Home > Montana State Bank > Securities
Montana State Bank, Securities
| 2016-12-31 | Rank | |
| Total securities | $23,842,000 | 3,601 |
| U.S. Government securities | $2,681,000 | 4,936 |
| U.S. Treasury securities | $1,500,000 | 958 |
| U.S. Government agency obligations | $1,181,000 | 5,150 |
| Securities issued by states & political subdivisions | $21,161,000 | 1,800 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,000 | 4,908 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $23,842,000 | 3,310 |
| Total debt securities | $23,842,000 | 3,569 |
| Structured notes | ||
| Amortized cost | $175,000 | 1,077 |
| Fair value | $179,000 | 1,077 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,547,000 | 5,372 |
| U.S. Government securities | $2,707,000 | 4,978 |
| U.S. Treasury securities | $1,511,000 | 841 |
| U.S. Government agency obligations | $1,196,000 | 5,203 |
| Securities issued by states & political subdivisions | $840,000 | 4,551 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,000 | 4,982 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,547,000 | 5,043 |
| Total debt securities | $3,547,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $183,000 | 1,061 |
| Fair value | $188,000 | 1,063 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,578,000 | 5,463 |
| U.S. Government securities | $2,723,000 | 5,090 |
| U.S. Treasury securities | $1,514,000 | 861 |
| U.S. Government agency obligations | $1,209,000 | 5,305 |
| Securities issued by states & political subdivisions | $855,000 | 4,589 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,000 | 5,070 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,578,000 | 5,122 |
| Total debt securities | $3,578,000 | 5,439 |
| Structured notes | ||
| Amortized cost | $191,000 | 1,199 |
| Fair value | $199,000 | 1,198 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,074,000 | 5,582 |
| U.S. Government securities | $2,719,000 | 5,168 |
| U.S. Treasury securities | $1,506,000 | 890 |
| U.S. Government agency obligations | $1,213,000 | 5,392 |
| Securities issued by states & political subdivisions | $355,000 | 4,849 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,000 | 5,122 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,074,000 | 5,229 |
| Total debt securities | $3,074,000 | 5,557 |
| Structured notes | ||
| Amortized cost | $198,000 | 1,380 |
| Fair value | $207,000 | 1,372 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,320,000 | 5,733 |
| U.S. Government securities | $1,963,000 | 5,416 |
| U.S. Treasury securities | $743,000 | 1,159 |
| U.S. Government agency obligations | $1,220,000 | 5,448 |
| Securities issued by states & political subdivisions | $357,000 | 4,883 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,000 | 5,159 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,320,000 | 5,367 |
| Total debt securities | $2,320,000 | 5,708 |
| Structured notes | ||
| Amortized cost | $207,000 | 1,525 |
| Fair value | $218,000 | 1,524 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,466,000 | 5,790 |
| U.S. Government securities | $2,107,000 | 5,473 |
| U.S. Treasury securities | $747,000 | 1,089 |
| U.S. Government agency obligations | $1,360,000 | 5,514 |
| Securities issued by states & political subdivisions | $359,000 | 4,934 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,000 | 5,234 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,466,000 | 5,422 |
| Total debt securities | $2,466,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $337,000 | 1,601 |
| Fair value | $352,000 | 1,595 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,494,000 | 5,865 |
| U.S. Government securities | $2,134,000 | 5,552 |
| U.S. Treasury securities | $745,000 | 1,123 |
| U.S. Government agency obligations | $1,389,000 | 5,592 |
| Securities issued by states & political subdivisions | $360,000 | 4,976 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $623,000 | 5,187 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,494,000 | 5,489 |
| Total debt securities | $2,494,000 | 5,841 |
| Structured notes | ||
| Amortized cost | $365,000 | 1,739 |
| Fair value | $383,000 | 1,735 |
| 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 | $2,296,000 | 5,953 |
| U.S. Government securities | $1,934,000 | 5,681 |
| U.S. Treasury securities | $745,000 | 1,106 |
| U.S. Government agency obligations | $1,189,000 | 5,719 |
| Securities issued by states & political subdivisions | $362,000 | 4,981 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $629,000 | 5,251 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,296,000 | 5,571 |
| Total debt securities | $2,296,000 | 5,931 |
| Structured notes | ||
| Amortized cost | $410,000 | 1,830 |
| Fair value | $431,000 | 1,824 |
| 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 | $2,307,000 | 6,049 |
| U.S. Government securities | $1,944,000 | 5,771 |
| U.S. Treasury securities | $736,000 | 1,139 |
| U.S. Government agency obligations | $1,208,000 | 5,807 |
| Securities issued by states & political subdivisions | $363,000 | 5,066 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $630,000 | 5,326 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,307,000 | 5,666 |
| Total debt securities | $2,307,000 | 6,029 |
| Structured notes | ||
| Amortized cost | $433,000 | 1,919 |
| Fair value | $456,000 | 1,913 |
| 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 | $2,340,000 | 6,130 |
| U.S. Government securities | $1,974,000 | 5,844 |
| U.S. Treasury securities | $734,000 | 1,151 |
| U.S. Government agency obligations | $1,240,000 | 5,895 |
| Securities issued by states & political subdivisions | $366,000 | 5,119 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $637,000 | 5,403 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,340,000 | 5,745 |
| Total debt securities | $2,340,000 | 6,111 |
| Structured notes | ||
| Amortized cost | $461,000 | 2,020 |
| Fair value | $489,000 | 1,963 |
| 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 | $2,500,000 | 6,181 |
| U.S. Government securities | $2,133,000 | 5,880 |
| U.S. Treasury securities | $488,000 | 1,214 |
| U.S. Government agency obligations | $1,645,000 | 5,889 |
| Securities issued by states & political subdivisions | $367,000 | 5,176 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $645,000 | 5,450 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,500,000 | 5,790 |
| Total debt securities | $2,500,000 | 6,159 |
| Structured notes | ||
| Amortized cost | $866,000 | 1,766 |
| Fair value | $892,000 | 1,761 |
| 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 | $2,067,000 | 6,272 |
| U.S. Government securities | $1,698,000 | 6,023 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,698,000 | 5,930 |
| Securities issued by states & political subdivisions | $369,000 | 5,212 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $657,000 | 5,488 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,067,000 | 5,885 |
| Total debt securities | $2,067,000 | 6,250 |
| Structured notes | ||
| Amortized cost | $917,000 | 1,786 |
| Fair value | $950,000 | 1,728 |
| 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 | $1,864,000 | 6,372 |
| U.S. Government securities | $1,496,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,496,000 | 6,025 |
| Securities issued by states & political subdivisions | $368,000 | 5,266 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,000 | 5,658 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,864,000 | 5,982 |
| Total debt securities | $1,864,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $966,000 | 1,767 |
| Fair value | $996,000 | 1,595 |
| 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 | $2,201,000 | 6,411 |
| U.S. Government securities | $1,833,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,833,000 | 6,030 |
| Securities issued by states & political subdivisions | $368,000 | 5,305 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,000 | 5,718 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,201,000 | 6,010 |
| Total debt securities | $2,201,000 | 6,383 |
| Structured notes | ||
| Amortized cost | $1,046,000 | 1,552 |
| Fair value | $1,085,000 | 1,534 |
| 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 | $1,826,000 | 6,475 |
| U.S. Government securities | $1,459,000 | 6,193 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,459,000 | 6,092 |
| Securities issued by states & political subdivisions | $367,000 | 5,305 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,000 | 5,735 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,826,000 | 6,082 |
| Total debt securities | $1,826,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $1,158,000 | 1,503 |
| Fair value | $1,206,000 | 1,487 |
| 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 | $1,945,000 | 6,514 |
| U.S. Government securities | $1,569,000 | 6,223 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,569,000 | 6,116 |
| Securities issued by states & political subdivisions | $376,000 | 5,310 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,000 | 5,685 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,945,000 | 6,126 |
| Total debt securities | $1,945,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $1,264,000 | 1,496 |
| Fair value | $1,314,000 | 1,482 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,636,000 | 6,469 |
| U.S. Government securities | $2,259,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,259,000 | 6,008 |
| Securities issued by states & political subdivisions | $377,000 | 5,353 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,120,000 | 5,518 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,636,000 | 6,062 |
| Total debt securities | $2,636,000 | 6,439 |
| Structured notes | ||
| Amortized cost | $1,529,000 | 1,428 |
| Fair value | $1,585,000 | 1,416 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $3,305,000 | 6,480 |
| U.S. Government securities | $2,926,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,926,000 | 5,986 |
| Securities issued by states & political subdivisions | $379,000 | 5,400 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,139,000 | 4,861 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,305,000 | 6,077 |
| Total debt securities | $3,305,000 | 6,448 |
| Structured notes | ||
| Amortized cost | $2,179,000 | 1,271 |
| Fair value | $2,246,000 | 1,260 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,985,000 | 6,459 |
| U.S. Government securities | $3,606,000 | 6,033 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,606,000 | 5,933 |
| Securities issued by states & political subdivisions | $379,000 | 5,404 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,824,000 | 5,022 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,985,000 | 6,041 |
| Total debt securities | $3,985,000 | 6,432 |
| Structured notes | ||
| Amortized cost | $2,843,000 | 1,300 |
| Fair value | $2,921,000 | 1,288 |
| 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 | $5,616,000 | 6,301 |
| U.S. Government securities | $5,190,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,190,000 | 5,716 |
| Securities issued by states & political subdivisions | $426,000 | 5,364 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,837,000 | 5,053 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $50,000 | 2,641 |
| Available-for-sale securities (fair market value) | $5,566,000 | 5,883 |
| Total debt securities | $5,616,000 | 6,270 |
| Structured notes | ||
| Amortized cost | $4,163,000 | 1,162 |
| Fair value | $4,244,000 | 1,155 |
| 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 | $6,345,000 | 6,217 |
| U.S. Government securities | $5,916,000 | 5,685 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,916,000 | 5,573 |
| Securities issued by states & political subdivisions | $429,000 | 5,365 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,838,000 | 4,832 |
| Mortgage-backed securities | $94,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,438 |
| Issued or guaranteed by U.S. | $94,000 | 5,424 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $50,000 | 2,746 |
| Available-for-sale securities (fair market value) | $6,295,000 | 5,784 |
| Total debt securities | $6,345,000 | 6,185 |
| Structured notes | ||
| Amortized cost | $4,794,000 | 1,053 |
| Fair value | $4,869,000 | 1,042 |
| 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 | $7,489,000 | 6,079 |
| U.S. Government securities | $6,834,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,834,000 | 5,395 |
| Securities issued by states & political subdivisions | $655,000 | 5,147 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,922,000 | 4,819 |
| Mortgage-backed securities | $131,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $131,000 | 5,392 |
| Issued or guaranteed by U.S. | $131,000 | 5,376 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $50,000 | 2,790 |
| Available-for-sale securities (fair market value) | $7,439,000 | 5,641 |
| Total debt securities | $7,489,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $5,387,000 | 975 |
| Fair value | $5,489,000 | 971 |
| 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 | $8,655,000 | 6,015 |
| U.S. Government securities | $8,005,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,005,000 | 5,285 |
| Securities issued by states & political subdivisions | $650,000 | 5,137 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,388,000 | 4,717 |
| Mortgage-backed securities | $169,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,365 |
| Issued or guaranteed by U.S. | $169,000 | 5,353 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $50,000 | 2,839 |
| Available-for-sale securities (fair market value) | $8,605,000 | 5,570 |
| Total debt securities | $8,655,000 | 5,983 |
| Structured notes | ||
| Amortized cost | $5,717,000 | 1,074 |
| Fair value | $5,859,000 | 1,061 |
| 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 | $9,494,000 | 5,879 |
| U.S. Government securities | $8,856,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,856,000 | 5,114 |
| Securities issued by states & political subdivisions | $638,000 | 5,153 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,435,000 | 4,701 |
| Mortgage-backed securities | $207,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,316 |
| Issued or guaranteed by U.S. | $207,000 | 5,303 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $50,000 | 2,857 |
| Available-for-sale securities (fair market value) | $9,444,000 | 5,437 |
| Total debt securities | $9,494,000 | 5,846 |
| Structured notes | ||
| Amortized cost | $6,041,000 | 1,067 |
| Fair value | $6,178,000 | 1,056 |
| 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 | $9,830,000 | 5,731 |
| U.S. Government securities | $9,193,000 | 5,001 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,193,000 | 4,884 |
| Securities issued by states & political subdivisions | $637,000 | 5,174 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,533,000 | 4,668 |
| Mortgage-backed securities | $250,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $250,000 | 5,248 |
| Issued or guaranteed by U.S. | $250,000 | 5,235 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $50,000 | 2,889 |
| Available-for-sale securities (fair market value) | $9,780,000 | 5,296 |
| Total debt securities | $9,830,000 | 5,694 |
| Structured notes | ||
| Amortized cost | $6,567,000 | 917 |
| Fair value | $6,708,000 | 905 |
| 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 | $12,031,000 | 5,380 |
| U.S. Government securities | $11,381,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,381,000 | 4,469 |
| Securities issued by states & political subdivisions | $650,000 | 5,095 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,140,000 | 4,851 |
| Mortgage-backed securities | $290,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,226 |
| Issued or guaranteed by U.S. | $290,000 | 5,215 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $50,000 | 2,964 |
| Available-for-sale securities (fair market value) | $11,981,000 | 4,932 |
| Total debt securities | $12,031,000 | 5,342 |
| Structured notes | ||
| Amortized cost | $6,854,000 | 874 |
| Fair value | $7,076,000 | 849 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,577,000 | 5,171 |
| U.S. Government securities | $12,465,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,465,000 | 4,383 |
| Securities issued by states & political subdivisions | $1,112,000 | 4,774 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,725,000 | 4,710 |
| Mortgage-backed securities | $358,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,216 |
| Issued or guaranteed by U.S. | $358,000 | 5,206 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $145,000 | 2,864 |
| Available-for-sale securities (fair market value) | $13,432,000 | 4,759 |
| Total debt securities | $13,577,000 | 5,136 |
| Structured notes | ||
| Amortized cost | $7,062,000 | 892 |
| Fair value | $7,316,000 | 883 |
| 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 | $15,973,000 | 4,908 |
| U.S. Government securities | $14,860,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,860,000 | 4,067 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,780 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,504,000 | 4,852 |
| Mortgage-backed securities | $412,000 | 5,680 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,286 |
| Issued or guaranteed by U.S. | $412,000 | 5,275 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $395,000 | 2,675 |
| Available-for-sale securities (fair market value) | $15,578,000 | 4,511 |
| Total debt securities | $15,973,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $7,422,000 | 697 |
| Fair value | $7,831,000 | 674 |
| 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 | $16,888,000 | 4,766 |
| U.S. Government securities | $15,544,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,544,000 | 3,957 |
| Securities issued by states & political subdivisions | $1,344,000 | 4,659 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,089,000 | 4,670 |
| Mortgage-backed securities | $458,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,324 |
| Issued or guaranteed by U.S. | $458,000 | 5,310 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $145,000 | 2,975 |
| Available-for-sale securities (fair market value) | $16,743,000 | 4,355 |
| Total debt securities | $16,888,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $8,066,000 | 517 |
| Fair value | $8,442,000 | 492 |
| 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 | $16,171,000 | 4,911 |
| U.S. Government securities | $14,810,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,810,000 | 4,081 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,699 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,050,000 | 4,702 |
| Mortgage-backed securities | $475,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $475,000 | 5,384 |
| Issued or guaranteed by U.S. | $475,000 | 5,367 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $145,000 | 3,054 |
| Available-for-sale securities (fair market value) | $16,026,000 | 4,499 |
| Total debt securities | $16,171,000 | 4,866 |
| Structured notes | ||
| Amortized cost | $5,940,000 | 482 |
| Fair value | $6,102,000 | 450 |
| 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 | $18,008,000 | 4,680 |
| U.S. Government securities | $16,371,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,371,000 | 3,840 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,525 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,201,000 | 4,646 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $235,000 | 3,001 |
| Available-for-sale securities (fair market value) | $17,773,000 | 4,256 |
| Total debt securities | $18,008,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $4,718,000 | 374 |
| Fair value | $4,779,000 | 366 |
| 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 | $19,890,000 | 4,445 |
| U.S. Government securities | $18,245,000 | 3,737 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,245,000 | 3,658 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,449 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,134,000 | 4,755 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $235,000 | 3,032 |
| Available-for-sale securities (fair market value) | $19,655,000 | 4,031 |
| Total debt securities | $19,890,000 | 4,411 |
| Structured notes | ||
| Amortized cost | $4,282,000 | 299 |
| Fair value | $4,288,000 | 298 |
| 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 | $18,617,000 | 4,610 |
| U.S. Government securities | $16,713,000 | 3,995 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,713,000 | 3,922 |
| Securities issued by states & political subdivisions | $1,904,000 | 4,262 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,164,000 | 4,803 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $235,000 | 3,052 |
| Available-for-sale securities (fair market value) | $18,382,000 | 4,165 |
| Total debt securities | $18,617,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $1,681,000 | 744 |
| Fair value | $1,673,000 | 748 |
| 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 | $13,203,000 | 5,328 |
| U.S. Government securities | $11,299,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,299,000 | 4,750 |
| Securities issued by states & political subdivisions | $1,904,000 | 4,269 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,082,000 | 4,824 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $235,000 | 3,072 |
| Available-for-sale securities (fair market value) | $12,968,000 | 4,848 |
| Total debt securities | $13,203,000 | 5,290 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $251,000 | 1,601 |
| 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 | $22,087,000 | 4,189 |
| U.S. Government securities | $20,176,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,176,000 | 3,452 |
| Securities issued by states & political subdivisions | $1,911,000 | 4,283 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,827,000 | 4,916 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $235,000 | 3,084 |
| Available-for-sale securities (fair market value) | $21,852,000 | 3,760 |
| Total debt securities | $22,087,000 | 4,146 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $253,000 | 1,639 |
| 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 | $17,264,000 | 4,779 |
| U.S. Government securities | $15,282,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,282,000 | 4,123 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,254 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,912,000 | 4,863 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $285,000 | 3,077 |
| Available-for-sale securities (fair market value) | $16,979,000 | 4,339 |
| Total debt securities | $17,264,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $743,000 | 1,338 |
| Fair value | $755,000 | 1,327 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,585,000 | 5,743 |
| U.S. Government securities | $9,615,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,615,000 | 5,234 |
| Securities issued by states & political subdivisions | $1,970,000 | 4,288 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,770,000 | 4,933 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $285,000 | 3,120 |
| Available-for-sale securities (fair market value) | $11,300,000 | 5,231 |
| Total debt securities | $11,585,000 | 5,683 |
| Structured notes | ||
| Amortized cost | $1,781,000 | 1,176 |
| Fair value | $1,802,000 | 1,170 |
| 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 | $10,944,000 | 5,907 |
| U.S. Government securities | $9,229,000 | 5,524 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,229,000 | 5,419 |
| Securities issued by states & political subdivisions | $1,715,000 | 4,426 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,691,000 | 4,976 |
| Mortgage-backed securities | $1,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,328 |
| Issued or guaranteed by U.S. | $1,000 | 6,305 |
| 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) | $285,000 | 3,188 |
| Available-for-sale securities (fair market value) | $10,659,000 | 5,357 |
| Total debt securities | $10,945,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $2,160,000 | 1,183 |
| Fair value | $2,177,000 | 1,182 |
| 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 | $10,784,000 | 5,958 |
| U.S. Government securities | $9,074,000 | 5,610 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,074,000 | 5,499 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,433 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,659,000 | 5,020 |
| Mortgage-backed securities | $2,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,333 |
| Issued or guaranteed by U.S. | $2,000 | 6,313 |
| 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) | $285,000 | 3,222 |
| Available-for-sale securities (fair market value) | $10,499,000 | 5,393 |
| Total debt securities | $10,784,000 | 5,903 |
| Structured notes | ||
| Amortized cost | $2,836,000 | 1,075 |
| Fair value | $2,842,000 | 1,065 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,724,000 | 5,980 |
| U.S. Government securities | $8,848,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,848,000 | 5,574 |
| Securities issued by states & political subdivisions | $1,876,000 | 4,349 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,646,000 | 5,043 |
| Mortgage-backed securities | $4,000 | 6,584 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,320 |
| Issued or guaranteed by U.S. | $4,000 | 6,296 |
| 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) | $285,000 | 3,291 |
| Available-for-sale securities (fair market value) | $10,439,000 | 5,399 |
| Total debt securities | $10,724,000 | 5,925 |
| Structured notes | ||
| Amortized cost | $1,848,000 | 1,486 |
| Fair value | $1,854,000 | 1,482 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $10,027,000 | 6,157 |
| U.S. Government securities | $7,853,000 | 5,969 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,853,000 | 5,847 |
| Securities issued by states & political subdivisions | $2,174,000 | 4,210 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,391,000 | 5,166 |
| Mortgage-backed securities | $6,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,309 |
| Issued or guaranteed by U.S. | $6,000 | 6,285 |
| 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) | $285,000 | 3,372 |
| Available-for-sale securities (fair market value) | $9,742,000 | 5,577 |
| Total debt securities | $10,027,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $1,242,000 | 1,870 |
| Fair value | $1,245,000 | 1,851 |
| 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 | $10,583,000 | 6,085 |
| U.S. Government securities | $8,360,000 | 5,922 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,360,000 | 5,803 |
| Securities issued by states & political subdivisions | $2,223,000 | 4,176 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,476,000 | 5,146 |
| Mortgage-backed securities | $8,000 | 6,611 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,332 |
| Issued or guaranteed by U.S. | $8,000 | 6,305 |
| 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) | $285,000 | 3,457 |
| Available-for-sale securities (fair market value) | $10,298,000 | 5,475 |
| Total debt securities | $10,583,000 | 6,028 |
| Structured notes | ||
| Amortized cost | $1,492,000 | 1,854 |
| Fair value | $1,489,000 | 1,799 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,132,000 | 6,423 |
| U.S. Government securities | $6,714,000 | 6,358 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,714,000 | 6,225 |
| Securities issued by states & political subdivisions | $2,418,000 | 4,068 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,000 | 5,172 |
| Mortgage-backed securities | $10,000 | 6,649 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,365 |
| Issued or guaranteed by U.S. | $10,000 | 6,343 |
| 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) | $285,000 | 3,511 |
| Available-for-sale securities (fair market value) | $8,847,000 | 5,785 |
| Total debt securities | $9,132,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 2,029 |
| Fair value | $1,231,000 | 2,010 |
| 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 | $8,915,000 | 6,533 |
| U.S. Government securities | $6,478,000 | 6,498 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,478,000 | 6,360 |
| Securities issued by states & political subdivisions | $2,437,000 | 4,085 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,947,000 | 4,982 |
| Mortgage-backed securities | $13,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,359 |
| Issued or guaranteed by U.S. | $13,000 | 6,338 |
| 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) | $285,000 | 3,571 |
| Available-for-sale securities (fair market value) | $8,630,000 | 5,870 |
| Total debt securities | $8,915,000 | 6,473 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 2,030 |
| Fair value | $1,233,000 | 2,014 |
| 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 | $7,646,000 | 6,849 |
| U.S. Government securities | $5,194,000 | 6,898 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,194,000 | 6,748 |
| Securities issued by states & political subdivisions | $2,452,000 | 4,094 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,942,000 | 4,976 |
| Mortgage-backed securities | $16,000 | 6,711 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,395 |
| Issued or guaranteed by U.S. | $16,000 | 6,376 |
| 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) | $285,000 | 3,638 |
| Available-for-sale securities (fair market value) | $7,361,000 | 6,176 |
| Total debt securities | $7,646,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 2,017 |
| Fair value | $1,233,000 | 2,006 |
| 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 | $7,235,000 | 6,955 |
| U.S. Government securities | $4,717,000 | 7,054 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,717,000 | 6,909 |
| Securities issued by states & political subdivisions | $2,518,000 | 4,060 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,953,000 | 4,971 |
| Mortgage-backed securities | $19,000 | 6,719 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,403 |
| Issued or guaranteed by U.S. | $19,000 | 6,386 |
| 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) | $285,000 | 3,695 |
| Available-for-sale securities (fair market value) | $6,950,000 | 6,255 |
| Total debt securities | $7,235,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $991,000 | 2,160 |
| 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 | $7,273,000 | 6,996 |
| U.S. Government securities | $4,734,000 | 7,093 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,734,000 | 6,946 |
| Securities issued by states & political subdivisions | $2,539,000 | 4,036 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,962,000 | 4,949 |
| Mortgage-backed securities | $23,000 | 6,737 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,425 |
| Issued or guaranteed by U.S. | $23,000 | 6,406 |
| 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) | $285,000 | 3,742 |
| Available-for-sale securities (fair market value) | $6,988,000 | 6,284 |
| Total debt securities | $7,273,000 | 6,939 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $995,000 | 2,144 |
| 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 | $6,995,000 | 7,117 |
| U.S. Government securities | $4,465,000 | 7,247 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,465,000 | 7,078 |
| Securities issued by states & political subdivisions | $2,530,000 | 4,041 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,941,000 | 5,008 |
| Mortgage-backed securities | $27,000 | 6,800 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,482 |
| Issued or guaranteed by U.S. | $27,000 | 6,463 |
| 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) | $285,000 | 3,789 |
| Available-for-sale securities (fair market value) | $6,710,000 | 6,387 |
| Total debt securities | $6,995,000 | 7,064 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $987,000 | 2,146 |
| 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 | $6,581,000 | 7,229 |
| U.S. Government securities | $4,014,000 | 7,420 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,014,000 | 7,256 |
| Securities issued by states & political subdivisions | $2,567,000 | 4,021 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,983,000 | 4,961 |
| Mortgage-backed securities | $32,000 | 6,826 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,492 |
| Issued or guaranteed by U.S. | $32,000 | 6,480 |
| 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) | $285,000 | 3,847 |
| Available-for-sale securities (fair market value) | $6,296,000 | 6,510 |
| Total debt securities | $6,581,000 | 7,162 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $996,000 | 2,089 |
| 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 | $6,933,000 | 7,201 |
| U.S. Government securities | $4,302,000 | 7,359 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,302,000 | 7,197 |
| Securities issued by states & political subdivisions | $2,631,000 | 3,986 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,000 | 6,187 |
| Mortgage-backed securities | $36,000 | 6,847 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,502 |
| Issued or guaranteed by U.S. | $36,000 | 6,489 |
| 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) | $285,000 | 3,913 |
| Available-for-sale securities (fair market value) | $6,648,000 | 6,473 |
| Total debt securities | $6,933,000 | 7,129 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $6,871,000 | 7,305 |
| U.S. Government securities | $4,282,000 | 7,436 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,282,000 | 7,276 |
| Securities issued by states & political subdivisions | $2,589,000 | 4,028 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 6,292 |
| Mortgage-backed securities | $42,000 | 6,890 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,542 |
| Issued or guaranteed by U.S. | $42,000 | 6,530 |
| 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) | $285,000 | 3,958 |
| Available-for-sale securities (fair market value) | $6,586,000 | 6,548 |
| Total debt securities | $6,871,000 | 7,230 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,280 |
| Fair value | $744,000 | 2,285 |
| 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 | $7,150,000 | 7,226 |
| U.S. Government securities | $4,466,000 | 7,344 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,466,000 | 7,189 |
| Securities issued by states & political subdivisions | $2,684,000 | 3,979 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,547,000 | 6,167 |
| Mortgage-backed securities | $49,000 | 6,886 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,528 |
| Issued or guaranteed by U.S. | $49,000 | 6,512 |
| 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) | $285,000 | 4,014 |
| Available-for-sale securities (fair market value) | $6,865,000 | 6,479 |
| Total debt securities | $7,148,000 | 7,136 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $504,000 | 2,211 |
| 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 | $6,135,000 | 7,521 |
| U.S. Government securities | $3,479,000 | 7,723 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,479,000 | 7,545 |
| Securities issued by states & political subdivisions | $2,656,000 | 4,033 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 5,985 |
| Mortgage-backed securities | $56,000 | 6,902 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,555 |
| Issued or guaranteed by U.S. | $56,000 | 6,534 |
| 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) | $285,000 | 4,063 |
| Available-for-sale securities (fair market value) | $5,850,000 | 6,786 |
| Total debt securities | $6,135,000 | 7,444 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $505,000 | 2,056 |
| 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 | $5,723,000 | 7,607 |
| U.S. Government securities | $3,034,000 | 7,812 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,034,000 | 7,625 |
| Securities issued by states & political subdivisions | $2,689,000 | 4,027 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,827,000 | 5,962 |
| Mortgage-backed securities | $90,000 | 6,850 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,494 |
| Issued or guaranteed by U.S. | $90,000 | 6,469 |
| 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) | $285,000 | 4,090 |
| Available-for-sale securities (fair market value) | $5,438,000 | 6,855 |
| Total debt securities | $5,723,000 | 7,518 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $256,000 | 2,062 |
| 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 | $5,583,000 | 7,610 |
| U.S. Government securities | $2,822,000 | 7,906 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,822,000 | 7,730 |
| Securities issued by states & political subdivisions | $2,761,000 | 3,944 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,852,000 | 5,946 |
| Mortgage-backed securities | $102,000 | 6,878 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,488 |
| Issued or guaranteed by U.S. | $102,000 | 6,470 |
| 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) | $285,000 | 4,138 |
| Available-for-sale securities (fair market value) | $5,298,000 | 6,867 |
| Total debt securities | $5,583,000 | 7,511 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $508,000 | 1,616 |
| 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 | $6,287,000 | 7,460 |
| U.S. Government securities | $3,360,000 | 7,747 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,360,000 | 7,555 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,799 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,112,000 | 5,778 |
| Mortgage-backed securities | $128,000 | 6,850 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,439 |
| Issued or guaranteed by U.S. | $126,000 | 6,419 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,000 | 4,379 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 4,141 |
| 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) | $285,000 | 4,203 |
| Available-for-sale securities (fair market value) | $6,002,000 | 6,703 |
| Total debt securities | $6,287,000 | 7,363 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $506,000 | 1,387 |
| 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 | $6,211,000 | 7,474 |
| U.S. Government securities | $3,329,000 | 7,796 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,329,000 | 7,583 |
| Securities issued by states & political subdivisions | $2,882,000 | 3,812 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,000 | 5,795 |
| Mortgage-backed securities | $288,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $149,000 | 6,363 |
| Issued or guaranteed by U.S. | $149,000 | 6,343 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $139,000 | 4,050 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,873 |
| 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) | $285,000 | 4,281 |
| Available-for-sale securities (fair market value) | $5,926,000 | 6,700 |
| Total debt securities | $6,211,000 | 7,396 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $255,000 | 1,427 |
| 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 | $8,654,000 | 6,847 |
| U.S. Government securities | $5,947,000 | 6,857 |
| U.S. Treasury securities | $251,000 | 2,865 |
| U.S. Government agency obligations | $5,696,000 | 6,719 |
| Securities issued by states & political subdivisions | $2,707,000 | 3,911 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,165,000 | 5,243 |
| Mortgage-backed securities | $1,087,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $240,000 | 6,157 |
| Issued or guaranteed by U.S. | $240,000 | 6,134 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $847,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $847,000 | 3,275 |
| 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) | $185,000 | 4,690 |
| Available-for-sale securities (fair market value) | $8,469,000 | 6,012 |
| Total debt securities | $8,654,000 | 6,744 |
| 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 | $14,104,000 | 5,749 |
| U.S. Government securities | $11,376,000 | 5,430 |
| U.S. Treasury securities | $503,000 | 3,318 |
| U.S. Government agency obligations | $10,873,000 | 5,261 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,926 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $86,000 | 6,967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,297,000 | 5,514 |
| Mortgage-backed securities | $2,233,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,738 |
| Issued or guaranteed by U.S. | $345,000 | 5,719 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,888,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 2,215 |
| 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) | $302,000 | 5,142 |
| Available-for-sale securities (fair market value) | $13,802,000 | 4,824 |
| Total debt securities | $14,018,000 | 5,637 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,121,000 | 7,038 |
| U.S. Government securities | $8,110,000 | 6,744 |
| U.S. Treasury securities | $499,000 | 4,557 |
| U.S. Government agency obligations | $7,611,000 | 6,410 |
| Securities issued by states & political subdivisions | $1,937,000 | 4,672 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 7,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,384,000 | 6,099 |
| Mortgage-backed securities | $1,734,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $187,000 | 6,423 |
| Issued or guaranteed by U.S. | $187,000 | 6,406 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,547,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,523 |
| 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) | $322,000 | 5,548 |
| Available-for-sale securities (fair market value) | $9,799,000 | 5,922 |
| Total debt securities | $10,047,000 | 6,938 |
| 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 | $8,429,000 | 7,568 |
| U.S. Government securities | $6,618,000 | 7,292 |
| U.S. Treasury securities | $2,013,000 | 3,941 |
| U.S. Government agency obligations | $4,605,000 | 7,409 |
| Securities issued by states & political subdivisions | $1,440,000 | 5,238 |
| Other domestic debt securities | $297,000 | 3,024 |
| 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 | $297,000 | 2,512 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,926,000 | 5,453 |
| Mortgage-backed securities | $714,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $264,000 | 6,449 |
| Issued or guaranteed by U.S. | $264,000 | 6,429 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $450,000 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 3,706 |
| 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) | $1,284,000 | 5,210 |
| Available-for-sale securities (fair market value) | $7,145,000 | 6,624 |
| Total debt securities | $8,355,000 | 7,456 |
| 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 | $11,475,000 | 6,967 |
| U.S. Government securities | $8,417,000 | 7,082 |
| U.S. Treasury securities | $4,509,000 | 3,425 |
| U.S. Government agency obligations | $3,908,000 | 7,874 |
| Securities issued by states & political subdivisions | $1,728,000 | 4,881 |
| Other domestic debt securities | $1,256,000 | 1,657 |
| 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 | $1,256,000 | 1,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,514,000 | 5,305 |
| Mortgage-backed securities | $915,000 | 6,447 |
| Certificates of participation in pools of residential mortgages | $168,000 | 7,020 |
| Issued or guaranteed by U.S. | $168,000 | 6,997 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $747,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 3,563 |
| 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) | $4,625,000 | 4,307 |
| Available-for-sale securities (fair market value) | $6,850,000 | 6,758 |
| Total debt securities | $11,401,000 | 6,853 |
| 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 | $15,164,000 | 6,367 |
| U.S. Government securities | $12,232,000 | 6,247 |
| U.S. Treasury securities | $6,247,000 | 3,231 |
| U.S. Government agency obligations | $5,985,000 | 7,142 |
| Securities issued by states & political subdivisions | $1,096,000 | 5,933 |
| Other domestic debt securities | $1,762,000 | 1,620 |
| 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 | $1,762,000 | 1,195 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,502,000 | 5,493 |
| Mortgage-backed securities | $1,950,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $909,000 | 5,965 |
| Issued or guaranteed by U.S. | $909,000 | 5,950 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,041,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $1,041,000 | 3,603 |
| 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) | $5,659,000 | 4,411 |
| Available-for-sale securities (fair market value) | $9,505,000 | 6,132 |
| Total debt securities | $15,090,000 | 6,271 |
| 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 | $16,025,000 | 6,429 |
| U.S. Government securities | $11,869,000 | 6,631 |
| U.S. Treasury securities | $5,768,000 | 4,168 |
| U.S. Government agency obligations | $6,101,000 | 7,118 |
| Securities issued by states & political subdivisions | $1,340,000 | 5,783 |
| Other domestic debt securities | $742,000 | 2,807 |
| Privately issued residential mortgage-backed securities | $4,000 | 2,515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $738,000 | 2,194 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,074,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 5,164 |
| Mortgage-backed securities | $2,947,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 5,740 |
| Issued or guaranteed by U.S. | $1,251,000 | 5,709 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,696,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $1,692,000 | 3,527 |
| Privately issued | $4,000 | 2,169 |
| 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) | $6,895,000 | 4,269 |
| Available-for-sale securities (fair market value) | $9,130,000 | 6,414 |
| Total debt securities | $13,951,000 | 6,855 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $493,000 | 3,642 |
| 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 | $16,880,000 | 6,587 |
| U.S. Government securities | $14,488,000 | 6,192 |
| U.S. Treasury securities | $8,933,000 | 3,745 |
| U.S. Government agency obligations | $5,555,000 | 7,395 |
| Securities issued by states & political subdivisions | $1,825,000 | 5,438 |
| Other domestic debt securities | $538,000 | 3,446 |
| Privately issued residential mortgage-backed securities | $37,000 | 2,530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 2,837 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,096,000 | 6,002 |
| Mortgage-backed securities | $3,596,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 6,004 |
| Issued or guaranteed by U.S. | $1,292,000 | 5,977 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,304,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $2,267,000 | 3,295 |
| Privately issued | $37,000 | 2,201 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,203,000 | 6,390 |
| Available-for-sale securities (fair market value) | $8,677,000 | 5,205 |
| Total debt securities | $16,851,000 | 6,497 |
| 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 | $20,221,000 | 6,094 |
| U.S. Government securities | $15,284,000 | 6,188 |
| U.S. Treasury securities | $7,811,000 | 4,268 |
| U.S. Government agency obligations | $7,473,000 | 6,600 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,788 |
| Other domestic debt securities | $1,195,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $183,000 | 2,414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,012,000 | 2,533 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,279,000 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 5,256 |
| Mortgage-backed securities | $4,063,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 5,975 |
| Issued or guaranteed by U.S. | $1,796,000 | 5,923 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,267,000 | 3,847 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 3,769 |
| Privately issued | $183,000 | 2,022 |
| 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 | $18,942,000 | 6,242 |
| 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 | $20,970,000 | 5,922 |
| U.S. Government securities | $12,996,000 | 6,890 |
| U.S. Treasury securities | $8,110,000 | 4,138 |
| U.S. Government agency obligations | $4,886,000 | 8,070 |
| Securities issued by states & political subdivisions | $1,483,000 | 5,723 |
| Other domestic debt securities | $3,462,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $1,297,000 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,165,000 | 1,975 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,029,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,561,000 | 5,470 |
| Mortgage-backed securities | $4,051,000 | 6,006 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 6,340 |
| Issued or guaranteed by U.S. | $1,844,000 | 6,273 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,207,000 | 3,906 |
| CMOs issued by government agencies or sponsored agencies | $910,000 | 4,857 |
| Privately issued | $1,297,000 | 1,236 |
| 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 | $17,941,000 | 6,443 |
| 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 |