Home > First State Bank > Securities
First State Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $15,602,000 | 4,105 |
| U.S. Government securities | $3,468,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,468,000 | 4,552 |
| Securities issued by states & political subdivisions | $11,218,000 | 2,573 |
| Other domestic debt securities | $916,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $916,000 | 1,303 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,058,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $2,058,000 | 3,509 |
| Issued or guaranteed by U.S. | $2,058,000 | 3,503 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $15,602,000 | 784 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $15,602,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 570 |
| Fair value | $1,182,000 | 567 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,912,000 | 4,122 |
| U.S. Government securities | $4,115,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,115,000 | 4,512 |
| Securities issued by states & political subdivisions | $10,880,000 | 2,635 |
| Other domestic debt securities | $917,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $917,000 | 1,332 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $2,682,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 3,387 |
| Issued or guaranteed by U.S. | $2,682,000 | 3,382 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $15,912,000 | 784 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $15,913,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 597 |
| Fair value | $1,179,000 | 597 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,939,000 | 4,154 |
| U.S. Government securities | $3,750,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,750,000 | 4,622 |
| Securities issued by states & political subdivisions | $11,372,000 | 2,606 |
| Other domestic debt securities | $817,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $817,000 | 1,367 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $2,765,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $2,765,000 | 3,411 |
| Issued or guaranteed by U.S. | $2,765,000 | 3,407 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $15,939,000 | 796 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $15,939,000 | 4,129 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 614 |
| Fair value | $1,165,000 | 613 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $15,917,000 | 4,166 |
| U.S. Government securities | $3,809,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,809,000 | 4,619 |
| Securities issued by states & political subdivisions | $11,289,000 | 2,626 |
| Other domestic debt securities | $819,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $819,000 | 1,371 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $2,922,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $2,922,000 | 3,389 |
| Issued or guaranteed by U.S. | $2,922,000 | 3,384 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $15,917,000 | 800 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $15,917,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 607 |
| Fair value | $1,165,000 | 607 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $15,091,000 | 4,252 |
| U.S. Government securities | $3,721,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,721,000 | 4,693 |
| Securities issued by states & political subdivisions | $10,549,000 | 2,730 |
| Other domestic debt securities | $821,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $821,000 | 1,374 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $2,834,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $2,834,000 | 3,453 |
| Issued or guaranteed by U.S. | $2,834,000 | 3,451 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $15,091,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $15,091,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $999,000 | 703 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $14,819,000 | 4,333 |
| U.S. Government securities | $4,198,000 | 4,825 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,198,000 | 4,697 |
| Securities issued by states & political subdivisions | $9,898,000 | 2,823 |
| Other domestic debt securities | $723,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $723,000 | 1,414 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $3,135,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 3,417 |
| Issued or guaranteed by U.S. | $3,135,000 | 3,413 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $14,819,000 | 852 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $14,820,000 | 4,312 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 695 |
| Fair value | $1,202,000 | 694 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $14,653,000 | 4,396 |
| U.S. Government securities | $4,341,000 | 4,905 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,341,000 | 4,790 |
| Securities issued by states & political subdivisions | $9,695,000 | 2,831 |
| Other domestic debt securities | $617,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $617,000 | 1,445 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $3,213,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $3,213,000 | 3,425 |
| Issued or guaranteed by U.S. | $3,213,000 | 3,424 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $14,653,000 | 883 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $14,653,000 | 4,377 |
| Structured notes | ||
| Amortized cost | $1,146,000 | 840 |
| Fair value | $1,142,000 | 840 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $15,676,000 | 4,372 |
| U.S. Government securities | $4,430,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,430,000 | 4,838 |
| Securities issued by states & political subdivisions | $10,846,000 | 2,707 |
| Other domestic debt securities | $400,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $400,000 | 1,592 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,491,000 | 4,782 |
| Mortgage-backed securities | $3,303,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $3,303,000 | 3,417 |
| Issued or guaranteed by U.S. | $3,303,000 | 3,414 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $15,676,000 | 869 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $15,676,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $1,145,000 | 960 |
| Fair value | $1,128,000 | 961 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,790,000 | 4,448 |
| U.S. Government securities | $4,527,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,527,000 | 4,916 |
| Securities issued by states & political subdivisions | $10,863,000 | 2,713 |
| Other domestic debt securities | $400,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $400,000 | 1,603 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,000 | 4,912 |
| Mortgage-backed securities | $3,398,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $3,398,000 | 3,435 |
| Issued or guaranteed by U.S. | $3,398,000 | 3,431 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $15,790,000 | 871 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $15,791,000 | 4,423 |
| Structured notes | ||
| Amortized cost | $1,145,000 | 1,100 |
| Fair value | $1,127,000 | 1,103 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $16,405,000 | 4,476 |
| U.S. Government securities | $5,306,000 | 5,013 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,306,000 | 4,899 |
| Securities issued by states & political subdivisions | $10,599,000 | 2,763 |
| Other domestic debt securities | $500,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $500,000 | 1,525 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,000 | 4,951 |
| Mortgage-backed securities | $3,977,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 3,392 |
| Issued or guaranteed by U.S. | $3,977,000 | 3,389 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $16,405,000 | 864 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $16,405,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $1,541,000 | 1,116 |
| Fair value | $1,485,000 | 1,147 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $15,931,000 | 4,574 |
| U.S. Government securities | $5,230,000 | 5,106 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,230,000 | 4,996 |
| Securities issued by states & political subdivisions | $10,201,000 | 2,802 |
| Other domestic debt securities | $500,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $500,000 | 1,570 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,000 | 5,017 |
| Mortgage-backed securities | $2,367,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $2,367,000 | 3,873 |
| Issued or guaranteed by U.S. | $2,367,000 | 3,868 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $15,931,000 | 864 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $15,931,000 | 4,555 |
| Structured notes | ||
| Amortized cost | $1,541,000 | 1,189 |
| Fair value | $1,529,000 | 1,191 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $16,451,000 | 4,587 |
| U.S. Government securities | $5,552,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,552,000 | 5,015 |
| Securities issued by states & political subdivisions | $10,399,000 | 2,785 |
| Other domestic debt securities | $500,000 | 1,980 |
| 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 | $500,000 | 1,590 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,439,000 | 5,025 |
| Mortgage-backed securities | $2,490,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 3,918 |
| Issued or guaranteed by U.S. | $2,490,000 | 3,912 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $16,451,000 | 866 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $16,451,000 | 4,566 |
| Structured notes | ||
| Amortized cost | $1,741,000 | 1,221 |
| Fair value | $1,704,000 | 1,220 |
| 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 | $16,862,000 | 4,639 |
| U.S. Government securities | $5,921,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,921,000 | 5,040 |
| Securities issued by states & political subdivisions | $10,348,000 | 2,823 |
| Other domestic debt securities | $593,000 | 1,963 |
| 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 | $593,000 | 1,554 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,439,000 | 5,093 |
| Mortgage-backed securities | $2,656,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 3,949 |
| Issued or guaranteed by U.S. | $2,656,000 | 3,946 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $16,862,000 | 853 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $16,862,000 | 4,620 |
| Structured notes | ||
| Amortized cost | $1,941,000 | 1,277 |
| Fair value | $1,858,000 | 1,290 |
| 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 | $17,205,000 | 4,673 |
| U.S. Government securities | $6,451,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,451,000 | 5,028 |
| Securities issued by states & political subdivisions | $10,161,000 | 2,870 |
| Other domestic debt securities | $593,000 | 2,016 |
| 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 | $593,000 | 1,600 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,887,000 | 5,020 |
| Mortgage-backed securities | $2,786,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 3,973 |
| Issued or guaranteed by U.S. | $2,786,000 | 3,971 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $17,205,000 | 852 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $17,206,000 | 4,653 |
| Structured notes | ||
| Amortized cost | $2,141,000 | 1,172 |
| Fair value | $2,042,000 | 1,181 |
| 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 | $17,736,000 | 4,669 |
| U.S. Government securities | $6,798,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,798,000 | 5,024 |
| Securities issued by states & political subdivisions | $10,345,000 | 2,850 |
| Other domestic debt securities | $593,000 | 2,075 |
| 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 | $593,000 | 1,641 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,488,000 | 5,176 |
| Mortgage-backed securities | $2,931,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $2,931,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,931,000 | 3,974 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $17,736,000 | 835 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $17,736,000 | 4,646 |
| Structured notes | ||
| Amortized cost | $2,341,000 | 1,162 |
| Fair value | $2,178,000 | 1,182 |
| 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 | $17,799,000 | 4,656 |
| U.S. Government securities | $6,904,000 | 5,099 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,904,000 | 4,996 |
| Securities issued by states & political subdivisions | $10,302,000 | 2,846 |
| Other domestic debt securities | $593,000 | 2,125 |
| 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 | $593,000 | 1,679 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,488,000 | 5,227 |
| Mortgage-backed securities | $3,037,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $3,037,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,037,000 | 3,953 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $17,799,000 | 823 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $17,799,000 | 4,638 |
| Structured notes | ||
| Amortized cost | $2,341,000 | 1,143 |
| Fair value | $2,110,000 | 1,167 |
| 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 | $18,386,000 | 4,658 |
| U.S. Government securities | $7,096,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,096,000 | 5,020 |
| Securities issued by states & political subdivisions | $10,697,000 | 2,795 |
| Other domestic debt securities | $593,000 | 2,179 |
| 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 | $593,000 | 1,716 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,488,000 | 5,274 |
| Mortgage-backed securities | $5,792,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $5,792,000 | 3,332 |
| Issued or guaranteed by U.S. | $5,792,000 | 3,329 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $18,386,000 | 786 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $18,387,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $2,341,000 | 1,132 |
| Fair value | $2,145,000 | 1,150 |
| 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 | $17,649,000 | 4,726 |
| U.S. Government securities | $6,835,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,835,000 | 5,058 |
| Securities issued by states & political subdivisions | $10,221,000 | 2,850 |
| Other domestic debt securities | $593,000 | 2,247 |
| 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 | $593,000 | 1,761 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $3,141,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,141,000 | 3,942 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $17,649,000 | 753 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $17,649,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $2,545,000 | 1,052 |
| Fair value | $2,460,000 | 1,072 |
| 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 | $17,334,000 | 4,760 |
| U.S. Government securities | $6,511,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,511,000 | 5,162 |
| Securities issued by states & political subdivisions | $10,230,000 | 2,826 |
| Other domestic debt securities | $593,000 | 2,248 |
| 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 | $593,000 | 1,739 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,000 | 5,271 |
| Mortgage-backed securities | $3,402,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $3,402,000 | 3,927 |
| Issued or guaranteed by U.S. | $3,402,000 | 3,923 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $17,334,000 | 722 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $17,334,000 | 4,729 |
| Structured notes | ||
| Amortized cost | $2,047,000 | 1,176 |
| Fair value | $2,053,000 | 1,176 |
| 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 | $17,040,000 | 4,755 |
| U.S. Government securities | $6,063,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,063,000 | 5,242 |
| Securities issued by states & political subdivisions | $10,134,000 | 2,814 |
| Other domestic debt securities | $843,000 | 2,108 |
| 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 | $843,000 | 1,600 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,000 | 5,295 |
| Mortgage-backed securities | $3,649,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,649,000 | 3,841 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $17,040,000 | 735 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $17,040,000 | 4,725 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,413 |
| Fair value | $1,604,000 | 1,408 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $17,285,000 | 4,801 |
| U.S. Government securities | $6,703,000 | 5,365 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,703,000 | 5,261 |
| Securities issued by states & political subdivisions | $9,739,000 | 2,846 |
| Other domestic debt securities | $843,000 | 2,167 |
| 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 | $843,000 | 1,655 |
| 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 | $200,000 | 6,043 |
| Mortgage-backed securities | $4,137,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 3,872 |
| Issued or guaranteed by U.S. | $4,137,000 | 3,870 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $17,285,000 | 722 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $17,286,000 | 4,768 |
| Structured notes | ||
| Amortized cost | $1,399,000 | 1,627 |
| Fair value | $1,409,000 | 1,625 |
| 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 | $16,245,000 | 4,928 |
| U.S. Government securities | $6,351,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,351,000 | 5,405 |
| Securities issued by states & political subdivisions | $9,034,000 | 2,893 |
| Other domestic debt securities | $860,000 | 2,160 |
| 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 | $860,000 | 1,647 |
| 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 | $200,000 | 6,114 |
| Mortgage-backed securities | $4,005,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $4,005,000 | 3,936 |
| Issued or guaranteed by U.S. | $4,005,000 | 3,934 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $16,245,000 | 756 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $16,245,000 | 4,896 |
| Structured notes | ||
| Amortized cost | $1,397,000 | 1,820 |
| Fair value | $1,414,000 | 1,813 |
| 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 | $16,408,000 | 4,962 |
| U.S. Government securities | $6,820,000 | 5,533 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,820,000 | 5,421 |
| Securities issued by states & political subdivisions | $8,718,000 | 2,865 |
| Other domestic debt securities | $870,000 | 2,138 |
| 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 | $870,000 | 1,637 |
| 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 | $700,000 | 5,893 |
| Mortgage-backed securities | $3,976,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $3,976,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,976,000 | 3,941 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $16,408,000 | 763 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $16,409,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 1,912 |
| Fair value | $1,618,000 | 1,903 |
| 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 | $18,062,000 | 4,750 |
| U.S. Government securities | $8,143,000 | 5,270 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,143,000 | 5,174 |
| Securities issued by states & political subdivisions | $8,924,000 | 2,795 |
| Other domestic debt securities | $995,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $995,000 | 158 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 5,407 |
| Mortgage-backed securities | $4,197,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $4,197,000 | 3,792 |
| Issued or guaranteed by U.S. | $4,197,000 | 3,786 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $18,062,000 | 736 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $18,062,000 | 4,724 |
| Structured notes | ||
| Amortized cost | $2,694,000 | 1,468 |
| Fair value | $2,721,000 | 1,466 |
| 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 | $19,147,000 | 4,607 |
| U.S. Government securities | $9,212,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,212,000 | 4,945 |
| Securities issued by states & political subdivisions | $8,922,000 | 2,737 |
| Other domestic debt securities | $1,013,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,013,000 | 145 |
| 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 | $300,000 | 5,825 |
| Mortgage-backed securities | $4,116,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $4,116,000 | 3,758 |
| Issued or guaranteed by U.S. | $4,116,000 | 3,748 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $19,147,000 | 701 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $19,148,000 | 4,575 |
| Structured notes | ||
| Amortized cost | $3,843,000 | 1,263 |
| Fair value | $3,872,000 | 1,257 |
| 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 | $20,155,000 | 4,553 |
| U.S. Government securities | $10,490,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,490,000 | 4,834 |
| Securities issued by states & political subdivisions | $8,452,000 | 2,763 |
| Other domestic debt securities | $1,213,000 | 1,817 |
| 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 | $1,213,000 | 1,244 |
| 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 | $300,000 | 5,873 |
| Mortgage-backed securities | $4,343,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,678 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,667 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $20,155,000 | 672 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $20,155,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $4,893,000 | 1,210 |
| Fair value | $4,895,000 | 1,210 |
| 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 | $20,676,000 | 4,468 |
| U.S. Government securities | $11,237,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,237,000 | 4,680 |
| Securities issued by states & political subdivisions | $8,216,000 | 2,761 |
| Other domestic debt securities | $1,223,000 | 1,861 |
| 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 | $1,223,000 | 1,271 |
| 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 | $300,000 | 5,918 |
| Mortgage-backed securities | $3,991,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $3,991,000 | 3,709 |
| Issued or guaranteed by U.S. | $3,991,000 | 3,700 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $20,676,000 | 656 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $20,679,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $5,993,000 | 1,095 |
| Fair value | $5,874,000 | 1,102 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,363,000 | 4,352 |
| U.S. Government securities | $11,031,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,031,000 | 4,571 |
| Securities issued by states & political subdivisions | $8,107,000 | 2,777 |
| Other domestic debt securities | $1,225,000 | 1,975 |
| 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 | $1,225,000 | 1,272 |
| 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 | $300,000 | 5,982 |
| Mortgage-backed securities | $3,884,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $3,884,000 | 3,628 |
| Issued or guaranteed by U.S. | $3,884,000 | 3,617 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $20,363,000 | 662 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $20,363,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $5,993,000 | 1,001 |
| Fair value | $5,898,000 | 996 |
| 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 | $18,996,000 | 4,476 |
| U.S. Government securities | $10,385,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,385,000 | 4,639 |
| Securities issued by states & political subdivisions | $7,386,000 | 2,834 |
| Other domestic debt securities | $1,225,000 | 2,029 |
| 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 | $1,225,000 | 1,270 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $3,975,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $3,975,000 | 3,600 |
| Issued or guaranteed by U.S. | $3,975,000 | 3,590 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $18,996,000 | 724 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $18,997,000 | 4,437 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 1,101 |
| Fair value | $5,043,000 | 1,107 |
| 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 | $17,878,000 | 4,645 |
| U.S. Government securities | $9,980,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,980,000 | 4,821 |
| Securities issued by states & political subdivisions | $6,773,000 | 2,826 |
| Other domestic debt securities | $1,125,000 | 2,070 |
| 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 | $1,125,000 | 1,260 |
| 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 | $900,000 | 5,828 |
| Mortgage-backed securities | $6,112,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $6,112,000 | 3,096 |
| Issued or guaranteed by U.S. | $6,112,000 | 3,089 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $17,878,000 | 767 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $17,878,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $3,702,000 | 1,475 |
| Fair value | $3,732,000 | 1,476 |
| 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 | $17,662,000 | 4,713 |
| U.S. Government securities | $10,110,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,110,000 | 4,881 |
| Securities issued by states & political subdivisions | $6,427,000 | 2,882 |
| Other domestic debt securities | $1,125,000 | 2,128 |
| 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 | $1,125,000 | 1,289 |
| 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 | $900,000 | 5,903 |
| Mortgage-backed securities | $4,252,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,648 |
| Issued or guaranteed by U.S. | $4,252,000 | 3,642 |
| 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) | $17,662,000 | 778 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $17,662,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $3,197,000 | 1,362 |
| Fair value | $3,173,000 | 1,368 |
| 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 | $17,618,000 | 4,673 |
| U.S. Government securities | $10,709,000 | 4,841 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,709,000 | 4,740 |
| Securities issued by states & political subdivisions | $5,884,000 | 3,026 |
| Other domestic debt securities | $1,025,000 | 2,263 |
| 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 | $1,025,000 | 1,381 |
| 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 | $1,200,000 | 5,798 |
| Mortgage-backed securities | $4,550,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $4,550,000 | 3,658 |
| Issued or guaranteed by U.S. | $4,550,000 | 3,650 |
| 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) | $17,618,000 | 789 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $17,618,000 | 4,631 |
| Structured notes | ||
| Amortized cost | $3,097,000 | 1,145 |
| Fair value | $3,060,000 | 1,149 |
| 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 | $17,534,000 | 4,736 |
| U.S. Government securities | $10,779,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,779,000 | 4,768 |
| Securities issued by states & political subdivisions | $5,700,000 | 3,072 |
| Other domestic debt securities | $1,055,000 | 2,352 |
| 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 | $1,055,000 | 1,432 |
| 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 | $1,300,000 | 5,774 |
| Mortgage-backed securities | $4,817,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $4,817,000 | 3,699 |
| Issued or guaranteed by U.S. | $4,817,000 | 3,689 |
| 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) | $17,534,000 | 811 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $17,534,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,193 |
| Fair value | $2,000,000 | 1,153 |
| 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 | $17,660,000 | 4,720 |
| U.S. Government securities | $10,775,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,775,000 | 4,759 |
| Securities issued by states & political subdivisions | $5,731,000 | 3,014 |
| Other domestic debt securities | $1,154,000 | 2,342 |
| 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 | $1,154,000 | 1,433 |
| 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 | $1,500,000 | 5,714 |
| Mortgage-backed securities | $5,509,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $5,509,000 | 3,562 |
| Issued or guaranteed by U.S. | $5,509,000 | 3,549 |
| 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) | $17,660,000 | 814 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $17,660,000 | 4,674 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,370 |
| Fair value | $792,000 | 1,369 |
| 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 | $17,165,000 | 4,782 |
| U.S. Government securities | $11,026,000 | 4,891 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,026,000 | 4,804 |
| Securities issued by states & political subdivisions | $5,084,000 | 3,115 |
| Other domestic debt securities | $1,055,000 | 2,293 |
| 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 | $1,055,000 | 1,492 |
| 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 | $1,500,000 | 5,760 |
| Mortgage-backed securities | $5,521,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $5,521,000 | 3,632 |
| Issued or guaranteed by U.S. | $5,521,000 | 3,622 |
| 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) | $17,165,000 | 829 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $17,165,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,117 |
| Fair value | $799,000 | 1,111 |
| 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 | $16,580,000 | 4,870 |
| U.S. Government securities | $10,859,000 | 4,968 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,859,000 | 4,878 |
| Securities issued by states & political subdivisions | $4,765,000 | 3,167 |
| Other domestic debt securities | $956,000 | 2,343 |
| 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 | $956,000 | 1,571 |
| 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 | $1,500,000 | 5,819 |
| Mortgage-backed securities | $5,857,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $5,857,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,857,000 | 3,504 |
| 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) | $16,580,000 | 850 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $16,580,000 | 4,831 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,486 |
| Fair value | $400,000 | 1,493 |
| 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 | $14,887,000 | 5,089 |
| U.S. Government securities | $8,970,000 | 5,323 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,970,000 | 5,240 |
| Securities issued by states & political subdivisions | $4,871,000 | 3,129 |
| Other domestic debt securities | $1,046,000 | 2,185 |
| 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 | $1,046,000 | 1,439 |
| 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 | $1,650,000 | 5,791 |
| Mortgage-backed securities | $4,655,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $4,655,000 | 3,746 |
| Issued or guaranteed by U.S. | $4,655,000 | 3,734 |
| 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) | $14,887,000 | 923 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $14,887,000 | 5,046 |
| 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 | $15,118,000 | 5,108 |
| U.S. Government securities | $9,296,000 | 5,275 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,296,000 | 5,191 |
| Securities issued by states & political subdivisions | $4,775,000 | 3,180 |
| Other domestic debt securities | $1,047,000 | 2,199 |
| 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 | $1,047,000 | 1,494 |
| 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 | $1,850,000 | 5,710 |
| Mortgage-backed securities | $4,781,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,781,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $4,781,000 | 1,459 |
| 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) | $15,118,000 | 899 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $15,118,000 | 5,053 |
| 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 | $14,678,000 | 5,164 |
| U.S. Government securities | $9,119,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,119,000 | 5,214 |
| Securities issued by states & political subdivisions | $4,605,000 | 3,231 |
| Other domestic debt securities | $954,000 | 2,241 |
| 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 | $954,000 | 1,566 |
| 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 | $2,050,000 | 5,579 |
| Mortgage-backed securities | $5,005,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,005,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $5,005,000 | 1,390 |
| 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) | $14,678,000 | 912 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $14,678,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $199,000 | 1,867 |
| Fair value | $200,000 | 1,856 |
| 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 | $14,204,000 | 5,289 |
| U.S. Government securities | $9,853,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,853,000 | 5,181 |
| Securities issued by states & political subdivisions | $4,047,000 | 3,400 |
| Other domestic debt securities | $304,000 | 2,596 |
| 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 | $304,000 | 1,909 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 5,556 |
| Mortgage-backed securities | $4,691,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,691,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $4,691,000 | 1,384 |
| 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) | $14,204,000 | 979 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $14,204,000 | 5,232 |
| Structured notes | ||
| Amortized cost | $1,547,000 | 1,253 |
| Fair value | $1,551,000 | 1,256 |
| 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 | $13,845,000 | 5,399 |
| U.S. Government securities | $10,325,000 | 5,290 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,325,000 | 5,185 |
| Securities issued by states & political subdivisions | $3,420,000 | 3,612 |
| Other domestic debt securities | $100,000 | 2,789 |
| 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 | $100,000 | 2,099 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 5,866 |
| Mortgage-backed securities | $4,359,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,359,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,359,000 | 1,394 |
| 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) | $13,845,000 | 1,028 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $13,845,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $2,547,000 | 1,067 |
| Fair value | $2,546,000 | 1,065 |
| 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 | $13,063,000 | 5,554 |
| U.S. Government securities | $9,726,000 | 5,457 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,726,000 | 5,351 |
| Securities issued by states & political subdivisions | $3,137,000 | 3,732 |
| Other domestic debt securities | $200,000 | 2,642 |
| 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 | $200,000 | 1,986 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 5,926 |
| Mortgage-backed securities | $3,410,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,410,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,410,000 | 1,531 |
| 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) | $13,063,000 | 1,084 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $13,063,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $2,547,000 | 1,135 |
| Fair value | $2,522,000 | 1,130 |
| 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 | $13,902,000 | 5,438 |
| U.S. Government securities | $10,178,000 | 5,387 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,178,000 | 5,273 |
| Securities issued by states & political subdivisions | $3,424,000 | 3,635 |
| Other domestic debt securities | $300,000 | 2,530 |
| 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 | $300,000 | 1,905 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 5,940 |
| Mortgage-backed securities | $3,462,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,462,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $3,462,000 | 1,514 |
| 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) | $13,902,000 | 1,060 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $13,902,000 | 5,390 |
| Structured notes | ||
| Amortized cost | $2,547,000 | 1,171 |
| Fair value | $2,523,000 | 1,174 |
| 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 | $13,888,000 | 5,464 |
| U.S. Government securities | $10,247,000 | 5,410 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,247,000 | 5,289 |
| Securities issued by states & political subdivisions | $3,341,000 | 3,681 |
| Other domestic debt securities | $300,000 | 2,558 |
| 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 | $300,000 | 1,947 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 5,945 |
| Mortgage-backed securities | $2,983,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,983,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $2,983,000 | 1,604 |
| 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) | $13,888,000 | 1,088 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $13,887,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $2,747,000 | 1,215 |
| Fair value | $2,708,000 | 1,215 |
| 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 | $14,469,000 | 5,394 |
| U.S. Government securities | $10,995,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,995,000 | 5,186 |
| Securities issued by states & political subdivisions | $3,073,000 | 3,752 |
| Other domestic debt securities | $401,000 | 2,514 |
| 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 | $401,000 | 1,932 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,800,000 | 5,926 |
| Mortgage-backed securities | $2,730,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,730,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $2,730,000 | 1,652 |
| 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) | $14,469,000 | 1,090 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $14,469,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $3,046,000 | 1,185 |
| Fair value | $3,002,000 | 1,187 |
| 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 | $14,518,000 | 5,401 |
| U.S. Government securities | $11,089,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,089,000 | 5,181 |
| Securities issued by states & political subdivisions | $3,028,000 | 3,765 |
| Other domestic debt securities | $401,000 | 2,534 |
| 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 | $401,000 | 1,969 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,243 |
| Mortgage-backed securities | $2,824,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,824,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $2,824,000 | 1,619 |
| 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) | $14,518,000 | 1,100 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $14,518,000 | 5,352 |
| Structured notes | ||
| Amortized cost | $3,446,000 | 1,160 |
| Fair value | $3,351,000 | 1,155 |
| 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 | $14,578,000 | 5,437 |
| U.S. Government securities | $10,727,000 | 5,424 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,727,000 | 5,289 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,613 |
| Other domestic debt securities | $402,000 | 2,605 |
| 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 | $402,000 | 2,065 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,255 |
| Mortgage-backed securities | $2,466,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,466,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,466,000 | 1,700 |
| 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) | $14,578,000 | 1,117 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $14,578,000 | 5,388 |
| Structured notes | ||
| Amortized cost | $4,540,000 | 944 |
| Fair value | $4,444,000 | 948 |
| 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 | $13,990,000 | 5,547 |
| U.S. Government securities | $10,430,000 | 5,470 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,430,000 | 5,334 |
| Securities issued by states & political subdivisions | $3,058,000 | 3,806 |
| Other domestic debt securities | $502,000 | 2,496 |
| 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 | $502,000 | 1,988 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,178 |
| Mortgage-backed securities | $2,169,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,169,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,169,000 | 1,782 |
| 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) | $13,990,000 | 1,184 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $13,990,000 | 5,498 |
| Structured notes | ||
| Amortized cost | $4,540,000 | 950 |
| Fair value | $4,466,000 | 948 |
| 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 | $14,808,000 | 5,406 |
| U.S. Government securities | $11,039,000 | 5,310 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,039,000 | 5,163 |
| Securities issued by states & political subdivisions | $3,166,000 | 3,757 |
| Other domestic debt securities | $603,000 | 2,433 |
| 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 | $603,000 | 1,952 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,196 |
| Mortgage-backed securities | $2,376,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,376,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,376,000 | 1,742 |
| 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) | $14,808,000 | 1,144 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $14,808,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $2,376,000 | 1,444 |
| Fair value | $2,378,000 | 1,442 |
| 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 | $14,191,000 | 5,551 |
| U.S. Government securities | $10,700,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,700,000 | 5,311 |
| Securities issued by states & political subdivisions | $2,888,000 | 3,849 |
| Other domestic debt securities | $603,000 | 2,508 |
| 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 | $603,000 | 2,037 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,192 |
| Mortgage-backed securities | $2,437,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,437,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 1,771 |
| 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) | $14,191,000 | 1,190 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $14,191,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $4,940,000 | 881 |
| Fair value | $4,917,000 | 878 |
| 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 | $13,750,000 | 5,706 |
| U.S. Government securities | $10,072,000 | 5,653 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,072,000 | 5,499 |
| Securities issued by states & political subdivisions | $2,873,000 | 3,851 |
| Other domestic debt securities | $805,000 | 2,433 |
| 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 | $805,000 | 1,994 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,238 |
| Mortgage-backed securities | $2,111,000 | 4,953 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,111,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $2,111,000 | 1,890 |
| 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) | $13,750,000 | 1,229 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $13,750,000 | 5,641 |
| Structured notes | ||
| Amortized cost | $4,939,000 | 890 |
| Fair value | $4,864,000 | 878 |
| 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 | $13,508,000 | 5,775 |
| U.S. Government securities | $9,794,000 | 5,745 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,794,000 | 5,585 |
| Securities issued by states & political subdivisions | $2,809,000 | 3,910 |
| Other domestic debt securities | $905,000 | 2,414 |
| 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 | $905,000 | 2,019 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,152 |
| Mortgage-backed securities | $1,708,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,708,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,065 |
| 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) | $13,508,000 | 1,239 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $13,508,000 | 5,704 |
| Structured notes | ||
| Amortized cost | $4,938,000 | 860 |
| Fair value | $4,903,000 | 858 |
| 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 | $12,772,000 | 5,920 |
| U.S. Government securities | $9,324,000 | 5,858 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,324,000 | 5,698 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,034 |
| Other domestic debt securities | $906,000 | 2,441 |
| 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 | $906,000 | 2,073 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,198 |
| Mortgage-backed securities | $1,835,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,835,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $1,835,000 | 2,033 |
| 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) | $12,772,000 | 1,291 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $12,772,000 | 5,850 |
| Structured notes | ||
| Amortized cost | $4,539,000 | 898 |
| Fair value | $4,520,000 | 899 |
| 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 | $12,620,000 | 6,033 |
| U.S. Government securities | $9,208,000 | 5,963 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,208,000 | 5,801 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,171 |
| Other domestic debt securities | $1,107,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,107,000 | 1,935 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,225 |
| Mortgage-backed securities | $2,019,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,019,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 1,986 |
| 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) | $12,620,000 | 1,309 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $12,620,000 | 5,960 |
| Structured notes | ||
| Amortized cost | $4,139,000 | 952 |
| Fair value | $4,040,000 | 948 |
| 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 | $12,521,000 | 6,018 |
| U.S. Government securities | $8,804,000 | 6,030 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,804,000 | 5,872 |
| Securities issued by states & political subdivisions | $2,608,000 | 4,018 |
| Other domestic debt securities | $1,109,000 | 2,406 |
| 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 | $1,109,000 | 2,032 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 6,163 |
| Mortgage-backed securities | $2,009,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,009,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,054 |
| 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) | $12,521,000 | 1,280 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $12,521,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $3,844,000 | 902 |
| Fair value | $3,860,000 | 903 |
| 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 | $12,713,000 | 6,059 |
| U.S. Government securities | $8,932,000 | 6,056 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,932,000 | 5,884 |
| Securities issued by states & political subdivisions | $2,672,000 | 4,027 |
| Other domestic debt securities | $1,109,000 | 2,456 |
| 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 | $1,109,000 | 2,151 |
| 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 | $800,000 | 6,669 |
| Mortgage-backed securities | $1,963,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,963,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 2,196 |
| 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) | $12,713,000 | 1,273 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $12,713,000 | 5,967 |
| Structured notes | ||
| Amortized cost | $3,644,000 | 826 |
| Fair value | $3,594,000 | 829 |
| 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 | $12,239,000 | 6,073 |
| U.S. Government securities | $8,560,000 | 6,006 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,560,000 | 5,819 |
| Securities issued by states & political subdivisions | $2,468,000 | 4,142 |
| Other domestic debt securities | $1,211,000 | 2,504 |
| 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 | $1,211,000 | 2,193 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,554 |
| Mortgage-backed securities | $2,191,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,191,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,191,000 | 2,112 |
| 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) | $12,239,000 | 1,291 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,239,000 | 5,986 |
| Structured notes | ||
| Amortized cost | $3,045,000 | 774 |
| Fair value | $3,017,000 | 792 |
| 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 | $13,444,000 | 5,792 |
| U.S. Government securities | $9,841,000 | 5,598 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,841,000 | 5,427 |
| Securities issued by states & political subdivisions | $2,197,000 | 4,244 |
| Other domestic debt securities | $1,406,000 | 2,474 |
| 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 | $1,406,000 | 2,168 |
| 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 | $1,300,000 | 6,312 |
| Mortgage-backed securities | $2,470,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,470,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $2,470,000 | 2,199 |
| 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) | $13,444,000 | 1,213 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $13,444,000 | 5,695 |
| Structured notes | ||
| Amortized cost | $2,747,000 | 694 |
| Fair value | $2,762,000 | 688 |
| 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 | $12,355,000 | 6,002 |
| U.S. Government securities | $8,389,000 | 6,010 |
| U.S. Treasury securities | $400,000 | 2,031 |
| U.S. Government agency obligations | $7,989,000 | 5,963 |
| Securities issued by states & political subdivisions | $2,558,000 | 3,990 |
| Other domestic debt securities | $1,408,000 | 2,512 |
| 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 | $1,408,000 | 2,190 |
| 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 | $1,300,000 | 6,340 |
| Mortgage-backed securities | $2,166,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,166,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $2,166,000 | 2,377 |
| 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) | $12,355,000 | 1,279 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $12,355,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $1,101,000 | 864 |
| Fair value | $1,115,000 | 867 |
| 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 | $12,889,000 | 5,875 |
| U.S. Government securities | $8,992,000 | 5,865 |
| U.S. Treasury securities | $599,000 | 1,879 |
| U.S. Government agency obligations | $8,393,000 | 5,850 |
| Securities issued by states & political subdivisions | $2,487,000 | 4,001 |
| Other domestic debt securities | $1,410,000 | 2,534 |
| 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 | $1,410,000 | 2,221 |
| 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 | $1,300,000 | 6,367 |
| Mortgage-backed securities | $1,315,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,315,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,803 |
| 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) | $12,889,000 | 1,293 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $12,889,000 | 5,781 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 444 |
| Fair value | $2,319,000 | 443 |
| 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 | $15,569,000 | 5,270 |
| U.S. Government securities | $10,783,000 | 5,317 |
| U.S. Treasury securities | $1,402,000 | 1,683 |
| U.S. Government agency obligations | $9,381,000 | 5,450 |
| Securities issued by states & political subdivisions | $3,119,000 | 3,675 |
| Other domestic debt securities | $1,667,000 | 2,434 |
| 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 | $1,667,000 | 2,080 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,399 |
| Mortgage-backed securities | $474,000 | 6,390 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $474,000 | 3,782 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 3,617 |
| 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) | $15,569,000 | 1,127 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $15,569,000 | 5,175 |
| Structured notes | ||
| Amortized cost | $1,151,000 | 302 |
| Fair value | $1,140,000 | 303 |
| 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 | $13,094,000 | 5,978 |
| U.S. Government securities | $9,418,000 | 6,040 |
| U.S. Treasury securities | $2,796,000 | 1,611 |
| U.S. Government agency obligations | $6,622,000 | 6,708 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,084 |
| Other domestic debt securities | $1,259,000 | 2,293 |
| 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 | $1,259,000 | 1,985 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,261 |
| Mortgage-backed securities | $174,000 | 6,696 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $174,000 | 3,819 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,638 |
| 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) | $13,094,000 | 1,593 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $13,094,000 | 5,848 |
| 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 | $13,855,000 | 6,063 |
| U.S. Government securities | $11,451,000 | 5,675 |
| U.S. Treasury securities | $5,492,000 | 1,455 |
| U.S. Government agency obligations | $5,959,000 | 7,105 |
| Securities issued by states & political subdivisions | $2,104,000 | 4,545 |
| Other domestic debt securities | $300,000 | 3,122 |
| 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 | $300,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,201 |
| Mortgage-backed securities | $287,000 | 6,790 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $287,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 3,672 |
| 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) | $13,855,000 | 1,695 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $13,855,000 | 5,941 |
| 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 | $11,520,000 | 6,656 |
| U.S. Government securities | $9,691,000 | 6,199 |
| U.S. Treasury securities | $7,791,000 | 1,625 |
| U.S. Government agency obligations | $1,900,000 | 8,824 |
| Securities issued by states & political subdivisions | $1,729,000 | 4,981 |
| Other domestic debt securities | $100,000 | 3,452 |
| 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 | $100,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000 | 5,540 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,520,000 | 2,125 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $11,520,000 | 6,525 |
| 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 | $13,342,000 | 6,435 |
| U.S. Government securities | $11,409,000 | 6,001 |
| U.S. Treasury securities | $8,981,000 | 2,059 |
| U.S. Government agency obligations | $2,428,000 | 8,774 |
| Securities issued by states & political subdivisions | $1,833,000 | 4,767 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000 | 5,790 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,342,000 | 2,284 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $13,342,000 | 6,298 |
| 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 | $13,622,000 | 6,822 |
| U.S. Government securities | $11,927,000 | 6,354 |
| U.S. Treasury securities | $9,378,000 | 2,363 |
| U.S. Government agency obligations | $2,549,000 | 9,107 |
| Securities issued by states & political subdivisions | $1,595,000 | 5,237 |
| Other domestic debt securities | $100,000 | 3,782 |
| 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 | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,534 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,622,000 | 2,552 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $13,622,000 | 6,685 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $202,000 | 3,350 |
| 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 | $11,871,000 | 7,639 |
| U.S. Government securities | $10,276,000 | 7,199 |
| U.S. Treasury securities | $8,177,000 | 3,172 |
| U.S. Government agency obligations | $2,099,000 | 9,649 |
| Securities issued by states & political subdivisions | $1,495,000 | 5,574 |
| Other domestic debt securities | $100,000 | 4,419 |
| 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 | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,675 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $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) | $11,871,000 | 3,023 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $11,871,000 | 7,513 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $603,000 | 3,282 |
| 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 | $12,332,000 | 7,946 |
| U.S. Government securities | $10,684,000 | 7,463 |
| U.S. Treasury securities | $9,085,000 | 3,684 |
| U.S. Government agency obligations | $1,599,000 | 10,307 |
| Securities issued by states & political subdivisions | $1,548,000 | 5,774 |
| Other domestic debt securities | $100,000 | 5,037 |
| Privately issued residential mortgage-backed securities | $100,000 | 2,158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,830 |
| Mortgage-backed securities | $100,000 | 9,598 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $100,000 | 6,179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $100,000 | 1,850 |
| 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) | $12,332,000 | 4,948 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $12,332,000 | 7,826 |
| 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 | $12,631,000 | 8,128 |
| U.S. Government securities | $10,296,000 | 7,877 |
| U.S. Treasury securities | $9,294,000 | 3,711 |
| U.S. Government agency obligations | $1,002,000 | 11,194 |
| Securities issued by states & political subdivisions | $2,135,000 | 5,137 |
| Other domestic debt securities | $200,000 | 5,291 |
| 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 | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,751 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $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 | $12,631,000 | 7,983 |
| 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 | $12,365,000 | 8,254 |
| U.S. Government securities | $9,896,000 | 8,110 |
| U.S. Treasury securities | $9,498,000 | 3,656 |
| U.S. Government agency obligations | $398,000 | 12,237 |
| Securities issued by states & political subdivisions | $2,069,000 | 4,953 |
| Other domestic debt securities | $400,000 | 5,417 |
| 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 | $400,000 | 4,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,303 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $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 | $12,365,000 | 8,123 |
| 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 |