Home > First Nebraska Bank of Wayne > Securities
First Nebraska Bank of Wayne, Securities
| 2014-12-31 | Rank | |
| Total securities | $8,993,000 | 5,314 |
| U.S. Government securities | $8,503,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,503,000 | 4,517 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $490,000 | 2,038 |
| 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 | $490,000 | 1,649 |
| 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 | $6,084,000 | 3,884 |
| Mortgage-backed securities | $5,125,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $4,146,000 | 3,487 |
| Issued or guaranteed by U.S. | $4,146,000 | 3,482 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $979,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,688 |
| 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) | $13,000 | 2,460 |
| Available-for-sale securities (fair market value) | $8,980,000 | 4,926 |
| Total debt securities | $8,993,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,266 |
| Fair value | $1,417,000 | 1,326 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,229,000 | 5,390 |
| U.S. Government securities | $8,738,000 | 4,711 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,738,000 | 4,596 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $491,000 | 2,098 |
| 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 | $491,000 | 1,683 |
| 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 | $6,126,000 | 3,922 |
| Mortgage-backed securities | $5,429,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $4,443,000 | 3,497 |
| Issued or guaranteed by U.S. | $4,443,000 | 3,496 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $986,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,720 |
| 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) | $15,000 | 2,495 |
| Available-for-sale securities (fair market value) | $9,214,000 | 5,010 |
| Total debt securities | $9,230,000 | 5,370 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,378,000 | 1,437 |
| 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 | $9,625,000 | 5,402 |
| U.S. Government securities | $9,133,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,133,000 | 4,613 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $492,000 | 2,142 |
| 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 | $492,000 | 1,727 |
| 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 | $5,039,000 | 4,174 |
| Mortgage-backed securities | $5,837,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $4,835,000 | 3,465 |
| Issued or guaranteed by U.S. | $4,835,000 | 3,465 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,002,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,762 |
| 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) | $16,000 | 2,526 |
| Available-for-sale securities (fair market value) | $9,609,000 | 5,007 |
| Total debt securities | $9,627,000 | 5,381 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,401 |
| Fair value | $1,369,000 | 1,476 |
| 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 | $10,057,000 | 5,400 |
| U.S. Government securities | $9,568,000 | 4,699 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,568,000 | 4,601 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $489,000 | 2,200 |
| 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 | $489,000 | 1,770 |
| 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 | $5,113,000 | 4,185 |
| Mortgage-backed securities | $6,354,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $5,340,000 | 3,403 |
| Issued or guaranteed by U.S. | $5,340,000 | 3,403 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,014,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,771 |
| 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) | $18,000 | 2,543 |
| Available-for-sale securities (fair market value) | $10,039,000 | 5,003 |
| Total debt securities | $10,057,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,412 |
| Fair value | $1,331,000 | 1,490 |
| 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 | $12,368,000 | 5,216 |
| U.S. Government securities | $11,890,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,890,000 | 4,305 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $478,000 | 2,260 |
| 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 | $478,000 | 1,809 |
| 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 | $4,733,000 | 4,285 |
| Mortgage-backed securities | $8,715,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $6,827,000 | 3,127 |
| Issued or guaranteed by U.S. | $6,827,000 | 3,125 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,888,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,422 |
| 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) | $19,000 | 2,563 |
| Available-for-sale securities (fair market value) | $12,349,000 | 4,821 |
| Total debt securities | $12,368,000 | 5,185 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,343,000 | 1,461 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $13,719,000 | 5,106 |
| U.S. Government securities | $13,244,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,244,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $475,000 | 2,318 |
| 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 | $475,000 | 1,846 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,527,000 | 4,137 |
| Mortgage-backed securities | $9,097,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $7,153,000 | 3,084 |
| Issued or guaranteed by U.S. | $7,153,000 | 3,081 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,944,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $1,944,000 | 2,417 |
| 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) | $21,000 | 2,565 |
| Available-for-sale securities (fair market value) | $13,698,000 | 4,713 |
| Total debt securities | $13,720,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,078 |
| Fair value | $2,277,000 | 1,125 |
| 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 | $17,856,000 | 4,700 |
| U.S. Government securities | $17,377,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,377,000 | 3,676 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $479,000 | 2,381 |
| 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 | $479,000 | 1,891 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,716,000 | 3,878 |
| Mortgage-backed securities | $13,162,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $10,534,000 | 2,573 |
| Issued or guaranteed by U.S. | $10,534,000 | 2,571 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,628,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 2,282 |
| 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) | $24,000 | 2,514 |
| Available-for-sale securities (fair market value) | $17,832,000 | 4,331 |
| Total debt securities | $17,857,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,059 |
| Fair value | $2,311,000 | 1,106 |
| 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 | $19,705,000 | 4,539 |
| U.S. Government securities | $19,203,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,203,000 | 3,521 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $502,000 | 2,320 |
| 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 | $502,000 | 1,807 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,976,000 | 4,315 |
| Mortgage-backed securities | $14,246,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $11,423,000 | 2,484 |
| Issued or guaranteed by U.S. | $11,423,000 | 2,483 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,823,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,823,000 | 2,267 |
| 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) | $27,000 | 2,501 |
| Available-for-sale securities (fair market value) | $19,678,000 | 4,194 |
| Total debt securities | $19,704,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,467,000 | 1,122 |
| 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 | $17,778,000 | 4,689 |
| U.S. Government securities | $17,286,000 | 3,780 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,286,000 | 3,685 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $492,000 | 2,354 |
| 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 | $492,000 | 1,827 |
| 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 | $4,491,000 | 4,417 |
| Mortgage-backed securities | $12,792,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $10,735,000 | 2,560 |
| Issued or guaranteed by U.S. | $10,735,000 | 2,559 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,057,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 2,545 |
| 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) | $29,000 | 2,534 |
| Available-for-sale securities (fair market value) | $17,749,000 | 4,330 |
| Total debt securities | $17,778,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,120 |
| Fair value | $2,488,000 | 1,153 |
| 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 | $16,291,000 | 4,902 |
| U.S. Government securities | $14,756,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,756,000 | 4,058 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,535,000 | 1,774 |
| 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 | $1,535,000 | 1,337 |
| 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 | $4,513,000 | 4,459 |
| Mortgage-backed securities | $11,748,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $8,491,000 | 3,006 |
| Issued or guaranteed by U.S. | $8,491,000 | 3,005 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,257,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $3,257,000 | 2,329 |
| 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) | $31,000 | 2,594 |
| Available-for-sale securities (fair market value) | $16,260,000 | 4,528 |
| Total debt securities | $16,292,000 | 4,870 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,001,000 | 1,845 |
| 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 | $15,831,000 | 4,979 |
| U.S. Government securities | $15,831,000 | 4,087 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,831,000 | 3,999 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,342,000 | 4,537 |
| Mortgage-backed securities | $12,573,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $9,589,000 | 2,886 |
| Issued or guaranteed by U.S. | $9,589,000 | 2,886 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,984,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $2,984,000 | 2,400 |
| 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) | $34,000 | 2,613 |
| Available-for-sale securities (fair market value) | $15,797,000 | 4,610 |
| Total debt securities | $15,828,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,481 |
| Fair value | $2,005,000 | 1,535 |
| 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 | $11,967,000 | 5,494 |
| U.S. Government securities | $11,967,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,967,000 | 4,585 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,000 | 4,891 |
| Mortgage-backed securities | $5,514,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $4,002,000 | 3,937 |
| Issued or guaranteed by U.S. | $4,002,000 | 3,932 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,512,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $1,512,000 | 2,835 |
| 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) | $36,000 | 2,667 |
| Available-for-sale securities (fair market value) | $11,931,000 | 5,095 |
| Total debt securities | $11,967,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,666 |
| Fair value | $1,976,000 | 1,792 |
| 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 | $12,511,000 | 5,413 |
| U.S. Government securities | $12,511,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,511,000 | 4,466 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,385,000 | 4,664 |
| Mortgage-backed securities | $4,533,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $3,224,000 | 4,062 |
| Issued or guaranteed by U.S. | $3,224,000 | 4,056 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,309,000 | 3,005 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 2,770 |
| 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) | $38,000 | 2,776 |
| Available-for-sale securities (fair market value) | $12,473,000 | 4,996 |
| Total debt securities | $12,512,000 | 5,383 |
| Structured notes | ||
| Amortized cost | $2,251,000 | 1,600 |
| Fair value | $2,231,000 | 1,608 |
| 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 | $9,291,000 | 5,825 |
| U.S. Government securities | $9,291,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,291,000 | 4,932 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,037,000 | 4,455 |
| Mortgage-backed securities | $4,744,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,938,000 | 4,086 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,806,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,806,000 | 2,613 |
| 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) | $41,000 | 2,809 |
| Available-for-sale securities (fair market value) | $9,250,000 | 5,399 |
| Total debt securities | $9,292,000 | 5,785 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 1,702 |
| Fair value | $2,104,000 | 1,704 |
| 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 | $4,726,000 | 6,592 |
| U.S. Government securities | $4,726,000 | 6,081 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,726,000 | 5,958 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,618,000 | 4,640 |
| Mortgage-backed securities | $3,164,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $960,000 | 4,846 |
| Issued or guaranteed by U.S. | $960,000 | 4,838 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,204,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $2,204,000 | 2,430 |
| 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) | $43,000 | 2,854 |
| Available-for-sale securities (fair market value) | $4,683,000 | 6,126 |
| Total debt securities | $4,727,000 | 6,559 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,058 |
| Fair value | $250,000 | 3,074 |
| 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 | $6,747,000 | 6,296 |
| U.S. Government securities | $6,747,000 | 5,662 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,747,000 | 5,541 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,550,000 | 4,657 |
| Mortgage-backed securities | $3,327,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,012,000 | 4,767 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,315,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,315,000 | 2,343 |
| 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) | $46,000 | 2,873 |
| Available-for-sale securities (fair market value) | $6,701,000 | 5,834 |
| Total debt securities | $6,747,000 | 6,264 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,388 |
| Fair value | $1,239,000 | 2,394 |
| 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 | $7,198,000 | 6,145 |
| U.S. Government securities | $7,198,000 | 5,416 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,198,000 | 5,298 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,114,000 | 4,811 |
| Mortgage-backed securities | $3,010,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $549,000 | 4,977 |
| Issued or guaranteed by U.S. | $549,000 | 4,965 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,461,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $2,461,000 | 2,254 |
| 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) | $48,000 | 2,902 |
| Available-for-sale securities (fair market value) | $7,150,000 | 5,679 |
| Total debt securities | $7,199,000 | 6,112 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,241 |
| Fair value | $1,240,000 | 2,259 |
| 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 | $7,618,000 | 6,075 |
| U.S. Government securities | $7,618,000 | 5,272 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,618,000 | 5,153 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,205,000 | 4,488 |
| Mortgage-backed securities | $3,307,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $2,243,000 | 4,145 |
| Issued or guaranteed by U.S. | $2,243,000 | 4,136 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,064,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,661 |
| 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) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $7,568,000 | 5,611 |
| Total debt securities | $7,616,000 | 6,036 |
| Structured notes | ||
| Amortized cost | $1,965,000 | 2,020 |
| Fair value | $1,978,000 | 2,019 |
| 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 | $8,150,000 | 6,073 |
| U.S. Government securities | $8,150,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,150,000 | 5,197 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,537,000 | 3,908 |
| Mortgage-backed securities | $4,797,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $2,705,000 | 4,016 |
| Issued or guaranteed by U.S. | $2,705,000 | 4,007 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,092,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $2,092,000 | 2,233 |
| 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) | $52,000 | 3,037 |
| Available-for-sale securities (fair market value) | $8,098,000 | 5,595 |
| Total debt securities | $8,149,000 | 6,029 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,373 |
| Fair value | $1,260,000 | 2,374 |
| 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 | $7,370,000 | 6,268 |
| U.S. Government securities | $7,370,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,370,000 | 5,439 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,059,000 | 4,100 |
| Mortgage-backed securities | $2,771,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 4,128 |
| Issued or guaranteed by U.S. | $2,771,000 | 4,120 |
| 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) | $56,000 | 3,085 |
| Available-for-sale securities (fair market value) | $7,314,000 | 5,769 |
| Total debt securities | $7,370,000 | 6,220 |
| 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 | $8,176,000 | 6,105 |
| U.S. Government securities | $8,176,000 | 5,339 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,176,000 | 5,241 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,009,000 | 4,135 |
| Mortgage-backed securities | $4,130,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $4,130,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,130,000 | 3,755 |
| 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) | $57,000 | 3,144 |
| Available-for-sale securities (fair market value) | $8,119,000 | 5,633 |
| Total debt securities | $8,175,000 | 6,065 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,953,000 | 6,387 |
| U.S. Government securities | $6,953,000 | 5,657 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,953,000 | 5,565 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,943,000 | 4,140 |
| Mortgage-backed securities | $3,391,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $3,391,000 | 4,085 |
| Issued or guaranteed by U.S. | $3,391,000 | 4,077 |
| 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) | $60,000 | 3,212 |
| Available-for-sale securities (fair market value) | $6,893,000 | 5,887 |
| Total debt securities | $6,955,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,619,000 | 6,473 |
| U.S. Government securities | $6,619,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,619,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,105,000 | 4,363 |
| Mortgage-backed securities | $2,343,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 4,522 |
| Issued or guaranteed by U.S. | $2,343,000 | 4,510 |
| 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) | $62,000 | 3,252 |
| Available-for-sale securities (fair market value) | $6,557,000 | 5,974 |
| Total debt securities | $6,618,000 | 6,429 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,524,000 | 6,537 |
| U.S. Government securities | $6,524,000 | 5,892 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,524,000 | 5,814 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,131,000 | 4,427 |
| Mortgage-backed securities | $2,656,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 4,506 |
| Issued or guaranteed by U.S. | $2,656,000 | 4,495 |
| 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) | $64,000 | 3,295 |
| Available-for-sale securities (fair market value) | $6,460,000 | 6,015 |
| Total debt securities | $6,524,000 | 6,496 |
| 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 | $4,915,000 | 6,942 |
| U.S. Government securities | $4,915,000 | 6,437 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,915,000 | 6,343 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,848,000 | 4,570 |
| Mortgage-backed securities | $1,240,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $1,240,000 | 5,060 |
| Issued or guaranteed by U.S. | $1,240,000 | 5,047 |
| 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) | $67,000 | 3,303 |
| Available-for-sale securities (fair market value) | $4,848,000 | 6,385 |
| Total debt securities | $4,915,000 | 6,907 |
| 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 | $4,797,000 | 6,960 |
| U.S. Government securities | $4,797,000 | 6,457 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,797,000 | 6,363 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,651,000 | 4,640 |
| Mortgage-backed securities | $1,205,000 | 5,468 |
| Certificates of participation in pools of residential mortgages | $1,205,000 | 5,052 |
| Issued or guaranteed by U.S. | $1,205,000 | 5,038 |
| 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) | $69,000 | 3,320 |
| Available-for-sale securities (fair market value) | $4,728,000 | 6,384 |
| Total debt securities | $4,797,000 | 6,918 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,778,000 | 7,046 |
| U.S. Government securities | $4,778,000 | 6,526 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,778,000 | 6,433 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,630,000 | 4,635 |
| Mortgage-backed securities | $1,200,000 | 5,486 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 5,063 |
| Issued or guaranteed by U.S. | $1,200,000 | 5,043 |
| 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) | $72,000 | 3,331 |
| Available-for-sale securities (fair market value) | $4,706,000 | 6,473 |
| Total debt securities | $4,779,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,961,000 | 7,023 |
| U.S. Government securities | $4,961,000 | 6,486 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,961,000 | 6,392 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,892,000 | 4,521 |
| Mortgage-backed securities | $75,000 | 6,297 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,995 |
| Issued or guaranteed by U.S. | $75,000 | 5,966 |
| 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) | $75,000 | 3,368 |
| Available-for-sale securities (fair market value) | $4,886,000 | 6,447 |
| Total debt securities | $4,962,000 | 6,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,872,000 | 7,121 |
| U.S. Government securities | $4,872,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,872,000 | 6,532 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,749,000 | 4,585 |
| Mortgage-backed securities | $79,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,900 |
| Issued or guaranteed by U.S. | $79,000 | 5,880 |
| 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) | $79,000 | 3,421 |
| Available-for-sale securities (fair market value) | $4,793,000 | 6,502 |
| Total debt securities | $4,873,000 | 7,068 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,827,000 | 7,177 |
| U.S. Government securities | $4,827,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,827,000 | 6,623 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,676,000 | 4,641 |
| Mortgage-backed securities | $82,000 | 6,181 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,857 |
| Issued or guaranteed by U.S. | $82,000 | 5,834 |
| 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) | $82,000 | 3,484 |
| Available-for-sale securities (fair market value) | $4,745,000 | 6,549 |
| Total debt securities | $4,826,000 | 7,129 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,760,000 | 7,227 |
| U.S. Government securities | $4,760,000 | 6,795 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,760,000 | 6,674 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,604,000 | 4,691 |
| Mortgage-backed securities | $89,000 | 6,182 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,855 |
| Issued or guaranteed by U.S. | $89,000 | 5,834 |
| 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) | $89,000 | 3,517 |
| Available-for-sale securities (fair market value) | $4,671,000 | 6,590 |
| Total debt securities | $4,761,000 | 7,183 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,812,000 | 7,276 |
| U.S. Government securities | $4,812,000 | 6,825 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,812,000 | 6,690 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,653,000 | 4,682 |
| Mortgage-backed securities | $92,000 | 6,197 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,868 |
| Issued or guaranteed by U.S. | $92,000 | 5,844 |
| 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) | $92,000 | 3,586 |
| Available-for-sale securities (fair market value) | $4,720,000 | 6,607 |
| Total debt securities | $4,812,000 | 7,230 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,771,000 | 7,315 |
| U.S. Government securities | $4,771,000 | 6,879 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,771,000 | 6,756 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,633,000 | 4,699 |
| Mortgage-backed securities | $97,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,870 |
| Issued or guaranteed by U.S. | $97,000 | 5,847 |
| 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) | $97,000 | 3,660 |
| Available-for-sale securities (fair market value) | $4,674,000 | 6,637 |
| Total debt securities | $4,772,000 | 7,264 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,761,000 | 7,397 |
| U.S. Government securities | $4,761,000 | 6,944 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,761,000 | 6,813 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,615,000 | 4,722 |
| Mortgage-backed securities | $105,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,881 |
| Issued or guaranteed by U.S. | $105,000 | 5,850 |
| 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) | $105,000 | 3,722 |
| Available-for-sale securities (fair market value) | $4,656,000 | 6,679 |
| Total debt securities | $4,762,000 | 7,346 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,717,000 | 7,453 |
| U.S. Government securities | $4,717,000 | 6,994 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,717,000 | 6,858 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,574,000 | 4,768 |
| Mortgage-backed securities | $107,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,918 |
| Issued or guaranteed by U.S. | $107,000 | 5,891 |
| 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) | $107,000 | 3,767 |
| Available-for-sale securities (fair market value) | $4,610,000 | 6,720 |
| Total debt securities | $4,718,000 | 7,402 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,701,000 | 7,488 |
| U.S. Government securities | $4,701,000 | 7,031 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,701,000 | 6,892 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,578,000 | 4,752 |
| Mortgage-backed securities | $112,000 | 6,288 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,941 |
| Issued or guaranteed by U.S. | $112,000 | 5,917 |
| 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) | $112,000 | 3,819 |
| Available-for-sale securities (fair market value) | $4,589,000 | 6,766 |
| Total debt securities | $4,701,000 | 7,436 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,733,000 | 7,514 |
| U.S. Government securities | $4,733,000 | 7,037 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,733,000 | 6,889 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,613,000 | 4,720 |
| Mortgage-backed securities | $119,000 | 6,343 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,981 |
| Issued or guaranteed by U.S. | $119,000 | 5,955 |
| 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) | $119,000 | 3,890 |
| Available-for-sale securities (fair market value) | $4,614,000 | 6,785 |
| Total debt securities | $4,733,000 | 7,458 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,755,000 | 7,544 |
| U.S. Government securities | $4,685,000 | 7,063 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,685,000 | 6,919 |
| Securities issued by states & political subdivisions | $70,000 | 6,342 |
| 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 | $4,557,000 | 4,746 |
| Mortgage-backed securities | $128,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,995 |
| Issued or guaranteed by U.S. | $128,000 | 5,975 |
| 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) | $198,000 | 3,830 |
| Available-for-sale securities (fair market value) | $4,557,000 | 6,815 |
| Total debt securities | $4,755,000 | 7,487 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,784,000 | 7,580 |
| U.S. Government securities | $4,714,000 | 7,098 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,714,000 | 6,951 |
| Securities issued by states & political subdivisions | $70,000 | 6,354 |
| 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 | $4,580,000 | 4,723 |
| Mortgage-backed securities | $135,000 | 6,398 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,035 |
| Issued or guaranteed by U.S. | $135,000 | 6,008 |
| 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) | $205,000 | 3,851 |
| Available-for-sale securities (fair market value) | $4,579,000 | 6,840 |
| Total debt securities | $4,784,000 | 7,522 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,809,000 | 7,639 |
| U.S. Government securities | $4,287,000 | 7,307 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,287,000 | 7,134 |
| Securities issued by states & political subdivisions | $70,000 | 6,401 |
| Other domestic debt securities | $452,000 | 2,820 |
| 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 | $452,000 | 2,379 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,590,000 | 4,754 |
| Mortgage-backed securities | $140,000 | 6,461 |
| Certificates of participation in pools of residential mortgages | $140,000 | 6,100 |
| Issued or guaranteed by U.S. | $140,000 | 6,077 |
| 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) | $662,000 | 3,429 |
| Available-for-sale securities (fair market value) | $4,147,000 | 7,015 |
| Total debt securities | $4,810,000 | 7,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,404,000 | 7,797 |
| U.S. Government securities | $3,849,000 | 7,472 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,849,000 | 7,314 |
| Securities issued by states & political subdivisions | $100,000 | 6,380 |
| Other domestic debt securities | $455,000 | 2,852 |
| 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 | $455,000 | 2,422 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,265,000 | 4,849 |
| Mortgage-backed securities | $150,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $150,000 | 6,115 |
| Issued or guaranteed by U.S. | $150,000 | 6,096 |
| 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) | $705,000 | 3,427 |
| Available-for-sale securities (fair market value) | $3,699,000 | 7,160 |
| Total debt securities | $4,403,000 | 7,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,738,000 | 7,500 |
| U.S. Government securities | $4,930,000 | 7,150 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,930,000 | 7,000 |
| Securities issued by states & political subdivisions | $100,000 | 6,426 |
| Other domestic debt securities | $708,000 | 2,572 |
| 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 | $708,000 | 2,187 |
| 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 | $5,591,000 | 4,395 |
| Mortgage-backed securities | $158,000 | 6,527 |
| Certificates of participation in pools of residential mortgages | $158,000 | 6,139 |
| Issued or guaranteed by U.S. | $158,000 | 6,123 |
| 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) | $966,000 | 3,329 |
| Available-for-sale securities (fair market value) | $4,772,000 | 6,936 |
| Total debt securities | $5,737,000 | 7,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,434,000 | 7,882 |
| U.S. Government securities | $3,523,000 | 7,665 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,523,000 | 7,507 |
| Securities issued by states & political subdivisions | $200,000 | 6,253 |
| Other domestic debt securities | $711,000 | 2,674 |
| 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 | $711,000 | 2,292 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,278,000 | 4,859 |
| Mortgage-backed securities | $168,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $168,000 | 6,193 |
| Issued or guaranteed by U.S. | $168,000 | 6,175 |
| 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) | $1,079,000 | 3,266 |
| Available-for-sale securities (fair market value) | $3,355,000 | 7,346 |
| Total debt securities | $4,433,000 | 7,821 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,521,000 | 7,860 |
| U.S. Government securities | $3,357,000 | 7,691 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,357,000 | 7,529 |
| Securities issued by states & political subdivisions | $200,000 | 6,252 |
| Other domestic debt securities | $964,000 | 2,596 |
| 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 | $964,000 | 2,220 |
| 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 | $4,227,000 | 4,830 |
| Mortgage-backed securities | $183,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $183,000 | 6,174 |
| Issued or guaranteed by U.S. | $183,000 | 6,151 |
| 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) | $1,347,000 | 3,120 |
| Available-for-sale securities (fair market value) | $3,174,000 | 7,367 |
| Total debt securities | $4,522,000 | 7,785 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,489,000 | 7,947 |
| U.S. Government securities | $3,171,000 | 7,834 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,171,000 | 7,652 |
| Securities issued by states & political subdivisions | $200,000 | 6,329 |
| Other domestic debt securities | $1,118,000 | 2,446 |
| 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 | $1,118,000 | 2,142 |
| 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 | $4,186,000 | 4,780 |
| Mortgage-backed securities | $192,000 | 6,601 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,210 |
| Issued or guaranteed by U.S. | $192,000 | 6,186 |
| 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) | $1,510,000 | 3,065 |
| Available-for-sale securities (fair market value) | $2,979,000 | 7,495 |
| Total debt securities | $4,489,000 | 7,874 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,512,000 | 7,889 |
| U.S. Government securities | $2,490,000 | 8,032 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,490,000 | 7,865 |
| Securities issued by states & political subdivisions | $350,000 | 6,071 |
| Other domestic debt securities | $1,672,000 | 2,255 |
| 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 | $1,672,000 | 1,971 |
| 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 | $4,149,000 | 4,773 |
| Mortgage-backed securities | $201,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $201,000 | 6,239 |
| Issued or guaranteed by U.S. | $201,000 | 6,211 |
| 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) | $2,223,000 | 2,805 |
| Available-for-sale securities (fair market value) | $2,289,000 | 7,667 |
| Total debt securities | $4,512,000 | 7,803 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,026,000 | 7,486 |
| U.S. Government securities | $3,800,000 | 7,509 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,800,000 | 7,324 |
| Securities issued by states & political subdivisions | $550,000 | 5,762 |
| Other domestic debt securities | $1,676,000 | 2,328 |
| 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 | $1,676,000 | 2,033 |
| 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 | $5,880,000 | 4,091 |
| Mortgage-backed securities | $221,000 | 6,651 |
| Certificates of participation in pools of residential mortgages | $221,000 | 6,226 |
| Issued or guaranteed by U.S. | $221,000 | 6,205 |
| 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) | $2,447,000 | 2,735 |
| Available-for-sale securities (fair market value) | $3,579,000 | 7,306 |
| Total debt securities | $6,026,000 | 7,388 |
| 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 | $5,922,000 | 7,551 |
| U.S. Government securities | $3,316,000 | 7,763 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,316,000 | 7,573 |
| Securities issued by states & political subdivisions | $900,000 | 5,281 |
| Other domestic debt securities | $1,706,000 | 2,336 |
| 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 | $1,706,000 | 2,031 |
| 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 | $5,822,000 | 4,141 |
| Mortgage-backed securities | $236,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $236,000 | 6,207 |
| Issued or guaranteed by U.S. | $236,000 | 6,189 |
| 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) | $2,842,000 | 2,641 |
| Available-for-sale securities (fair market value) | $3,080,000 | 7,475 |
| Total debt securities | $5,922,000 | 7,456 |
| 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 | $5,957,000 | 7,544 |
| U.S. Government securities | $3,350,000 | 7,790 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,350,000 | 7,574 |
| Securities issued by states & political subdivisions | $900,000 | 5,296 |
| Other domestic debt securities | $1,707,000 | 2,342 |
| 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 | $1,707,000 | 2,049 |
| 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 | $5,853,000 | 4,113 |
| Mortgage-backed securities | $253,000 | 6,639 |
| Certificates of participation in pools of residential mortgages | $253,000 | 6,152 |
| Issued or guaranteed by U.S. | $253,000 | 6,134 |
| 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) | $2,860,000 | 2,702 |
| Available-for-sale securities (fair market value) | $3,097,000 | 7,494 |
| Total debt securities | $5,956,000 | 7,469 |
| 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 | $6,935,000 | 7,341 |
| U.S. Government securities | $3,823,000 | 7,732 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,823,000 | 7,478 |
| Securities issued by states & political subdivisions | $1,100,000 | 5,128 |
| Other domestic debt securities | $2,012,000 | 2,248 |
| 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 | $2,012,000 | 1,914 |
| 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 | $5,849,000 | 4,070 |
| Mortgage-backed securities | $320,000 | 6,575 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,993 |
| Issued or guaranteed by U.S. | $320,000 | 5,969 |
| 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) | $3,432,000 | 2,653 |
| Available-for-sale securities (fair market value) | $3,503,000 | 7,456 |
| Total debt securities | $6,936,000 | 7,239 |
| 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 | $6,850,000 | 7,719 |
| U.S. Government securities | $3,851,000 | 8,256 |
| U.S. Treasury securities | $300,000 | 3,716 |
| U.S. Government agency obligations | $3,551,000 | 8,042 |
| Securities issued by states & political subdivisions | $1,150,000 | 5,138 |
| Other domestic debt securities | $1,751,000 | 2,040 |
| 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 | $1,751,000 | 1,748 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 6,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,802,000 | 4,341 |
| Mortgage-backed securities | $399,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,634 |
| Issued or guaranteed by U.S. | $399,000 | 5,614 |
| 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) | $3,300,000 | 3,295 |
| Available-for-sale securities (fair market value) | $3,550,000 | 7,701 |
| Total debt securities | $6,752,000 | 7,638 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,315,000 | 8,230 |
| U.S. Government securities | $3,415,000 | 8,770 |
| U.S. Treasury securities | $298,000 | 4,934 |
| U.S. Government agency obligations | $3,117,000 | 8,403 |
| Securities issued by states & political subdivisions | $1,100,000 | 5,479 |
| Other domestic debt securities | $1,751,000 | 1,956 |
| 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 | $1,751,000 | 1,634 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,522,000 | 4,840 |
| Mortgage-backed securities | $720,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $720,000 | 5,390 |
| Issued or guaranteed by U.S. | $720,000 | 5,381 |
| 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) | $3,320,000 | 3,643 |
| Available-for-sale securities (fair market value) | $2,995,000 | 8,085 |
| Total debt securities | $6,266,000 | 8,125 |
| 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 | $7,099,000 | 7,993 |
| U.S. Government securities | $5,119,000 | 7,974 |
| U.S. Treasury securities | $813,000 | 5,405 |
| U.S. Government agency obligations | $4,306,000 | 7,539 |
| Securities issued by states & political subdivisions | $1,080,000 | 5,662 |
| Other domestic debt securities | $851,000 | 2,371 |
| 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 | $851,000 | 1,956 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,774,000 | 4,408 |
| Mortgage-backed securities | $1,028,000 | 6,072 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 5,233 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,215 |
| 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) | $2,517,000 | 4,442 |
| Available-for-sale securities (fair market value) | $4,582,000 | 7,513 |
| Total debt securities | $7,050,000 | 7,876 |
| 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 | $7,869,000 | 8,141 |
| U.S. Government securities | $5,768,000 | 8,193 |
| U.S. Treasury securities | $807,000 | 6,725 |
| U.S. Government agency obligations | $4,961,000 | 7,316 |
| Securities issued by states & political subdivisions | $955,000 | 5,888 |
| Other domestic debt securities | $1,097,000 | 1,747 |
| 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 | $1,097,000 | 1,380 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 8,316 |
| Mortgage-backed securities | $1,484,000 | 5,847 |
| Certificates of participation in pools of residential mortgages | $1,484,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,484,000 | 4,816 |
| 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) | $2,764,000 | 5,162 |
| Available-for-sale securities (fair market value) | $5,105,000 | 7,432 |
| Total debt securities | $7,820,000 | 8,034 |
| 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 | $10,066,000 | 7,930 |
| U.S. Government securities | $7,314,000 | 8,125 |
| U.S. Treasury securities | $1,255,000 | 6,839 |
| U.S. Government agency obligations | $6,059,000 | 7,093 |
| Securities issued by states & political subdivisions | $1,055,000 | 5,996 |
| Other domestic debt securities | $1,648,000 | 1,669 |
| 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 | $1,648,000 | 1,230 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,101,000 | 7,678 |
| Mortgage-backed securities | $1,770,000 | 6,064 |
| Certificates of participation in pools of residential mortgages | $1,770,000 | 4,927 |
| Issued or guaranteed by U.S. | $1,770,000 | 4,909 |
| 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) | $3,534,000 | 5,370 |
| Available-for-sale securities (fair market value) | $6,532,000 | 7,159 |
| Total debt securities | $10,017,000 | 7,811 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,208,000 | 8,209 |
| U.S. Government securities | $6,266,000 | 8,942 |
| U.S. Treasury securities | $1,082,000 | 8,297 |
| U.S. Government agency obligations | $5,184,000 | 7,602 |
| Securities issued by states & political subdivisions | $890,000 | 6,539 |
| Other domestic debt securities | $3,003,000 | 1,438 |
| 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 | $3,003,000 | 1,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 7,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,407,000 | 7,572 |
| Mortgage-backed securities | $2,291,000 | 6,020 |
| Certificates of participation in pools of residential mortgages | $2,291,000 | 4,673 |
| Issued or guaranteed by U.S. | $2,291,000 | 4,646 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,847,000 | 5,074 |
| Available-for-sale securities (fair market value) | $5,361,000 | 7,854 |
| Total debt securities | $10,159,000 | 8,102 |
| 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 | $12,184,000 | 7,997 |
| U.S. Government securities | $8,289,000 | 8,513 |
| U.S. Treasury securities | $1,191,000 | 9,331 |
| U.S. Government agency obligations | $7,098,000 | 6,610 |
| Securities issued by states & political subdivisions | $735,000 | 7,157 |
| Other domestic debt securities | $3,111,000 | 1,565 |
| 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 | $3,111,000 | 1,221 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 6,986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,556,000 | 5,653 |
| Mortgage-backed securities | $2,790,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $2,790,000 | 4,526 |
| Issued or guaranteed by U.S. | $2,790,000 | 4,498 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,444,000 | 5,516 |
| Available-for-sale securities (fair market value) | $1,740,000 | 9,081 |
| Total debt securities | $12,135,000 | 7,896 |
| 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 | $11,981,000 | 8,348 |
| U.S. Government securities | $8,526,000 | 8,650 |
| U.S. Treasury securities | $700,000 | 10,532 |
| U.S. Government agency obligations | $7,826,000 | 6,452 |
| Securities issued by states & political subdivisions | $820,000 | 7,161 |
| Other domestic debt securities | $2,586,000 | 2,063 |
| 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 | $2,586,000 | 1,562 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 6,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,164,000 | 5,120 |
| Mortgage-backed securities | $3,400,000 | 6,166 |
| Certificates of participation in pools of residential mortgages | $3,400,000 | 4,604 |
| Issued or guaranteed by U.S. | $3,400,000 | 4,564 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,932,000 | 8,221 |
| 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 | $11,756,000 | 8,490 |
| U.S. Government securities | $9,377,000 | 8,342 |
| U.S. Treasury securities | $1,663,000 | 9,256 |
| U.S. Government agency obligations | $7,714,000 | 6,482 |
| Securities issued by states & political subdivisions | $520,000 | 7,644 |
| Other domestic debt securities | $1,810,000 | 3,095 |
| 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 | $1,810,000 | 2,177 |
| Foreign debt securities | NA | NA |
| Equity securities | $49,000 | 6,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,210,000 | 5,768 |
| Mortgage-backed securities | $2,312,000 | 7,331 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 5,791 |
| Issued or guaranteed by U.S. | $2,312,000 | 5,725 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $11,707,000 | 8,371 |
| 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 |