Home > Lisco State Bank > Securities
Lisco State Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $2,182,000 | 6,413 |
| U.S. Government securities | $1,796,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,796,000 | 6,034 |
| Securities issued by states & political subdivisions | $386,000 | 5,294 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,228,000 | 5,370 |
| Mortgage-backed securities | $1,306,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $1,304,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,304,000 | 4,532 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,000 | 939 |
| Commercial mortgage pass-through securities | $2,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $386,000 | 2,223 |
| Available-for-sale securities (fair market value) | $1,796,000 | 6,061 |
| Total debt securities | $2,182,000 | 6,385 |
| 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 | $2,289,000 | 6,423 |
| U.S. Government securities | $1,903,000 | 6,109 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,903,000 | 6,005 |
| Securities issued by states & political subdivisions | $386,000 | 5,298 |
| 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 | $1,312,000 | 5,359 |
| Mortgage-backed securities | $1,413,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,411,000 | 4,462 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,000 | 915 |
| Commercial mortgage pass-through securities | $2,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $386,000 | 2,162 |
| Available-for-sale securities (fair market value) | $1,903,000 | 6,074 |
| Total debt securities | $2,289,000 | 6,395 |
| 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 | $2,470,000 | 6,452 |
| U.S. Government securities | $2,084,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,084,000 | 6,000 |
| Securities issued by states & political subdivisions | $386,000 | 5,305 |
| 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 | $1,458,000 | 5,361 |
| Mortgage-backed securities | $1,584,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,581,000 | 4,447 |
| Issued or guaranteed by U.S. | $1,581,000 | 4,445 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,000 | 834 |
| Commercial mortgage pass-through securities | $3,000 | 625 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $386,000 | 2,154 |
| Available-for-sale securities (fair market value) | $2,084,000 | 6,105 |
| Total debt securities | $2,470,000 | 6,423 |
| 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 | $2,850,000 | 6,443 |
| U.S. Government securities | $2,464,000 | 6,063 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,464,000 | 5,961 |
| Securities issued by states & political subdivisions | $386,000 | 5,348 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $1,764,000 | 4,819 |
| Certificates of participation in pools of residential mortgages | $1,761,000 | 4,413 |
| Issued or guaranteed by U.S. | $1,761,000 | 4,413 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,000 | 728 |
| Commercial mortgage pass-through securities | $3,000 | 558 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $386,000 | 2,189 |
| Available-for-sale securities (fair market value) | $2,464,000 | 6,088 |
| Total debt securities | $2,850,000 | 6,411 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,196 |
| Fair value | $400,000 | 2,200 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,132,000 | 6,503 |
| U.S. Government securities | $2,661,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,661,000 | 6,038 |
| Securities issued by states & political subdivisions | $471,000 | 5,340 |
| 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 | $2,071,000 | 5,229 |
| Mortgage-backed securities | $1,956,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $1,952,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,952,000 | 4,464 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,000 | 695 |
| Commercial mortgage pass-through securities | $4,000 | 522 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $471,000 | 2,185 |
| Available-for-sale securities (fair market value) | $2,661,000 | 6,161 |
| Total debt securities | $3,132,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,396 |
| Fair value | $401,000 | 2,399 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,273,000 | 6,539 |
| U.S. Government securities | $2,802,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,802,000 | 6,121 |
| Securities issued by states & political subdivisions | $471,000 | 5,334 |
| 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 | $2,186,000 | 5,253 |
| Mortgage-backed securities | $2,094,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 4,460 |
| Issued or guaranteed by U.S. | $2,088,000 | 4,459 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $6,000 | 652 |
| Commercial mortgage pass-through securities | $6,000 | 481 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $471,000 | 2,210 |
| Available-for-sale securities (fair market value) | $2,802,000 | 6,201 |
| Total debt securities | $3,273,000 | 6,512 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,651 |
| Fair value | $402,000 | 2,648 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,377,000 | 6,599 |
| U.S. Government securities | $2,905,000 | 6,279 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,905,000 | 6,177 |
| Securities issued by states & political subdivisions | $472,000 | 5,325 |
| 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 | $2,281,000 | 5,247 |
| Mortgage-backed securities | $2,201,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $2,197,000 | 4,441 |
| Issued or guaranteed by U.S. | $2,197,000 | 4,438 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $4,000 | 623 |
| Commercial mortgage pass-through securities | $4,000 | 459 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $472,000 | 2,251 |
| Available-for-sale securities (fair market value) | $2,905,000 | 6,233 |
| Total debt securities | $3,376,000 | 6,569 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,877 |
| Fair value | $394,000 | 2,889 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,422,000 | 6,622 |
| U.S. Government securities | $3,015,000 | 6,272 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,015,000 | 6,174 |
| Securities issued by states & political subdivisions | $407,000 | 5,376 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,404,000 | 4,965 |
| Mortgage-backed securities | $2,402,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 4,318 |
| Issued or guaranteed by U.S. | $2,397,000 | 4,309 |
| 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 | $5,000 | 540 |
| Commercial mortgage pass-through securities | $5,000 | 395 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $407,000 | 2,393 |
| Available-for-sale securities (fair market value) | $3,015,000 | 6,220 |
| Total debt securities | $3,422,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,226,000 | 6,712 |
| U.S. Government securities | $2,754,000 | 6,381 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,754,000 | 6,272 |
| Securities issued by states & political subdivisions | $472,000 | 5,321 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,070,000 | 5,106 |
| Mortgage-backed securities | $2,136,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $2,131,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,131,000 | 4,328 |
| 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 | $5,000 | 485 |
| Commercial mortgage pass-through securities | $5,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $472,000 | 2,373 |
| Available-for-sale securities (fair market value) | $2,754,000 | 6,322 |
| Total debt securities | $3,226,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,331,000 | 6,791 |
| U.S. Government securities | $3,004,000 | 6,446 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,004,000 | 6,337 |
| Securities issued by states & political subdivisions | $327,000 | 5,425 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,114,000 | 5,125 |
| Mortgage-backed securities | $2,184,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $2,179,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,179,000 | 4,314 |
| 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 | $5,000 | 471 |
| Commercial mortgage pass-through securities | $5,000 | 361 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $327,000 | 2,504 |
| Available-for-sale securities (fair market value) | $3,004,000 | 6,365 |
| Total debt securities | $3,331,000 | 6,756 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,566,000 | 6,795 |
| U.S. Government securities | $3,239,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,239,000 | 6,301 |
| Securities issued by states & political subdivisions | $327,000 | 5,432 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,711,000 | 5,309 |
| Mortgage-backed securities | $2,222,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $2,217,000 | 4,260 |
| Issued or guaranteed by U.S. | $2,217,000 | 4,251 |
| 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 | $5,000 | 462 |
| Commercial mortgage pass-through securities | $5,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $327,000 | 2,501 |
| Available-for-sale securities (fair market value) | $3,239,000 | 6,364 |
| Total debt securities | $3,566,000 | 6,758 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,151 |
| Fair value | $200,000 | 3,155 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,131,000 | 6,863 |
| U.S. Government securities | $2,799,000 | 6,458 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,799,000 | 6,333 |
| Securities issued by states & political subdivisions | $327,000 | 5,444 |
| Other domestic debt securities | $5,000 | 3,026 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $5,000 | 427 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,773,000 | 5,321 |
| Mortgage-backed securities | $1,591,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,426 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,421 |
| 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 | $5,000 | 427 |
| Commercial mortgage pass-through securities | $5,000 | 341 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $327,000 | 2,524 |
| Available-for-sale securities (fair market value) | $2,804,000 | 6,422 |
| Total debt securities | $3,131,000 | 6,823 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,042 |
| Fair value | $200,000 | 3,051 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,051,000 | 7,114 |
| U.S. Government securities | $1,718,000 | 6,804 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,718,000 | 6,684 |
| Securities issued by states & political subdivisions | $327,000 | 5,438 |
| Other domestic debt securities | $6,000 | 3,108 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $6,000 | 398 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,955,000 | 5,329 |
| Mortgage-backed securities | $691,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $685,000 | 4,897 |
| Issued or guaranteed by U.S. | $685,000 | 4,888 |
| 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 | $6,000 | 398 |
| Commercial mortgage pass-through securities | $6,000 | 314 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $327,000 | 2,593 |
| Available-for-sale securities (fair market value) | $1,724,000 | 6,656 |
| Total debt securities | $2,051,000 | 7,082 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,110,000 | 7,182 |
| U.S. Government securities | $1,777,000 | 6,906 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,777,000 | 6,796 |
| Securities issued by states & political subdivisions | $327,000 | 5,404 |
| Other domestic debt securities | $6,000 | 3,105 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $6,000 | 395 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,000 | 5,355 |
| Mortgage-backed securities | $754,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $748,000 | 4,916 |
| Issued or guaranteed by U.S. | $748,000 | 4,908 |
| 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 | $6,000 | 395 |
| Commercial mortgage pass-through securities | $6,000 | 312 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $327,000 | 2,657 |
| Available-for-sale securities (fair market value) | $1,783,000 | 6,714 |
| Total debt securities | $2,110,000 | 7,147 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,249,000 | 7,235 |
| U.S. Government securities | $1,916,000 | 6,975 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,916,000 | 6,866 |
| Securities issued by states & political subdivisions | $327,000 | 5,428 |
| Other domestic debt securities | $6,000 | 3,158 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $6,000 | 411 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,620,000 | 5,558 |
| Mortgage-backed securities | $900,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $894,000 | 4,949 |
| Issued or guaranteed by U.S. | $894,000 | 4,940 |
| 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 | $6,000 | 411 |
| Commercial mortgage pass-through securities | $6,000 | 323 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $327,000 | 2,716 |
| Available-for-sale securities (fair market value) | $1,922,000 | 6,771 |
| Total debt securities | $2,248,000 | 7,199 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,418,000 | 7,237 |
| U.S. Government securities | $2,083,000 | 6,938 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,083,000 | 6,839 |
| Securities issued by states & political subdivisions | $328,000 | 5,452 |
| Other domestic debt securities | $7,000 | 3,215 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $7,000 | 396 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,244,000 | 5,351 |
| Mortgage-backed securities | $973,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,986 |
| Issued or guaranteed by U.S. | $966,000 | 4,977 |
| 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 | $7,000 | 396 |
| Commercial mortgage pass-through securities | $7,000 | 312 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $328,000 | 2,775 |
| Available-for-sale securities (fair market value) | $2,090,000 | 6,765 |
| Total debt securities | $2,417,000 | 7,200 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,622,000 | 7,268 |
| U.S. Government securities | $2,422,000 | 6,902 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,422,000 | 6,800 |
| Securities issued by states & political subdivisions | $193,000 | 5,676 |
| Other domestic debt securities | $7,000 | 3,311 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $7,000 | 407 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,000 | 5,248 |
| Mortgage-backed securities | $1,099,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,092,000 | 4,986 |
| 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 | $7,000 | 407 |
| Commercial mortgage pass-through securities | $7,000 | 308 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $193,000 | 2,995 |
| Available-for-sale securities (fair market value) | $2,429,000 | 6,752 |
| Total debt securities | $2,624,000 | 7,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,696,000 | 7,291 |
| U.S. Government securities | $2,495,000 | 6,918 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,495,000 | 6,820 |
| Securities issued by states & political subdivisions | $193,000 | 5,720 |
| Other domestic debt securities | $8,000 | 3,378 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $8,000 | 335 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,257,000 | 5,386 |
| Mortgage-backed securities | $1,179,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 5,005 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,992 |
| 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 | $8,000 | 335 |
| Commercial mortgage pass-through securities | $8,000 | 235 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $193,000 | 3,042 |
| Available-for-sale securities (fair market value) | $2,503,000 | 6,777 |
| Total debt securities | $2,690,000 | 7,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,379,000 | 7,424 |
| U.S. Government securities | $2,186,000 | 7,107 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,186,000 | 7,019 |
| Securities issued by states & political subdivisions | $193,000 | 5,659 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,323,000 | 5,411 |
| Mortgage-backed securities | $836,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $836,000 | 5,290 |
| Issued or guaranteed by U.S. | $836,000 | 5,273 |
| 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) | $193,000 | 3,083 |
| Available-for-sale securities (fair market value) | $2,186,000 | 6,885 |
| Total debt securities | $2,379,000 | 7,387 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,196,000 | 7,084 |
| U.S. Government securities | $4,003,000 | 6,697 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,003,000 | 6,597 |
| Securities issued by states & political subdivisions | $193,000 | 5,623 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,674,000 | 4,974 |
| Mortgage-backed securities | $852,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $852,000 | 5,285 |
| Issued or guaranteed by U.S. | $852,000 | 5,268 |
| 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) | $193,000 | 3,108 |
| Available-for-sale securities (fair market value) | $4,003,000 | 6,567 |
| Total debt securities | $4,196,000 | 7,042 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,063,000 | 7,127 |
| U.S. Government securities | $3,870,000 | 6,742 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,870,000 | 6,646 |
| Securities issued by states & political subdivisions | $193,000 | 5,644 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,976,000 | 5,254 |
| Mortgage-backed securities | $854,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $854,000 | 5,273 |
| Issued or guaranteed by U.S. | $854,000 | 5,256 |
| 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) | $193,000 | 3,128 |
| Available-for-sale securities (fair market value) | $3,870,000 | 6,595 |
| Total debt securities | $4,060,000 | 7,086 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,835,000 | 7,033 |
| U.S. Government securities | $4,613,000 | 6,572 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,613,000 | 6,476 |
| Securities issued by states & political subdivisions | $193,000 | 5,698 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $29,000 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,000 | 5,273 |
| Mortgage-backed securities | $864,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $864,000 | 5,271 |
| Issued or guaranteed by U.S. | $864,000 | 5,248 |
| 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) | $193,000 | 3,148 |
| Available-for-sale securities (fair market value) | $4,642,000 | 6,482 |
| Total debt securities | $4,800,000 | 6,986 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,426,000 | 6,913 |
| U.S. Government securities | $5,189,000 | 6,410 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,189,000 | 6,318 |
| Securities issued by states & political subdivisions | $208,000 | 5,662 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $29,000 | 1,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,653,000 | 5,330 |
| Mortgage-backed securities | $915,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,190 |
| Issued or guaranteed by U.S. | $915,000 | 5,164 |
| 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) | $208,000 | 3,158 |
| Available-for-sale securities (fair market value) | $5,218,000 | 6,377 |
| Total debt securities | $5,396,000 | 6,855 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,795,000 | 7,401 |
| U.S. Government securities | $3,553,000 | 7,039 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,553,000 | 6,923 |
| Securities issued by states & political subdivisions | $208,000 | 5,688 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $34,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,718,000 | 5,357 |
| Mortgage-backed securities | $450,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $450,000 | 5,380 |
| Issued or guaranteed by U.S. | $450,000 | 5,359 |
| 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) | $208,000 | 3,211 |
| Available-for-sale securities (fair market value) | $3,587,000 | 6,772 |
| Total debt securities | $3,761,000 | 7,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,150,000 | 7,112 |
| U.S. Government securities | $4,896,000 | 6,729 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,896,000 | 6,611 |
| Securities issued by states & political subdivisions | $208,000 | 5,727 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $46,000 | 1,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,362,000 | 5,103 |
| Mortgage-backed securities | $459,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $459,000 | 5,289 |
| Issued or guaranteed by U.S. | $459,000 | 5,270 |
| 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) | $208,000 | 3,280 |
| Available-for-sale securities (fair market value) | $4,942,000 | 6,497 |
| Total debt securities | $5,104,000 | 7,065 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,360,000 | 7,089 |
| U.S. Government securities | $5,106,000 | 6,692 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,106,000 | 6,565 |
| Securities issued by states & political subdivisions | $209,000 | 5,767 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $45,000 | 1,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,411,000 | 5,111 |
| Mortgage-backed securities | $164,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,705 |
| Issued or guaranteed by U.S. | $164,000 | 5,685 |
| 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) | $209,000 | 3,316 |
| Available-for-sale securities (fair market value) | $5,151,000 | 6,477 |
| Total debt securities | $5,314,000 | 7,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,219,000 | 7,403 |
| U.S. Government securities | $3,950,000 | 7,065 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,950,000 | 6,931 |
| Securities issued by states & political subdivisions | $224,000 | 5,794 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $45,000 | 1,693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,935,000 | 5,358 |
| Mortgage-backed securities | $178,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,703 |
| Issued or guaranteed by U.S. | $178,000 | 5,681 |
| 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) | $224,000 | 3,369 |
| Available-for-sale securities (fair market value) | $3,995,000 | 6,761 |
| Total debt securities | $4,172,000 | 7,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,973,000 | 7,516 |
| U.S. Government securities | $3,703,000 | 7,179 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,703,000 | 7,059 |
| Securities issued by states & political subdivisions | $224,000 | 5,836 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $46,000 | 1,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,185,000 | 5,243 |
| Mortgage-backed securities | $188,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,686 |
| Issued or guaranteed by U.S. | $188,000 | 5,663 |
| 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) | $224,000 | 3,453 |
| Available-for-sale securities (fair market value) | $3,749,000 | 6,841 |
| Total debt securities | $3,926,000 | 7,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,478,000 | 7,689 |
| U.S. Government securities | $3,404,000 | 7,355 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,404,000 | 7,219 |
| Securities issued by states & political subdivisions | $30,000 | 6,236 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $44,000 | 1,782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,891,000 | 5,418 |
| Mortgage-backed securities | $199,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,695 |
| Issued or guaranteed by U.S. | $199,000 | 5,668 |
| 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) | $30,000 | 3,873 |
| Available-for-sale securities (fair market value) | $3,448,000 | 6,972 |
| Total debt securities | $3,433,000 | 7,654 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,454,000 | 7,744 |
| U.S. Government securities | $3,379,000 | 7,395 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,379,000 | 7,255 |
| Securities issued by states & political subdivisions | $30,000 | 6,288 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $45,000 | 1,809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,000 | 5,918 |
| Mortgage-backed securities | $209,000 | 6,067 |
| Certificates of participation in pools of residential mortgages | $209,000 | 5,715 |
| Issued or guaranteed by U.S. | $209,000 | 5,688 |
| 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) | $30,000 | 3,933 |
| Available-for-sale securities (fair market value) | $3,424,000 | 6,992 |
| Total debt securities | $3,409,000 | 7,714 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,701,000 | 7,718 |
| U.S. Government securities | $3,413,000 | 7,440 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,413,000 | 7,295 |
| Securities issued by states & political subdivisions | $45,000 | 6,296 |
| Other domestic debt securities | $201,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,289 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $42,000 | 1,851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,082,000 | 5,758 |
| Mortgage-backed securities | $225,000 | 6,088 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,725 |
| Issued or guaranteed by U.S. | $225,000 | 5,700 |
| 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) | $45,000 | 3,968 |
| Available-for-sale securities (fair market value) | $3,656,000 | 6,972 |
| Total debt securities | $3,658,000 | 7,681 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,130,000 | 7,916 |
| U.S. Government securities | $2,844,000 | 7,652 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,844,000 | 7,522 |
| Securities issued by states & political subdivisions | $45,000 | 6,343 |
| Other domestic debt securities | $202,000 | 2,945 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,000 | 2,398 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $39,000 | 1,879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,095,000 | 5,767 |
| Mortgage-backed securities | $246,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $246,000 | 5,735 |
| Issued or guaranteed by U.S. | $246,000 | 5,709 |
| 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) | $45,000 | 4,049 |
| Available-for-sale securities (fair market value) | $3,085,000 | 7,143 |
| Total debt securities | $3,083,000 | 7,876 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,579,000 | 8,080 |
| U.S. Government securities | $2,291,000 | 7,835 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,291,000 | 7,708 |
| Securities issued by states & political subdivisions | $45,000 | 6,384 |
| Other domestic debt securities | $204,000 | 2,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $204,000 | 2,464 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $39,000 | 1,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,123,000 | 5,771 |
| Mortgage-backed securities | $266,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $266,000 | 5,738 |
| Issued or guaranteed by U.S. | $266,000 | 5,718 |
| 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) | $45,000 | 4,104 |
| Available-for-sale securities (fair market value) | $2,534,000 | 7,304 |
| Total debt securities | $2,538,000 | 8,033 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,610,000 | 8,104 |
| U.S. Government securities | $2,320,000 | 7,868 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,320,000 | 7,727 |
| Securities issued by states & political subdivisions | $45,000 | 6,393 |
| Other domestic debt securities | $206,000 | 3,044 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,000 | 2,537 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $39,000 | 1,904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,748,000 | 5,999 |
| Mortgage-backed securities | $286,000 | 6,156 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,760 |
| Issued or guaranteed by U.S. | $286,000 | 5,735 |
| 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) | $45,000 | 4,155 |
| Available-for-sale securities (fair market value) | $2,565,000 | 7,329 |
| Total debt securities | $2,569,000 | 8,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,182,000 | 8,045 |
| U.S. Government securities | $2,318,000 | 7,929 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,318,000 | 7,772 |
| Securities issued by states & political subdivisions | $55,000 | 6,419 |
| Other domestic debt securities | $767,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $767,000 | 2,021 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $42,000 | 1,941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,761,000 | 6,030 |
| Mortgage-backed securities | $303,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,799 |
| Issued or guaranteed by U.S. | $303,000 | 5,782 |
| 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) | $55,000 | 4,203 |
| Available-for-sale securities (fair market value) | $3,127,000 | 7,260 |
| Total debt securities | $3,141,000 | 7,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,852,000 | 8,396 |
| U.S. Government securities | $1,021,000 | 8,345 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,021,000 | 8,225 |
| Securities issued by states & political subdivisions | $55,000 | 6,460 |
| Other domestic debt securities | $776,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $776,000 | 2,079 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,000 | 6,250 |
| Mortgage-backed securities | $322,000 | 6,220 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,806 |
| Issued or guaranteed by U.S. | $322,000 | 5,793 |
| 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) | $55,000 | 4,268 |
| Available-for-sale securities (fair market value) | $1,797,000 | 7,628 |
| Total debt securities | $1,851,000 | 8,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,891,000 | 8,431 |
| U.S. Government securities | $1,047,000 | 8,385 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,047,000 | 8,261 |
| Securities issued by states & political subdivisions | $55,000 | 6,504 |
| Other domestic debt securities | $789,000 | 2,511 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $789,000 | 2,126 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,797,000 | 6,039 |
| Mortgage-backed securities | $344,000 | 6,241 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,807 |
| Issued or guaranteed by U.S. | $344,000 | 5,794 |
| 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) | $55,000 | 4,322 |
| Available-for-sale securities (fair market value) | $1,836,000 | 7,648 |
| Total debt securities | $1,888,000 | 8,379 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,105,000 | 8,451 |
| U.S. Government securities | $1,260,000 | 8,412 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,260,000 | 8,279 |
| Securities issued by states & political subdivisions | $55,000 | 6,549 |
| Other domestic debt securities | $790,000 | 2,614 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $790,000 | 2,232 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,690,000 | 6,113 |
| Mortgage-backed securities | $361,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,864 |
| Issued or guaranteed by U.S. | $361,000 | 5,853 |
| 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) | $55,000 | 4,378 |
| Available-for-sale securities (fair market value) | $2,050,000 | 7,664 |
| Total debt securities | $2,105,000 | 8,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,039,000 | 8,466 |
| U.S. Government securities | $1,009,000 | 8,484 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,009,000 | 8,361 |
| Securities issued by states & political subdivisions | $215,000 | 6,219 |
| Other domestic debt securities | $815,000 | 2,687 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $815,000 | 2,293 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,003,000 | 5,880 |
| Mortgage-backed securities | $395,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,838 |
| Issued or guaranteed by U.S. | $395,000 | 5,823 |
| 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) | $215,000 | 4,109 |
| Available-for-sale securities (fair market value) | $1,824,000 | 7,724 |
| Total debt securities | $2,039,000 | 8,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,066,000 | 8,524 |
| U.S. Government securities | $1,036,000 | 8,550 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,036,000 | 8,416 |
| Securities issued by states & political subdivisions | $216,000 | 6,276 |
| Other domestic debt securities | $814,000 | 2,735 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $814,000 | 2,423 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,028,000 | 5,831 |
| Mortgage-backed securities | $414,000 | 6,304 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,866 |
| Issued or guaranteed by U.S. | $414,000 | 5,847 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $216,000 | 4,171 |
| Available-for-sale securities (fair market value) | $1,850,000 | 7,787 |
| Total debt securities | $2,064,000 | 8,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,509,000 | 8,431 |
| U.S. Government securities | $1,472,000 | 8,398 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,472,000 | 8,243 |
| Securities issued by states & political subdivisions | $216,000 | 6,317 |
| Other domestic debt securities | $821,000 | 2,841 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $821,000 | 2,528 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,469,000 | 5,559 |
| Mortgage-backed securities | $441,000 | 6,324 |
| Certificates of participation in pools of residential mortgages | $441,000 | 5,879 |
| Issued or guaranteed by U.S. | $441,000 | 5,853 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $216,000 | 4,192 |
| Available-for-sale securities (fair market value) | $2,293,000 | 7,666 |
| Total debt securities | $2,508,000 | 8,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,982,000 | 8,336 |
| U.S. Government securities | $1,932,000 | 8,253 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,932,000 | 8,079 |
| Securities issued by states & political subdivisions | $216,000 | 6,342 |
| Other domestic debt securities | $834,000 | 2,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $834,000 | 2,578 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,669,000 | 5,453 |
| Mortgage-backed securities | $486,000 | 6,344 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,871 |
| Issued or guaranteed by U.S. | $486,000 | 5,852 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $216,000 | 4,250 |
| Available-for-sale securities (fair market value) | $2,766,000 | 7,544 |
| Total debt securities | $2,981,000 | 8,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,684,000 | 8,461 |
| U.S. Government securities | $1,652,000 | 8,410 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,652,000 | 8,232 |
| Securities issued by states & political subdivisions | $235,000 | 6,294 |
| Other domestic debt securities | $797,000 | 2,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $797,000 | 2,638 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,559,000 | 5,546 |
| Mortgage-backed securities | $192,000 | 6,721 |
| Certificates of participation in pools of residential mortgages | $192,000 | 6,281 |
| Issued or guaranteed by U.S. | $192,000 | 6,262 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $235,000 | 4,285 |
| Available-for-sale securities (fair market value) | $2,449,000 | 7,674 |
| Total debt securities | $2,685,000 | 8,377 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,746,000 | 8,501 |
| U.S. Government securities | $1,698,000 | 8,453 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,698,000 | 8,271 |
| Securities issued by states & political subdivisions | $250,000 | 6,269 |
| Other domestic debt securities | $798,000 | 3,003 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $798,000 | 2,663 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,578,000 | 5,565 |
| Mortgage-backed securities | $225,000 | 6,682 |
| Certificates of participation in pools of residential mortgages | $225,000 | 6,196 |
| Issued or guaranteed by U.S. | $225,000 | 6,178 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,329 |
| Available-for-sale securities (fair market value) | $2,496,000 | 7,677 |
| Total debt securities | $2,744,000 | 8,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,473,000 | 8,438 |
| U.S. Government securities | $2,355,000 | 8,345 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,355,000 | 8,131 |
| Securities issued by states & political subdivisions | $338,000 | 6,205 |
| Other domestic debt securities | $780,000 | 3,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $780,000 | 2,680 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,751,000 | 5,493 |
| Mortgage-backed securities | $360,000 | 6,528 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,969 |
| Issued or guaranteed by U.S. | $335,000 | 5,945 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $25,000 | 4,409 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 4,207 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $338,000 | 4,473 |
| Available-for-sale securities (fair market value) | $3,135,000 | 7,561 |
| Total debt securities | $3,473,000 | 8,335 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,757,000 | 8,101 |
| U.S. Government securities | $4,255,000 | 8,071 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,255,000 | 7,733 |
| Securities issued by states & political subdivisions | $411,000 | 6,241 |
| Other domestic debt securities | $993,000 | 2,497 |
| 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 | $993,000 | 2,186 |
| Foreign debt securities | NA | NA |
| Equity securities | $98,000 | 6,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,254,000 | 5,539 |
| Mortgage-backed securities | $596,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $535,000 | 5,358 |
| Issued or guaranteed by U.S. | $535,000 | 5,341 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $61,000 | 4,016 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,822 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $411,000 | 5,028 |
| Available-for-sale securities (fair market value) | $5,346,000 | 7,119 |
| Total debt securities | $5,659,000 | 7,997 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,897,000 | 9,060 |
| U.S. Government securities | $3,041,000 | 8,905 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,041,000 | 8,441 |
| Securities issued by states & political subdivisions | $512,000 | 6,368 |
| Other domestic debt securities | $247,000 | 3,233 |
| 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 | $247,000 | 2,759 |
| Foreign debt securities | NA | NA |
| Equity securities | $97,000 | 6,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,612,000 | 5,936 |
| Mortgage-backed securities | $307,000 | 6,759 |
| Certificates of participation in pools of residential mortgages | $246,000 | 6,251 |
| Issued or guaranteed by U.S. | $246,000 | 6,234 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $61,000 | 4,286 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 4,091 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $512,000 | 5,327 |
| Available-for-sale securities (fair market value) | $3,385,000 | 7,955 |
| Total debt securities | $3,800,000 | 8,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,249,000 | 9,400 |
| U.S. Government securities | $2,560,000 | 9,190 |
| U.S. Treasury securities | $100,000 | 6,739 |
| U.S. Government agency obligations | $2,460,000 | 8,505 |
| Securities issued by states & political subdivisions | $651,000 | 6,298 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,249,000 | 5,948 |
| Mortgage-backed securities | $644,000 | 6,494 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,908 |
| Issued or guaranteed by U.S. | $540,000 | 5,894 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $104,000 | 4,461 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 4,276 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $651,000 | 5,712 |
| Available-for-sale securities (fair market value) | $2,598,000 | 8,261 |
| Total debt securities | $3,211,000 | 9,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,419,000 | 9,823 |
| U.S. Government securities | $2,925,000 | 9,603 |
| U.S. Treasury securities | $599,000 | 6,998 |
| U.S. Government agency obligations | $2,326,000 | 8,834 |
| Securities issued by states & political subdivisions | $492,000 | 6,756 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,591,000 | 5,947 |
| Mortgage-backed securities | $720,000 | 6,668 |
| Certificates of participation in pools of residential mortgages | $466,000 | 6,223 |
| Issued or guaranteed by U.S. | $466,000 | 6,203 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $254,000 | 4,384 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 4,225 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $492,000 | 6,803 |
| Available-for-sale securities (fair market value) | $2,927,000 | 8,352 |
| Total debt securities | $3,417,000 | 9,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,977,000 | 10,179 |
| U.S. Government securities | $3,478,000 | 9,908 |
| U.S. Treasury securities | $597,000 | 7,889 |
| U.S. Government agency obligations | $2,881,000 | 8,899 |
| Securities issued by states & political subdivisions | $497,000 | 7,075 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,772,000 | 6,043 |
| Mortgage-backed securities | $1,022,000 | 6,802 |
| Certificates of participation in pools of residential mortgages | $674,000 | 6,337 |
| Issued or guaranteed by U.S. | $674,000 | 6,321 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $348,000 | 4,732 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 4,554 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $497,000 | 7,452 |
| Available-for-sale securities (fair market value) | $3,480,000 | 8,392 |
| Total debt securities | $3,975,000 | 10,093 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,429,000 | 10,855 |
| U.S. Government securities | $2,812,000 | 10,697 |
| U.S. Treasury securities | $398,000 | 9,697 |
| U.S. Government agency obligations | $2,414,000 | 9,431 |
| Securities issued by states & political subdivisions | $615,000 | 7,064 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,769,000 | 6,157 |
| Mortgage-backed securities | $906,000 | 7,417 |
| Certificates of participation in pools of residential mortgages | $398,000 | 7,265 |
| Issued or guaranteed by U.S. | $398,000 | 7,231 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $508,000 | 4,864 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 4,670 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $615,000 | 7,708 |
| Available-for-sale securities (fair market value) | $2,814,000 | 9,020 |
| Total debt securities | $3,429,000 | 10,746 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,403,000 | 11,533 |
| U.S. Government securities | $2,418,000 | 11,561 |
| U.S. Treasury securities | $388,000 | 10,715 |
| U.S. Government agency obligations | $2,030,000 | 9,888 |
| Securities issued by states & political subdivisions | $682,000 | 7,256 |
| Other domestic debt securities | $301,000 | 4,136 |
| 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 | $301,000 | 3,297 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 6,523 |
| Mortgage-backed securities | $1,092,000 | 7,630 |
| Certificates of participation in pools of residential mortgages | $488,000 | 7,424 |
| Issued or guaranteed by U.S. | $488,000 | 7,396 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $604,000 | 5,078 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 4,859 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $682,000 | 10,968 |
| Available-for-sale securities (fair market value) | $2,721,000 | 8,308 |
| Total debt securities | $3,401,000 | 11,438 |
| 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 | $3,578,000 | 11,910 |
| U.S. Government securities | $2,523,000 | 11,906 |
| U.S. Treasury securities | $501,000 | 10,831 |
| U.S. Government agency obligations | $2,022,000 | 10,205 |
| Securities issued by states & political subdivisions | $650,000 | 7,507 |
| Other domestic debt securities | $403,000 | 4,532 |
| 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 | $403,000 | 3,498 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,230,000 | 6,710 |
| Mortgage-backed securities | $1,319,000 | 8,011 |
| Certificates of participation in pools of residential mortgages | $347,000 | 8,520 |
| Issued or guaranteed by U.S. | $347,000 | 8,463 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $972,000 | 5,076 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 4,855 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,576,000 | 11,791 |
| 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 | $4,838,000 | 11,691 |
| U.S. Government securities | $3,252,000 | 11,929 |
| U.S. Treasury securities | $500,000 | 11,335 |
| U.S. Government agency obligations | $2,752,000 | 9,769 |
| Securities issued by states & political subdivisions | $878,000 | 6,828 |
| Other domestic debt securities | $706,000 | 4,614 |
| 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 | $706,000 | 3,400 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,897,000 | 7,299 |
| Mortgage-backed securities | $1,448,000 | 8,306 |
| Certificates of participation in pools of residential mortgages | $1,448,000 | 6,846 |
| Issued or guaranteed by U.S. | $1,448,000 | 6,779 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,836,000 | 11,543 |
| 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 |