Home > Mancos Valley Bank > Securities
Mancos Valley Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $33,976,000 | 3,255 |
| U.S. Government securities | $12,575,000 | 3,978 |
| U.S. Treasury securities | $12,536,000 | 316 |
| U.S. Government agency obligations | $39,000 | 5,921 |
| Securities issued by states & political subdivisions | $16,628,000 | 2,108 |
| Other domestic debt securities | $3,919,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $233,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,686,000 | 786 |
| Foreign debt securities | $851,000 | 217 |
| Equity securities | $3,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,752,000 | 4,053 |
| Mortgage-backed securities | $272,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $39,000 | 4,855 |
| Issued or guaranteed by U.S. | $39,000 | 4,852 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $233,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $233,000 | 503 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $33,976,000 | 2,970 |
| Total debt securities | $33,866,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $35,530,000 | 3,209 |
| U.S. Government securities | $12,607,000 | 4,048 |
| U.S. Treasury securities | $12,566,000 | 319 |
| U.S. Government agency obligations | $41,000 | 5,991 |
| Securities issued by states & political subdivisions | $17,360,000 | 2,035 |
| Other domestic debt securities | $4,707,000 | 902 |
| Privately issued residential mortgage-backed securities | $249,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,458,000 | 698 |
| Foreign debt securities | $854,000 | 223 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,629,000 | 4,131 |
| Mortgage-backed securities | $290,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,907 |
| Issued or guaranteed by U.S. | $41,000 | 4,900 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $249,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $249,000 | 533 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $35,530,000 | 2,931 |
| Total debt securities | $35,421,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $31,252,000 | 3,469 |
| U.S. Government securities | $5,071,000 | 5,214 |
| U.S. Treasury securities | $5,030,000 | 553 |
| U.S. Government agency obligations | $41,000 | 6,083 |
| Securities issued by states & political subdivisions | $20,094,000 | 1,822 |
| Other domestic debt securities | $5,235,000 | 847 |
| Privately issued residential mortgage-backed securities | $263,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,972,000 | 660 |
| Foreign debt securities | $852,000 | 205 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,617,000 | 4,197 |
| Mortgage-backed securities | $304,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,982 |
| Issued or guaranteed by U.S. | $41,000 | 4,975 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $263,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $263,000 | 528 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,252,000 | 3,168 |
| Total debt securities | $31,148,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $30,385,000 | 3,616 |
| U.S. Government securities | $43,000 | 6,258 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $43,000 | 6,169 |
| Securities issued by states & political subdivisions | $25,697,000 | 1,481 |
| Other domestic debt securities | $3,594,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $295,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,299,000 | 836 |
| Foreign debt securities | $1,050,000 | 170 |
| Equity securities | $1,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,755,000 | 4,219 |
| Mortgage-backed securities | $338,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,065 |
| Issued or guaranteed by U.S. | $43,000 | 5,060 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $295,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $295,000 | 556 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $30,385,000 | 3,299 |
| Total debt securities | $30,276,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $28,153,000 | 3,801 |
| U.S. Government securities | $44,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $44,000 | 6,233 |
| Securities issued by states & political subdivisions | $25,266,000 | 1,521 |
| Other domestic debt securities | $2,283,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $311,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,972,000 | 1,134 |
| Foreign debt securities | $557,000 | 214 |
| Equity securities | $3,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,115,000 | 4,419 |
| Mortgage-backed securities | $355,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $44,000 | 5,110 |
| Issued or guaranteed by U.S. | $44,000 | 5,104 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $311,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $311,000 | 563 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $28,153,000 | 3,473 |
| Total debt securities | $28,041,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $31,007,000 | 3,639 |
| U.S. Government securities | $47,000 | 6,386 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,000 | 6,297 |
| Securities issued by states & political subdivisions | $28,062,000 | 1,368 |
| Other domestic debt securities | $2,334,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $346,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,988,000 | 1,150 |
| Foreign debt securities | $561,000 | 213 |
| Equity securities | $3,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,141,000 | 4,176 |
| Mortgage-backed securities | $393,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,163 |
| Issued or guaranteed by U.S. | $47,000 | 5,156 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $346,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $346,000 | 568 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $31,007,000 | 3,326 |
| Total debt securities | $30,890,000 | 3,617 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $30,932,000 | 3,632 |
| U.S. Government securities | $57,000 | 6,452 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,000 | 6,362 |
| Securities issued by states & political subdivisions | $29,086,000 | 1,337 |
| Other domestic debt securities | $1,786,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $374,000 | 620 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,412,000 | 1,333 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,395,000 | 4,146 |
| Mortgage-backed securities | $431,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,195 |
| Issued or guaranteed by U.S. | $57,000 | 5,188 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $374,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $374,000 | 592 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $30,932,000 | 3,332 |
| Total debt securities | $30,816,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $28,287,000 | 3,851 |
| U.S. Government securities | $59,000 | 6,527 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,000 | 6,440 |
| Securities issued by states & political subdivisions | $26,394,000 | 1,444 |
| Other domestic debt securities | $1,831,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $418,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,413,000 | 1,357 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,656,000 | 4,106 |
| Mortgage-backed securities | $477,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,241 |
| Issued or guaranteed by U.S. | $59,000 | 5,234 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $418,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $418,000 | 612 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $28,287,000 | 3,535 |
| Total debt securities | $28,169,000 | 3,830 |
| 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 | $35,537,000 | 3,363 |
| U.S. Government securities | $7,108,000 | 5,119 |
| U.S. Treasury securities | $7,045,000 | 371 |
| U.S. Government agency obligations | $63,000 | 6,473 |
| Securities issued by states & political subdivisions | $26,535,000 | 1,421 |
| Other domestic debt securities | $1,891,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $477,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,414,000 | 1,386 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,787,000 | 4,308 |
| Mortgage-backed securities | $540,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,235 |
| Issued or guaranteed by U.S. | $63,000 | 5,227 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $477,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $477,000 | 609 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,537,000 | 3,090 |
| Total debt securities | $35,412,000 | 3,333 |
| 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 | $35,101,000 | 3,420 |
| U.S. Government securities | $9,126,000 | 4,847 |
| U.S. Treasury securities | $9,060,000 | 321 |
| U.S. Government agency obligations | $66,000 | 6,532 |
| Securities issued by states & political subdivisions | $24,028,000 | 1,546 |
| Other domestic debt securities | $1,944,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $529,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,415,000 | 1,371 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,467,000 | 4,189 |
| Mortgage-backed securities | $595,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,280 |
| Issued or guaranteed by U.S. | $66,000 | 5,273 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $529,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $529,000 | 624 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $35,101,000 | 3,170 |
| Total debt securities | $34,974,000 | 3,388 |
| 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 | $32,173,000 | 3,548 |
| U.S. Government securities | $5,098,000 | 5,543 |
| U.S. Treasury securities | $5,029,000 | 448 |
| U.S. Government agency obligations | $69,000 | 6,594 |
| Securities issued by states & political subdivisions | $25,007,000 | 1,451 |
| Other domestic debt securities | $2,065,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $1,067,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $998,000 | 1,520 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,982,000 | 4,293 |
| Mortgage-backed securities | $1,136,000 | 5,011 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,307 |
| Issued or guaranteed by U.S. | $69,000 | 5,301 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,067,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,067,000 | 539 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,173,000 | 3,285 |
| Total debt securities | $32,047,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $33,939,000 | 3,467 |
| U.S. Government securities | $3,608,000 | 5,935 |
| U.S. Treasury securities | $3,538,000 | 484 |
| U.S. Government agency obligations | $70,000 | 6,703 |
| Securities issued by states & political subdivisions | $28,197,000 | 1,278 |
| Other domestic debt securities | $2,131,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $995,000 | 1,576 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,686,000 | 4,177 |
| Mortgage-backed securities | $1,206,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,405 |
| Issued or guaranteed by U.S. | $70,000 | 5,395 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,136,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,136,000 | 560 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $33,939,000 | 3,198 |
| Total debt securities | $33,807,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $32,293,000 | 3,585 |
| U.S. Government securities | $2,606,000 | 6,246 |
| U.S. Treasury securities | $2,533,000 | 555 |
| U.S. Government agency obligations | $73,000 | 6,777 |
| Securities issued by states & political subdivisions | $27,485,000 | 1,272 |
| Other domestic debt securities | $2,200,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $1,211,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $989,000 | 1,578 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,209,000 | 4,091 |
| Mortgage-backed securities | $1,284,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,446 |
| Issued or guaranteed by U.S. | $73,000 | 5,435 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,211,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,211,000 | 603 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $32,293,000 | 3,313 |
| Total debt securities | $32,162,000 | 3,565 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $29,280,000 | 3,783 |
| U.S. Government securities | $1,076,000 | 6,652 |
| U.S. Treasury securities | $1,001,000 | 862 |
| U.S. Government agency obligations | $75,000 | 6,833 |
| Securities issued by states & political subdivisions | $25,883,000 | 1,283 |
| Other domestic debt securities | $2,319,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,333,000 | 638 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $986,000 | 1,582 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,958,000 | 4,148 |
| Mortgage-backed securities | $1,408,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,479 |
| Issued or guaranteed by U.S. | $75,000 | 5,470 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,333,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,333,000 | 618 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $29,280,000 | 3,510 |
| Total debt securities | $29,147,000 | 3,765 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $27,900,000 | 3,851 |
| U.S. Government securities | $1,081,000 | 6,677 |
| U.S. Treasury securities | $1,003,000 | 802 |
| U.S. Government agency obligations | $78,000 | 6,873 |
| Securities issued by states & political subdivisions | $25,126,000 | 1,288 |
| Other domestic debt securities | $1,693,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $1,398,000 | 695 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $295,000 | 1,905 |
| 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 | $6,397,000 | 3,856 |
| Mortgage-backed securities | $1,476,000 | 5,045 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,468 |
| Issued or guaranteed by U.S. | $78,000 | 5,454 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,398,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,398,000 | 662 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $27,900,000 | 3,548 |
| Total debt securities | $27,758,000 | 3,834 |
| 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 | $25,877,000 | 3,933 |
| U.S. Government securities | $1,083,000 | 6,756 |
| U.S. Treasury securities | $1,003,000 | 848 |
| U.S. Government agency obligations | $80,000 | 6,953 |
| Securities issued by states & political subdivisions | $22,733,000 | 1,371 |
| Other domestic debt securities | $2,059,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $1,515,000 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $544,000 | 1,639 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,624,000 | 3,787 |
| Mortgage-backed securities | $1,595,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,475 |
| Issued or guaranteed by U.S. | $80,000 | 5,460 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,515,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,515,000 | 672 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,877,000 | 3,616 |
| Total debt securities | $25,625,000 | 3,916 |
| 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 | $26,320,000 | 3,921 |
| U.S. Government securities | $1,083,000 | 6,846 |
| U.S. Treasury securities | $1,003,000 | 917 |
| U.S. Government agency obligations | $80,000 | 7,031 |
| Securities issued by states & political subdivisions | $23,042,000 | 1,295 |
| Other domestic debt securities | $2,195,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $1,650,000 | 704 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $545,000 | 1,552 |
| 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 | $5,619,000 | 4,081 |
| Mortgage-backed securities | $1,730,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,495 |
| Issued or guaranteed by U.S. | $80,000 | 5,485 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,650,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,650,000 | 669 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $26,320,000 | 3,605 |
| Total debt securities | $26,070,000 | 3,914 |
| 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 | $22,779,000 | 4,238 |
| U.S. Government securities | $1,083,000 | 6,899 |
| U.S. Treasury securities | $1,001,000 | 946 |
| U.S. Government agency obligations | $82,000 | 7,085 |
| Securities issued by states & political subdivisions | $19,170,000 | 1,508 |
| Other domestic debt securities | $2,525,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $1,730,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $795,000 | 1,496 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,000 | 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 | $5,507,000 | 4,098 |
| Mortgage-backed securities | $1,812,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,492 |
| Issued or guaranteed by U.S. | $82,000 | 5,481 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,730,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,730,000 | 692 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $22,779,000 | 3,899 |
| Total debt securities | $22,528,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $22,997,000 | 4,085 |
| U.S. Government securities | $1,086,000 | 6,906 |
| U.S. Treasury securities | $1,000,000 | 951 |
| U.S. Government agency obligations | $86,000 | 7,127 |
| Securities issued by states & political subdivisions | $19,257,000 | 1,475 |
| Other domestic debt securities | $2,653,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $1,858,000 | 748 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $795,000 | 1,507 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,022,000 | 4,193 |
| Mortgage-backed securities | $1,944,000 | 4,790 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,476 |
| Issued or guaranteed by U.S. | $86,000 | 5,465 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,858,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,858,000 | 713 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $22,997,000 | 3,766 |
| Total debt securities | $22,745,000 | 4,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $16,462,000 | 4,786 |
| U.S. Government securities | $590,000 | 7,114 |
| U.S. Treasury securities | $503,000 | 995 |
| U.S. Government agency obligations | $87,000 | 7,206 |
| Securities issued by states & political subdivisions | $13,071,000 | 1,978 |
| Other domestic debt securities | $2,800,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $2,006,000 | 793 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $794,000 | 1,511 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,556,000 | 4,075 |
| Mortgage-backed securities | $2,093,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,507 |
| Issued or guaranteed by U.S. | $87,000 | 5,494 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,006,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,006,000 | 753 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $16,462,000 | 4,378 |
| Total debt securities | $16,211,000 | 4,776 |
| 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 | $15,598,000 | 4,922 |
| U.S. Government securities | $90,000 | 7,388 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $90,000 | 7,294 |
| Securities issued by states & political subdivisions | $12,356,000 | 1,965 |
| Other domestic debt securities | $3,151,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $2,108,000 | 815 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,043,000 | 1,299 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,871,000 | 4,350 |
| Mortgage-backed securities | $2,198,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,557 |
| Issued or guaranteed by U.S. | $90,000 | 5,545 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,108,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,108,000 | 781 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,598,000 | 4,503 |
| Total debt securities | $15,347,000 | 4,913 |
| 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 | $15,366,000 | 4,978 |
| U.S. Government securities | $90,000 | 7,492 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $90,000 | 7,393 |
| Securities issued by states & political subdivisions | $11,889,000 | 2,001 |
| Other domestic debt securities | $3,386,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $2,092,000 | 844 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,294,000 | 1,223 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,661,000 | 4,483 |
| Mortgage-backed securities | $2,182,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,662 |
| Issued or guaranteed by U.S. | $90,000 | 5,649 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,092,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,092,000 | 808 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,366,000 | 4,541 |
| Total debt securities | $15,115,000 | 4,979 |
| 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 | $14,586,000 | 5,086 |
| U.S. Government securities | $92,000 | 7,528 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $92,000 | 7,429 |
| Securities issued by states & political subdivisions | $10,517,000 | 2,166 |
| Other domestic debt securities | $3,976,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $2,203,000 | 858 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,773,000 | 1,121 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,083,000 | 4,674 |
| Mortgage-backed securities | $2,295,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,733 |
| Issued or guaranteed by U.S. | $92,000 | 5,718 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,203,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $2,203,000 | 820 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,586,000 | 4,645 |
| Total debt securities | $14,335,000 | 5,081 |
| 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 | $14,655,000 | 5,108 |
| U.S. Government securities | $97,000 | 7,611 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $97,000 | 7,516 |
| Securities issued by states & political subdivisions | $10,921,000 | 2,126 |
| Other domestic debt securities | $3,636,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $1,888,000 | 969 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,748,000 | 1,199 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,693,000 | 4,483 |
| Mortgage-backed securities | $1,985,000 | 5,095 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,812 |
| Issued or guaranteed by U.S. | $97,000 | 5,794 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,888,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,888,000 | 929 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,655,000 | 4,674 |
| Total debt securities | $14,405,000 | 5,092 |
| 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 | $15,022,000 | 5,046 |
| U.S. Government securities | $26,000 | 7,714 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $26,000 | 7,633 |
| Securities issued by states & political subdivisions | $12,318,000 | 1,920 |
| Other domestic debt securities | $2,677,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $968,000 | 1,209 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,709,000 | 1,225 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,717,000 | 4,841 |
| Mortgage-backed securities | $994,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,861 |
| Issued or guaranteed by U.S. | $26,000 | 6,013 |
| Privately issued | $72,000 | 157 |
| Collaterized mortgage obligations | $896,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $896,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $15,022,000 | 4,601 |
| Total debt securities | $14,771,000 | 5,025 |
| 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 | $12,404,000 | 5,476 |
| U.S. Government securities | $101,000 | 7,747 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $101,000 | 7,665 |
| Securities issued by states & political subdivisions | $11,199,000 | 1,957 |
| Other domestic debt securities | $1,103,000 | 2,270 |
| 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 | $1,103,000 | 1,474 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,000 | 5,790 |
| Mortgage-backed securities | $101,000 | 6,202 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,911 |
| Issued or guaranteed by U.S. | $101,000 | 5,894 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,404,000 | 4,995 |
| Total debt securities | $12,153,000 | 5,475 |
| 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 | $14,748,000 | 5,156 |
| U.S. Government securities | $3,104,000 | 6,938 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,104,000 | 6,841 |
| Securities issued by states & political subdivisions | $10,127,000 | 2,050 |
| Other domestic debt securities | $1,516,000 | 2,011 |
| 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 | $1,516,000 | 1,280 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,414,000 | 4,718 |
| Mortgage-backed securities | $103,000 | 6,223 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,932 |
| Issued or guaranteed by U.S. | $103,000 | 5,913 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,748,000 | 4,645 |
| Total debt securities | $14,497,000 | 5,148 |
| 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 | $15,849,000 | 4,953 |
| U.S. Government securities | $2,999,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,999,000 | 6,911 |
| Securities issued by states & political subdivisions | $12,216,000 | 1,756 |
| Other domestic debt securities | $633,000 | 2,526 |
| 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 | $633,000 | 1,756 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,365,000 | 4,431 |
| Mortgage-backed securities | $109,000 | 6,212 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,926 |
| Issued or guaranteed by U.S. | $109,000 | 5,906 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $15,849,000 | 4,451 |
| Total debt securities | $15,848,000 | 4,912 |
| 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 | $20,367,000 | 4,396 |
| U.S. Government securities | $5,042,000 | 6,430 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,042,000 | 6,345 |
| Securities issued by states & political subdivisions | $14,683,000 | 1,517 |
| Other domestic debt securities | $639,000 | 2,505 |
| 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 | $639,000 | 1,783 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,000 | 1,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,559,000 | 4,658 |
| Mortgage-backed securities | $111,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,937 |
| Issued or guaranteed by U.S. | $111,000 | 5,912 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,367,000 | 3,935 |
| Total debt securities | $20,365,000 | 4,346 |
| 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 | $16,035,000 | 4,961 |
| U.S. Government securities | $7,164,000 | 5,838 |
| U.S. Treasury securities | $2,015,000 | 508 |
| U.S. Government agency obligations | $5,149,000 | 6,327 |
| Securities issued by states & political subdivisions | $7,732,000 | 2,490 |
| Other domestic debt securities | $1,136,000 | 2,090 |
| 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 | $1,136,000 | 1,424 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,000 | 1,897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,700,000 | 4,021 |
| Mortgage-backed securities | $123,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,904 |
| Issued or guaranteed by U.S. | $123,000 | 5,874 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $16,035,000 | 4,464 |
| Total debt securities | $16,032,000 | 4,902 |
| 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 | $21,886,000 | 4,215 |
| U.S. Government securities | $13,606,000 | 4,559 |
| U.S. Treasury securities | $2,018,000 | 555 |
| U.S. Government agency obligations | $11,588,000 | 4,847 |
| Securities issued by states & political subdivisions | $7,022,000 | 2,614 |
| Other domestic debt securities | $1,255,000 | 1,879 |
| 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 | $1,255,000 | 1,291 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,000 | 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 | $3,143,000 | 5,157 |
| Mortgage-backed securities | $133,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,794 |
| Issued or guaranteed by U.S. | $133,000 | 5,773 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $21,886,000 | 3,740 |
| Total debt securities | $21,882,000 | 4,159 |
| 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 | $25,082,000 | 3,885 |
| U.S. Government securities | $18,100,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,100,000 | 3,813 |
| Securities issued by states & political subdivisions | $6,979,000 | 2,578 |
| 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 | $3,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,745,000 | 4,626 |
| Mortgage-backed securities | $157,000 | 6,035 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,706 |
| Issued or guaranteed by U.S. | $157,000 | 5,685 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,082,000 | 3,427 |
| Total debt securities | $25,079,000 | 3,834 |
| 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 | $24,184,000 | 3,956 |
| U.S. Government securities | $18,004,000 | 3,926 |
| U.S. Treasury securities | $6,921,000 | 305 |
| U.S. Government agency obligations | $11,083,000 | 5,060 |
| Securities issued by states & political subdivisions | $6,177,000 | 2,769 |
| 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 | $3,000 | 1,827 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,732,000 | 4,659 |
| Mortgage-backed securities | $187,000 | 6,010 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,678 |
| Issued or guaranteed by U.S. | $187,000 | 5,658 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $24,184,000 | 3,482 |
| Total debt securities | $24,180,000 | 3,905 |
| 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 | $20,314,000 | 4,451 |
| U.S. Government securities | $14,052,000 | 4,586 |
| U.S. Treasury securities | $3,425,000 | 540 |
| U.S. Government agency obligations | $10,627,000 | 5,163 |
| Securities issued by states & political subdivisions | $6,259,000 | 2,755 |
| 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 | $3,000 | 1,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,751,000 | 4,661 |
| Mortgage-backed securities | $206,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $206,000 | 5,664 |
| Issued or guaranteed by U.S. | $206,000 | 5,640 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,314,000 | 3,917 |
| Total debt securities | $20,309,000 | 4,408 |
| 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 | $19,265,000 | 4,650 |
| U.S. Government securities | $12,655,000 | 4,924 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,655,000 | 4,798 |
| Securities issued by states & political subdivisions | $6,263,000 | 2,760 |
| Other domestic debt securities | $302,000 | 2,554 |
| 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 | $302,000 | 1,944 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $45,000 | 1,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,759,000 | 4,662 |
| Mortgage-backed securities | $234,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,624 |
| Issued or guaranteed by U.S. | $234,000 | 5,599 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $19,265,000 | 4,086 |
| Total debt securities | $19,218,000 | 4,615 |
| 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 | $19,933,000 | 4,582 |
| U.S. Government securities | $13,756,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,756,000 | 4,632 |
| Securities issued by states & political subdivisions | $5,830,000 | 2,869 |
| Other domestic debt securities | $302,000 | 2,599 |
| 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 | $302,000 | 1,988 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $45,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,856,000 | 5,429 |
| Mortgage-backed securities | $346,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $346,000 | 5,469 |
| Issued or guaranteed by U.S. | $346,000 | 5,443 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,933,000 | 4,003 |
| Total debt securities | $19,888,000 | 4,545 |
| 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 | $13,325,000 | 5,615 |
| U.S. Government securities | $7,228,000 | 6,203 |
| U.S. Treasury securities | $3,485,000 | 630 |
| U.S. Government agency obligations | $3,743,000 | 7,143 |
| Securities issued by states & political subdivisions | $5,760,000 | 2,856 |
| Other domestic debt securities | $293,000 | 2,650 |
| 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 | $293,000 | 2,060 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $44,000 | 1,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,835,000 | 5,447 |
| Mortgage-backed securities | $385,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $385,000 | 5,449 |
| Issued or guaranteed by U.S. | $385,000 | 5,424 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,325,000 | 4,950 |
| Total debt securities | $13,281,000 | 5,575 |
| 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 | $16,960,000 | 5,061 |
| U.S. Government securities | $10,718,000 | 5,426 |
| U.S. Treasury securities | $6,908,000 | 435 |
| U.S. Government agency obligations | $3,810,000 | 7,166 |
| Securities issued by states & political subdivisions | $5,911,000 | 2,807 |
| Other domestic debt securities | $286,000 | 2,730 |
| 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 | $286,000 | 2,162 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $45,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,878,000 | 5,432 |
| Mortgage-backed securities | $426,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,426 |
| Issued or guaranteed by U.S. | $426,000 | 5,404 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,960,000 | 4,410 |
| Total debt securities | $16,914,000 | 5,007 |
| 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 | $13,380,000 | 5,662 |
| U.S. Government securities | $7,285,000 | 6,262 |
| U.S. Treasury securities | $3,433,000 | 706 |
| U.S. Government agency obligations | $3,852,000 | 7,153 |
| Securities issued by states & political subdivisions | $5,777,000 | 2,851 |
| Other domestic debt securities | $275,000 | 2,821 |
| 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 | $275,000 | 2,282 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $43,000 | 1,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 5,386 |
| Mortgage-backed securities | $461,000 | 5,853 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,423 |
| Issued or guaranteed by U.S. | $461,000 | 5,398 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,380,000 | 4,977 |
| Total debt securities | $13,334,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,089,000 | 6,304 |
| U.S. Government securities | $3,937,000 | 7,309 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,937,000 | 7,169 |
| Securities issued by states & political subdivisions | $5,824,000 | 2,813 |
| Other domestic debt securities | $285,000 | 2,862 |
| 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 | $285,000 | 2,342 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $43,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,111,000 | 5,318 |
| Mortgage-backed securities | $510,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,396 |
| Issued or guaranteed by U.S. | $510,000 | 5,376 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,089,000 | 5,584 |
| Total debt securities | $10,041,000 | 6,251 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,173,000 | 6,334 |
| U.S. Government securities | $3,992,000 | 7,326 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,992,000 | 7,174 |
| Securities issued by states & political subdivisions | $5,856,000 | 2,761 |
| Other domestic debt securities | $281,000 | 2,924 |
| 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 | $281,000 | 2,429 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $44,000 | 1,890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,144,000 | 5,276 |
| Mortgage-backed securities | $550,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,404 |
| Issued or guaranteed by U.S. | $550,000 | 5,378 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,173,000 | 5,602 |
| Total debt securities | $10,129,000 | 6,279 |
| 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 | $9,843,000 | 6,462 |
| U.S. Government securities | $3,999,000 | 7,401 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,999,000 | 7,231 |
| Securities issued by states & political subdivisions | $5,801,000 | 2,793 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $43,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,673,000 | 5,559 |
| Mortgage-backed securities | $615,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $615,000 | 5,414 |
| Issued or guaranteed by U.S. | $615,000 | 5,396 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,843,000 | 5,728 |
| Total debt securities | $9,798,000 | 6,413 |
| 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 | $9,627,000 | 6,542 |
| U.S. Government securities | $4,108,000 | 7,381 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,108,000 | 7,220 |
| Securities issued by states & political subdivisions | $5,475,000 | 2,918 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $44,000 | 1,974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,326,000 | 5,718 |
| Mortgage-backed securities | $665,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $665,000 | 5,401 |
| Issued or guaranteed by U.S. | $665,000 | 5,383 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,627,000 | 5,788 |
| Total debt securities | $9,581,000 | 6,494 |
| 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 | $9,884,000 | 6,526 |
| U.S. Government securities | $4,164,000 | 7,393 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,164,000 | 7,233 |
| Securities issued by states & political subdivisions | $5,676,000 | 2,876 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $44,000 | 2,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,525,000 | 5,634 |
| Mortgage-backed securities | $698,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $698,000 | 5,407 |
| Issued or guaranteed by U.S. | $698,000 | 5,393 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,884,000 | 5,779 |
| Total debt securities | $9,837,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,167,000 | 6,545 |
| U.S. Government securities | $5,204,000 | 7,136 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,204,000 | 6,974 |
| Securities issued by states & political subdivisions | $4,920,000 | 3,098 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $43,000 | 2,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,304,000 | 5,744 |
| Mortgage-backed securities | $800,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $800,000 | 5,386 |
| Issued or guaranteed by U.S. | $800,000 | 5,370 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,167,000 | 5,789 |
| Total debt securities | $10,121,000 | 6,487 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,498,000 | 6,463 |
| U.S. Government securities | $5,373,000 | 7,057 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,373,000 | 6,886 |
| Securities issued by states & political subdivisions | $5,081,000 | 3,057 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $44,000 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,407,000 | 5,663 |
| Mortgage-backed securities | $858,000 | 5,892 |
| Certificates of participation in pools of residential mortgages | $858,000 | 5,381 |
| Issued or guaranteed by U.S. | $858,000 | 5,363 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,498,000 | 5,722 |
| Total debt securities | $10,452,000 | 6,389 |
| 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 | $7,650,000 | 7,146 |
| U.S. Government securities | $2,584,000 | 8,043 |
| U.S. Treasury securities | $1,676,000 | 1,204 |
| U.S. Government agency obligations | $908,000 | 8,468 |
| Securities issued by states & political subdivisions | $5,022,000 | 3,084 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $44,000 | 2,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,364,000 | 5,639 |
| Mortgage-backed securities | $905,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $905,000 | 5,359 |
| Issued or guaranteed by U.S. | $905,000 | 5,337 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,650,000 | 6,339 |
| Total debt securities | $7,602,000 | 7,089 |
| 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 | $7,003,000 | 7,265 |
| U.S. Government securities | $2,222,000 | 8,121 |
| U.S. Treasury securities | $1,217,000 | 1,351 |
| U.S. Government agency obligations | $1,005,000 | 8,423 |
| Securities issued by states & political subdivisions | $4,737,000 | 3,171 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $44,000 | 2,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,458,000 | 5,567 |
| Mortgage-backed securities | $1,002,000 | 5,802 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 5,282 |
| Issued or guaranteed by U.S. | $1,002,000 | 5,258 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,003,000 | 6,454 |
| Total debt securities | $6,956,000 | 7,196 |
| 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 | $7,263,000 | 7,144 |
| U.S. Government securities | $2,334,000 | 8,075 |
| U.S. Treasury securities | $1,246,000 | 1,371 |
| U.S. Government agency obligations | $1,088,000 | 8,386 |
| Securities issued by states & political subdivisions | $4,885,000 | 3,075 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $44,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,562,000 | 5,505 |
| Mortgage-backed securities | $1,086,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 5,264 |
| Issued or guaranteed by U.S. | $1,086,000 | 5,244 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,263,000 | 6,354 |
| Total debt securities | $7,217,000 | 7,061 |
| 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 | $7,499,000 | 7,122 |
| U.S. Government securities | $2,678,000 | 8,009 |
| U.S. Treasury securities | $1,203,000 | 1,398 |
| U.S. Government agency obligations | $1,475,000 | 8,314 |
| Securities issued by states & political subdivisions | $4,776,000 | 3,042 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $45,000 | 2,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,182,000 | 5,213 |
| Mortgage-backed securities | $1,173,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 5,216 |
| Issued or guaranteed by U.S. | $1,173,000 | 5,194 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,499,000 | 6,323 |
| Total debt securities | $7,452,000 | 7,040 |
| 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 | $7,160,000 | 7,244 |
| U.S. Government securities | $2,834,000 | 8,009 |
| U.S. Treasury securities | $1,180,000 | 1,477 |
| U.S. Government agency obligations | $1,654,000 | 8,288 |
| Securities issued by states & political subdivisions | $4,281,000 | 3,190 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $45,000 | 2,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,471,000 | 5,623 |
| Mortgage-backed securities | $1,354,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 5,069 |
| Issued or guaranteed by U.S. | $1,354,000 | 5,051 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,160,000 | 6,411 |
| Total debt securities | $7,114,000 | 7,167 |
| 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 | $6,005,000 | 7,619 |
| U.S. Government securities | $3,023,000 | 8,060 |
| U.S. Treasury securities | $1,065,000 | 1,805 |
| U.S. Government agency obligations | $1,958,000 | 8,319 |
| Securities issued by states & political subdivisions | $2,938,000 | 3,777 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $44,000 | 2,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,000 | 6,363 |
| Mortgage-backed securities | $1,958,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,498 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,005,000 | 6,676 |
| Total debt securities | $5,961,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,260,000 | 8,616 |
| U.S. Government securities | $2,559,000 | 8,773 |
| U.S. Treasury securities | $741,000 | 3,063 |
| U.S. Government agency obligations | $1,818,000 | 8,774 |
| Securities issued by states & political subdivisions | $1,481,000 | 4,855 |
| Other domestic debt securities | $104,000 | 3,568 |
| 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 | $104,000 | 3,107 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 6,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 7,469 |
| Mortgage-backed securities | $1,270,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $1,270,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,270,000 | 4,507 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,260,000 | 7,473 |
| Total debt securities | $4,144,000 | 8,541 |
| 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 | $2,232,000 | 9,557 |
| U.S. Government securities | $965,000 | 9,701 |
| U.S. Treasury securities | $329,000 | 4,841 |
| U.S. Government agency obligations | $636,000 | 9,498 |
| Securities issued by states & political subdivisions | $1,050,000 | 5,561 |
| Other domestic debt securities | $103,000 | 3,494 |
| 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 | $103,000 | 2,956 |
| Foreign debt securities | NA | NA |
| Equity securities | $114,000 | 6,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,000 | 7,862 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,232,000 | 8,337 |
| Total debt securities | $2,118,000 | 9,491 |
| 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 | $2,183,000 | 9,737 |
| U.S. Government securities | $1,348,000 | 9,704 |
| U.S. Treasury securities | $493,000 | 6,156 |
| U.S. Government agency obligations | $855,000 | 9,422 |
| Securities issued by states & political subdivisions | $590,000 | 6,412 |
| Other domestic debt securities | $105,000 | 3,411 |
| 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 | $105,000 | 2,829 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 6,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,183,000 | 8,407 |
| Total debt securities | $2,043,000 | 9,672 |
| 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 | $3,168,000 | 9,915 |
| U.S. Government securities | $1,837,000 | 10,104 |
| U.S. Treasury securities | $586,000 | 7,007 |
| U.S. Government agency obligations | $1,251,000 | 9,539 |
| Securities issued by states & political subdivisions | $692,000 | 6,367 |
| Other domestic debt securities | $253,000 | 2,771 |
| 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 | $253,000 | 2,204 |
| Foreign debt securities | NA | NA |
| Equity securities | $386,000 | 4,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,768,000 | 6,710 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,168,000 | 8,238 |
| Total debt securities | $2,782,000 | 9,957 |
| 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 | $3,817,000 | 10,252 |
| U.S. Government securities | $2,232,000 | 10,498 |
| U.S. Treasury securities | $683,000 | 7,797 |
| U.S. Government agency obligations | $1,549,000 | 9,772 |
| Securities issued by states & political subdivisions | $883,000 | 6,293 |
| Other domestic debt securities | $401,000 | 2,886 |
| 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 | $401,000 | 2,229 |
| Foreign debt securities | NA | NA |
| Equity securities | $301,000 | 4,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,268,000 | 6,486 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,183,000 | 6,154 |
| Available-for-sale securities (fair market value) | $1,634,000 | 9,202 |
| Total debt securities | $3,516,000 | 10,265 |
| 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 | $4,014,000 | 10,618 |
| U.S. Government securities | $2,635,000 | 10,787 |
| U.S. Treasury securities | $1,270,000 | 8,039 |
| U.S. Government agency obligations | $1,365,000 | 10,225 |
| Securities issued by states & political subdivisions | $756,000 | 6,787 |
| Other domestic debt securities | $535,000 | 3,065 |
| 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 | $535,000 | 2,394 |
| Foreign debt securities | NA | NA |
| Equity securities | $88,000 | 6,377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,327,000 | 5,698 |
| Mortgage-backed securities | $351,000 | 8,292 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $351,000 | 5,161 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 4,962 |
| 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) | $1,954,000 | 6,701 |
| Available-for-sale securities (fair market value) | $2,060,000 | 9,369 |
| Total debt securities | $3,926,000 | 10,556 |
| 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 | $3,848,000 | 11,314 |
| U.S. Government securities | $2,664,000 | 11,430 |
| U.S. Treasury securities | $1,520,000 | 8,827 |
| U.S. Government agency obligations | $1,144,000 | 10,721 |
| Securities issued by states & political subdivisions | $664,000 | 7,308 |
| Other domestic debt securities | $437,000 | 3,802 |
| 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 | $437,000 | 3,051 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,000 | 6,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,895,000 | 6,197 |
| Mortgage-backed securities | $332,000 | 8,895 |
| Certificates of participation in pools of residential mortgages | $332,000 | 7,890 |
| Issued or guaranteed by U.S. | $332,000 | 7,864 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,160,000 | 10,638 |
| Available-for-sale securities (fair market value) | $2,688,000 | 8,343 |
| Total debt securities | $3,765,000 | 11,255 |
| 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 | $3,511,000 | 11,940 |
| U.S. Government securities | $2,461,000 | 11,947 |
| U.S. Treasury securities | $1,911,000 | 8,666 |
| U.S. Government agency obligations | $550,000 | 11,619 |
| Securities issued by states & political subdivisions | $571,000 | 7,693 |
| Other domestic debt securities | $366,000 | 4,638 |
| Privately issued residential mortgage-backed securities | $10,000 | 3,331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $356,000 | 3,605 |
| Foreign debt securities | NA | NA |
| Equity securities | $113,000 | 5,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,926,000 | 6,065 |
| Mortgage-backed securities | $361,000 | 9,534 |
| Certificates of participation in pools of residential mortgages | $351,000 | 8,507 |
| Issued or guaranteed by U.S. | $351,000 | 8,450 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,000 | 6,963 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $10,000 | 2,843 |
| 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 | $3,398,000 | 11,879 |
| 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 | $3,674,000 | 12,282 |
| U.S. Government securities | $2,670,000 | 12,293 |
| U.S. Treasury securities | $2,419,000 | 8,234 |
| U.S. Government agency obligations | $251,000 | 12,379 |
| Securities issued by states & political subdivisions | $463,000 | 7,850 |
| Other domestic debt securities | $450,000 | 5,266 |
| Privately issued residential mortgage-backed securities | $69,000 | 3,672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $381,000 | 4,184 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 5,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,622,000 | 6,361 |
| Mortgage-backed securities | $119,000 | 10,711 |
| Certificates of participation in pools of residential mortgages | $50,000 | 10,007 |
| Issued or guaranteed by U.S. | $50,000 | 9,933 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $69,000 | 7,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $69,000 | 3,156 |
| 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 | $3,583,000 | 12,190 |
| 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 |