Home > Fulton State Bank > Securities
Fulton State Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $32,069,000 | 3,358 |
| U.S. Government securities | $23,802,000 | 2,946 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,802,000 | 2,860 |
| Securities issued by states & political subdivisions | $8,267,000 | 3,085 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,478,000 | 4,110 |
| Mortgage-backed securities | $23,802,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $23,802,000 | 1,445 |
| Issued or guaranteed by U.S. | $23,802,000 | 1,445 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $194,000 | 2,234 |
| Available-for-sale securities (fair market value) | $31,875,000 | 3,083 |
| Total debt securities | $32,069,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $34,006,000 | 3,294 |
| U.S. Government securities | $25,396,000 | 2,880 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,396,000 | 2,796 |
| Securities issued by states & political subdivisions | $8,610,000 | 3,017 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,722,000 | 4,114 |
| Mortgage-backed securities | $25,396,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $25,396,000 | 1,393 |
| Issued or guaranteed by U.S. | $25,396,000 | 1,393 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $200,000 | 2,230 |
| Available-for-sale securities (fair market value) | $33,806,000 | 3,019 |
| Total debt securities | $34,006,000 | 3,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $32,651,000 | 3,382 |
| U.S. Government securities | $24,052,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,052,000 | 2,931 |
| Securities issued by states & political subdivisions | $8,599,000 | 3,038 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,918,000 | 4,139 |
| Mortgage-backed securities | $24,052,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $24,052,000 | 1,464 |
| Issued or guaranteed by U.S. | $24,052,000 | 1,462 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $200,000 | 2,255 |
| Available-for-sale securities (fair market value) | $32,451,000 | 3,110 |
| Total debt securities | $32,651,000 | 3,365 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $31,045,000 | 3,576 |
| U.S. Government securities | $22,114,000 | 3,256 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,114,000 | 3,156 |
| Securities issued by states & political subdivisions | $8,931,000 | 3,023 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,072,000 | 4,146 |
| Mortgage-backed securities | $22,114,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $22,114,000 | 1,608 |
| Issued or guaranteed by U.S. | $22,114,000 | 1,608 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $206,000 | 2,296 |
| Available-for-sale securities (fair market value) | $30,839,000 | 3,275 |
| Total debt securities | $31,045,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $30,036,000 | 3,683 |
| U.S. Government securities | $20,297,000 | 3,443 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,297,000 | 3,343 |
| Securities issued by states & political subdivisions | $9,739,000 | 2,920 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,304,000 | 4,125 |
| Mortgage-backed securities | $20,297,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $20,297,000 | 1,751 |
| Issued or guaranteed by U.S. | $20,297,000 | 1,750 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $206,000 | 2,309 |
| Available-for-sale securities (fair market value) | $29,830,000 | 3,371 |
| Total debt securities | $30,036,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $27,844,000 | 3,850 |
| U.S. Government securities | $18,203,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,203,000 | 3,568 |
| Securities issued by states & political subdivisions | $9,641,000 | 2,958 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,853,000 | 4,259 |
| Mortgage-backed securities | $18,203,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $18,203,000 | 1,878 |
| Issued or guaranteed by U.S. | $18,203,000 | 1,877 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $211,000 | 2,324 |
| Available-for-sale securities (fair market value) | $27,633,000 | 3,530 |
| Total debt securities | $27,844,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $27,024,000 | 3,892 |
| U.S. Government securities | $16,895,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,895,000 | 3,690 |
| Securities issued by states & political subdivisions | $10,129,000 | 2,871 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,137,000 | 4,201 |
| Mortgage-backed securities | $16,895,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $16,895,000 | 1,997 |
| Issued or guaranteed by U.S. | $16,895,000 | 1,997 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $211,000 | 2,345 |
| Available-for-sale securities (fair market value) | $26,813,000 | 3,580 |
| Total debt securities | $27,024,000 | 3,866 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $24,363,000 | 4,134 |
| U.S. Government securities | $13,419,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,419,000 | 4,134 |
| Securities issued by states & political subdivisions | $10,944,000 | 2,767 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,321,000 | 4,182 |
| Mortgage-backed securities | $13,419,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $13,419,000 | 2,290 |
| Issued or guaranteed by U.S. | $13,419,000 | 2,288 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $217,000 | 2,341 |
| Available-for-sale securities (fair market value) | $24,146,000 | 3,798 |
| Total debt securities | $24,363,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $25,195,000 | 4,072 |
| U.S. Government securities | $14,106,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,106,000 | 4,035 |
| Securities issued by states & political subdivisions | $11,089,000 | 2,720 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,817,000 | 4,873 |
| Mortgage-backed securities | $14,106,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $14,106,000 | 2,219 |
| Issued or guaranteed by U.S. | $14,106,000 | 2,217 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $217,000 | 2,283 |
| Available-for-sale securities (fair market value) | $24,978,000 | 3,760 |
| Total debt securities | $25,195,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $27,303,000 | 3,892 |
| U.S. Government securities | $15,586,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,586,000 | 3,905 |
| Securities issued by states & political subdivisions | $11,717,000 | 2,627 |
| 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 | $731,000 | 5,667 |
| Mortgage-backed securities | $15,586,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $15,586,000 | 2,122 |
| Issued or guaranteed by U.S. | $15,586,000 | 2,120 |
| 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) | $227,000 | 2,270 |
| Available-for-sale securities (fair market value) | $27,076,000 | 3,616 |
| Total debt securities | $27,303,000 | 3,864 |
| 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 | $25,754,000 | 3,979 |
| U.S. Government securities | $13,811,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,811,000 | 4,066 |
| Securities issued by states & political subdivisions | $11,943,000 | 2,572 |
| 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 | $835,000 | 5,650 |
| Mortgage-backed securities | $13,811,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $13,811,000 | 2,232 |
| Issued or guaranteed by U.S. | $13,811,000 | 2,231 |
| 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) | $227,000 | 2,299 |
| Available-for-sale securities (fair market value) | $25,527,000 | 3,692 |
| Total debt securities | $25,754,000 | 3,951 |
| 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 | $24,998,000 | 4,074 |
| U.S. Government securities | $12,790,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,790,000 | 4,313 |
| Securities issued by states & political subdivisions | $12,208,000 | 2,514 |
| 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 | $1,068,000 | 5,615 |
| Mortgage-backed securities | $12,790,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $12,790,000 | 2,473 |
| Issued or guaranteed by U.S. | $12,790,000 | 2,472 |
| 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) | $240,000 | 2,337 |
| Available-for-sale securities (fair market value) | $24,758,000 | 3,779 |
| Total debt securities | $24,998,000 | 4,047 |
| 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 | $24,551,000 | 4,161 |
| U.S. Government securities | $12,369,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,369,000 | 4,430 |
| Securities issued by states & political subdivisions | $12,182,000 | 2,461 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,119,000 | 5,657 |
| Mortgage-backed securities | $12,369,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $12,369,000 | 2,544 |
| Issued or guaranteed by U.S. | $12,369,000 | 2,541 |
| 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) | $240,000 | 2,362 |
| Available-for-sale securities (fair market value) | $24,311,000 | 3,859 |
| Total debt securities | $24,551,000 | 4,123 |
| 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 | $24,024,000 | 4,246 |
| U.S. Government securities | $17,903,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,903,000 | 3,853 |
| Securities issued by states & political subdivisions | $6,121,000 | 3,346 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,266,000 | 5,640 |
| Mortgage-backed securities | $17,075,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $17,075,000 | 2,105 |
| Issued or guaranteed by U.S. | $17,075,000 | 2,102 |
| 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) | $349,000 | 2,333 |
| Available-for-sale securities (fair market value) | $23,675,000 | 3,941 |
| Total debt securities | $24,024,000 | 4,209 |
| 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 | $23,810,000 | 4,211 |
| U.S. Government securities | $17,338,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,338,000 | 3,845 |
| Securities issued by states & political subdivisions | $6,472,000 | 3,236 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,449,000 | 5,315 |
| Mortgage-backed securities | $16,504,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $16,504,000 | 2,056 |
| Issued or guaranteed by U.S. | $16,504,000 | 2,052 |
| 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) | $349,000 | 2,433 |
| Available-for-sale securities (fair market value) | $23,461,000 | 3,891 |
| Total debt securities | $23,810,000 | 4,182 |
| 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 | $22,026,000 | 4,308 |
| U.S. Government securities | $15,159,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,159,000 | 4,054 |
| Securities issued by states & political subdivisions | $6,867,000 | 3,099 |
| 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 | $1,708,000 | 5,238 |
| Mortgage-backed securities | $14,318,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $14,318,000 | 2,164 |
| Issued or guaranteed by U.S. | $14,318,000 | 2,158 |
| 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) | $362,000 | 2,442 |
| Available-for-sale securities (fair market value) | $21,664,000 | 3,992 |
| Total debt securities | $22,026,000 | 4,271 |
| 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 | $20,647,000 | 4,500 |
| U.S. Government securities | $13,368,000 | 4,502 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,368,000 | 4,382 |
| Securities issued by states & political subdivisions | $7,279,000 | 2,966 |
| 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 | $1,901,000 | 5,220 |
| Mortgage-backed securities | $12,068,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $12,068,000 | 2,356 |
| Issued or guaranteed by U.S. | $12,068,000 | 2,349 |
| 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) | $362,000 | 2,474 |
| Available-for-sale securities (fair market value) | $20,285,000 | 4,162 |
| Total debt securities | $20,647,000 | 4,470 |
| 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 | $20,713,000 | 4,460 |
| U.S. Government securities | $13,698,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,698,000 | 4,307 |
| Securities issued by states & political subdivisions | $7,015,000 | 2,963 |
| 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 | $2,028,000 | 5,186 |
| Mortgage-backed securities | $12,414,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $12,414,000 | 2,266 |
| Issued or guaranteed by U.S. | $12,414,000 | 2,261 |
| 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) | $371,000 | 2,476 |
| Available-for-sale securities (fair market value) | $20,342,000 | 4,131 |
| Total debt securities | $20,713,000 | 4,427 |
| 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 | $16,879,000 | 4,786 |
| U.S. Government securities | $11,429,000 | 4,625 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,429,000 | 4,502 |
| Securities issued by states & political subdivisions | $5,450,000 | 3,331 |
| 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 | $2,227,000 | 5,135 |
| Mortgage-backed securities | $10,136,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $10,136,000 | 2,445 |
| Issued or guaranteed by U.S. | $10,136,000 | 2,441 |
| 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) | $463,000 | 2,435 |
| Available-for-sale securities (fair market value) | $16,416,000 | 4,437 |
| Total debt securities | $16,879,000 | 4,754 |
| 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 | $15,466,000 | 4,918 |
| U.S. Government securities | $10,527,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,527,000 | 4,607 |
| Securities issued by states & political subdivisions | $4,939,000 | 3,382 |
| 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 | $2,157,000 | 5,211 |
| Mortgage-backed securities | $9,214,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $9,214,000 | 2,533 |
| Issued or guaranteed by U.S. | $9,214,000 | 2,527 |
| 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) | $380,000 | 2,561 |
| Available-for-sale securities (fair market value) | $15,086,000 | 4,523 |
| Total debt securities | $15,466,000 | 4,881 |
| 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 | $13,715,000 | 5,151 |
| U.S. Government securities | $9,002,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,002,000 | 5,011 |
| Securities issued by states & political subdivisions | $4,713,000 | 3,368 |
| 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 | $1,425,000 | 5,573 |
| Mortgage-backed securities | $7,702,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $7,702,000 | 2,795 |
| Issued or guaranteed by U.S. | $7,702,000 | 2,787 |
| 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) | $380,000 | 2,627 |
| Available-for-sale securities (fair market value) | $13,335,000 | 4,775 |
| Total debt securities | $13,715,000 | 5,117 |
| 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 | $13,266,000 | 5,260 |
| U.S. Government securities | $8,392,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,392,000 | 5,227 |
| Securities issued by states & political subdivisions | $4,874,000 | 3,279 |
| 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 | $1,526,000 | 5,610 |
| Mortgage-backed securities | $7,115,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 2,982 |
| Issued or guaranteed by U.S. | $7,115,000 | 2,975 |
| 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) | $489,000 | 2,601 |
| Available-for-sale securities (fair market value) | $12,777,000 | 4,893 |
| Total debt securities | $13,266,000 | 5,220 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,540,000 | 6,044 |
| U.S. Government securities | $5,441,000 | 5,986 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,441,000 | 5,887 |
| Securities issued by states & political subdivisions | $3,099,000 | 3,869 |
| 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 | $340,000 | 6,227 |
| Mortgage-backed securities | $4,795,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $4,795,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,795,000 | 3,590 |
| 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) | $589,000 | 2,576 |
| Available-for-sale securities (fair market value) | $7,951,000 | 5,673 |
| Total debt securities | $8,543,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,249,000 | 6,541 |
| U.S. Government securities | $3,010,000 | 6,707 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,010,000 | 6,610 |
| Securities issued by states & political subdivisions | $3,239,000 | 3,834 |
| 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 | $342,000 | 6,234 |
| Mortgage-backed securities | $2,363,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $2,363,000 | 4,454 |
| Issued or guaranteed by U.S. | $2,363,000 | 4,447 |
| 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) | $595,000 | 2,646 |
| Available-for-sale securities (fair market value) | $5,654,000 | 6,134 |
| Total debt securities | $6,249,000 | 6,501 |
| 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 | $3,601,000 | 7,080 |
| U.S. Government securities | $283,000 | 7,588 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $283,000 | 7,503 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,761 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $283,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $283,000 | 5,620 |
| Issued or guaranteed by U.S. | $283,000 | 5,602 |
| 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) | $502,000 | 2,746 |
| Available-for-sale securities (fair market value) | $3,099,000 | 6,647 |
| Total debt securities | $3,600,000 | 7,035 |
| 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 | $4,196,000 | 7,010 |
| U.S. Government securities | $822,000 | 7,492 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $822,000 | 7,413 |
| Securities issued by states & political subdivisions | $3,374,000 | 3,667 |
| 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 | $200,000 | 6,436 |
| Mortgage-backed securities | $293,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,663 |
| Issued or guaranteed by U.S. | $293,000 | 5,646 |
| 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) | $3,374,000 | 1,865 |
| Available-for-sale securities (fair market value) | $822,000 | 7,173 |
| Total debt securities | $4,196,000 | 6,971 |
| 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 | $4,568,000 | 6,997 |
| U.S. Government securities | $1,400,000 | 7,420 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,400,000 | 7,332 |
| Securities issued by states & political subdivisions | $3,168,000 | 3,699 |
| 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 | $300,000 | 6,389 |
| Mortgage-backed securities | $317,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,644 |
| Issued or guaranteed by U.S. | $317,000 | 5,625 |
| 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) | $3,168,000 | 1,915 |
| Available-for-sale securities (fair market value) | $1,400,000 | 7,094 |
| Total debt securities | $4,568,000 | 6,959 |
| 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 | $5,103,000 | 6,890 |
| U.S. Government securities | $1,936,000 | 7,351 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,936,000 | 7,254 |
| Securities issued by states & political subdivisions | $3,167,000 | 3,687 |
| 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 | $846,000 | 6,159 |
| Mortgage-backed securities | $322,000 | 5,976 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,635 |
| Issued or guaranteed by U.S. | $322,000 | 5,618 |
| 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) | $3,167,000 | 1,926 |
| Available-for-sale securities (fair market value) | $1,936,000 | 7,032 |
| Total debt securities | $5,103,000 | 6,847 |
| 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 | $5,033,000 | 6,980 |
| U.S. Government securities | $2,067,000 | 7,335 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,067,000 | 7,248 |
| Securities issued by states & political subdivisions | $2,966,000 | 3,793 |
| 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 | $849,000 | 6,183 |
| Mortgage-backed securities | $332,000 | 5,986 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,637 |
| Issued or guaranteed by U.S. | $332,000 | 5,613 |
| 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) | $2,966,000 | 1,978 |
| Available-for-sale securities (fair market value) | $2,067,000 | 7,036 |
| Total debt securities | $5,033,000 | 6,922 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,814,000 | 7,054 |
| U.S. Government securities | $2,354,000 | 7,273 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,354,000 | 7,171 |
| Securities issued by states & political subdivisions | $2,460,000 | 4,032 |
| 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 | $549,000 | 6,301 |
| Mortgage-backed securities | $359,000 | 5,961 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,597 |
| Issued or guaranteed by U.S. | $359,000 | 5,567 |
| 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) | $2,460,000 | 2,129 |
| Available-for-sale securities (fair market value) | $2,354,000 | 6,998 |
| Total debt securities | $4,814,000 | 6,992 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,896,000 | 7,109 |
| U.S. Government securities | $2,628,000 | 7,304 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,628,000 | 7,190 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,149 |
| 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 | $549,000 | 6,370 |
| Mortgage-backed securities | $371,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,453 |
| Issued or guaranteed by U.S. | $371,000 | 5,432 |
| 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) | $2,268,000 | 2,237 |
| Available-for-sale securities (fair market value) | $2,628,000 | 6,978 |
| Total debt securities | $4,896,000 | 7,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,470,000 | 7,257 |
| U.S. Government securities | $2,874,000 | 7,292 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,874,000 | 7,182 |
| Securities issued by states & political subdivisions | $1,596,000 | 4,491 |
| 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 | $847,000 | 6,279 |
| Mortgage-backed securities | $381,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,362 |
| Issued or guaranteed by U.S. | $381,000 | 5,343 |
| 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) | $1,596,000 | 2,480 |
| Available-for-sale securities (fair market value) | $2,874,000 | 6,967 |
| Total debt securities | $4,470,000 | 7,214 |
| 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 | $3,895,000 | 7,446 |
| U.S. Government securities | $2,473,000 | 7,474 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,473,000 | 7,351 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,609 |
| 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 | $794,000 | 6,346 |
| Mortgage-backed securities | $391,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $391,000 | 5,365 |
| Issued or guaranteed by U.S. | $391,000 | 5,347 |
| 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) | $1,422,000 | 2,591 |
| Available-for-sale securities (fair market value) | $2,473,000 | 7,077 |
| Total debt securities | $3,895,000 | 7,406 |
| 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 | $3,912,000 | 7,484 |
| U.S. Government securities | $2,490,000 | 7,510 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,490,000 | 7,393 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,627 |
| 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 | $791,000 | 6,370 |
| Mortgage-backed securities | $422,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,340 |
| Issued or guaranteed by U.S. | $422,000 | 5,318 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,422,000 | 2,622 |
| Available-for-sale securities (fair market value) | $2,490,000 | 7,096 |
| Total debt securities | $3,912,000 | 7,440 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,757,000 | 7,319 |
| U.S. Government securities | $3,255,000 | 7,312 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,255,000 | 7,182 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,590 |
| 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 | $787,000 | 6,401 |
| Mortgage-backed securities | $438,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,332 |
| Issued or guaranteed by U.S. | $438,000 | 5,313 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,502,000 | 2,643 |
| Available-for-sale securities (fair market value) | $3,255,000 | 6,941 |
| Total debt securities | $4,757,000 | 7,271 |
| 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 | $5,063,000 | 7,326 |
| U.S. Government securities | $3,004,000 | 7,468 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,004,000 | 7,332 |
| Securities issued by states & political subdivisions | $1,601,000 | 4,545 |
| Other domestic debt securities | $458,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $458,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,384,000 | 6,126 |
| Mortgage-backed securities | $458,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $458,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $458,000 | 942 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,601,000 | 2,668 |
| Available-for-sale securities (fair market value) | $3,462,000 | 6,966 |
| Total debt securities | $5,063,000 | 7,273 |
| 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 | $5,073,000 | 7,355 |
| U.S. Government securities | $2,972,000 | 7,527 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,972,000 | 7,393 |
| Securities issued by states & political subdivisions | $1,627,000 | 4,533 |
| Other domestic debt securities | $474,000 | 2,458 |
| Privately issued residential mortgage-backed securities | $474,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,376,000 | 6,165 |
| Mortgage-backed securities | $474,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $474,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $474,000 | 924 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,627,000 | 2,685 |
| Available-for-sale securities (fair market value) | $3,446,000 | 6,984 |
| Total debt securities | $5,072,000 | 7,306 |
| 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 | $5,133,000 | 7,391 |
| U.S. Government securities | $2,976,000 | 7,592 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,976,000 | 7,454 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,555 |
| Other domestic debt securities | $513,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $513,000 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,376,000 | 6,167 |
| Mortgage-backed securities | $513,000 | 5,727 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $513,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $513,000 | 894 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,644,000 | 2,730 |
| Available-for-sale securities (fair market value) | $3,489,000 | 7,010 |
| Total debt securities | $5,133,000 | 7,333 |
| 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 | $5,139,000 | 7,428 |
| U.S. Government securities | $2,982,000 | 7,597 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,982,000 | 7,460 |
| Securities issued by states & political subdivisions | $1,618,000 | 4,602 |
| Other domestic debt securities | $539,000 | 2,445 |
| Privately issued residential mortgage-backed securities | $539,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 6,178 |
| Mortgage-backed securities | $539,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $539,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $539,000 | 848 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,618,000 | 2,787 |
| Available-for-sale securities (fair market value) | $3,521,000 | 7,039 |
| Total debt securities | $5,139,000 | 7,371 |
| 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 | $5,430,000 | 7,388 |
| U.S. Government securities | $3,197,000 | 7,558 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,197,000 | 7,418 |
| Securities issued by states & political subdivisions | $1,660,000 | 4,585 |
| Other domestic debt securities | $573,000 | 2,452 |
| Privately issued residential mortgage-backed securities | $573,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,306 |
| Mortgage-backed securities | $573,000 | 5,777 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $573,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $573,000 | 827 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,660,000 | 2,796 |
| Available-for-sale securities (fair market value) | $3,770,000 | 6,997 |
| Total debt securities | $5,430,000 | 7,329 |
| 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 | $5,388,000 | 7,437 |
| U.S. Government securities | $3,823,000 | 7,394 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,823,000 | 7,246 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,622 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,303 |
| Mortgage-backed securities | $619,000 | 5,788 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,334 |
| Issued or guaranteed by U.S. | $619,000 | 5,311 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,565,000 | 2,891 |
| Available-for-sale securities (fair market value) | $3,823,000 | 7,027 |
| Total debt securities | $5,388,000 | 7,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,456,000 | 7,728 |
| U.S. Government securities | $3,189,000 | 7,668 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,189,000 | 7,506 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,862 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,345 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,267,000 | 3,066 |
| Available-for-sale securities (fair market value) | $3,189,000 | 7,252 |
| Total debt securities | $4,456,000 | 7,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,185,000 | 7,855 |
| U.S. Government securities | $3,035,000 | 7,723 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,035,000 | 7,562 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,985 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,356 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,150,000 | 3,150 |
| Available-for-sale securities (fair market value) | $3,035,000 | 7,316 |
| Total debt securities | $4,185,000 | 7,791 |
| 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 | $4,010,000 | 7,917 |
| U.S. Government securities | $2,853,000 | 7,835 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,853,000 | 7,679 |
| Securities issued by states & political subdivisions | $1,157,000 | 5,005 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,530 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,157,000 | 3,190 |
| Available-for-sale securities (fair market value) | $2,853,000 | 7,404 |
| Total debt securities | $4,010,000 | 7,855 |
| 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 | $3,720,000 | 8,052 |
| U.S. Government securities | $2,513,000 | 8,024 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,513,000 | 7,855 |
| Securities issued by states & political subdivisions | $1,207,000 | 4,963 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,547 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,207,000 | 3,193 |
| Available-for-sale securities (fair market value) | $2,513,000 | 7,542 |
| Total debt securities | $3,720,000 | 7,989 |
| 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 | $3,291,000 | 8,149 |
| U.S. Government securities | $2,109,000 | 8,111 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,109,000 | 7,952 |
| Securities issued by states & political subdivisions | $1,182,000 | 4,978 |
| 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 | $700,000 | 6,716 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,182,000 | 3,206 |
| Available-for-sale securities (fair market value) | $2,109,000 | 7,648 |
| Total debt securities | $3,291,000 | 8,081 |
| 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 | $3,085,000 | 8,279 |
| U.S. Government securities | $1,903,000 | 8,272 |
| U.S. Treasury securities | $201,000 | 2,072 |
| U.S. Government agency obligations | $1,702,000 | 8,174 |
| Securities issued by states & political subdivisions | $1,182,000 | 5,035 |
| 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 | $700,000 | 6,726 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,182,000 | 3,253 |
| Available-for-sale securities (fair market value) | $1,903,000 | 7,778 |
| Total debt securities | $3,085,000 | 8,204 |
| 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 | $2,191,000 | 8,514 |
| U.S. Government securities | $1,094,000 | 8,530 |
| U.S. Treasury securities | $202,000 | 2,136 |
| U.S. Government agency obligations | $892,000 | 8,467 |
| Securities issued by states & political subdivisions | $1,097,000 | 5,128 |
| 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 | $600,000 | 6,810 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,097,000 | 3,350 |
| Available-for-sale securities (fair market value) | $1,094,000 | 7,993 |
| Total debt securities | $2,191,000 | 8,437 |
| 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 | $2,267,000 | 8,521 |
| U.S. Government securities | $1,105,000 | 8,529 |
| U.S. Treasury securities | $203,000 | 2,161 |
| U.S. Government agency obligations | $902,000 | 8,485 |
| Securities issued by states & political subdivisions | $1,162,000 | 5,030 |
| 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 | $700,000 | 6,773 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,162,000 | 3,334 |
| Available-for-sale securities (fair market value) | $1,105,000 | 7,994 |
| Total debt securities | $2,267,000 | 8,441 |
| 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 | $3,414,000 | 8,247 |
| U.S. Government securities | $2,225,000 | 8,189 |
| U.S. Treasury securities | $203,000 | 2,218 |
| U.S. Government agency obligations | $2,022,000 | 8,098 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,949 |
| 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 | $700,000 | 6,800 |
| Mortgage-backed securities | $7,000 | 7,344 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,026 |
| Issued or guaranteed by U.S. | $7,000 | 7,006 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,189,000 | 3,383 |
| Available-for-sale securities (fair market value) | $2,225,000 | 7,728 |
| Total debt securities | $3,414,000 | 8,173 |
| 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 | $3,544,000 | 8,265 |
| U.S. Government securities | $2,405,000 | 8,163 |
| U.S. Treasury securities | $204,000 | 2,359 |
| U.S. Government agency obligations | $2,201,000 | 8,044 |
| Securities issued by states & political subdivisions | $1,139,000 | 5,013 |
| 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 | $800,000 | 6,777 |
| Mortgage-backed securities | $22,000 | 7,239 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,880 |
| Issued or guaranteed by U.S. | $22,000 | 6,859 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,139,000 | 3,491 |
| Available-for-sale securities (fair market value) | $2,405,000 | 7,696 |
| Total debt securities | $3,544,000 | 8,182 |
| 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 | $4,235,000 | 8,170 |
| U.S. Government securities | $3,317,000 | 7,931 |
| U.S. Treasury securities | $202,000 | 2,973 |
| U.S. Government agency obligations | $3,115,000 | 7,778 |
| Securities issued by states & political subdivisions | $918,000 | 5,351 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 6,994 |
| Mortgage-backed securities | $77,000 | 7,047 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,583 |
| Issued or guaranteed by U.S. | $77,000 | 6,560 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $918,000 | 3,907 |
| Available-for-sale securities (fair market value) | $3,317,000 | 7,514 |
| Total debt securities | $4,235,000 | 8,065 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,363,000 | 8,579 |
| U.S. Government securities | $3,505,000 | 8,405 |
| U.S. Treasury securities | $201,000 | 3,921 |
| U.S. Government agency obligations | $3,304,000 | 8,135 |
| Securities issued by states & political subdivisions | $819,000 | 5,597 |
| 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 | $39,000 | 7,485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 6,914 |
| Mortgage-backed securities | $122,000 | 6,826 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,307 |
| Issued or guaranteed by U.S. | $122,000 | 6,287 |
| 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) | $819,000 | 4,617 |
| Available-for-sale securities (fair market value) | $3,544,000 | 7,704 |
| Total debt securities | $4,324,000 | 8,476 |
| 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 | $4,489,000 | 8,858 |
| U.S. Government securities | $3,651,000 | 8,672 |
| U.S. Treasury securities | $600,000 | 4,221 |
| U.S. Government agency obligations | $3,051,000 | 8,435 |
| Securities issued by states & political subdivisions | $799,000 | 5,925 |
| 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 | $39,000 | 7,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 7,021 |
| Mortgage-backed securities | $143,000 | 7,129 |
| Certificates of participation in pools of residential mortgages | $143,000 | 6,567 |
| Issued or guaranteed by U.S. | $143,000 | 6,550 |
| 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) | $799,000 | 5,039 |
| Available-for-sale securities (fair market value) | $3,690,000 | 7,862 |
| Total debt securities | $4,450,000 | 8,757 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,192,000 | 8,703 |
| U.S. Government securities | $4,274,000 | 8,385 |
| U.S. Treasury securities | $1,420,000 | 4,536 |
| U.S. Government agency obligations | $2,854,000 | 8,307 |
| Securities issued by states & political subdivisions | $894,000 | 5,922 |
| 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 | $24,000 | 7,557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 7,052 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $894,000 | 5,519 |
| Available-for-sale securities (fair market value) | $4,298,000 | 7,618 |
| Total debt securities | $5,168,000 | 8,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,011,000 | 9,240 |
| U.S. Government securities | $4,115,000 | 9,011 |
| U.S. Treasury securities | $3,413,000 | 4,048 |
| U.S. Government agency obligations | $702,000 | 9,860 |
| Securities issued by states & political subdivisions | $872,000 | 6,046 |
| 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 | $24,000 | 7,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 7,361 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $872,000 | 6,432 |
| Available-for-sale securities (fair market value) | $4,139,000 | 7,837 |
| Total debt securities | $4,987,000 | 9,120 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,931,000 | 9,388 |
| U.S. Government securities | $4,997,000 | 9,157 |
| U.S. Treasury securities | $3,395,000 | 4,773 |
| U.S. Government agency obligations | $1,602,000 | 9,739 |
| Securities issued by states & political subdivisions | $910,000 | 6,236 |
| 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 | $24,000 | 7,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,044 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $910,000 | 7,084 |
| Available-for-sale securities (fair market value) | $5,021,000 | 7,761 |
| Total debt securities | $5,909,000 | 9,286 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,383,000 | 10,873 |
| U.S. Government securities | $2,516,000 | 10,854 |
| U.S. Treasury securities | $2,110,000 | 6,864 |
| U.S. Government agency obligations | $406,000 | 10,909 |
| Securities issued by states & political subdivisions | $845,000 | 6,628 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 9,360 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $843,000 | 7,514 |
| Available-for-sale securities (fair market value) | $2,540,000 | 9,151 |
| Total debt securities | $3,359,000 | 10,778 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,003,000 | 11,694 |
| U.S. Government securities | $2,050,000 | 11,738 |
| U.S. Treasury securities | $2,050,000 | 8,120 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $929,000 | 6,795 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,820 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $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) | $929,000 | 10,811 |
| Available-for-sale securities (fair market value) | $2,074,000 | 8,789 |
| Total debt securities | $2,979,000 | 11,612 |
| 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 | $4,479,000 | 11,522 |
| U.S. Government securities | $3,525,000 | 11,375 |
| U.S. Treasury securities | $3,525,000 | 6,872 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $930,000 | 6,955 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,200 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,455,000 | 11,394 |
| 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 | $5,184,000 | 11,494 |
| U.S. Government securities | $4,355,000 | 11,208 |
| U.S. Treasury securities | $4,355,000 | 6,267 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $805,000 | 6,978 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,160,000 | 11,361 |
| 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 |