Home > Flagship Bank Winsted > Securities
Flagship Bank Winsted, Securities
| 2013-03-31 | Rank | |
| Total securities | $3,091,000 | 6,369 |
| U.S. Government securities | $3,091,000 | 5,905 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,091,000 | 5,797 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $261,000 | 5,880 |
| Mortgage-backed securities | $2,312,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,312,000 | 4,203 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,091,000 | 5,975 |
| Total debt securities | $3,090,000 | 6,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $3,240,000 | 6,392 |
| U.S. Government securities | $3,240,000 | 5,895 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,240,000 | 5,792 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $525,000 | 5,789 |
| Mortgage-backed securities | $2,457,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $2,457,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,457,000 | 4,173 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,240,000 | 5,994 |
| Total debt securities | $3,240,000 | 6,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,396,000 | 6,472 |
| U.S. Government securities | $3,396,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,396,000 | 5,898 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $528,000 | 5,876 |
| Mortgage-backed securities | $2,609,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $2,609,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,609,000 | 4,269 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,396,000 | 6,069 |
| Total debt securities | $3,395,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $3,447,000 | 6,521 |
| U.S. Government securities | $3,447,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,447,000 | 5,970 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,000 | 5,941 |
| Mortgage-backed securities | $2,658,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,299 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,298 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,447,000 | 6,105 |
| Total debt securities | $3,447,000 | 6,493 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $1,399,000 | 6,875 |
| U.S. Government securities | $1,399,000 | 6,582 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,399,000 | 6,488 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 5,967 |
| Mortgage-backed securities | $608,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $608,000 | 5,045 |
| Issued or guaranteed by U.S. | $608,000 | 5,041 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,399,000 | 6,453 |
| Total debt securities | $1,399,000 | 6,843 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $1,445,000 | 6,911 |
| U.S. Government securities | $1,445,000 | 6,597 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,445,000 | 6,505 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,000 | 5,681 |
| Mortgage-backed securities | $651,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $651,000 | 4,987 |
| Issued or guaranteed by U.S. | $651,000 | 4,978 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,445,000 | 6,457 |
| Total debt securities | $1,445,000 | 6,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $1,483,000 | 6,986 |
| U.S. Government securities | $1,483,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,483,000 | 6,565 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,000 | 5,840 |
| Mortgage-backed securities | $685,000 | 5,330 |
| Certificates of participation in pools of residential mortgages | $685,000 | 4,976 |
| Issued or guaranteed by U.S. | $685,000 | 4,966 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,483,000 | 6,532 |
| Total debt securities | $1,484,000 | 6,955 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,515,000 | 7,048 |
| U.S. Government securities | $1,515,000 | 6,763 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,515,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,000 | 5,896 |
| Mortgage-backed securities | $718,000 | 5,323 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,963 |
| Issued or guaranteed by U.S. | $718,000 | 4,953 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,515,000 | 6,585 |
| Total debt securities | $1,515,000 | 7,016 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $3,187,000 | 6,853 |
| U.S. Government securities | $3,187,000 | 6,431 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,187,000 | 6,315 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 5,306 |
| Mortgage-backed securities | $2,409,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,409,000 | 4,187 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,187,000 | 6,370 |
| Total debt securities | $3,187,000 | 6,816 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,440,000 | 6,812 |
| U.S. Government securities | $3,440,000 | 6,293 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,440,000 | 6,166 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 5,339 |
| Mortgage-backed securities | $2,612,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $2,612,000 | 4,019 |
| Issued or guaranteed by U.S. | $2,612,000 | 4,009 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,440,000 | 6,307 |
| Total debt securities | $3,440,000 | 6,776 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,885,000 | 6,962 |
| U.S. Government securities | $2,885,000 | 6,461 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,885,000 | 6,335 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 5,413 |
| Mortgage-backed securities | $2,048,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $2,048,000 | 4,212 |
| Issued or guaranteed by U.S. | $2,048,000 | 4,204 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,885,000 | 6,434 |
| Total debt securities | $2,881,000 | 6,925 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,147,000 | 6,801 |
| U.S. Government securities | $4,147,000 | 6,247 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,147,000 | 6,131 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,000 | 5,524 |
| Mortgage-backed securities | $2,214,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 4,212 |
| Issued or guaranteed by U.S. | $2,214,000 | 4,203 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,147,000 | 6,287 |
| Total debt securities | $4,147,000 | 6,757 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,293,000 | 6,845 |
| U.S. Government securities | $4,293,000 | 6,307 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,293,000 | 6,193 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,520,000 | 5,614 |
| Mortgage-backed securities | $2,357,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 4,274 |
| Issued or guaranteed by U.S. | $2,357,000 | 4,268 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,293,000 | 6,322 |
| Total debt securities | $4,293,000 | 6,803 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,509,000 | 7,018 |
| U.S. Government securities | $3,285,000 | 6,590 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,285,000 | 6,494 |
| Securities issued by states & political subdivisions | $224,000 | 5,588 |
| 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 | $543,000 | 6,097 |
| Mortgage-backed securities | $337,000 | 5,791 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,424 |
| Issued or guaranteed by U.S. | $337,000 | 5,411 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,509,000 | 6,496 |
| Total debt securities | $3,509,000 | 6,981 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,393,000 | 6,722 |
| U.S. Government securities | $5,164,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,164,000 | 6,019 |
| Securities issued by states & political subdivisions | $229,000 | 5,609 |
| 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 | $1,509,000 | 5,688 |
| Mortgage-backed securities | $431,000 | 5,794 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,421 |
| Issued or guaranteed by U.S. | $431,000 | 5,405 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,393,000 | 6,190 |
| Total debt securities | $5,393,000 | 6,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,414,000 | 6,726 |
| U.S. Government securities | $5,195,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,195,000 | 6,016 |
| Securities issued by states & political subdivisions | $219,000 | 5,669 |
| 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 | $1,843,000 | 5,565 |
| Mortgage-backed securities | $478,000 | 5,827 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,448 |
| Issued or guaranteed by U.S. | $478,000 | 5,430 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,414,000 | 6,188 |
| Total debt securities | $5,414,000 | 6,683 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,505,000 | 6,768 |
| U.S. Government securities | $5,284,000 | 6,209 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,284,000 | 6,128 |
| Securities issued by states & political subdivisions | $221,000 | 5,607 |
| 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 | $1,857,000 | 5,616 |
| Mortgage-backed securities | $552,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $552,000 | 5,457 |
| Issued or guaranteed by U.S. | $552,000 | 5,441 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,505,000 | 6,211 |
| Total debt securities | $5,505,000 | 6,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,919,000 | 6,941 |
| U.S. Government securities | $4,698,000 | 6,489 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,698,000 | 6,395 |
| Securities issued by states & political subdivisions | $221,000 | 5,566 |
| 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 | $1,764,000 | 5,697 |
| Mortgage-backed securities | $639,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,407 |
| Issued or guaranteed by U.S. | $639,000 | 5,390 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,919,000 | 6,372 |
| Total debt securities | $4,919,000 | 6,906 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,536,000 | 6,584 |
| U.S. Government securities | $6,323,000 | 6,012 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,323,000 | 5,925 |
| Securities issued by states & political subdivisions | $213,000 | 5,599 |
| 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 | $1,754,000 | 5,743 |
| Mortgage-backed securities | $682,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,376 |
| Issued or guaranteed by U.S. | $682,000 | 5,358 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,536,000 | 6,008 |
| Total debt securities | $6,536,000 | 6,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,534,000 | 6,634 |
| U.S. Government securities | $6,320,000 | 6,048 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,320,000 | 5,962 |
| Securities issued by states & political subdivisions | $214,000 | 5,648 |
| 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 | $1,005,000 | 6,082 |
| Mortgage-backed securities | $720,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $720,000 | 5,368 |
| Issued or guaranteed by U.S. | $720,000 | 5,345 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,534,000 | 6,060 |
| Total debt securities | $6,534,000 | 6,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,294,000 | 6,502 |
| U.S. Government securities | $7,073,000 | 5,870 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,073,000 | 5,779 |
| Securities issued by states & political subdivisions | $221,000 | 5,648 |
| 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 | $1,601,000 | 5,807 |
| Mortgage-backed securities | $795,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $795,000 | 5,263 |
| Issued or guaranteed by U.S. | $795,000 | 5,236 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $7,294,000 | 5,936 |
| Total debt securities | $7,294,000 | 6,430 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,292,000 | 6,375 |
| U.S. Government securities | $8,076,000 | 5,716 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,076,000 | 5,611 |
| Securities issued by states & political subdivisions | $216,000 | 5,677 |
| 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 | $3,492,000 | 5,044 |
| Mortgage-backed securities | $837,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $837,000 | 5,041 |
| Issued or guaranteed by U.S. | $837,000 | 5,017 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,292,000 | 5,778 |
| Total debt securities | $8,292,000 | 6,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $8,786,000 | 6,316 |
| U.S. Government securities | $8,572,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,572,000 | 5,595 |
| Securities issued by states & political subdivisions | $214,000 | 5,714 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,961,000 | 4,562 |
| Mortgage-backed securities | $880,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $880,000 | 4,892 |
| Issued or guaranteed by U.S. | $880,000 | 4,875 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $8,786,000 | 5,716 |
| Total debt securities | $8,786,000 | 6,255 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,737,000 | 6,358 |
| U.S. Government securities | $8,527,000 | 5,735 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,527,000 | 5,628 |
| Securities issued by states & political subdivisions | $210,000 | 5,759 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,910,000 | 4,596 |
| Mortgage-backed securities | $916,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $916,000 | 4,866 |
| Issued or guaranteed by U.S. | $916,000 | 4,851 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,737,000 | 5,740 |
| Total debt securities | $8,737,000 | 6,303 |
| 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 | $9,175,000 | 6,302 |
| U.S. Government securities | $8,959,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,959,000 | 5,546 |
| Securities issued by states & political subdivisions | $216,000 | 5,803 |
| 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 | $9,175,000 | 3,582 |
| Mortgage-backed securities | $1,084,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $978,000 | 4,835 |
| Issued or guaranteed by U.S. | $978,000 | 4,816 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $106,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,997 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,175,000 | 5,662 |
| Total debt securities | $9,175,000 | 6,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,434,000 | 6,288 |
| U.S. Government securities | $9,219,000 | 5,656 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,219,000 | 5,528 |
| Securities issued by states & political subdivisions | $215,000 | 5,851 |
| 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 | $3,925,000 | 4,957 |
| Mortgage-backed securities | $1,122,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $1,003,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,003,000 | 4,784 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $119,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,988 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,434,000 | 5,640 |
| Total debt securities | $9,434,000 | 6,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,982,000 | 6,435 |
| U.S. Government securities | $8,765,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,765,000 | 5,694 |
| Securities issued by states & political subdivisions | $217,000 | 5,914 |
| 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 | $3,917,000 | 4,974 |
| Mortgage-backed securities | $1,180,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,041,000 | 4,761 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $139,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 2,931 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,982,000 | 5,742 |
| Total debt securities | $8,982,000 | 6,373 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,656,000 | 6,530 |
| U.S. Government securities | $8,449,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,449,000 | 5,783 |
| Securities issued by states & political subdivisions | $207,000 | 5,973 |
| 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 | $3,849,000 | 5,019 |
| Mortgage-backed securities | $732,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $573,000 | 5,229 |
| Issued or guaranteed by U.S. | $573,000 | 5,206 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $159,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,896 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,656,000 | 5,826 |
| Total debt securities | $8,655,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,794,000 | 6,328 |
| U.S. Government securities | $9,581,000 | 5,686 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,581,000 | 5,555 |
| Securities issued by states & political subdivisions | $213,000 | 5,983 |
| 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 | $9,793,000 | 3,433 |
| Mortgage-backed securities | $797,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,211 |
| Issued or guaranteed by U.S. | $619,000 | 5,193 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $178,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,891 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,794,000 | 5,632 |
| Total debt securities | $9,793,000 | 6,269 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,896,000 | 6,144 |
| U.S. Government securities | $10,681,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,681,000 | 5,282 |
| Securities issued by states & political subdivisions | $215,000 | 6,010 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,931,000 | 4,982 |
| Mortgage-backed securities | $854,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $652,000 | 5,218 |
| Issued or guaranteed by U.S. | $652,000 | 5,198 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $202,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 2,879 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,896,000 | 5,435 |
| Total debt securities | $10,895,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,818,000 | 6,175 |
| U.S. Government securities | $10,818,000 | 5,365 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,818,000 | 5,220 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $2,957,000 | 5,410 |
| Mortgage-backed securities | $690,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,471 |
| Issued or guaranteed by U.S. | $454,000 | 5,449 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $236,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,845 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,818,000 | 5,449 |
| Total debt securities | $10,819,000 | 6,107 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,236,000 | 6,120 |
| U.S. Government securities | $11,236,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,236,000 | 5,170 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $2,989,000 | 5,365 |
| Mortgage-backed securities | $781,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $513,000 | 5,458 |
| Issued or guaranteed by U.S. | $513,000 | 5,431 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $268,000 | 3,147 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,853 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,236,000 | 5,383 |
| Total debt securities | $11,236,000 | 6,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,207,000 | 6,202 |
| U.S. Government securities | $11,207,000 | 5,398 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,207,000 | 5,259 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $2,945,000 | 5,439 |
| Mortgage-backed securities | $863,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $566,000 | 5,462 |
| Issued or guaranteed by U.S. | $566,000 | 5,443 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $297,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 2,883 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,207,000 | 5,456 |
| Total debt securities | $11,207,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,466,000 | 6,188 |
| U.S. Government securities | $11,466,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,466,000 | 5,202 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $11,466,000 | 3,081 |
| Mortgage-backed securities | $956,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,440 |
| Issued or guaranteed by U.S. | $632,000 | 5,421 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $324,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,892 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,466,000 | 5,427 |
| Total debt securities | $11,466,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,164,000 | 6,262 |
| U.S. Government securities | $11,164,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,164,000 | 5,288 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $2,006,000 | 5,891 |
| Mortgage-backed securities | $1,090,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $720,000 | 5,378 |
| Issued or guaranteed by U.S. | $720,000 | 5,364 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $370,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,876 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,164,000 | 5,503 |
| Total debt securities | $11,164,000 | 6,193 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,395,000 | 6,492 |
| U.S. Government securities | $10,395,000 | 5,687 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,395,000 | 5,527 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $2,000,000 | 5,912 |
| Mortgage-backed securities | $1,162,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,382 |
| Issued or guaranteed by U.S. | $803,000 | 5,366 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $359,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,962 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,395,000 | 5,738 |
| Total debt securities | $10,395,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,879,000 | 6,388 |
| U.S. Government securities | $10,879,000 | 5,528 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,879,000 | 5,384 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $2,024,000 | 5,862 |
| Mortgage-backed securities | $1,434,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 5,246 |
| Issued or guaranteed by U.S. | $1,007,000 | 5,229 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $427,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,960 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,879,000 | 5,651 |
| Total debt securities | $10,879,000 | 6,300 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,540,000 | 6,507 |
| U.S. Government securities | $10,490,000 | 5,656 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,490,000 | 5,496 |
| Securities issued by states & political subdivisions | $50,000 | 6,636 |
| 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 | $2,033,000 | 5,828 |
| Mortgage-backed securities | $1,590,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $1,127,000 | 5,167 |
| Issued or guaranteed by U.S. | $1,127,000 | 5,146 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $463,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 3,078 |
| 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) | $50,000 | 4,484 |
| Available-for-sale securities (fair market value) | $10,490,000 | 5,764 |
| Total debt securities | $10,540,000 | 6,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,438,000 | 6,903 |
| U.S. Government securities | $8,388,000 | 6,066 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,388,000 | 5,879 |
| Securities issued by states & political subdivisions | $50,000 | 6,682 |
| 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 | $2,052,000 | 5,794 |
| Mortgage-backed securities | $1,847,000 | 5,282 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 5,032 |
| Issued or guaranteed by U.S. | $1,317,000 | 5,012 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $530,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $530,000 | 3,021 |
| 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) | $50,000 | 4,512 |
| Available-for-sale securities (fair market value) | $8,388,000 | 6,129 |
| Total debt securities | $8,438,000 | 6,815 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,031,000 | 6,943 |
| U.S. Government securities | $7,981,000 | 6,129 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,981,000 | 5,946 |
| Securities issued by states & political subdivisions | $50,000 | 6,697 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,623,000 | 5,477 |
| Mortgage-backed securities | $2,423,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,750 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $562,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 3,197 |
| 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) | $50,000 | 4,549 |
| Available-for-sale securities (fair market value) | $7,981,000 | 6,186 |
| Total debt securities | $8,031,000 | 6,845 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $10,602,000 | 6,378 |
| U.S. Government securities | $10,552,000 | 5,470 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,552,000 | 5,291 |
| Securities issued by states & political subdivisions | $50,000 | 6,696 |
| 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 | $2,883,000 | 5,394 |
| Mortgage-backed securities | $2,945,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 4,494 |
| Issued or guaranteed by U.S. | $2,337,000 | 4,477 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $608,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 3,263 |
| 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) | $50,000 | 4,600 |
| Available-for-sale securities (fair market value) | $10,552,000 | 5,615 |
| Total debt securities | $10,602,000 | 6,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,731,000 | 6,574 |
| U.S. Government securities | $9,681,000 | 5,667 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,681,000 | 5,476 |
| Securities issued by states & political subdivisions | $50,000 | 6,722 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,456,000 | 5,078 |
| Mortgage-backed securities | $3,577,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $2,606,000 | 4,327 |
| Issued or guaranteed by U.S. | $2,606,000 | 4,312 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $971,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 3,063 |
| 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) | $50,000 | 4,686 |
| Available-for-sale securities (fair market value) | $9,681,000 | 5,794 |
| Total debt securities | $9,731,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,603,000 | 7,143 |
| U.S. Government securities | $7,514,000 | 6,259 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,514,000 | 6,040 |
| Securities issued by states & political subdivisions | $50,000 | 6,889 |
| Other domestic debt securities | $39,000 | 4,060 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,310 |
| 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 | $4,883,000 | 4,445 |
| Mortgage-backed securities | $633,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,782 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $39,000 | 239 |
| Collaterized mortgage obligations | $594,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 3,464 |
| 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) | $50,000 | 4,931 |
| Available-for-sale securities (fair market value) | $7,553,000 | 6,262 |
| Total debt securities | $7,603,000 | 7,040 |
| 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 | $6,037,000 | 8,000 |
| U.S. Government securities | $5,850,000 | 7,374 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,850,000 | 7,026 |
| Securities issued by states & political subdivisions | $50,000 | 7,123 |
| 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 | $137,000 | 6,410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,678,000 | 4,778 |
| Mortgage-backed securities | $72,000 | 6,997 |
| Certificates of participation in pools of residential mortgages | $72,000 | 6,524 |
| Issued or guaranteed by U.S. | $72,000 | 6,503 |
| 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) | $50,000 | 5,560 |
| Available-for-sale securities (fair market value) | $5,987,000 | 6,916 |
| Total debt securities | $5,900,000 | 7,924 |
| 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 | $8,050,000 | 7,633 |
| U.S. Government securities | $7,813,000 | 6,857 |
| U.S. Treasury securities | $2,002,000 | 2,697 |
| U.S. Government agency obligations | $5,811,000 | 7,173 |
| Securities issued by states & political subdivisions | $100,000 | 7,321 |
| 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 | $137,000 | 6,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,329,000 | 4,933 |
| Mortgage-backed securities | $111,000 | 7,233 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,695 |
| Issued or guaranteed by U.S. | $111,000 | 6,677 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,000 | 5,876 |
| Available-for-sale securities (fair market value) | $7,950,000 | 6,456 |
| Total debt securities | $7,913,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,034 |
| Fair value | $299,000 | 1,037 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,353,000 | 6,705 |
| U.S. Government securities | $10,496,000 | 5,936 |
| U.S. Treasury securities | $5,328,000 | 2,125 |
| U.S. Government agency obligations | $5,168,000 | 7,126 |
| Securities issued by states & political subdivisions | $727,000 | 6,185 |
| 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 | $130,000 | 6,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,155,000 | 5,291 |
| Mortgage-backed securities | $587,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $587,000 | 5,827 |
| Issued or guaranteed by U.S. | $587,000 | 5,813 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $727,000 | 5,637 |
| Available-for-sale securities (fair market value) | $10,626,000 | 5,598 |
| Total debt securities | $11,223,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $301,000 | 1,267 |
| Fair value | $300,000 | 1,284 |
| 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 | $12,732,000 | 6,615 |
| U.S. Government securities | $11,791,000 | 5,881 |
| U.S. Treasury securities | $7,884,000 | 2,276 |
| U.S. Government agency obligations | $3,907,000 | 7,875 |
| Securities issued by states & political subdivisions | $812,000 | 6,152 |
| 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 | $129,000 | 6,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,399,000 | 4,800 |
| Mortgage-backed securities | $803,000 | 6,567 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,666 |
| Issued or guaranteed by U.S. | $803,000 | 5,648 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $812,000 | 6,482 |
| Available-for-sale securities (fair market value) | $11,920,000 | 5,190 |
| Total debt securities | $12,603,000 | 6,514 |
| Structured notes | ||
| Amortized cost | $301,000 | 2,327 |
| Fair value | $295,000 | 2,394 |
| 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 | $14,485,000 | 6,566 |
| U.S. Government securities | $13,635,000 | 5,857 |
| U.S. Treasury securities | $10,347,000 | 2,153 |
| U.S. Government agency obligations | $3,288,000 | 8,621 |
| Securities issued by states & political subdivisions | $752,000 | 6,547 |
| 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 | $98,000 | 6,381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,539,000 | 5,458 |
| Mortgage-backed securities | $929,000 | 6,960 |
| Certificates of participation in pools of residential mortgages | $929,000 | 5,933 |
| Issued or guaranteed by U.S. | $929,000 | 5,918 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $752,000 | 7,215 |
| Available-for-sale securities (fair market value) | $13,733,000 | 5,016 |
| Total debt securities | $14,387,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $552,000 | 2,399 |
| Fair value | $539,000 | 2,423 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,006,000 | 8,287 |
| U.S. Government securities | $8,824,000 | 7,790 |
| U.S. Treasury securities | $6,213,000 | 3,932 |
| U.S. Government agency obligations | $2,611,000 | 9,283 |
| Securities issued by states & political subdivisions | $728,000 | 6,844 |
| Other domestic debt securities | $356,000 | 3,523 |
| 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 | $356,000 | 2,764 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 6,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 6,449 |
| Mortgage-backed securities | $1,073,000 | 7,202 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 5,975 |
| Issued or guaranteed by U.S. | $1,073,000 | 5,940 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $728,000 | 7,609 |
| Available-for-sale securities (fair market value) | $9,278,000 | 6,360 |
| Total debt securities | $9,908,000 | 8,186 |
| Structured notes | ||
| Amortized cost | $553,000 | 3,348 |
| Fair value | $536,000 | 3,366 |
| 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 | $10,301,000 | 8,648 |
| U.S. Government securities | $9,173,000 | 8,104 |
| U.S. Treasury securities | $6,313,000 | 4,787 |
| U.S. Government agency obligations | $2,860,000 | 9,247 |
| Securities issued by states & political subdivisions | $679,000 | 7,269 |
| Other domestic debt securities | $354,000 | 3,999 |
| 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 | $354,000 | 3,191 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,000 | 6,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,190,000 | 6,850 |
| Mortgage-backed securities | $1,179,000 | 7,537 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 6,163 |
| Issued or guaranteed by U.S. | $1,179,000 | 6,138 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $679,000 | 10,974 |
| Available-for-sale securities (fair market value) | $9,622,000 | 4,887 |
| Total debt securities | $10,206,000 | 8,564 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $12,189,000 | 8,274 |
| U.S. Government securities | $11,386,000 | 7,472 |
| U.S. Treasury securities | $8,235,000 | 4,057 |
| U.S. Government agency obligations | $3,151,000 | 9,254 |
| Securities issued by states & political subdivisions | $360,000 | 8,268 |
| Other domestic debt securities | $349,000 | 4,695 |
| 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 | $349,000 | 3,641 |
| Foreign debt securities | NA | NA |
| Equity securities | $94,000 | 5,769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,000 | 7,508 |
| Mortgage-backed securities | $1,657,000 | 7,632 |
| Certificates of participation in pools of residential mortgages | $1,657,000 | 6,135 |
| Issued or guaranteed by U.S. | $1,657,000 | 6,083 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,095,000 | 8,160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,720,000 | 8,115 |
| U.S. Government securities | $11,664,000 | 7,368 |
| U.S. Treasury securities | $8,402,000 | 4,023 |
| U.S. Government agency obligations | $3,262,000 | 9,317 |
| Securities issued by states & political subdivisions | $345,000 | 8,174 |
| Other domestic debt securities | $709,000 | 4,608 |
| Privately issued residential mortgage-backed securities | $360,000 | 2,632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $349,000 | 4,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,204,000 | 6,832 |
| Mortgage-backed securities | $2,517,000 | 7,157 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 6,147 |
| Issued or guaranteed by U.S. | $1,983,000 | 6,074 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $534,000 | 5,734 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 6,226 |
| Privately issued | $360,000 | 2,234 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,718,000 | 7,983 |
| 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 |