Home > Lafayette Savings Bank, FSB > Securities
Lafayette Savings Bank, FSB, Securities
| 2014-09-30 | Rank | |
| Total securities | $62,713,000 | 2,226 |
| U.S. Government securities | $45,628,000 | 1,992 |
| U.S. Treasury securities | $2,940,000 | 723 |
| U.S. Government agency obligations | $42,688,000 | 2,044 |
| Securities issued by states & political subdivisions | $16,036,000 | 2,168 |
| Other domestic debt securities | $1,049,000 | 1,698 |
| 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 | $1,049,000 | 1,328 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,763,000 | 4,999 |
| Mortgage-backed securities | $17,240,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $14,069,000 | 2,167 |
| Issued or guaranteed by U.S. | $14,069,000 | 2,166 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,171,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $3,171,000 | 2,082 |
| 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) | $62,713,000 | 2,004 |
| Total debt securities | $62,713,000 | 2,210 |
| 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 | $64,326,000 | 2,193 |
| U.S. Government securities | $46,507,000 | 1,992 |
| U.S. Treasury securities | $2,935,000 | 684 |
| U.S. Government agency obligations | $43,572,000 | 2,030 |
| Securities issued by states & political subdivisions | $16,766,000 | 2,113 |
| Other domestic debt securities | $1,053,000 | 1,743 |
| 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 | $1,053,000 | 1,358 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,791,000 | 5,047 |
| Mortgage-backed securities | $18,100,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $14,795,000 | 2,144 |
| Issued or guaranteed by U.S. | $14,795,000 | 2,143 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,305,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $3,305,000 | 2,081 |
| 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) | $64,326,000 | 1,976 |
| Total debt securities | $64,326,000 | 2,179 |
| 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 | $62,232,000 | 2,266 |
| U.S. Government securities | $44,868,000 | 2,072 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,868,000 | 2,013 |
| Securities issued by states & political subdivisions | $16,306,000 | 2,165 |
| Other domestic debt securities | $1,058,000 | 1,782 |
| 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 | $1,058,000 | 1,393 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 5,085 |
| Mortgage-backed securities | $18,753,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $15,343,000 | 2,105 |
| Issued or guaranteed by U.S. | $15,343,000 | 2,103 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,410,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $3,410,000 | 2,056 |
| 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) | $62,232,000 | 2,043 |
| Total debt securities | $62,231,000 | 2,248 |
| 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 | $62,705,000 | 2,243 |
| U.S. Government securities | $45,202,000 | 2,027 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,202,000 | 1,969 |
| Securities issued by states & political subdivisions | $16,439,000 | 2,150 |
| Other domestic debt securities | $1,064,000 | 1,821 |
| 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 | $1,064,000 | 1,414 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,830,000 | 5,113 |
| Mortgage-backed securities | $16,598,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $13,114,000 | 2,303 |
| Issued or guaranteed by U.S. | $13,114,000 | 2,302 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,484,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $3,484,000 | 2,024 |
| 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) | $62,705,000 | 2,028 |
| Total debt securities | $62,704,000 | 2,221 |
| 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 | $50,337,000 | 2,685 |
| U.S. Government securities | $34,027,000 | 2,540 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,027,000 | 2,478 |
| Securities issued by states & political subdivisions | $15,251,000 | 2,270 |
| Other domestic debt securities | $1,059,000 | 1,881 |
| 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 | $1,059,000 | 1,452 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,863,000 | 5,154 |
| Mortgage-backed securities | $10,809,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $9,293,000 | 2,752 |
| Issued or guaranteed by U.S. | $9,293,000 | 2,749 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,516,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 2,562 |
| 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) | $50,337,000 | 2,442 |
| Total debt securities | $50,336,000 | 2,664 |
| 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 | $47,780,000 | 2,767 |
| U.S. Government securities | $34,483,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,483,000 | 2,450 |
| Securities issued by states & political subdivisions | $13,297,000 | 2,436 |
| 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 | $1,944,000 | 5,158 |
| Mortgage-backed securities | $11,274,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $9,716,000 | 2,677 |
| Issued or guaranteed by U.S. | $9,716,000 | 2,675 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,558,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,593 |
| 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) | $47,780,000 | 2,531 |
| Total debt securities | $47,779,000 | 2,740 |
| 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 | $37,998,000 | 3,250 |
| U.S. Government securities | $26,555,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,555,000 | 2,947 |
| Securities issued by states & political subdivisions | $11,443,000 | 2,665 |
| 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 | $2,009,000 | 5,187 |
| Mortgage-backed securities | $9,863,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $8,240,000 | 2,926 |
| Issued or guaranteed by U.S. | $8,240,000 | 2,925 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,623,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $1,623,000 | 2,634 |
| 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) | $37,998,000 | 3,005 |
| Total debt securities | $37,999,000 | 3,221 |
| 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 | $27,898,000 | 3,823 |
| U.S. Government securities | $17,910,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,910,000 | 3,619 |
| Securities issued by states & political subdivisions | $9,988,000 | 2,834 |
| 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 | $2,052,000 | 5,178 |
| Mortgage-backed securities | $7,200,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $5,530,000 | 3,401 |
| Issued or guaranteed by U.S. | $5,530,000 | 3,399 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,670,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $1,670,000 | 2,657 |
| 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) | $27,898,000 | 3,529 |
| Total debt securities | $27,893,000 | 3,792 |
| 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 | $25,796,000 | 4,014 |
| U.S. Government securities | $16,713,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,713,000 | 3,845 |
| Securities issued by states & political subdivisions | $9,083,000 | 2,953 |
| 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 | $2,122,000 | 5,211 |
| Mortgage-backed securities | $7,540,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 3,508 |
| Issued or guaranteed by U.S. | $5,840,000 | 3,508 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,700,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 2,730 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $25,796,000 | 3,708 |
| Total debt securities | $25,796,000 | 3,985 |
| 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 | $23,676,000 | 4,249 |
| U.S. Government securities | $15,236,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,236,000 | 4,063 |
| Securities issued by states & political subdivisions | $8,440,000 | 2,991 |
| 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 | $2,171,000 | 5,256 |
| Mortgage-backed securities | $7,781,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 3,474 |
| Issued or guaranteed by U.S. | $6,056,000 | 3,473 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,725,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $1,725,000 | 2,738 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,676,000 | 3,912 |
| Total debt securities | $23,675,000 | 4,210 |
| 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 | $16,225,000 | 4,981 |
| U.S. Government securities | $9,998,000 | 4,985 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,998,000 | 4,887 |
| Securities issued by states & political subdivisions | $6,227,000 | 3,326 |
| 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 | $2,225,000 | 5,267 |
| Mortgage-backed securities | $5,377,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $3,614,000 | 4,033 |
| Issued or guaranteed by U.S. | $3,614,000 | 4,029 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,763,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,763,000 | 2,759 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,225,000 | 4,587 |
| Total debt securities | $16,224,000 | 4,952 |
| 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 | $13,717,000 | 5,256 |
| U.S. Government securities | $6,896,000 | 5,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,896,000 | 5,400 |
| Securities issued by states & political subdivisions | $6,821,000 | 3,168 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,719,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $3,719,000 | 3,928 |
| Issued or guaranteed by U.S. | $3,719,000 | 3,922 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,717,000 | 4,834 |
| Total debt securities | $13,717,000 | 5,227 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $12,620,000 | 5,360 |
| U.S. Government securities | $5,955,000 | 5,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,955,000 | 5,577 |
| Securities issued by states & political subdivisions | $6,665,000 | 3,143 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,455,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $2,455,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,455,000 | 4,234 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,620,000 | 4,931 |
| Total debt securities | $12,620,000 | 5,326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $11,896,000 | 5,541 |
| U.S. Government securities | $5,651,000 | 5,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,651,000 | 5,755 |
| Securities issued by states & political subdivisions | $6,245,000 | 3,193 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,514,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $2,514,000 | 4,204 |
| Issued or guaranteed by U.S. | $2,514,000 | 4,191 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,896,000 | 5,113 |
| Total debt securities | $11,896,000 | 5,507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $11,865,000 | 5,539 |
| U.S. Government securities | $5,727,000 | 5,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,727,000 | 5,742 |
| Securities issued by states & political subdivisions | $6,138,000 | 3,175 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,606,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $2,606,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,606,000 | 4,116 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,865,000 | 5,102 |
| Total debt securities | $11,865,000 | 5,504 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $11,661,000 | 5,472 |
| U.S. Government securities | $4,769,000 | 5,971 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,769,000 | 5,841 |
| Securities issued by states & political subdivisions | $6,892,000 | 3,000 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,673,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $2,673,000 | 3,999 |
| Issued or guaranteed by U.S. | $2,673,000 | 3,989 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $11,661,000 | 5,031 |
| Total debt securities | $11,661,000 | 5,437 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $11,416,000 | 5,455 |
| U.S. Government securities | $4,914,000 | 5,931 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,914,000 | 5,804 |
| Securities issued by states & political subdivisions | $6,502,000 | 2,994 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,794,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $2,794,000 | 3,949 |
| Issued or guaranteed by U.S. | $2,794,000 | 3,939 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,416,000 | 5,013 |
| Total debt securities | $11,416,000 | 5,421 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $11,219,000 | 5,528 |
| U.S. Government securities | $4,049,000 | 6,277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,049,000 | 6,160 |
| Securities issued by states & political subdivisions | $7,170,000 | 2,755 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,984,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,927 |
| Issued or guaranteed by U.S. | $2,984,000 | 3,919 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,219,000 | 5,070 |
| Total debt securities | $11,219,000 | 5,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $10,834,000 | 5,643 |
| U.S. Government securities | $3,678,000 | 6,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,678,000 | 6,370 |
| Securities issued by states & political subdivisions | $7,156,000 | 2,732 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,147,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $3,147,000 | 3,999 |
| Issued or guaranteed by U.S. | $3,147,000 | 3,990 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,834,000 | 5,175 |
| Total debt securities | $10,834,000 | 5,604 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $11,186,000 | 5,580 |
| U.S. Government securities | $3,842,000 | 6,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,842,000 | 6,323 |
| Securities issued by states & political subdivisions | $7,344,000 | 2,708 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,307,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $3,307,000 | 4,032 |
| Issued or guaranteed by U.S. | $3,307,000 | 4,024 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,186,000 | 5,111 |
| Total debt securities | $11,186,000 | 5,539 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $13,084,000 | 5,326 |
| U.S. Government securities | $4,948,000 | 6,179 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,948,000 | 6,090 |
| Securities issued by states & political subdivisions | $8,136,000 | 2,573 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,400,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $3,400,000 | 4,079 |
| Issued or guaranteed by U.S. | $3,400,000 | 4,071 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,084,000 | 4,879 |
| Total debt securities | $13,084,000 | 5,282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $12,141,000 | 5,458 |
| U.S. Government securities | $4,028,000 | 6,452 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,028,000 | 6,360 |
| Securities issued by states & political subdivisions | $8,113,000 | 2,518 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,492,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 4,115 |
| Issued or guaranteed by U.S. | $3,492,000 | 4,102 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $12,141,000 | 4,985 |
| Total debt securities | $12,141,000 | 5,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $11,846,000 | 5,566 |
| U.S. Government securities | $4,084,000 | 6,550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,084,000 | 6,466 |
| Securities issued by states & political subdivisions | $7,762,000 | 2,488 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,579,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $3,579,000 | 4,181 |
| Issued or guaranteed by U.S. | $3,579,000 | 4,168 |
| 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) | $164,000 | 3,119 |
| Available-for-sale securities (fair market value) | $11,682,000 | 5,102 |
| Total debt securities | $11,846,000 | 5,523 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $11,682,000 | 5,635 |
| U.S. Government securities | $4,215,000 | 6,621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,215,000 | 6,522 |
| Securities issued by states & political subdivisions | $7,467,000 | 2,524 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,706,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $3,706,000 | 4,119 |
| Issued or guaranteed by U.S. | $3,706,000 | 4,106 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,682,000 | 5,122 |
| Total debt securities | $11,682,000 | 5,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $11,767,000 | 5,577 |
| U.S. Government securities | $4,385,000 | 6,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,385,000 | 6,484 |
| Securities issued by states & political subdivisions | $7,382,000 | 2,535 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,882,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $3,882,000 | 3,986 |
| Issued or guaranteed by U.S. | $3,882,000 | 3,975 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $11,766,000 | 5,055 |
| Total debt securities | $11,767,000 | 5,537 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $12,121,000 | 5,563 |
| U.S. Government securities | $4,638,000 | 6,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,638,000 | 6,465 |
| Securities issued by states & political subdivisions | $7,483,000 | 2,543 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,137,000 | 4,450 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 3,910 |
| Issued or guaranteed by U.S. | $4,137,000 | 3,895 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $12,121,000 | 5,062 |
| Total debt securities | $12,121,000 | 5,505 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $12,820,000 | 5,460 |
| U.S. Government securities | $5,169,000 | 6,413 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,169,000 | 6,322 |
| Securities issued by states & political subdivisions | $7,651,000 | 2,512 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,655,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $4,655,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,655,000 | 3,601 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,820,000 | 4,968 |
| Total debt securities | $12,820,000 | 5,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $13,037,000 | 5,497 |
| U.S. Government securities | $5,361,000 | 6,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,361,000 | 6,375 |
| Securities issued by states & political subdivisions | $7,676,000 | 2,474 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,858,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $4,858,000 | 3,266 |
| Issued or guaranteed by U.S. | $4,858,000 | 3,250 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $13,037,000 | 4,934 |
| Total debt securities | $13,037,000 | 5,441 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $14,260,000 | 5,322 |
| U.S. Government securities | $6,662,000 | 6,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,662,000 | 6,078 |
| Securities issued by states & political subdivisions | $7,598,000 | 2,446 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,987,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 3,080 |
| Issued or guaranteed by U.S. | $4,987,000 | 3,065 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,260,000 | 4,738 |
| Total debt securities | $14,260,000 | 5,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $14,245,000 | 5,336 |
| U.S. Government securities | $6,454,000 | 6,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,454,000 | 6,180 |
| Securities issued by states & political subdivisions | $7,791,000 | 2,410 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,285,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $5,285,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,285,000 | 2,907 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,245,000 | 4,730 |
| Total debt securities | $14,245,000 | 5,294 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $14,225,000 | 5,378 |
| U.S. Government securities | $6,802,000 | 6,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,802,000 | 6,114 |
| Securities issued by states & political subdivisions | $7,423,000 | 2,495 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,635,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 2,835 |
| Issued or guaranteed by U.S. | $5,635,000 | 2,820 |
| 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) | $2,000 | 3,821 |
| Available-for-sale securities (fair market value) | $14,223,000 | 4,767 |
| Total debt securities | $14,225,000 | 5,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $16,120,000 | 5,118 |
| U.S. Government securities | $9,087,000 | 5,687 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,087,000 | 5,559 |
| Securities issued by states & political subdivisions | $7,033,000 | 2,578 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,929,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $5,929,000 | 2,784 |
| Issued or guaranteed by U.S. | $5,929,000 | 2,767 |
| 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) | $2,504,000 | 2,320 |
| Available-for-sale securities (fair market value) | $13,616,000 | 4,898 |
| Total debt securities | $16,120,000 | 5,078 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $14,123,000 | 5,452 |
| U.S. Government securities | $8,176,000 | 5,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,176,000 | 5,844 |
| Securities issued by states & political subdivisions | $5,947,000 | 2,836 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,680,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $3,680,000 | 3,461 |
| Issued or guaranteed by U.S. | $3,680,000 | 3,445 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,123,000 | 4,811 |
| Total debt securities | $14,123,000 | 5,399 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $12,206,000 | 5,805 |
| U.S. Government securities | $6,133,000 | 6,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,133,000 | 6,403 |
| Securities issued by states & political subdivisions | $6,073,000 | 2,765 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $668,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $668,000 | 5,155 |
| Issued or guaranteed by U.S. | $668,000 | 5,133 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,206,000 | 5,166 |
| Total debt securities | $12,206,000 | 5,754 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $11,820,000 | 5,916 |
| U.S. Government securities | $6,191,000 | 6,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,191,000 | 6,432 |
| Securities issued by states & political subdivisions | $5,629,000 | 2,894 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $718,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $718,000 | 5,142 |
| Issued or guaranteed by U.S. | $718,000 | 5,122 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,820,000 | 5,243 |
| Total debt securities | $11,820,000 | 5,859 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $11,405,000 | 6,039 |
| U.S. Government securities | $5,249,000 | 6,882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,249,000 | 6,733 |
| Securities issued by states & political subdivisions | $6,156,000 | 2,730 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $769,000 | 5,593 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,130 |
| Issued or guaranteed by U.S. | $769,000 | 5,110 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,405,000 | 5,335 |
| Total debt securities | $11,405,000 | 5,982 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $9,774,000 | 6,379 |
| U.S. Government securities | $4,345,000 | 7,170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,345,000 | 7,024 |
| Securities issued by states & political subdivisions | $5,429,000 | 2,934 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $852,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $852,000 | 5,095 |
| Issued or guaranteed by U.S. | $852,000 | 5,076 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,774,000 | 5,645 |
| Total debt securities | $9,774,000 | 6,317 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $8,511,000 | 6,708 |
| U.S. Government securities | $3,288,000 | 7,571 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,288,000 | 7,420 |
| Securities issued by states & political subdivisions | $5,223,000 | 2,973 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $959,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,063 |
| Issued or guaranteed by U.S. | $959,000 | 5,044 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,329 |
| Available-for-sale securities (fair market value) | $8,510,000 | 5,968 |
| Total debt securities | $8,511,000 | 6,651 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $7,728,000 | 6,946 |
| U.S. Government securities | $3,373,000 | 7,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,373,000 | 7,448 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,254 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,057,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,034 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,020 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,728,000 | 6,170 |
| Total debt securities | $7,728,000 | 6,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $7,733,000 | 6,952 |
| U.S. Government securities | $3,489,000 | 7,575 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,489,000 | 7,416 |
| Securities issued by states & political subdivisions | $4,244,000 | 3,312 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,144,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 5,014 |
| Issued or guaranteed by U.S. | $1,144,000 | 5,001 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,733,000 | 6,175 |
| Total debt securities | $7,733,000 | 6,899 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $9,103,000 | 6,707 |
| U.S. Government securities | $4,600,000 | 7,248 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,600,000 | 7,097 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,221 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,233,000 | 5,485 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,233,000 | 4,958 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,516 |
| Available-for-sale securities (fair market value) | $9,102,000 | 5,936 |
| Total debt securities | $9,103,000 | 6,638 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $10,899,000 | 6,391 |
| U.S. Government securities | $6,198,000 | 6,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,198,000 | 6,661 |
| Securities issued by states & political subdivisions | $4,701,000 | 3,159 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,339,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 4,967 |
| Issued or guaranteed by U.S. | $1,339,000 | 4,954 |
| 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) | $10,899,000 | 5,638 |
| Total debt securities | $10,899,000 | 6,308 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $12,534,000 | 6,016 |
| U.S. Government securities | $7,577,000 | 6,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,577,000 | 6,198 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,097 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,545,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $1,545,000 | 4,879 |
| Issued or guaranteed by U.S. | $1,545,000 | 4,864 |
| 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) | $12,534,000 | 5,297 |
| Total debt securities | $12,534,000 | 5,940 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $13,827,000 | 5,823 |
| U.S. Government securities | $8,256,000 | 6,236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,256,000 | 6,066 |
| Securities issued by states & political subdivisions | $5,571,000 | 2,922 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,677,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,677,000 | 4,802 |
| Issued or guaranteed by U.S. | $1,677,000 | 4,784 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $13,827,000 | 5,094 |
| Total debt securities | $13,827,000 | 5,731 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $15,527,000 | 5,444 |
| U.S. Government securities | $9,941,000 | 5,639 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,941,000 | 5,474 |
| Securities issued by states & political subdivisions | $5,586,000 | 2,908 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,796,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,796,000 | 4,707 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,797,000 | 2,987 |
| Available-for-sale securities (fair market value) | $13,730,000 | 5,055 |
| Total debt securities | $15,527,000 | 5,355 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $17,913,000 | 4,991 |
| U.S. Government securities | $11,278,000 | 5,248 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,278,000 | 5,082 |
| Securities issued by states & political subdivisions | $6,635,000 | 2,581 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,031,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 4,664 |
| Issued or guaranteed by U.S. | $2,031,000 | 4,646 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $3,000 | 4,699 |
| Available-for-sale securities (fair market value) | $17,910,000 | 4,361 |
| Total debt securities | $17,913,000 | 4,896 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $11,228,000 | 6,255 |
| U.S. Government securities | $6,447,000 | 6,636 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,447,000 | 6,441 |
| Securities issued by states & political subdivisions | $4,781,000 | 3,039 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,264,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 5,227 |
| Issued or guaranteed by U.S. | $1,159,000 | 5,205 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $105,000 | 4,054 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,871 |
| Privately issued | NA | NA |
| 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) | $11,228,000 | 5,478 |
| Total debt securities | $11,228,000 | 6,164 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $11,550,000 | 6,169 |
| U.S. Government securities | $6,427,000 | 6,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,427,000 | 6,473 |
| Securities issued by states & political subdivisions | $5,123,000 | 2,883 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,567,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 5,130 |
| Issued or guaranteed by U.S. | $1,279,000 | 5,111 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $288,000 | 3,827 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,662 |
| Privately issued | NA | NA |
| 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) | $11,550,000 | 5,377 |
| Total debt securities | $11,550,000 | 6,074 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $10,497,000 | 6,394 |
| U.S. Government securities | $5,065,000 | 7,205 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,065,000 | 6,962 |
| Securities issued by states & political subdivisions | $3,894,000 | 3,298 |
| Other domestic debt securities | $1,538,000 | 2,524 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,538,000 | 2,157 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,447,000 | 5,010 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,653 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $708,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 3,379 |
| Privately issued | NA | NA |
| 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) | $10,497,000 | 5,513 |
| Total debt securities | $10,497,000 | 6,295 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $11,349,000 | 6,396 |
| U.S. Government securities | $4,539,000 | 7,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,539,000 | 7,621 |
| Securities issued by states & political subdivisions | $4,531,000 | 2,979 |
| Other domestic debt securities | $2,279,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,279,000 | 1,541 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,045,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $2,136,000 | 3,870 |
| Issued or guaranteed by U.S. | $2,136,000 | 3,850 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $909,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,798 |
| Privately issued | NA | NA |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $11,349,000 | 5,391 |
| Total debt securities | $11,349,000 | 6,279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $10,467,000 | 6,925 |
| U.S. Government securities | $5,035,000 | 8,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,035,000 | 7,500 |
| Securities issued by states & political subdivisions | $2,106,000 | 4,544 |
| Other domestic debt securities | $3,326,000 | 1,472 |
| 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 | $3,326,000 | 1,198 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,557,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 3,871 |
| Issued or guaranteed by U.S. | $2,508,000 | 3,854 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $49,000 | 4,322 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 4,118 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 6,098 |
| Available-for-sale securities (fair market value) | $10,466,000 | 5,735 |
| Total debt securities | $10,467,000 | 6,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $12,145,000 | 6,501 |
| U.S. Government securities | $6,095,000 | 7,532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,095,000 | 6,671 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,329 |
| Other domestic debt securities | $3,529,000 | 1,332 |
| 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 | $3,529,000 | 1,081 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,053,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 4,412 |
| Issued or guaranteed by U.S. | $1,973,000 | 4,392 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $80,000 | 4,528 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 4,333 |
| Privately issued | NA | NA |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $12,145,000 | 5,227 |
| Total debt securities | $12,145,000 | 6,381 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,716,000 | 8,185 |
| U.S. Government securities | $6,356,000 | 7,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,356,000 | 6,657 |
| Securities issued by states & political subdivisions | $1,033,000 | 5,755 |
| Other domestic debt securities | $327,000 | 2,628 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,000 | 2,281 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,428,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $3,320,000 | 3,583 |
| Issued or guaranteed by U.S. | $3,216,000 | 3,629 |
| Privately issued | $104,000 | 324 |
| Collaterized mortgage obligations | $108,000 | 4,747 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 4,549 |
| Privately issued | NA | NA |
| 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) | $104,000 | 7,196 |
| Available-for-sale securities (fair market value) | $7,612,000 | 6,496 |
| Total debt securities | $7,716,000 | 8,062 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,136,000 | 9,320 |
| U.S. Government securities | $5,211,000 | 9,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,211,000 | 7,529 |
| Securities issued by states & political subdivisions | $734,000 | 6,582 |
| Other domestic debt securities | $277,000 | 3,148 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,000 | 2,455 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $86,000 | 119 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,886,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $3,713,000 | 3,720 |
| Issued or guaranteed by U.S. | $3,691,000 | 3,710 |
| Privately issued | $22,000 | 442 |
| Collaterized mortgage obligations | $173,000 | 5,082 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 4,886 |
| Privately issued | NA | NA |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $6,136,000 | 7,292 |
| Total debt securities | $6,222,000 | 9,188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,067,000 | 7,900 |
| U.S. Government securities | $7,727,000 | 8,309 |
| U.S. Treasury securities | $1,994,000 | 7,220 |
| U.S. Government agency obligations | $5,733,000 | 7,296 |
| Securities issued by states & political subdivisions | $721,000 | 6,862 |
| Other domestic debt securities | $2,507,000 | 1,601 |
| 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 | $2,507,000 | 1,225 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-107,000 | 1,095 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,726,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $4,427,000 | 3,492 |
| Issued or guaranteed by U.S. | $4,427,000 | 3,463 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $299,000 | 5,240 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 5,039 |
| Privately issued | NA | NA |
| 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) | $122,000 | 8,237 |
| Available-for-sale securities (fair market value) | $10,945,000 | 5,879 |
| Total debt securities | $10,955,000 | 7,812 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,710,000 | 7,817 |
| U.S. Government securities | $10,775,000 | 7,426 |
| U.S. Treasury securities | $3,878,000 | 6,403 |
| U.S. Government agency obligations | $6,897,000 | 6,706 |
| Securities issued by states & political subdivisions | $1,493,000 | 5,857 |
| Other domestic debt securities | $300,000 | 4,144 |
| 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 | $300,000 | 3,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 8,003 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-125,000 | 1,192 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,422,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $4,992,000 | 3,405 |
| Issued or guaranteed by U.S. | $4,992,000 | 3,382 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $430,000 | 5,420 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 5,194 |
| Privately issued | NA | NA |
| 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) | $2,726,000 | 9,498 |
| Available-for-sale securities (fair market value) | $9,984,000 | 4,767 |
| Total debt securities | $12,568,000 | 7,745 |
| 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 | $21,362,000 | 5,848 |
| U.S. Government securities | $18,918,000 | 5,351 |
| U.S. Treasury securities | $4,000,000 | 6,495 |
| U.S. Government agency obligations | $14,918,000 | 4,196 |
| Securities issued by states & political subdivisions | $1,050,000 | 6,698 |
| Other domestic debt securities | $1,272,000 | 2,979 |
| 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 | $1,272,000 | 2,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-117,000 | 1,241 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,638,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $5,268,000 | 3,657 |
| Issued or guaranteed by U.S. | $5,268,000 | 3,620 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,370,000 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $2,370,000 | 3,608 |
| Privately issued | NA | NA |
| 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 | $21,240,000 | 5,741 |
| 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 | $24,545,000 | 5,241 |
| U.S. Government securities | $20,157,000 | 5,027 |
| U.S. Treasury securities | $3,018,000 | 7,530 |
| U.S. Government agency obligations | $17,139,000 | 3,699 |
| Securities issued by states & political subdivisions | $297,000 | 8,377 |
| Other domestic debt securities | $3,983,000 | 1,969 |
| 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 | $3,983,000 | 1,396 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-103,000 | 1,473 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,988,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $4,527,000 | 4,190 |
| Issued or guaranteed by U.S. | $4,527,000 | 4,141 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,461,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $3,461,000 | 2,930 |
| Privately issued | NA | NA |
| 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 | $24,437,000 | 5,154 |
| 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 |