Home > First State Bank of West Salem > Securities
First State Bank of West Salem, Securities
| 2016-03-31 | Rank | |
| Total securities | $4,096,000 | 5,472 |
| U.S. Government securities | $3,016,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,016,000 | 5,008 |
| Securities issued by states & political subdivisions | $1,080,000 | 4,525 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,053 |
| Mortgage-backed securities | $1,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,856 |
| Issued or guaranteed by U.S. | $1,000 | 4,852 |
| 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) | $4,096,000 | 1,398 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $4,096,000 | 5,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,848,000 | 5,453 |
| U.S. Government securities | $3,768,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,768,000 | 4,951 |
| Securities issued by states & political subdivisions | $1,080,000 | 4,559 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,099 |
| Mortgage-backed securities | $3,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,862 |
| Issued or guaranteed by U.S. | $3,000 | 4,857 |
| 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) | $4,848,000 | 1,366 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $4,848,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $6,114,000 | 5,377 |
| U.S. Government securities | $5,020,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,020,000 | 4,835 |
| Securities issued by states & political subdivisions | $1,094,000 | 4,608 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,182 |
| Mortgage-backed securities | $4,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,915 |
| Issued or guaranteed by U.S. | $4,000 | 4,909 |
| 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) | $6,114,000 | 1,258 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $6,114,000 | 5,358 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,328 |
| Fair value | $749,000 | 1,342 |
| 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 | $6,965,000 | 5,387 |
| U.S. Government securities | $5,871,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,871,000 | 4,813 |
| Securities issued by states & political subdivisions | $1,094,000 | 4,631 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,227 |
| Mortgage-backed securities | $5,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,981 |
| Issued or guaranteed by U.S. | $5,000 | 4,977 |
| 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) | $6,965,000 | 1,223 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $6,965,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,478 |
| Fair value | $738,000 | 1,496 |
| 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 | $6,967,000 | 5,436 |
| U.S. Government securities | $5,873,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,873,000 | 4,894 |
| Securities issued by states & political subdivisions | $1,094,000 | 4,629 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,287 |
| Mortgage-backed securities | $7,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,016 |
| Issued or guaranteed by U.S. | $7,000 | 5,007 |
| 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) | $6,967,000 | 1,235 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $6,967,000 | 5,417 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $496,000 | 1,778 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,094,000 | 5,516 |
| U.S. Government securities | $6,125,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,125,000 | 4,925 |
| Securities issued by states & political subdivisions | $969,000 | 4,763 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,368 |
| Mortgage-backed securities | $8,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,090 |
| Issued or guaranteed by U.S. | $8,000 | 5,082 |
| 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) | $7,094,000 | 1,243 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $7,094,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,001 |
| Fair value | $243,000 | 2,048 |
| 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 | $8,260,000 | 5,487 |
| U.S. Government securities | $7,127,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,127,000 | 4,868 |
| Securities issued by states & political subdivisions | $1,133,000 | 4,753 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,446 |
| Mortgage-backed securities | $10,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,160 |
| Issued or guaranteed by U.S. | $10,000 | 5,154 |
| 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) | $8,260,000 | 1,194 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $8,260,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $980,000 | 1,635 |
| 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 | $8,562,000 | 5,521 |
| U.S. Government securities | $7,380,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,380,000 | 4,903 |
| Securities issued by states & political subdivisions | $1,182,000 | 4,787 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,495 |
| Mortgage-backed securities | $13,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,196 |
| Issued or guaranteed by U.S. | $13,000 | 5,191 |
| 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) | $8,562,000 | 1,189 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $8,562,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,505 |
| Fair value | $1,227,000 | 1,511 |
| 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 | $8,764,000 | 5,549 |
| U.S. Government securities | $7,681,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,681,000 | 4,894 |
| Securities issued by states & political subdivisions | $1,083,000 | 4,850 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $449,000 | 5,571 |
| Mortgage-backed securities | $15,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,248 |
| Issued or guaranteed by U.S. | $15,000 | 5,241 |
| 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) | $8,764,000 | 1,166 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $8,764,000 | 5,523 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,113 |
| Fair value | $2,440,000 | 1,130 |
| 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 | $8,317,000 | 5,622 |
| U.S. Government securities | $7,184,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,184,000 | 4,959 |
| Securities issued by states & political subdivisions | $1,133,000 | 4,872 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,000 | 5,651 |
| Mortgage-backed securities | $18,000 | 5,470 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,284 |
| Issued or guaranteed by U.S. | $18,000 | 5,276 |
| 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) | $8,317,000 | 1,180 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $8,317,000 | 5,598 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,158 |
| Fair value | $2,135,000 | 1,162 |
| 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 | $8,232,000 | 5,687 |
| U.S. Government securities | $7,137,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,137,000 | 5,014 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,909 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,000 | 5,715 |
| Mortgage-backed securities | $20,000 | 5,515 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,331 |
| Issued or guaranteed by U.S. | $20,000 | 5,324 |
| 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) | $8,232,000 | 1,162 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $8,232,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,909,000 | 1,245 |
| 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 | $7,737,000 | 5,763 |
| U.S. Government securities | $6,642,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,642,000 | 5,091 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,901 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,000 | 5,740 |
| Mortgage-backed securities | $25,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,322 |
| Issued or guaranteed by U.S. | $25,000 | 5,314 |
| 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) | $7,737,000 | 1,109 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $7,737,000 | 5,728 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,937,000 | 1,241 |
| 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 | $7,108,000 | 5,868 |
| U.S. Government securities | $6,148,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,148,000 | 5,223 |
| Securities issued by states & political subdivisions | $960,000 | 4,975 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,809 |
| Mortgage-backed securities | $30,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,358 |
| Issued or guaranteed by U.S. | $30,000 | 5,352 |
| 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) | $7,108,000 | 1,119 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $7,108,000 | 5,834 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,341 |
| Fair value | $1,749,000 | 1,347 |
| 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 | $7,470,000 | 5,859 |
| U.S. Government securities | $6,455,000 | 5,280 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,455,000 | 5,169 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,971 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,855 |
| Mortgage-backed securities | $36,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,372 |
| Issued or guaranteed by U.S. | $36,000 | 5,366 |
| 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) | $7,470,000 | 1,101 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $7,470,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,368 |
| Fair value | $1,752,000 | 1,373 |
| 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 | $7,955,000 | 5,893 |
| U.S. Government securities | $6,990,000 | 5,294 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,990,000 | 5,197 |
| Securities issued by states & political subdivisions | $965,000 | 5,009 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,930 |
| Mortgage-backed securities | $42,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,469 |
| Issued or guaranteed by U.S. | $42,000 | 5,459 |
| 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) | $7,955,000 | 1,092 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $7,955,000 | 5,868 |
| Structured notes | ||
| Amortized cost | $1,328,000 | 1,642 |
| Fair value | $1,332,000 | 1,641 |
| 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 | $8,376,000 | 5,897 |
| U.S. Government securities | $7,606,000 | 5,280 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,606,000 | 5,180 |
| Securities issued by states & political subdivisions | $770,000 | 5,110 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,995 |
| Mortgage-backed securities | $48,000 | 5,719 |
| Certificates of participation in pools of residential mortgages | $48,000 | 5,496 |
| Issued or guaranteed by U.S. | $48,000 | 5,486 |
| 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) | $8,376,000 | 1,061 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $8,376,000 | 5,871 |
| Structured notes | ||
| Amortized cost | $1,586,000 | 1,704 |
| Fair value | $1,588,000 | 1,708 |
| 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 | $8,846,000 | 5,877 |
| U.S. Government securities | $8,076,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,076,000 | 5,203 |
| Securities issued by states & political subdivisions | $770,000 | 5,088 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,046 |
| Mortgage-backed securities | $56,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,511 |
| Issued or guaranteed by U.S. | $56,000 | 5,502 |
| 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) | $8,846,000 | 1,053 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $8,846,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 1,912 |
| Fair value | $1,592,000 | 1,909 |
| 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 | $7,999,000 | 6,006 |
| U.S. Government securities | $7,294,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,294,000 | 5,329 |
| Securities issued by states & political subdivisions | $705,000 | 5,124 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,000 | 5,755 |
| Mortgage-backed securities | $64,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $64,000 | 5,489 |
| Issued or guaranteed by U.S. | $64,000 | 5,475 |
| 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) | $7,999,000 | 1,122 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $7,999,000 | 5,976 |
| Structured notes | ||
| Amortized cost | $1,103,000 | 2,089 |
| Fair value | $1,108,000 | 2,091 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,516,000 | 6,073 |
| U.S. Government securities | $7,012,000 | 5,477 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,012,000 | 5,367 |
| Securities issued by states & political subdivisions | $504,000 | 5,294 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,000 | 5,783 |
| Mortgage-backed securities | $72,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,490 |
| Issued or guaranteed by U.S. | $72,000 | 5,475 |
| 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) | $7,516,000 | 1,159 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $7,516,000 | 6,037 |
| Structured notes | ||
| Amortized cost | $810,000 | 2,478 |
| Fair value | $815,000 | 2,482 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,285,000 | 6,062 |
| U.S. Government securities | $7,780,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,780,000 | 5,328 |
| Securities issued by states & political subdivisions | $505,000 | 5,264 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,000 | 5,828 |
| Mortgage-backed securities | $81,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,491 |
| Issued or guaranteed by U.S. | $81,000 | 5,481 |
| 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) | $8,285,000 | 1,120 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $8,285,000 | 6,030 |
| Structured notes | ||
| Amortized cost | $2,067,000 | 1,921 |
| Fair value | $2,071,000 | 1,925 |
| 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 | $8,462,000 | 6,040 |
| U.S. Government securities | $8,057,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,057,000 | 5,271 |
| Securities issued by states & political subdivisions | $405,000 | 5,364 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 5,870 |
| Mortgage-backed securities | $147,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,384 |
| Issued or guaranteed by U.S. | $147,000 | 5,370 |
| 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) | $8,462,000 | 1,109 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $8,462,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $2,624,000 | 1,800 |
| Fair value | $2,611,000 | 1,797 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,763,000 | 6,054 |
| U.S. Government securities | $7,203,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,203,000 | 5,295 |
| Securities issued by states & political subdivisions | $560,000 | 5,232 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,000 | 5,926 |
| Mortgage-backed securities | $166,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,344 |
| Issued or guaranteed by U.S. | $166,000 | 5,331 |
| 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) | $7,763,000 | 1,155 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $7,761,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $2,535,000 | 1,670 |
| Fair value | $2,509,000 | 1,687 |
| 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 | $6,919,000 | 6,198 |
| U.S. Government securities | $6,346,000 | 5,583 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,346,000 | 5,464 |
| Securities issued by states & political subdivisions | $573,000 | 5,156 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,000 | 6,021 |
| Mortgage-backed securities | $188,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,342 |
| Issued or guaranteed by U.S. | $188,000 | 5,330 |
| 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) | $6,919,000 | 1,267 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $6,919,000 | 6,157 |
| Structured notes | ||
| Amortized cost | $2,452,000 | 1,750 |
| Fair value | $2,472,000 | 1,749 |
| 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 | $6,539,000 | 6,365 |
| U.S. Government securities | $5,966,000 | 5,808 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,966,000 | 5,696 |
| Securities issued by states & political subdivisions | $573,000 | 5,128 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $405,000 | 6,072 |
| Mortgage-backed securities | $280,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,372 |
| Issued or guaranteed by U.S. | $213,000 | 5,360 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $67,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,263 |
| 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) | $6,539,000 | 1,347 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,539,000 | 6,326 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 2,135 |
| Fair value | $1,916,000 | 2,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,394,000 | 6,263 |
| U.S. Government securities | $6,821,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,821,000 | 5,562 |
| Securities issued by states & political subdivisions | $573,000 | 5,150 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,000 | 6,150 |
| Mortgage-backed securities | $316,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,454 |
| Issued or guaranteed by U.S. | $242,000 | 5,442 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $74,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,235 |
| 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) | $7,394,000 | 1,267 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $7,394,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $2,003,000 | 1,737 |
| Fair value | $2,002,000 | 1,783 |
| 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 | $7,473,000 | 6,245 |
| U.S. Government securities | $6,900,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,900,000 | 5,532 |
| Securities issued by states & political subdivisions | $573,000 | 5,195 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,000 | 6,204 |
| Mortgage-backed securities | $341,000 | 5,785 |
| Certificates of participation in pools of residential mortgages | $265,000 | 5,494 |
| Issued or guaranteed by U.S. | $265,000 | 5,481 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $76,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,234 |
| 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) | $7,473,000 | 1,258 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $7,473,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $2,103,000 | 1,461 |
| Fair value | $2,084,000 | 1,465 |
| 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 | $7,186,000 | 6,344 |
| U.S. Government securities | $6,601,000 | 5,738 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,601,000 | 5,647 |
| Securities issued by states & political subdivisions | $585,000 | 5,228 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,213 |
| Mortgage-backed securities | $486,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,445 |
| Issued or guaranteed by U.S. | $405,000 | 5,429 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $81,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,221 |
| 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) | $7,186,000 | 1,346 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $7,186,000 | 6,301 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $799,000 | 1,838 |
| 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 | $7,498,000 | 6,284 |
| U.S. Government securities | $6,898,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,898,000 | 5,578 |
| Securities issued by states & political subdivisions | $600,000 | 5,227 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 6,393 |
| Mortgage-backed securities | $568,000 | 5,775 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,446 |
| Issued or guaranteed by U.S. | $480,000 | 5,428 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $88,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,204 |
| 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) | $7,498,000 | 1,332 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $7,498,000 | 6,242 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,425 |
| Fair value | $694,000 | 1,431 |
| 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 | $7,771,000 | 6,306 |
| U.S. Government securities | $7,168,000 | 5,721 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,168,000 | 5,636 |
| Securities issued by states & political subdivisions | $603,000 | 5,159 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,000 | 6,314 |
| Mortgage-backed securities | $657,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,449 |
| Issued or guaranteed by U.S. | $561,000 | 5,432 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $96,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,205 |
| 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) | $7,771,000 | 1,319 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $7,771,000 | 6,255 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,101 |
| Fair value | $848,000 | 1,098 |
| 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 | $8,199,000 | 6,267 |
| U.S. Government securities | $7,646,000 | 5,688 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,646,000 | 5,608 |
| Securities issued by states & political subdivisions | $553,000 | 5,160 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,408,000 | 5,862 |
| Mortgage-backed securities | $718,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $618,000 | 5,415 |
| Issued or guaranteed by U.S. | $618,000 | 5,399 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $100,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,188 |
| 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) | $8,199,000 | 1,286 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $8,198,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $250,000 | 1,618 |
| 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 | $8,137,000 | 6,241 |
| U.S. Government securities | $7,623,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,623,000 | 5,576 |
| Securities issued by states & political subdivisions | $514,000 | 5,205 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,906,000 | 5,690 |
| Mortgage-backed securities | $663,000 | 5,774 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,443 |
| Issued or guaranteed by U.S. | $561,000 | 5,428 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $102,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,099 |
| 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) | $8,137,000 | 1,309 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $8,137,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $248,000 | 1,625 |
| 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 | $8,630,000 | 6,195 |
| U.S. Government securities | $8,113,000 | 5,567 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,113,000 | 5,485 |
| Securities issued by states & political subdivisions | $517,000 | 5,250 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,405,000 | 5,908 |
| Mortgage-backed securities | $703,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $598,000 | 5,434 |
| Issued or guaranteed by U.S. | $598,000 | 5,413 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $105,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,121 |
| 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) | $8,630,000 | 1,243 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $8,630,000 | 6,132 |
| Structured notes | ||
| Amortized cost | $150,000 | 1,736 |
| Fair value | $145,000 | 1,745 |
| 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 | $8,322,000 | 6,273 |
| U.S. Government securities | $7,805,000 | 5,649 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,805,000 | 5,557 |
| Securities issued by states & political subdivisions | $517,000 | 5,269 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,392,000 | 5,907 |
| Mortgage-backed securities | $447,000 | 5,894 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,528 |
| Issued or guaranteed by U.S. | $447,000 | 5,499 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,322,000 | 1,274 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $8,322,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $98,000 | 1,916 |
| Fair value | $100,000 | 1,910 |
| 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 | $8,174,000 | 6,400 |
| U.S. Government securities | $7,657,000 | 5,835 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,657,000 | 5,724 |
| Securities issued by states & political subdivisions | $517,000 | 5,290 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,395,000 | 5,968 |
| Mortgage-backed securities | $184,000 | 6,046 |
| Certificates of participation in pools of residential mortgages | $184,000 | 5,719 |
| Issued or guaranteed by U.S. | $184,000 | 5,699 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,174,000 | 1,345 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $8,174,000 | 6,337 |
| Structured notes | ||
| Amortized cost | $738,000 | 1,827 |
| Fair value | $750,000 | 1,808 |
| 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 | $8,205,000 | 6,439 |
| U.S. Government securities | $7,728,000 | 5,905 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,728,000 | 5,794 |
| Securities issued by states & political subdivisions | $477,000 | 5,371 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,000 | 6,089 |
| Mortgage-backed securities | $216,000 | 5,961 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,611 |
| Issued or guaranteed by U.S. | $216,000 | 5,589 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,205,000 | 1,396 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $8,205,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $988,000 | 1,910 |
| Fair value | $994,000 | 1,858 |
| 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 | $8,184,000 | 6,465 |
| U.S. Government securities | $7,707,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,707,000 | 5,812 |
| Securities issued by states & political subdivisions | $477,000 | 5,394 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,000 | 6,137 |
| Mortgage-backed securities | $233,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,595 |
| Issued or guaranteed by U.S. | $233,000 | 5,574 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,184,000 | 1,395 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $8,184,000 | 6,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,261,000 | 6,468 |
| U.S. Government securities | $7,831,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,831,000 | 5,825 |
| Securities issued by states & political subdivisions | $430,000 | 5,499 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,138 |
| Mortgage-backed securities | $251,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,585 |
| Issued or guaranteed by U.S. | $251,000 | 5,562 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,261,000 | 1,409 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $8,261,000 | 6,410 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,546 |
| Fair value | $397,000 | 2,562 |
| 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 | $8,274,000 | 6,521 |
| U.S. Government securities | $7,850,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,850,000 | 5,848 |
| Securities issued by states & political subdivisions | $424,000 | 5,544 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,162 |
| Mortgage-backed securities | $270,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,557 |
| Issued or guaranteed by U.S. | $270,000 | 5,535 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,274,000 | 1,448 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $8,274,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,656 |
| Fair value | $396,000 | 2,672 |
| 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 | $8,504,000 | 6,529 |
| U.S. Government securities | $8,069,000 | 5,980 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,069,000 | 5,860 |
| Securities issued by states & political subdivisions | $435,000 | 5,586 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 6,211 |
| Mortgage-backed securities | $282,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,571 |
| Issued or guaranteed by U.S. | $282,000 | 5,544 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,504,000 | 1,476 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $8,504,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,790 |
| Fair value | $394,000 | 2,801 |
| 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 | $8,227,000 | 6,618 |
| U.S. Government securities | $7,839,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,839,000 | 5,930 |
| Securities issued by states & political subdivisions | $388,000 | 5,674 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 6,241 |
| Mortgage-backed securities | $53,000 | 6,412 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,096 |
| Issued or guaranteed by U.S. | $53,000 | 6,068 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,227,000 | 1,527 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $8,227,000 | 6,562 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,850 |
| Fair value | $390,000 | 2,859 |
| 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 | $8,063,000 | 6,718 |
| U.S. Government securities | $7,750,000 | 6,142 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,750,000 | 5,994 |
| Securities issued by states & political subdivisions | $313,000 | 5,804 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 6,254 |
| Mortgage-backed securities | $56,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,110 |
| Issued or guaranteed by U.S. | $56,000 | 6,087 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,063,000 | 1,564 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $8,063,000 | 6,667 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,841 |
| Fair value | $391,000 | 2,855 |
| 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 | $8,068,000 | 6,743 |
| U.S. Government securities | $7,755,000 | 6,132 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,755,000 | 5,994 |
| Securities issued by states & political subdivisions | $313,000 | 5,830 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,278 |
| Mortgage-backed securities | $60,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,148 |
| Issued or guaranteed by U.S. | $60,000 | 6,125 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,068,000 | 1,594 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $8,068,000 | 6,689 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,839 |
| Fair value | $391,000 | 2,850 |
| 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 | $7,928,000 | 6,789 |
| U.S. Government securities | $7,570,000 | 6,192 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,570,000 | 6,060 |
| Securities issued by states & political subdivisions | $358,000 | 5,790 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,404,000 | 6,192 |
| Mortgage-backed securities | $68,000 | 6,502 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,158 |
| Issued or guaranteed by U.S. | $68,000 | 6,140 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,928,000 | 1,618 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $7,928,000 | 6,731 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,788 |
| Fair value | $393,000 | 2,800 |
| 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 | $7,980,000 | 6,828 |
| U.S. Government securities | $7,620,000 | 6,229 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,620,000 | 6,090 |
| Securities issued by states & political subdivisions | $360,000 | 5,791 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,406,000 | 6,191 |
| Mortgage-backed securities | $114,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $114,000 | 6,081 |
| Issued or guaranteed by U.S. | $114,000 | 6,055 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,980,000 | 1,622 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $7,980,000 | 6,769 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,766 |
| Fair value | $395,000 | 2,781 |
| 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 | $7,852,000 | 6,921 |
| U.S. Government securities | $7,442,000 | 6,344 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,442,000 | 6,199 |
| Securities issued by states & political subdivisions | $410,000 | 5,746 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,407,000 | 6,232 |
| Mortgage-backed securities | $135,000 | 6,473 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,117 |
| Issued or guaranteed by U.S. | $135,000 | 6,094 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,852,000 | 1,664 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $7,852,000 | 6,865 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,731 |
| Fair value | $391,000 | 2,744 |
| 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 | $7,862,000 | 6,917 |
| U.S. Government securities | $7,452,000 | 6,340 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,452,000 | 6,195 |
| Securities issued by states & political subdivisions | $410,000 | 5,790 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,000 | 6,352 |
| Mortgage-backed securities | $144,000 | 6,505 |
| Certificates of participation in pools of residential mortgages | $144,000 | 6,133 |
| Issued or guaranteed by U.S. | $144,000 | 6,114 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,862,000 | 1,669 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $7,862,000 | 6,862 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,675 |
| Fair value | $396,000 | 2,685 |
| 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 | $7,883,000 | 6,965 |
| U.S. Government securities | $7,387,000 | 6,395 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,387,000 | 6,233 |
| Securities issued by states & political subdivisions | $496,000 | 5,720 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,204,000 | 6,400 |
| Mortgage-backed securities | $179,000 | 6,489 |
| Certificates of participation in pools of residential mortgages | $179,000 | 6,098 |
| Issued or guaranteed by U.S. | $179,000 | 6,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,883,000 | 1,683 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $7,883,000 | 6,904 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,645 |
| Fair value | $398,000 | 2,655 |
| 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 | $8,117,000 | 6,972 |
| U.S. Government securities | $7,620,000 | 6,397 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,620,000 | 6,225 |
| Securities issued by states & political subdivisions | $497,000 | 5,748 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,404,000 | 6,303 |
| Mortgage-backed securities | $210,000 | 6,508 |
| Certificates of participation in pools of residential mortgages | $210,000 | 6,103 |
| Issued or guaranteed by U.S. | $210,000 | 6,086 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,117,000 | 1,658 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $8,117,000 | 6,910 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,605 |
| Fair value | $392,000 | 2,613 |
| 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 | $7,789,000 | 7,051 |
| U.S. Government securities | $7,289,000 | 6,426 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,289,000 | 6,268 |
| Securities issued by states & political subdivisions | $500,000 | 5,749 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,401,000 | 6,274 |
| Mortgage-backed securities | $277,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $277,000 | 6,005 |
| Issued or guaranteed by U.S. | $277,000 | 5,985 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,789,000 | 1,676 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $7,789,000 | 6,969 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,384 |
| Fair value | $400,000 | 2,391 |
| 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 | $7,908,000 | 7,074 |
| U.S. Government securities | $7,407,000 | 6,478 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $7,307,000 | 6,328 |
| Securities issued by states & political subdivisions | $501,000 | 5,805 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,000 | 6,227 |
| Mortgage-backed securities | $301,000 | 6,441 |
| Certificates of participation in pools of residential mortgages | $301,000 | 6,018 |
| Issued or guaranteed by U.S. | $301,000 | 5,994 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,908,000 | 1,680 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $7,908,000 | 7,003 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,896 |
| Fair value | $796,000 | 1,916 |
| 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 | $7,029,000 | 7,256 |
| U.S. Government securities | $6,519,000 | 6,624 |
| U.S. Treasury securities | $100,000 | 2,226 |
| U.S. Government agency obligations | $6,419,000 | 6,479 |
| Securities issued by states & political subdivisions | $510,000 | 5,826 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,403,000 | 6,241 |
| Mortgage-backed securities | $360,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $360,000 | 5,984 |
| Issued or guaranteed by U.S. | $360,000 | 5,959 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,029,000 | 1,779 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,029,000 | 7,159 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,633 |
| Fair value | $797,000 | 1,647 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,751,000 | 7,288 |
| U.S. Government securities | $6,316,000 | 6,627 |
| U.S. Treasury securities | $100,000 | 2,264 |
| U.S. Government agency obligations | $6,216,000 | 6,477 |
| Securities issued by states & political subdivisions | $435,000 | 5,930 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,504,000 | 6,175 |
| Mortgage-backed securities | $255,000 | 6,600 |
| Certificates of participation in pools of residential mortgages | $255,000 | 6,168 |
| Issued or guaranteed by U.S. | $255,000 | 6,148 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,751,000 | 1,813 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $6,751,000 | 7,196 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,443 |
| Fair value | $804,000 | 1,445 |
| 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 | $6,620,000 | 7,375 |
| U.S. Government securities | $6,185,000 | 6,732 |
| U.S. Treasury securities | $200,000 | 2,248 |
| U.S. Government agency obligations | $5,985,000 | 6,611 |
| Securities issued by states & political subdivisions | $435,000 | 5,905 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,405,000 | 6,266 |
| Mortgage-backed securities | $21,000 | 7,222 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,883 |
| Issued or guaranteed by U.S. | $21,000 | 6,864 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,620,000 | 1,874 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $6,620,000 | 7,278 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $406,000 | 1,540 |
| 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 | $7,321,000 | 7,200 |
| U.S. Government securities | $6,887,000 | 6,511 |
| U.S. Treasury securities | $500,000 | 2,092 |
| U.S. Government agency obligations | $6,387,000 | 6,484 |
| Securities issued by states & political subdivisions | $434,000 | 5,921 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,601,000 | 6,143 |
| Mortgage-backed securities | $22,000 | 7,239 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,880 |
| Issued or guaranteed by U.S. | $22,000 | 6,859 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,321,000 | 1,816 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $7,321,000 | 7,114 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,348 |
| Fair value | $410,000 | 1,351 |
| 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 | $7,534,000 | 7,162 |
| U.S. Government securities | $7,089,000 | 6,421 |
| U.S. Treasury securities | $900,000 | 2,154 |
| U.S. Government agency obligations | $6,189,000 | 6,516 |
| Securities issued by states & political subdivisions | $445,000 | 6,027 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,000 | 6,474 |
| Mortgage-backed securities | $31,000 | 7,240 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,831 |
| Issued or guaranteed by U.S. | $31,000 | 6,809 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,534,000 | 1,837 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $7,534,000 | 7,058 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,304,000 | 7,907 |
| U.S. Government securities | $5,843,000 | 7,377 |
| U.S. Treasury securities | $1,399,000 | 2,355 |
| U.S. Government agency obligations | $4,444,000 | 7,656 |
| Securities issued by states & political subdivisions | $461,000 | 6,153 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $300,000 | 7,668 |
| Mortgage-backed securities | $44,000 | 7,135 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,693 |
| Issued or guaranteed by U.S. | $44,000 | 6,671 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,304,000 | 2,468 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $6,304,000 | 7,793 |
| 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 | $7,201,000 | 7,921 |
| U.S. Government securities | $6,652,000 | 7,315 |
| U.S. Treasury securities | $2,099,000 | 2,595 |
| U.S. Government agency obligations | $4,553,000 | 7,738 |
| Securities issued by states & political subdivisions | $549,000 | 6,306 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $300,000 | 7,878 |
| Mortgage-backed securities | $154,000 | 7,089 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,939 |
| Issued or guaranteed by U.S. | $61,000 | 6,921 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $93,000 | 4,210 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 4,018 |
| 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) | $7,201,000 | 2,547 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $7,201,000 | 7,805 |
| 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 | $6,447,000 | 8,223 |
| U.S. Government securities | $5,953,000 | 7,619 |
| U.S. Treasury securities | $3,298,000 | 2,946 |
| U.S. Government agency obligations | $2,655,000 | 8,406 |
| Securities issued by states & political subdivisions | $494,000 | 6,604 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $300,000 | 8,008 |
| Mortgage-backed securities | $356,000 | 6,910 |
| Certificates of participation in pools of residential mortgages | $129,000 | 6,872 |
| Issued or guaranteed by U.S. | $129,000 | 6,854 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $227,000 | 4,213 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 4,041 |
| 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) | $6,447,000 | 3,001 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $6,447,000 | 8,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,295,000 | 8,338 |
| U.S. Government securities | $6,829,000 | 7,740 |
| U.S. Treasury securities | $3,497,000 | 4,006 |
| U.S. Government agency obligations | $3,332,000 | 8,206 |
| Securities issued by states & political subdivisions | $466,000 | 6,803 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $300,000 | 8,433 |
| Mortgage-backed securities | $894,000 | 6,471 |
| Certificates of participation in pools of residential mortgages | $273,000 | 6,704 |
| Issued or guaranteed by U.S. | $273,000 | 6,683 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $621,000 | 3,824 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 3,684 |
| 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) | $7,295,000 | 3,415 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $7,295,000 | 8,204 |
| 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 | $7,971,000 | 8,636 |
| U.S. Government securities | $7,534,000 | 8,047 |
| U.S. Treasury securities | $3,698,000 | 4,563 |
| U.S. Government agency obligations | $3,836,000 | 8,317 |
| Securities issued by states & political subdivisions | $437,000 | 7,215 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $301,000 | 8,829 |
| Mortgage-backed securities | $1,173,000 | 6,627 |
| Certificates of participation in pools of residential mortgages | $470,000 | 6,762 |
| Issued or guaranteed by U.S. | $470,000 | 6,742 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $703,000 | 4,175 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 4,020 |
| 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) | $7,971,000 | 3,687 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $7,971,000 | 8,528 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,123,000 | 8,950 |
| U.S. Government securities | $7,821,000 | 8,258 |
| U.S. Treasury securities | $3,203,000 | 5,835 |
| U.S. Government agency obligations | $4,618,000 | 7,927 |
| Securities issued by states & political subdivisions | $302,000 | 7,856 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $702,000 | 8,539 |
| Mortgage-backed securities | $1,345,000 | 6,890 |
| Certificates of participation in pools of residential mortgages | $594,000 | 6,796 |
| Issued or guaranteed by U.S. | $594,000 | 6,765 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $751,000 | 4,548 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 4,376 |
| 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) | $8,123,000 | 3,867 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $8,123,000 | 8,838 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,587,000 | 8,888 |
| U.S. Government securities | $9,346,000 | 8,037 |
| U.S. Treasury securities | $4,297,000 | 6,033 |
| U.S. Government agency obligations | $5,049,000 | 7,666 |
| Securities issued by states & political subdivisions | $241,000 | 8,516 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $400,000 | 9,493 |
| Mortgage-backed securities | $1,544,000 | 7,091 |
| Certificates of participation in pools of residential mortgages | $745,000 | 6,871 |
| Issued or guaranteed by U.S. | $745,000 | 6,846 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $799,000 | 4,819 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 4,622 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,587,000 | 5,827 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,587,000 | 8,787 |
| 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 | $10,050,000 | 9,067 |
| U.S. Government securities | $9,890,000 | 8,071 |
| U.S. Treasury securities | $4,901,000 | 5,826 |
| U.S. Government agency obligations | $4,989,000 | 7,934 |
| Securities issued by states & political subdivisions | $160,000 | 9,024 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $400,000 | 9,795 |
| Mortgage-backed securities | $1,979,000 | 7,302 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 6,114 |
| Issued or guaranteed by U.S. | $1,679,000 | 6,061 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $300,000 | 6,104 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,845 |
| 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 | $10,050,000 | 8,940 |
| 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 | $10,129,000 | 9,095 |
| U.S. Government securities | $10,005,000 | 8,056 |
| U.S. Treasury securities | $4,863,000 | 5,935 |
| U.S. Government agency obligations | $5,142,000 | 7,889 |
| Securities issued by states & political subdivisions | $124,000 | 9,132 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $300,000 | 10,209 |
| Mortgage-backed securities | $619,000 | 9,545 |
| Certificates of participation in pools of residential mortgages | $515,000 | 8,524 |
| Issued or guaranteed by U.S. | $515,000 | 8,464 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $104,000 | 6,919 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 6,365 |
| 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 | $10,129,000 | 8,968 |
| 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 |