Home > Grand Bank of Texas > Securities
Grand Bank of Texas, Securities
| 2019-03-31 | Rank | |
| Total securities | $0 | 5,213 |
| U.S. Government securities | $0 | 5,064 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $0 | 5,192 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $0 | 5,259 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $0 | 5,239 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $14,332,000 | 3,969 |
| U.S. Government securities | $14,332,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,332,000 | 3,020 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $14,332,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $14,332,000 | 1,649 |
| Issued or guaranteed by U.S. | $14,332,000 | 1,643 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,332,000 | 3,694 |
| Total debt securities | $14,333,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $15,994,000 | 3,910 |
| U.S. Government securities | $15,074,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,074,000 | 2,955 |
| Securities issued by states & political subdivisions | $920,000 | 4,213 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $15,074,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $15,074,000 | 1,648 |
| Issued or guaranteed by U.S. | $15,074,000 | 1,580 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $15,994,000 | 3,633 |
| Total debt securities | $15,993,000 | 3,886 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $16,715,000 | 3,897 |
| U.S. Government securities | $15,791,000 | 3,124 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $15,791,000 | 2,978 |
| Securities issued by states & political subdivisions | $924,000 | 4,256 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $15,791,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $15,791,000 | 1,639 |
| Issued or guaranteed by U.S. | $15,791,000 | 1,636 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,715,000 | 3,619 |
| Total debt securities | $16,715,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $17,672,000 | 3,881 |
| U.S. Government securities | $16,727,000 | 3,050 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,727,000 | 2,913 |
| Securities issued by states & political subdivisions | $945,000 | 4,314 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $16,727,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $16,727,000 | 1,615 |
| Issued or guaranteed by U.S. | $16,727,000 | 1,614 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $17,672,000 | 3,595 |
| Total debt securities | $17,671,000 | 3,861 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $14,208,000 | 4,209 |
| U.S. Government securities | $13,262,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,262,000 | 3,265 |
| Securities issued by states & political subdivisions | $946,000 | 4,361 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $13,262,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $13,262,000 | 1,878 |
| Issued or guaranteed by U.S. | $13,262,000 | 1,877 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,208,000 | 3,922 |
| Total debt securities | $14,209,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $9,983,000 | 4,624 |
| U.S. Government securities | $9,034,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,034,000 | 3,785 |
| Securities issued by states & political subdivisions | $949,000 | 4,402 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $9,034,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $9,034,000 | 2,305 |
| Issued or guaranteed by U.S. | $9,034,000 | 2,304 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,983,000 | 4,329 |
| Total debt securities | $9,983,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $10,335,000 | 4,626 |
| U.S. Government securities | $9,400,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,400,000 | 3,773 |
| Securities issued by states & political subdivisions | $935,000 | 4,464 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $9,400,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $9,400,000 | 2,311 |
| Issued or guaranteed by U.S. | $9,400,000 | 2,311 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $10,335,000 | 4,313 |
| Total debt securities | $10,335,000 | 4,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,755,000 | 5,532 |
| U.S. Government securities | $1,755,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,755,000 | 5,015 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,755,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 3,727 |
| Issued or guaranteed by U.S. | $1,755,000 | 3,720 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,755,000 | 5,201 |
| Total debt securities | $1,755,000 | 5,511 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,895,000 | 5,572 |
| U.S. Government securities | $1,895,000 | 5,163 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,895,000 | 5,049 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,895,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 3,725 |
| Issued or guaranteed by U.S. | $1,895,000 | 3,721 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,895,000 | 5,241 |
| Total debt securities | $1,895,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,960,000 | 5,639 |
| U.S. Government securities | $1,960,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,960,000 | 5,141 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $1,960,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 3,744 |
| Issued or guaranteed by U.S. | $1,960,000 | 3,738 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,960,000 | 5,301 |
| Total debt securities | $1,960,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,034,000 | 5,703 |
| U.S. Government securities | $2,034,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,034,000 | 5,201 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $2,034,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 3,752 |
| Issued or guaranteed by U.S. | $2,034,000 | 3,748 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,034,000 | 5,348 |
| Total debt securities | $2,026,000 | 5,684 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,073,000 | 5,761 |
| U.S. Government securities | $2,073,000 | 5,370 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,073,000 | 5,269 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $2,073,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $2,073,000 | 3,768 |
| Issued or guaranteed by U.S. | $2,073,000 | 3,765 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,073,000 | 5,399 |
| Total debt securities | $2,073,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $0 | 6,122 |
| U.S. Government securities | $0 | 5,978 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $0 | 5,920 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $0 | 6,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $0 | 6,204 |
| U.S. Government securities | $0 | 6,065 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $0 | 5,998 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $0 | 6,179 |
| 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 | $3,091,000 | 5,856 |
| U.S. Government securities | $3,091,000 | 5,446 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,091,000 | 5,350 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $3,091,000 | 4,514 |
| Mortgage-backed securities | $3,091,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 3,675 |
| Issued or guaranteed by U.S. | $3,091,000 | 3,672 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,091,000 | 5,470 |
| Total debt securities | $3,091,000 | 5,829 |
| 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 | $3,196,000 | 5,942 |
| U.S. Government securities | $3,196,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,196,000 | 5,417 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $3,196,000 | 4,551 |
| Mortgage-backed securities | $3,196,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 3,713 |
| Issued or guaranteed by U.S. | $3,196,000 | 3,709 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $3,196,000 | 5,551 |
| Total debt securities | $3,196,000 | 5,919 |
| 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 | $4,696,000 | 5,871 |
| U.S. Government securities | $4,696,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,696,000 | 5,239 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $4,696,000 | 4,233 |
| Mortgage-backed securities | $4,696,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $4,696,000 | 3,442 |
| Issued or guaranteed by U.S. | $4,696,000 | 3,440 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,696,000 | 5,492 |
| Total debt securities | $4,696,000 | 5,850 |
| 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 | $4,920,000 | 5,919 |
| U.S. Government securities | $4,920,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,920,000 | 5,286 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $4,920,000 | 4,212 |
| Mortgage-backed securities | $4,920,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $4,920,000 | 3,456 |
| Issued or guaranteed by U.S. | $4,920,000 | 3,456 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,920,000 | 5,524 |
| Total debt securities | $4,920,000 | 5,898 |
| 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 | $5,104,000 | 5,946 |
| U.S. Government securities | $5,104,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,104,000 | 5,303 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $5,104,000 | 4,188 |
| Mortgage-backed securities | $5,104,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $5,104,000 | 3,458 |
| Issued or guaranteed by U.S. | $5,104,000 | 3,458 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,104,000 | 5,560 |
| Total debt securities | $5,104,000 | 5,923 |
| 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 | $5,244,000 | 5,975 |
| U.S. Government securities | $5,244,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,244,000 | 5,297 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $5,244,000 | 4,178 |
| Mortgage-backed securities | $5,244,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,244,000 | 3,424 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,244,000 | 5,584 |
| Total debt securities | $5,244,000 | 5,952 |
| 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 | $5,504,000 | 5,995 |
| U.S. Government securities | $5,504,000 | 5,393 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,504,000 | 5,291 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $5,504,000 | 4,145 |
| Mortgage-backed securities | $5,504,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $5,504,000 | 3,394 |
| Issued or guaranteed by U.S. | $5,504,000 | 3,391 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,504,000 | 5,609 |
| Total debt securities | $5,504,000 | 5,974 |
| 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 | $5,705,000 | 5,980 |
| U.S. Government securities | $5,705,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,705,000 | 5,255 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $5,705,000 | 4,102 |
| Mortgage-backed securities | $5,705,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $5,705,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,705,000 | 3,337 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,705,000 | 5,610 |
| Total debt securities | $5,705,000 | 5,954 |
| 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 | $6,168,000 | 5,966 |
| U.S. Government securities | $6,168,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,168,000 | 5,220 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,168,000 | 4,036 |
| Mortgage-backed securities | $6,168,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $6,168,000 | 3,284 |
| Issued or guaranteed by U.S. | $6,168,000 | 3,282 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,168,000 | 5,609 |
| Total debt securities | $6,168,000 | 5,936 |
| 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 | $6,432,000 | 5,977 |
| U.S. Government securities | $6,432,000 | 5,288 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,432,000 | 5,176 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,432,000 | 3,973 |
| Mortgage-backed securities | $6,432,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $6,432,000 | 3,219 |
| Issued or guaranteed by U.S. | $6,432,000 | 3,217 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,432,000 | 5,600 |
| Total debt securities | $6,432,000 | 5,949 |
| 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 | $2,728,000 | 6,566 |
| U.S. Government securities | $2,728,000 | 6,121 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,728,000 | 6,022 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,683,000 | 5,026 |
| Mortgage-backed securities | $2,728,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $2,728,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,728,000 | 4,233 |
| 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) | $2,683,000 | 1,588 |
| Available-for-sale securities (fair market value) | $45,000 | 6,568 |
| Total debt securities | $2,728,000 | 6,530 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,067,000 | 6,574 |
| U.S. Government securities | $3,067,000 | 6,148 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,067,000 | 6,050 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,021,000 | 4,953 |
| Mortgage-backed securities | $3,067,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $3,067,000 | 4,183 |
| Issued or guaranteed by U.S. | $3,067,000 | 4,181 |
| 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) | $3,021,000 | 1,534 |
| Available-for-sale securities (fair market value) | $46,000 | 6,629 |
| Total debt securities | $3,067,000 | 6,544 |
| 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 | $3,443,000 | 6,592 |
| U.S. Government securities | $3,443,000 | 6,165 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,443,000 | 6,059 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,443,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 4,091 |
| Issued or guaranteed by U.S. | $3,443,000 | 4,087 |
| 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) | $3,396,000 | 1,504 |
| Available-for-sale securities (fair market value) | $47,000 | 6,679 |
| Total debt securities | $3,443,000 | 6,561 |
| 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 | $3,860,000 | 6,557 |
| U.S. Government securities | $3,860,000 | 6,093 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,860,000 | 5,990 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $3,860,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $3,860,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,860,000 | 3,875 |
| 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) | $3,812,000 | 1,500 |
| Available-for-sale securities (fair market value) | $48,000 | 6,697 |
| Total debt securities | $3,860,000 | 6,524 |
| 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 | $4,385,000 | 6,550 |
| U.S. Government securities | $4,385,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,385,000 | 5,904 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $4,385,000 | 4,301 |
| Certificates of participation in pools of residential mortgages | $4,385,000 | 3,692 |
| Issued or guaranteed by U.S. | $4,385,000 | 3,683 |
| 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) | $4,334,000 | 1,450 |
| Available-for-sale securities (fair market value) | $51,000 | 6,761 |
| Total debt securities | $4,385,000 | 6,512 |
| 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 | $4,723,000 | 6,593 |
| U.S. Government securities | $4,723,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,723,000 | 5,959 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $4,723,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $4,723,000 | 3,594 |
| Issued or guaranteed by U.S. | $4,723,000 | 3,582 |
| 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) | $4,670,000 | 1,451 |
| Available-for-sale securities (fair market value) | $53,000 | 6,830 |
| Total debt securities | $4,723,000 | 6,560 |
| 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 | $4,985,000 | 6,580 |
| U.S. Government securities | $4,985,000 | 6,050 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,985,000 | 5,922 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $4,985,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 3,454 |
| Issued or guaranteed by U.S. | $4,985,000 | 3,446 |
| 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) | $4,932,000 | 1,430 |
| Available-for-sale securities (fair market value) | $53,000 | 6,883 |
| Total debt securities | $4,985,000 | 6,548 |
| 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 | $5,400,000 | 6,459 |
| U.S. Government securities | $5,400,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,400,000 | 5,698 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $5,400,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $5,400,000 | 3,261 |
| Issued or guaranteed by U.S. | $5,400,000 | 3,254 |
| 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) | $5,345,000 | 1,386 |
| Available-for-sale securities (fair market value) | $55,000 | 6,926 |
| Total debt securities | $5,400,000 | 6,429 |
| 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 | $5,955,000 | 6,377 |
| U.S. Government securities | $5,955,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,955,000 | 5,564 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $5,955,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $5,955,000 | 3,086 |
| Issued or guaranteed by U.S. | $5,955,000 | 3,078 |
| 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) | $5,898,000 | 1,372 |
| Available-for-sale securities (fair market value) | $57,000 | 7,005 |
| Total debt securities | $5,955,000 | 6,337 |
| 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 | $7,324,000 | 6,213 |
| U.S. Government securities | $7,324,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,324,000 | 5,382 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $2,079,000 | 4,795 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 4,267 |
| Issued or guaranteed by U.S. | $2,079,000 | 4,258 |
| 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) | $7,263,000 | 1,266 |
| Available-for-sale securities (fair market value) | $61,000 | 7,062 |
| Total debt securities | $7,324,000 | 6,172 |
| 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 | $6,312,000 | 6,484 |
| U.S. Government securities | $6,312,000 | 5,801 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,312,000 | 5,692 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $63,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,725 |
| Issued or guaranteed by U.S. | $63,000 | 5,713 |
| 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) | $5,245,000 | 1,500 |
| Available-for-sale securities (fair market value) | $1,067,000 | 6,917 |
| Total debt securities | $6,312,000 | 6,444 |
| 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 | $6,304,000 | 6,462 |
| U.S. Government securities | $6,304,000 | 5,772 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,304,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $65,000 | 6,084 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,781 |
| Issued or guaranteed by U.S. | $65,000 | 5,766 |
| 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) | $5,245,000 | 1,496 |
| Available-for-sale securities (fair market value) | $1,059,000 | 6,946 |
| Total debt securities | $6,304,000 | 6,427 |
| 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 | $4,811,000 | 6,844 |
| U.S. Government securities | $4,811,000 | 6,211 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,811,000 | 6,119 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $69,000 | 6,149 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,854 |
| Issued or guaranteed by U.S. | $69,000 | 5,837 |
| 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) | $3,745,000 | 1,782 |
| Available-for-sale securities (fair market value) | $1,066,000 | 7,014 |
| Total debt securities | $4,815,000 | 6,800 |
| 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 | $3,807,000 | 7,044 |
| U.S. Government securities | $3,807,000 | 6,524 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,807,000 | 6,433 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,956 |
| Mortgage-backed securities | $73,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,898 |
| Issued or guaranteed by U.S. | $73,000 | 5,878 |
| 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) | $2,745,000 | 1,970 |
| Available-for-sale securities (fair market value) | $1,062,000 | 7,064 |
| Total debt securities | $3,807,000 | 7,001 |
| 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 | $8,425,000 | 6,191 |
| U.S. Government securities | $8,425,000 | 5,424 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,425,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,228,000 | 4,394 |
| Mortgage-backed securities | $2,898,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 4,436 |
| Issued or guaranteed by U.S. | $2,898,000 | 4,425 |
| 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) | $3,824,000 | 1,801 |
| Available-for-sale securities (fair market value) | $4,601,000 | 6,372 |
| Total debt securities | $8,425,000 | 6,137 |
| 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 | $9,613,000 | 5,992 |
| U.S. Government securities | $9,613,000 | 5,229 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,613,000 | 5,148 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $3,059,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $3,059,000 | 4,338 |
| Issued or guaranteed by U.S. | $3,059,000 | 4,326 |
| 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) | $3,985,000 | 1,777 |
| Available-for-sale securities (fair market value) | $5,628,000 | 6,217 |
| Total debt securities | $9,613,000 | 5,945 |
| 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 | $10,596,000 | 5,761 |
| U.S. Government securities | $9,583,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,583,000 | 5,096 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,013,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 1,138 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $4,155,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 4,233 |
| Issued or guaranteed by U.S. | $3,142,000 | 4,221 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,013,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,013,000 | 1,088 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,062,000 | 1,773 |
| Available-for-sale securities (fair market value) | $6,534,000 | 6,009 |
| Total debt securities | $10,596,000 | 5,718 |
| 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 | $10,705,000 | 5,810 |
| U.S. Government securities | $9,693,000 | 5,199 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,693,000 | 5,109 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,012,000 | 2,220 |
| Privately issued residential mortgage-backed securities | $1,012,000 | 1,119 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $4,279,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 4,202 |
| Issued or guaranteed by U.S. | $3,267,000 | 4,187 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,012,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,012,000 | 1,059 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,179,000 | 1,751 |
| Available-for-sale securities (fair market value) | $6,526,000 | 6,063 |
| Total debt securities | $10,705,000 | 5,749 |
| 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 | $8,669,000 | 6,195 |
| U.S. Government securities | $7,656,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,656,000 | 5,604 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,013,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 1,100 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $2,094,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 5,071 |
| Issued or guaranteed by U.S. | $1,081,000 | 5,047 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,013,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,013,000 | 1,041 |
| 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) | $986,000 | 2,615 |
| Available-for-sale securities (fair market value) | $7,683,000 | 5,856 |
| Total debt securities | $8,669,000 | 6,128 |
| 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 | $11,354,000 | 5,781 |
| U.S. Government securities | $10,341,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,341,000 | 5,082 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,013,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 1,000 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $2,150,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 4,837 |
| Issued or guaranteed by U.S. | $1,137,000 | 4,818 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,013,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,013,000 | 949 |
| 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) | $2,834,000 | 2,101 |
| Available-for-sale securities (fair market value) | $8,520,000 | 5,733 |
| Total debt securities | $11,354,000 | 5,716 |
| 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 | $12,539,000 | 5,622 |
| U.S. Government securities | $11,526,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,526,000 | 4,956 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,013,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 973 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $2,222,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 4,650 |
| Issued or guaranteed by U.S. | $1,209,000 | 4,636 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,013,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,013,000 | 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) | $4,091,000 | 1,893 |
| Available-for-sale securities (fair market value) | $8,448,000 | 5,786 |
| Total debt securities | $12,539,000 | 5,573 |
| 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 | $12,478,000 | 5,644 |
| U.S. Government securities | $11,504,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,504,000 | 4,978 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $974,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $974,000 | 937 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $2,245,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,271,000 | 4,584 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $974,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $974,000 | 885 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,135,000 | 1,913 |
| Available-for-sale securities (fair market value) | $8,343,000 | 5,802 |
| Total debt securities | $12,478,000 | 5,594 |
| 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 | $10,734,000 | 5,976 |
| U.S. Government securities | $10,734,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,734,000 | 5,140 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $1,363,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,526 |
| 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) | $4,212,000 | 1,930 |
| Available-for-sale securities (fair market value) | $6,522,000 | 6,208 |
| Total debt securities | $10,734,000 | 5,920 |
| 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 | $10,850,000 | 6,008 |
| U.S. Government securities | $10,850,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,850,000 | 5,167 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,457,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,457,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,457,000 | 4,472 |
| 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) | $4,283,000 | 1,939 |
| Available-for-sale securities (fair market value) | $6,567,000 | 6,219 |
| Total debt securities | $10,850,000 | 5,954 |
| 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 | $9,406,000 | 6,333 |
| U.S. Government securities | $8,981,000 | 5,752 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,981,000 | 5,633 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $425,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 1,920 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $1,538,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $1,538,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,538,000 | 4,421 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,340,000 | 1,978 |
| Available-for-sale securities (fair market value) | $5,066,000 | 6,598 |
| Total debt securities | $9,406,000 | 6,269 |
| 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 | $9,376,000 | 6,360 |
| U.S. Government securities | $8,951,000 | 5,794 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,951,000 | 5,663 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $425,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 1,954 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $1,625,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,408 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,391 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,400,000 | 1,991 |
| Available-for-sale securities (fair market value) | $4,976,000 | 6,629 |
| Total debt securities | $9,376,000 | 6,298 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,635,000 | 6,364 |
| U.S. Government securities | $9,210,000 | 5,790 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,210,000 | 5,649 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $425,000 | 2,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 2,047 |
| 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 | $23,000 | 6,982 |
| Mortgage-backed securities | $1,754,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $1,754,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,754,000 | 4,346 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,470,000 | 2,002 |
| Available-for-sale securities (fair market value) | $5,165,000 | 6,639 |
| Total debt securities | $9,635,000 | 6,304 |
| 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 | $9,953,000 | 6,349 |
| U.S. Government securities | $9,328,000 | 5,743 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,328,000 | 5,596 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $625,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $625,000 | 1,874 |
| 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 | $24,000 | 7,022 |
| Mortgage-backed securities | $1,848,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 4,334 |
| Issued or guaranteed by U.S. | $1,848,000 | 4,316 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,539,000 | 2,036 |
| Available-for-sale securities (fair market value) | $5,414,000 | 6,611 |
| Total debt securities | $9,953,000 | 6,288 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,214,000 | 6,277 |
| U.S. Government securities | $9,589,000 | 5,658 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,589,000 | 5,521 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $625,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $625,000 | 1,940 |
| 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 | $25,000 | 7,068 |
| Mortgage-backed securities | $2,018,000 | 4,832 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,018,000 | 4,268 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,653,000 | 2,020 |
| Available-for-sale securities (fair market value) | $5,561,000 | 6,585 |
| Total debt securities | $10,214,000 | 6,214 |
| 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 | $10,473,000 | 6,274 |
| U.S. Government securities | $9,848,000 | 5,646 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,848,000 | 5,506 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $625,000 | 2,485 |
| 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 | $625,000 | 2,022 |
| 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 | $25,000 | 7,083 |
| Mortgage-backed securities | $2,222,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $2,222,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,222,000 | 4,224 |
| 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) | $4,804,000 | 2,028 |
| Available-for-sale securities (fair market value) | $5,669,000 | 6,580 |
| Total debt securities | $10,473,000 | 6,204 |
| 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 | $10,560,000 | 6,340 |
| U.S. Government securities | $9,935,000 | 5,693 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,935,000 | 5,543 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $625,000 | 2,563 |
| 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 | $625,000 | 2,117 |
| 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 | $25,000 | 7,141 |
| Mortgage-backed securities | $2,387,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,387,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,387,000 | 4,212 |
| 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) | $4,921,000 | 2,027 |
| Available-for-sale securities (fair market value) | $5,639,000 | 6,654 |
| Total debt securities | $10,559,000 | 6,274 |
| 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 | $10,796,000 | 6,307 |
| U.S. Government securities | $10,171,000 | 5,652 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,171,000 | 5,492 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $625,000 | 2,601 |
| 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 | $625,000 | 2,174 |
| 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 | $25,000 | 7,167 |
| Mortgage-backed securities | $2,529,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 4,212 |
| Issued or guaranteed by U.S. | $2,529,000 | 4,199 |
| 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) | $5,018,000 | 2,020 |
| Available-for-sale securities (fair market value) | $5,778,000 | 6,645 |
| Total debt securities | $10,796,000 | 6,243 |
| 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 | $7,993,000 | 6,942 |
| U.S. Government securities | $7,368,000 | 6,404 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,368,000 | 6,239 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $625,000 | 2,635 |
| 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 | $625,000 | 2,239 |
| 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 | $26,000 | 7,201 |
| Mortgage-backed securities | $2,541,000 | 4,827 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 4,232 |
| Issued or guaranteed by U.S. | $2,541,000 | 4,222 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,993,000 | 6,160 |
| Total debt securities | $7,993,000 | 6,876 |
| 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 | $8,680,000 | 6,860 |
| U.S. Government securities | $7,553,000 | 6,415 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,553,000 | 6,240 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,127,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,127,000 | 1,925 |
| 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 | $27,000 | 7,236 |
| Mortgage-backed securities | $2,787,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,787,000 | 4,169 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,680,000 | 6,113 |
| Total debt securities | $8,680,000 | 6,788 |
| 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 | $9,427,000 | 6,691 |
| U.S. Government securities | $8,265,000 | 6,171 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,265,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,162,000 | 2,384 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,162,000 | 2,003 |
| 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 | $27,000 | 7,243 |
| Mortgage-backed securities | $3,242,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $3,242,000 | 4,035 |
| Issued or guaranteed by U.S. | $3,242,000 | 4,026 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,427,000 | 5,945 |
| Total debt securities | $9,427,000 | 6,610 |
| 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 | $9,409,000 | 6,755 |
| U.S. Government securities | $8,686,000 | 6,130 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,686,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $723,000 | 2,812 |
| 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 | $723,000 | 2,493 |
| 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 | $27,000 | 7,271 |
| Mortgage-backed securities | $3,581,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $3,581,000 | 3,886 |
| Issued or guaranteed by U.S. | $3,581,000 | 3,875 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,409,000 | 6,000 |
| Total debt securities | $9,409,000 | 6,675 |
| 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 | $9,979,000 | 6,556 |
| U.S. Government securities | $9,267,000 | 5,812 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,267,000 | 5,637 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $712,000 | 2,944 |
| 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 | $712,000 | 2,627 |
| 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 | $28,000 | 7,298 |
| Mortgage-backed securities | $4,093,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $4,093,000 | 3,714 |
| Issued or guaranteed by U.S. | $4,093,000 | 3,702 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,979,000 | 5,815 |
| Total debt securities | $9,979,000 | 6,456 |
| 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 | $9,430,000 | 6,628 |
| U.S. Government securities | $8,904,000 | 5,846 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,904,000 | 5,662 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $526,000 | 3,201 |
| 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 | $526,000 | 2,845 |
| 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 | $28,000 | 7,329 |
| Mortgage-backed securities | $5,230,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $5,230,000 | 3,371 |
| Issued or guaranteed by U.S. | $5,230,000 | 3,360 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,430,000 | 5,864 |
| Total debt securities | $9,430,000 | 6,523 |
| 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 | $11,752,000 | 6,152 |
| U.S. Government securities | $11,133,000 | 5,333 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,133,000 | 5,150 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $619,000 | 3,126 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 2,875 |
| 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 | $29,000 | 7,355 |
| Mortgage-backed securities | $6,496,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $6,496,000 | 3,005 |
| Issued or guaranteed by U.S. | $6,392,000 | 3,020 |
| Privately issued | $104,000 | 203 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $11,752,000 | 5,373 |
| Total debt securities | $11,752,000 | 6,061 |
| 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 | $13,256,000 | 5,795 |
| U.S. Government securities | $12,651,000 | 4,944 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,651,000 | 4,759 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $605,000 | 3,152 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,957 |
| 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 | $29,000 | 7,383 |
| Mortgage-backed securities | $7,303,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $7,303,000 | 2,779 |
| Issued or guaranteed by U.S. | $7,198,000 | 2,792 |
| Privately issued | $105,000 | 204 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,256,000 | 5,025 |
| Total debt securities | $13,256,000 | 5,702 |
| 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 | $17,083,000 | 4,994 |
| U.S. Government securities | $16,381,000 | 4,120 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,381,000 | 3,923 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $702,000 | 3,173 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $591,000 | 2,799 |
| 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 | $46,000 | 7,570 |
| Mortgage-backed securities | $8,772,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $8,772,000 | 2,286 |
| Issued or guaranteed by U.S. | $8,661,000 | 2,291 |
| Privately issued | $111,000 | 216 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $17,083,000 | 4,257 |
| Total debt securities | $17,083,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,007,000 | 351 |
| 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 | $16,648,000 | 5,229 |
| U.S. Government securities | $7,174,000 | 6,834 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,174,000 | 6,463 |
| Securities issued by states & political subdivisions | $8,854,000 | 1,830 |
| Other domestic debt securities | $610,000 | 2,801 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $555,000 | 7,421 |
| Mortgage-backed securities | $302,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $302,000 | 5,819 |
| Issued or guaranteed by U.S. | $192,000 | 6,073 |
| Privately issued | $110,000 | 247 |
| 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) | $16,638,000 | 1,317 |
| Available-for-sale securities (fair market value) | $10,000 | 9,296 |
| Total debt securities | $16,638,000 | 5,111 |
| 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 | $10,898,000 | 6,809 |
| U.S. Government securities | $5,613,000 | 7,766 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,613,000 | 7,251 |
| Securities issued by states & political subdivisions | $4,751,000 | 3,023 |
| Other domestic debt securities | $500,000 | 2,799 |
| 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 | $500,000 | 2,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,000 | 7,604 |
| Mortgage-backed securities | $363,000 | 6,669 |
| Certificates of participation in pools of residential mortgages | $249,000 | 6,242 |
| Issued or guaranteed by U.S. | $249,000 | 6,226 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $114,000 | 4,162 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,971 |
| 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) | $10,864,000 | 2,018 |
| Available-for-sale securities (fair market value) | $34,000 | 9,491 |
| Total debt securities | $10,864,000 | 6,706 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,997,000 | 7,709 |
| U.S. Government securities | $3,978,000 | 8,542 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,978,000 | 7,726 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,406 |
| 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 | $34,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,000 | 8,328 |
| Mortgage-backed securities | $686,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $305,000 | 6,371 |
| Issued or guaranteed by U.S. | $305,000 | 6,352 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $381,000 | 3,966 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,808 |
| 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) | $7,963,000 | 2,680 |
| Available-for-sale securities (fair market value) | $34,000 | 9,657 |
| Total debt securities | $7,963,000 | 7,585 |
| 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 | $7,083,000 | 8,414 |
| U.S. Government securities | $4,866,000 | 8,652 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $4,866,000 | 7,363 |
| Securities issued by states & political subdivisions | $2,175,000 | 4,455 |
| 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 | $42,000 | 7,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 8,777 |
| Mortgage-backed securities | $1,287,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $788,000 | 5,690 |
| Issued or guaranteed by U.S. | $788,000 | 5,671 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $499,000 | 4,006 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,861 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,041,000 | 3,475 |
| Available-for-sale securities (fair market value) | $42,000 | 10,002 |
| Total debt securities | $7,041,000 | 8,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,558,000 | 8,779 |
| U.S. Government securities | $5,604,000 | 8,855 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $5,604,000 | 7,314 |
| Securities issued by states & political subdivisions | $1,912,000 | 4,891 |
| 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 | $42,000 | 7,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,918 |
| Mortgage-backed securities | $1,779,000 | 6,059 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 5,446 |
| Issued or guaranteed by U.S. | $1,281,000 | 5,430 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $498,000 | 4,461 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 4,298 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,516,000 | 3,817 |
| Available-for-sale securities (fair market value) | $42,000 | 10,372 |
| Total debt securities | $7,516,000 | 8,687 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,183,000 | 8,928 |
| U.S. Government securities | $6,880,000 | 8,681 |
| U.S. Treasury securities | $1,014,000 | 8,394 |
| U.S. Government agency obligations | $5,866,000 | 7,236 |
| Securities issued by states & political subdivisions | $1,261,000 | 5,911 |
| 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 | $42,000 | 7,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $2,159,000 | 6,131 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 5,344 |
| Issued or guaranteed by U.S. | $1,590,000 | 5,314 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $569,000 | 4,753 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 4,578 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,141,000 | 3,862 |
| Available-for-sale securities (fair market value) | $42,000 | 10,842 |
| Total debt securities | $8,141,000 | 8,830 |
| Structured notes | ||
| Amortized cost | $243,000 | 4,258 |
| Fair value | $250,000 | 4,128 |
| 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 | $7,485,000 | 9,735 |
| U.S. Government securities | $6,672,000 | 9,282 |
| U.S. Treasury securities | $1,643,000 | 8,718 |
| U.S. Government agency obligations | $5,029,000 | 7,684 |
| Securities issued by states & political subdivisions | $771,000 | 7,083 |
| 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 | $42,000 | 7,175 |
| 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 | 9,621 |
| Mortgage-backed securities | $2,522,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $1,813,000 | 5,385 |
| Issued or guaranteed by U.S. | $1,813,000 | 5,361 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $709,000 | 4,931 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 4,736 |
| 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) | $7,443,000 | 6,709 |
| Available-for-sale securities (fair market value) | $42,000 | 10,956 |
| Total debt securities | $7,443,000 | 9,662 |
| 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 | $7,549,000 | 10,062 |
| U.S. Government securities | $6,732,000 | 9,566 |
| U.S. Treasury securities | $2,128,000 | 8,244 |
| U.S. Government agency obligations | $4,604,000 | 8,176 |
| Securities issued by states & political subdivisions | $775,000 | 7,258 |
| 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 | $42,000 | 6,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $2,637,000 | 6,719 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 6,389 |
| Issued or guaranteed by U.S. | $1,452,000 | 6,343 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,185,000 | 4,743 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 4,535 |
| 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 | $7,507,000 | 9,936 |
| 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 | $6,600,000 | 10,754 |
| U.S. Government securities | $6,017,000 | 10,124 |
| U.S. Treasury securities | $2,661,000 | 7,897 |
| U.S. Government agency obligations | $3,356,000 | 9,245 |
| Securities issued by states & political subdivisions | $500,000 | 7,718 |
| 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 | $83,000 | 5,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $2,295,000 | 7,350 |
| Certificates of participation in pools of residential mortgages | $1,400,000 | 6,913 |
| Issued or guaranteed by U.S. | $1,400,000 | 6,846 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $895,000 | 5,264 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 4,875 |
| 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 | $6,517,000 | 10,670 |
| 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 |