | 7,906 |
| 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 | $4,876,000 | 7,851 |
| U.S. Government securities | $4,057,000 | 7,502 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,057,000 | 7,304 |
| Securities issued by states & political subdivisions | $819,000 | 5,387 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,647,000 | 4,982 |
| Mortgage-backed securities | $2,507,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 4,421 |
| Issued or guaranteed by U.S. | $2,507,000 | 4,403 |
| 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) | $1,269,000 | 3,333 |
| Available-for-sale securities (fair market value) | $3,607,000 | 7,330 |
| Total debt securities | $4,876,000 | 7,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,242,000 | 7,754 |
| U.S. Government securities | $4,419,000 | 7,374 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,419,000 | 7,172 |
| Securities issued by states & political subdivisions | $823,000 | 5,382 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,366,000 | 5,120 |
| Mortgage-backed securities | $2,863,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $2,863,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,863,000 | 4,218 |
| 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) | $1,323,000 | 3,365 |
| Available-for-sale securities (fair market value) | $3,919,000 | 7,275 |
| Total debt securities | $5,242,000 | 7,675 |
| 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 | $5,651,000 | 7,745 |
| U.S. Government securities | $5,559,000 | 7,008 |
| U.S. Treasury securities | $302,000 | 2,760 |
| U.S. Government agency obligations | $5,257,000 | 6,885 |
| Securities issued by states & political subdivisions | $92,000 | 6,820 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,088,000 | 6,633 |
| Mortgage-backed securities | $3,187,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $3,187,000 | 3,801 |
| Issued or guaranteed by U.S. | $3,187,000 | 3,785 |
| 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) | $2,028,000 | 3,180 |
| Available-for-sale securities (fair market value) | $3,623,000 | 7,414 |
| Total debt securities | $5,651,000 | 7,636 |
| 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 | $4,529,000 | 8,515 |
| U.S. Government securities | $4,420,000 | 8,004 |
| U.S. Treasury securities | $501,000 | 3,380 |
| U.S. Government agency obligations | $3,919,000 | 7,883 |
| Securities issued by states & political subdivisions | $92,000 | 7,040 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $822,000 | 7,251 |
| Mortgage-backed securities | $505,000 | 6,097 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,416 |
| Issued or guaranteed by U.S. | $505,000 | 5,397 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $406,000 | 5,034 |
| Available-for-sale securities (fair market value) | $4,123,000 | 7,513 |
| Total debt securities | $4,512,000 | 8,396 |
| Structured notes | ||
| Amortized cost | $257,000 | 758 |
| Fair value | $263,000 | 753 |
| 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 | $2,575,000 | 9,464 |
| U.S. Government securities | $2,533,000 | 9,116 |
| U.S. Treasury securities | $250,000 | 4,992 |
| U.S. Government agency obligations | $2,283,000 | 8,785 |
| Securities issued by states & political subdivisions | $25,000 | 7,542 |
| 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 | $17,000 | 7,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,000 | 8,065 |
| Mortgage-backed securities | $649,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,494 |
| Issued or guaranteed by U.S. | $649,000 | 5,483 |
| 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) | $682,000 | 5,142 |
| Available-for-sale securities (fair market value) | $1,893,000 | 8,457 |
| Total debt securities | $2,558,000 | 9,363 |
| 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 | $2,115,000 | 9,754 |
| U.S. Government securities | $2,084,000 | 9,398 |
| U.S. Treasury securities | $252,000 | 6,462 |
| U.S. Government agency obligations | $1,832,000 | 8,849 |
| Securities issued by states & political subdivisions | $25,000 | 7,776 |
| 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 | $6,000 | 7,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $957,000 | 7,275 |
| Mortgage-backed securities | $934,000 | 6,186 |
| Certificates of participation in pools of residential mortgages | $934,000 | 5,357 |
| Issued or guaranteed by U.S. | $934,000 | 5,341 |
| 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) | $797,000 | 5,588 |
| Available-for-sale securities (fair market value) | $1,318,000 | 8,731 |
| Total debt securities | $2,109,000 | 9,647 |
| 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 | $4,400,000 | 9,456 |
| U.S. Government securities | $3,064,000 | 9,522 |
| U.S. Treasury securities | $795,000 | 6,775 |
| U.S. Government agency obligations | $2,269,000 | 8,866 |
| Securities issued by states & political subdivisions | $1,330,000 | 5,328 |
| 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 | $6,000 | 8,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000 | 5,664 |
| Mortgage-backed securities | $1,408,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,408,000 | 4,884 |
| 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) | $1,893,000 | 5,700 |
| Available-for-sale securities (fair market value) | $2,507,000 | 8,516 |
| Total debt securities | $4,394,000 | 9,350 |
| 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 | $6,390,000 | 9,242 |
| U.S. Government securities | $4,760,000 | 9,285 |
| U.S. Treasury securities | $1,288,000 | 6,812 |
| U.S. Government agency obligations | $3,472,000 | 8,519 |
| Securities issued by states & political subdivisions | $1,624,000 | 5,200 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,678,000 | 6,118 |
| Mortgage-backed securities | $1,839,000 | 6,012 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,839,000 | 4,854 |
| 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) | $2,012,000 | 6,287 |
| Available-for-sale securities (fair market value) | $4,378,000 | 8,052 |
| Total debt securities | $6,384,000 | 9,133 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,044 |
| Fair value | $298,000 | 3,084 |
| 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 | $6,944,000 | 9,420 |
| U.S. Government securities | $5,018,000 | 9,551 |
| U.S. Treasury securities | $1,813,000 | 7,374 |
| U.S. Government agency obligations | $3,205,000 | 8,837 |
| Securities issued by states & political subdivisions | $1,920,000 | 4,996 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,211,000 | 5,782 |
| Mortgage-backed securities | $2,490,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 4,519 |
| Issued or guaranteed by U.S. | $2,490,000 | 4,493 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,440,000 | 7,096 |
| Available-for-sale securities (fair market value) | $5,504,000 | 7,779 |
| Total debt securities | $6,938,000 | 9,316 |
| 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 | $8,428,000 | 9,368 |
| U.S. Government securities | $6,666,000 | 9,286 |
| U.S. Treasury securities | $2,104,000 | 8,075 |
| U.S. Government agency obligations | $4,562,000 | 7,970 |
| Securities issued by states & political subdivisions | $1,756,000 | 5,513 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,277,000 | 5,840 |
| Mortgage-backed securities | $3,095,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 4,337 |
| Issued or guaranteed by U.S. | $3,062,000 | 4,311 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $33,000 | 6,446 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 6,033 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,452,000 | 9,004 |
| Available-for-sale securities (fair market value) | $4,976,000 | 6,887 |
| Total debt securities | $8,422,000 | 9,277 |
| 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 | $8,729,000 | 9,577 |
| U.S. Government securities | $7,134,000 | 9,343 |
| U.S. Treasury securities | $3,080,000 | 7,242 |
| U.S. Government agency obligations | $4,054,000 | 8,558 |
| Securities issued by states & political subdivisions | $1,589,000 | 5,859 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,720,000 | 6,233 |
| Mortgage-backed securities | $3,082,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 4,944 |
| Issued or guaranteed by U.S. | $2,917,000 | 4,905 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $165,000 | 6,454 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 6,146 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,723,000 | 9,436 |
| 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 | $8,959,000 | 9,609 |
| U.S. Government securities | $7,126,000 | 9,494 |
| U.S. Treasury securities | $2,006,000 | 8,770 |
| U.S. Government agency obligations | $5,120,000 | 7,902 |
| Securities issued by states & political subdivisions | $1,827,000 | 5,248 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,440 |
| 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 | 5,846 |
| Mortgage-backed securities | $4,349,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $3,951,000 | 4,475 |
| Issued or guaranteed by U.S. | $3,951,000 | 4,421 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $398,000 | 6,125 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 5,713 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,953,000 | 9,479 |
| 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 |