Home > New Valley Central Bank > Securities
New Valley Central Bank, Securities
| 2019-06-30 | Rank | |
| Total securities | $428,000 | 5,084 |
| U.S. Government securities | $325,000 | 4,900 |
| U.S. Treasury securities | $318,000 | 1,397 |
| U.S. Government agency obligations | $7,000 | 4,880 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $103,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $7,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,135 |
| Issued or guaranteed by U.S. | $7,000 | 4,068 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $7,000 | 1,841 |
| Available-for-sale securities (fair market value) | $421,000 | 4,826 |
| Total debt securities | $327,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $425,000 | 5,137 |
| U.S. Government securities | $325,000 | 4,948 |
| U.S. Treasury securities | $317,000 | 1,447 |
| U.S. Government agency obligations | $8,000 | 4,939 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $100,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $8,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,170 |
| Issued or guaranteed by U.S. | $8,000 | 4,102 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $8,000 | 1,869 |
| Available-for-sale securities (fair market value) | $417,000 | 4,868 |
| Total debt securities | $328,000 | 5,127 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $420,000 | 5,177 |
| U.S. Government securities | $325,000 | 4,990 |
| U.S. Treasury securities | $316,000 | 1,452 |
| U.S. Government agency obligations | $9,000 | 4,982 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $95,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $9,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,207 |
| Issued or guaranteed by U.S. | $9,000 | 4,152 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $9,000 | 1,914 |
| Available-for-sale securities (fair market value) | $411,000 | 4,911 |
| Total debt securities | $329,000 | 5,168 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $680,000 | 5,223 |
| U.S. Government securities | $486,000 | 5,042 |
| U.S. Treasury securities | $474,000 | 1,415 |
| U.S. Government agency obligations | $12,000 | 5,051 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $194,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $12,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,254 |
| Issued or guaranteed by U.S. | $12,000 | 4,234 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $12,000 | 1,945 |
| Available-for-sale securities (fair market value) | $668,000 | 4,952 |
| Total debt securities | $492,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $550,000 | 5,291 |
| U.S. Government securities | $489,000 | 5,087 |
| U.S. Treasury securities | $474,000 | 1,388 |
| U.S. Government agency obligations | $15,000 | 5,103 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $61,000 | 511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $15,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,291 |
| Issued or guaranteed by U.S. | $15,000 | 4,178 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $15,000 | 1,970 |
| Available-for-sale securities (fair market value) | $535,000 | 5,017 |
| Total debt securities | $496,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $747,000 | 5,333 |
| U.S. Government securities | $648,000 | 5,123 |
| U.S. Treasury securities | $574,000 | 1,264 |
| U.S. Government agency obligations | $74,000 | 5,162 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $99,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $19,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $19,000 | 4,322 |
| Issued or guaranteed by U.S. | $19,000 | 4,315 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $19,000 | 1,998 |
| Available-for-sale securities (fair market value) | $728,000 | 5,056 |
| Total debt securities | $655,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $870,000 | 5,382 |
| U.S. Government securities | $793,000 | 5,140 |
| U.S. Treasury securities | $714,000 | 1,163 |
| U.S. Government agency obligations | $79,000 | 5,221 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $77,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $24,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $24,000 | 4,361 |
| Issued or guaranteed by U.S. | $24,000 | 4,356 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $24,000 | 2,018 |
| Available-for-sale securities (fair market value) | $846,000 | 5,109 |
| Total debt securities | $799,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $867,000 | 5,445 |
| U.S. Government securities | $854,000 | 5,187 |
| U.S. Treasury securities | $717,000 | 1,132 |
| U.S. Government agency obligations | $137,000 | 5,263 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $13,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $27,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $26,000 | 4,415 |
| Issued or guaranteed by U.S. | $26,000 | 4,411 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,988 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $26,000 | 2,072 |
| Available-for-sale securities (fair market value) | $841,000 | 5,162 |
| Total debt securities | $857,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $965,000 | 5,493 |
| U.S. Government securities | $860,000 | 5,235 |
| U.S. Treasury securities | $717,000 | 1,158 |
| U.S. Government agency obligations | $143,000 | 5,313 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $105,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $33,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $30,000 | 4,440 |
| Issued or guaranteed by U.S. | $30,000 | 4,435 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,997 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $30,000 | 2,090 |
| Available-for-sale securities (fair market value) | $935,000 | 5,201 |
| Total debt securities | $863,000 | 5,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $961,000 | 5,561 |
| U.S. Government securities | $923,000 | 5,296 |
| U.S. Treasury securities | $717,000 | 1,200 |
| U.S. Government agency obligations | $206,000 | 5,354 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $38,000 | 885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $41,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $35,000 | 4,491 |
| Issued or guaranteed by U.S. | $35,000 | 4,487 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,032 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $35,000 | 2,122 |
| Available-for-sale securities (fair market value) | $926,000 | 5,257 |
| Total debt securities | $926,000 | 5,544 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $960,000 | 5,615 |
| U.S. Government securities | $931,000 | 5,327 |
| U.S. Treasury securities | $717,000 | 1,175 |
| U.S. Government agency obligations | $214,000 | 5,403 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $29,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $49,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $39,000 | 4,528 |
| Issued or guaranteed by U.S. | $39,000 | 4,523 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,015 |
| 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) | $39,000 | 2,144 |
| Available-for-sale securities (fair market value) | $921,000 | 5,305 |
| Total debt securities | $933,000 | 5,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,012,000 | 5,665 |
| U.S. Government securities | $946,000 | 5,376 |
| U.S. Treasury securities | $724,000 | 1,037 |
| U.S. Government agency obligations | $222,000 | 5,470 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $66,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $57,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $44,000 | 4,558 |
| Issued or guaranteed by U.S. | $44,000 | 4,555 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,038 |
| 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) | $44,000 | 2,166 |
| Available-for-sale securities (fair market value) | $968,000 | 5,352 |
| Total debt securities | $942,000 | 5,652 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,045,000 | 5,729 |
| U.S. Government securities | $1,015,000 | 5,438 |
| U.S. Treasury securities | $783,000 | 1,062 |
| U.S. Government agency obligations | $232,000 | 5,558 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $30,000 | 904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $67,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $49,000 | 4,620 |
| Issued or guaranteed by U.S. | $49,000 | 4,615 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,056 |
| 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) | $49,000 | 2,209 |
| Available-for-sale securities (fair market value) | $996,000 | 5,414 |
| Total debt securities | $1,006,000 | 5,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,037,000 | 5,806 |
| U.S. Government securities | $1,024,000 | 5,518 |
| U.S. Treasury securities | $779,000 | 1,087 |
| U.S. Government agency obligations | $245,000 | 5,623 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $13,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $80,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $58,000 | 4,653 |
| Issued or guaranteed by U.S. | $58,000 | 4,650 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,077 |
| 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) | $58,000 | 2,242 |
| Available-for-sale securities (fair market value) | $979,000 | 5,483 |
| Total debt securities | $1,018,000 | 5,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,030,000 | 5,862 |
| U.S. Government securities | $828,000 | 5,640 |
| U.S. Treasury securities | $571,000 | 1,179 |
| U.S. Government agency obligations | $257,000 | 5,676 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $202,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $92,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $65,000 | 4,682 |
| Issued or guaranteed by U.S. | $65,000 | 4,678 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $27,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,103 |
| 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) | $65,000 | 2,276 |
| Available-for-sale securities (fair market value) | $965,000 | 5,534 |
| Total debt securities | $828,000 | 5,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,028,000 | 5,950 |
| U.S. Government securities | $900,000 | 5,724 |
| U.S. Treasury securities | $632,000 | 1,099 |
| U.S. Government agency obligations | $268,000 | 5,775 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $100,000 | 2,185 |
| 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 | $100,000 | 1,754 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $28,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $103,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $71,000 | 4,725 |
| Issued or guaranteed by U.S. | $71,000 | 4,720 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $32,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,137 |
| 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) | $71,000 | 2,279 |
| Available-for-sale securities (fair market value) | $957,000 | 5,617 |
| Total debt securities | $994,000 | 5,940 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,026,000 | 6,026 |
| U.S. Government securities | $911,000 | 5,801 |
| U.S. Treasury securities | $629,000 | 1,133 |
| U.S. Government agency obligations | $282,000 | 5,851 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $101,000 | 2,209 |
| 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 | $101,000 | 1,776 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $14,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $117,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $78,000 | 4,794 |
| Issued or guaranteed by U.S. | $78,000 | 4,792 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,171 |
| 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) | $78,000 | 2,318 |
| Available-for-sale securities (fair market value) | $948,000 | 5,684 |
| Total debt securities | $1,007,000 | 6,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $948,000 | 6,101 |
| U.S. Government securities | $822,000 | 5,897 |
| U.S. Treasury securities | $526,000 | 1,130 |
| U.S. Government agency obligations | $296,000 | 5,921 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $102,000 | 2,274 |
| 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 | $102,000 | 1,808 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $24,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $131,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $86,000 | 4,844 |
| Issued or guaranteed by U.S. | $86,000 | 4,839 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $45,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,188 |
| 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) | $86,000 | 2,320 |
| Available-for-sale securities (fair market value) | $862,000 | 5,751 |
| Total debt securities | $917,000 | 6,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $944,000 | 6,198 |
| U.S. Government securities | $831,000 | 5,990 |
| U.S. Treasury securities | $524,000 | 1,165 |
| U.S. Government agency obligations | $307,000 | 6,009 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $103,000 | 2,294 |
| 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 | $103,000 | 1,825 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $143,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,914 |
| Issued or guaranteed by U.S. | $92,000 | 4,909 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $51,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,223 |
| 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) | $92,000 | 2,349 |
| Available-for-sale securities (fair market value) | $852,000 | 5,844 |
| Total debt securities | $931,000 | 6,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $938,000 | 6,277 |
| U.S. Government securities | $645,000 | 6,113 |
| U.S. Treasury securities | $321,000 | 1,285 |
| U.S. Government agency obligations | $324,000 | 6,094 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $210,000 | 2,282 |
| 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 | $210,000 | 1,815 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $83,000 | 917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $160,000 | 5,137 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,985 |
| Issued or guaranteed by U.S. | $101,000 | 4,982 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $59,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,268 |
| 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) | $101,000 | 2,376 |
| Available-for-sale securities (fair market value) | $837,000 | 5,928 |
| Total debt securities | $851,000 | 6,263 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $938,000 | 6,346 |
| U.S. Government securities | $560,000 | 6,195 |
| U.S. Treasury securities | $223,000 | 1,287 |
| U.S. Government agency obligations | $337,000 | 6,158 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $364,000 | 2,210 |
| 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 | $364,000 | 1,783 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $14,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $173,000 | 5,177 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,033 |
| Issued or guaranteed by U.S. | $107,000 | 5,030 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $66,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,300 |
| 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) | $107,000 | 2,380 |
| Available-for-sale securities (fair market value) | $831,000 | 5,990 |
| Total debt securities | $918,000 | 6,325 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,104,000 | 6,385 |
| U.S. Government securities | $732,000 | 6,219 |
| U.S. Treasury securities | $324,000 | 1,102 |
| U.S. Government agency obligations | $408,000 | 6,198 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $366,000 | 2,265 |
| 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 | $366,000 | 1,829 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $190,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,080 |
| Issued or guaranteed by U.S. | $115,000 | 5,075 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $75,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,322 |
| 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) | $115,000 | 2,395 |
| Available-for-sale securities (fair market value) | $989,000 | 6,029 |
| Total debt securities | $1,091,000 | 6,362 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,237,000 | 6,441 |
| U.S. Government securities | $750,000 | 6,281 |
| U.S. Treasury securities | $324,000 | 1,036 |
| U.S. Government agency obligations | $426,000 | 6,256 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $469,000 | 2,265 |
| 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 | $469,000 | 1,812 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $18,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $208,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,110 |
| Issued or guaranteed by U.S. | $123,000 | 5,104 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $85,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,314 |
| 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) | $123,000 | 2,414 |
| Available-for-sale securities (fair market value) | $1,114,000 | 6,076 |
| Total debt securities | $1,216,000 | 6,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,330,000 | 6,501 |
| U.S. Government securities | $770,000 | 6,349 |
| U.S. Treasury securities | $326,000 | 1,025 |
| U.S. Government agency obligations | $444,000 | 6,329 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $468,000 | 2,322 |
| 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 | $468,000 | 1,849 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $92,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $227,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,150 |
| Issued or guaranteed by U.S. | $130,000 | 5,144 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $97,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,334 |
| 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) | $130,000 | 2,407 |
| Available-for-sale securities (fair market value) | $1,200,000 | 6,138 |
| Total debt securities | $1,232,000 | 6,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,624,000 | 6,506 |
| U.S. Government securities | $549,000 | 6,416 |
| U.S. Treasury securities | $306,000 | 1,050 |
| U.S. Government agency obligations | $243,000 | 6,413 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $499,000 | 2,349 |
| 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 | $499,000 | 1,858 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $576,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $243,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $137,000 | 5,148 |
| Issued or guaranteed by U.S. | $137,000 | 5,141 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $106,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,344 |
| 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) | $137,000 | 2,351 |
| Available-for-sale securities (fair market value) | $1,487,000 | 6,134 |
| Total debt securities | $1,042,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,620,000 | 6,554 |
| U.S. Government securities | $854,000 | 6,405 |
| U.S. Treasury securities | $592,000 | 962 |
| U.S. Government agency obligations | $262,000 | 6,455 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $635,000 | 2,216 |
| 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 | $635,000 | 1,708 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $131,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $262,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $144,000 | 5,188 |
| Issued or guaranteed by U.S. | $144,000 | 5,184 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $118,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,361 |
| 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) | $144,000 | 2,346 |
| Available-for-sale securities (fair market value) | $1,476,000 | 6,195 |
| Total debt securities | $1,483,000 | 6,541 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,624,000 | 6,610 |
| U.S. Government securities | $881,000 | 6,451 |
| U.S. Treasury securities | $593,000 | 928 |
| U.S. Government agency obligations | $288,000 | 6,514 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $329,000 | 2,460 |
| 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 | $329,000 | 1,900 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $414,000 | 792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $288,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,216 |
| Issued or guaranteed by U.S. | $154,000 | 5,213 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $134,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,399 |
| 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) | $154,000 | 2,362 |
| Available-for-sale securities (fair market value) | $1,470,000 | 6,236 |
| Total debt securities | $1,202,000 | 6,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,620,000 | 6,709 |
| U.S. Government securities | $1,110,000 | 6,484 |
| U.S. Treasury securities | $800,000 | 857 |
| U.S. Government agency obligations | $310,000 | 6,616 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $332,000 | 2,530 |
| 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 | $332,000 | 1,971 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $178,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $310,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $161,000 | 5,317 |
| Issued or guaranteed by U.S. | $161,000 | 5,310 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $149,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,445 |
| 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) | $161,000 | 2,414 |
| Available-for-sale securities (fair market value) | $1,459,000 | 6,329 |
| Total debt securities | $1,434,000 | 6,711 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,617,000 | 6,783 |
| U.S. Government securities | $1,240,000 | 6,535 |
| U.S. Treasury securities | $886,000 | 829 |
| U.S. Government agency obligations | $354,000 | 6,679 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $332,000 | 2,522 |
| 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 | $332,000 | 1,959 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $45,000 | 1,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $354,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,330 |
| Issued or guaranteed by U.S. | $183,000 | 5,321 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $171,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 3,437 |
| 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) | $183,000 | 2,416 |
| Available-for-sale securities (fair market value) | $1,434,000 | 6,396 |
| Total debt securities | $1,567,000 | 6,754 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,609,000 | 6,847 |
| U.S. Government securities | $1,079,000 | 6,651 |
| U.S. Treasury securities | $888,000 | 903 |
| U.S. Government agency obligations | $191,000 | 6,791 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $530,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $195,000 | 989 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $335,000 | 1,952 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $386,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $191,000 | 5,346 |
| Issued or guaranteed by U.S. | $191,000 | 5,339 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $195,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $195,000 | 954 |
| 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) | $191,000 | 2,467 |
| Available-for-sale securities (fair market value) | $1,418,000 | 6,451 |
| Total debt securities | $1,609,000 | 6,813 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,774,000 | 6,868 |
| U.S. Government securities | $1,102,000 | 6,671 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,102,000 | 6,580 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $542,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $542,000 | 1,675 |
| Foreign debt securities | NA | NA |
| Equity securities | $130,000 | 911 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $199,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,319 |
| Issued or guaranteed by U.S. | $199,000 | 5,306 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $196,000 | 2,570 |
| Available-for-sale securities (fair market value) | $1,578,000 | 6,439 |
| Total debt securities | $1,644,000 | 6,853 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $2,287,000 | 6,844 |
| U.S. Government securities | $1,101,000 | 6,752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,101,000 | 6,651 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $767,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $767,000 | 1,549 |
| Foreign debt securities | NA | NA |
| Equity securities | $419,000 | 793 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $207,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,316 |
| Issued or guaranteed by U.S. | $207,000 | 5,300 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $626,000 | 2,268 |
| Available-for-sale securities (fair market value) | $1,661,000 | 6,503 |
| Total debt securities | $1,868,000 | 6,890 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $694,000 | 7,172 |
| U.S. Government securities | $223,000 | 7,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $223,000 | 6,982 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $265,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,000 | 1,823 |
| Foreign debt securities | NA | NA |
| Equity securities | $206,000 | 904 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $223,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $223,000 | 5,314 |
| Issued or guaranteed by U.S. | $223,000 | 5,300 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $429,000 | 2,431 |
| Available-for-sale securities (fair market value) | $265,000 | 6,783 |
| Total debt securities | $488,000 | 7,182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $690,000 | 7,219 |
| U.S. Government securities | $236,000 | 7,126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $236,000 | 7,030 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $289,000 | 2,526 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $289,000 | 1,849 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 939 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $236,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,289 |
| Issued or guaranteed by U.S. | $236,000 | 5,278 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $401,000 | 2,458 |
| Available-for-sale securities (fair market value) | $289,000 | 6,832 |
| Total debt securities | $525,000 | 7,219 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $1,224,000 | 7,187 |
| U.S. Government securities | $245,000 | 7,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $245,000 | 7,060 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $327,000 | 2,645 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $327,000 | 1,833 |
| Foreign debt securities | NA | NA |
| Equity securities | $652,000 | 688 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $245,000 | 5,619 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,255 |
| Issued or guaranteed by U.S. | $245,000 | 5,242 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $923,000 | 2,213 |
| Available-for-sale securities (fair market value) | $301,000 | 6,867 |
| Total debt securities | $572,000 | 7,268 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,215,000 | 7,252 |
| U.S. Government securities | $622,000 | 7,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $622,000 | 6,998 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,000 | 1,062 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $254,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $254,000 | 5,262 |
| Issued or guaranteed by U.S. | $254,000 | 5,251 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $383,000 | 2,559 |
| Available-for-sale securities (fair market value) | $832,000 | 6,816 |
| Total debt securities | $1,122,000 | 7,230 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,638,000 | 7,261 |
| U.S. Government securities | $769,000 | 7,167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $769,000 | 7,067 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $499,000 | 2,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 1,698 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 898 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $264,000 | 5,689 |
| Certificates of participation in pools of residential mortgages | $264,000 | 5,310 |
| Issued or guaranteed by U.S. | $264,000 | 5,299 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $634,000 | 2,454 |
| Available-for-sale securities (fair market value) | $1,004,000 | 6,856 |
| Total debt securities | $1,268,000 | 7,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,624,000 | 7,339 |
| U.S. Government securities | $908,000 | 7,239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $908,000 | 7,132 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $497,000 | 2,643 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 1,714 |
| Foreign debt securities | NA | NA |
| Equity securities | $219,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $272,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,424 |
| Issued or guaranteed by U.S. | $272,000 | 5,413 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $491,000 | 2,598 |
| Available-for-sale securities (fair market value) | $1,133,000 | 6,906 |
| Total debt securities | $1,405,000 | 7,353 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,613,000 | 7,384 |
| U.S. Government securities | $1,003,000 | 7,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,003,000 | 7,120 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $506,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $506,000 | 1,703 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $280,000 | 5,829 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,474 |
| Issued or guaranteed by U.S. | $280,000 | 5,461 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $384,000 | 2,739 |
| Available-for-sale securities (fair market value) | $1,229,000 | 6,924 |
| Total debt securities | $1,509,000 | 7,371 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,175,000 | 7,350 |
| U.S. Government securities | $1,044,000 | 7,278 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,044,000 | 7,183 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $509,000 | 2,752 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,000 | 1,789 |
| Foreign debt securities | NA | NA |
| Equity securities | $622,000 | 841 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $291,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,542 |
| Issued or guaranteed by U.S. | $291,000 | 5,526 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $956,000 | 2,481 |
| Available-for-sale securities (fair market value) | $1,219,000 | 6,991 |
| Total debt securities | $1,553,000 | 7,435 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,143,000 | 7,397 |
| U.S. Government securities | $1,080,000 | 7,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,080,000 | 7,239 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $999,000 | 2,450 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,542 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $301,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $301,000 | 5,602 |
| Issued or guaranteed by U.S. | $301,000 | 5,584 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $398,000 | 2,838 |
| Available-for-sale securities (fair market value) | $1,745,000 | 6,943 |
| Total debt securities | $2,079,000 | 7,372 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,660,000 | 7,361 |
| U.S. Government securities | $1,560,000 | 7,287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,560,000 | 7,204 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $998,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 1,559 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 1,253 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $311,000 | 5,988 |
| Certificates of participation in pools of residential mortgages | $311,000 | 5,649 |
| Issued or guaranteed by U.S. | $311,000 | 5,632 |
| 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) | $2,660,000 | 2,011 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $2,558,000 | 7,337 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $2,630,000 | 7,449 |
| U.S. Government securities | $1,562,000 | 7,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,562,000 | 7,289 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $998,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 1,527 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 1,310 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $321,000 | 5,987 |
| Certificates of participation in pools of residential mortgages | $321,000 | 5,639 |
| Issued or guaranteed by U.S. | $321,000 | 5,620 |
| 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) | $2,630,000 | 2,030 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $2,560,000 | 7,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $2,977,000 | 7,406 |
| U.S. Government securities | $1,571,000 | 7,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,571,000 | 7,333 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $998,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 1,489 |
| Foreign debt securities | NA | NA |
| Equity securities | $408,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $330,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $330,000 | 5,627 |
| Issued or guaranteed by U.S. | $330,000 | 5,610 |
| 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) | $2,977,000 | 1,974 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,569,000 | 7,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $2,944,000 | 7,480 |
| U.S. Government securities | $339,000 | 7,837 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $339,000 | 7,759 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,251,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,251,000 | 1,119 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 1,382 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $339,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,630 |
| Issued or guaranteed by U.S. | $339,000 | 5,606 |
| 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) | $2,944,000 | 1,984 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $2,590,000 | 7,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $3,135,000 | 7,445 |
| U.S. Government securities | $1,636,000 | 7,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,636,000 | 7,397 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,496,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,496,000 | 1,306 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,897 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $393,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,571 |
| Issued or guaranteed by U.S. | $393,000 | 5,541 |
| 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) | $3,135,000 | 1,958 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $3,132,000 | 7,388 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $3,422,000 | 7,472 |
| U.S. Government securities | $1,793,000 | 7,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,793,000 | 7,453 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,494,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,494,000 | 1,225 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $402,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,425 |
| Issued or guaranteed by U.S. | $402,000 | 5,404 |
| 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) | $3,422,000 | 1,973 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $3,287,000 | 7,443 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $3,373,000 | 7,513 |
| U.S. Government securities | $1,836,000 | 7,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,836,000 | 7,505 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,494,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,494,000 | 1,199 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 1,637 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $445,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,307 |
| Issued or guaranteed by U.S. | $445,000 | 5,288 |
| 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) | $3,373,000 | 2,012 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $3,330,000 | 7,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,342,000 | 7,574 |
| U.S. Government securities | $1,848,000 | 7,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,848,000 | 7,543 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,492,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,492,000 | 1,161 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $457,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,303 |
| Issued or guaranteed by U.S. | $457,000 | 5,285 |
| 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) | $3,342,000 | 2,054 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $3,340,000 | 7,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,511,000 | 7,576 |
| U.S. Government securities | $1,868,000 | 7,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,868,000 | 7,572 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,491,000 | 1,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,491,000 | 1,189 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 1,537 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $477,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,288 |
| Issued or guaranteed by U.S. | $477,000 | 5,266 |
| 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) | $3,511,000 | 2,058 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $3,359,000 | 7,572 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $3,479,000 | 7,607 |
| U.S. Government securities | $1,888,000 | 7,742 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,888,000 | 7,620 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,488,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,488,000 | 1,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 1,632 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $495,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,269 |
| Issued or guaranteed by U.S. | $495,000 | 5,249 |
| 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) | $3,479,000 | 2,088 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $3,376,000 | 7,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $3,431,000 | 7,705 |
| U.S. Government securities | $1,898,000 | 7,817 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,898,000 | 7,688 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,488,000 | 1,715 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,488,000 | 1,217 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 1,780 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $505,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,263 |
| Issued or guaranteed by U.S. | $505,000 | 5,239 |
| 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) | $3,431,000 | 2,154 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $3,386,000 | 7,664 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $3,518,000 | 7,713 |
| U.S. Government securities | $1,925,000 | 7,865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,925,000 | 7,736 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,488,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,488,000 | 1,240 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $532,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,266 |
| Issued or guaranteed by U.S. | $532,000 | 5,244 |
| 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) | $3,518,000 | 2,149 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $3,413,000 | 7,711 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $3,468,000 | 7,791 |
| U.S. Government securities | $1,943,000 | 7,904 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,943,000 | 7,774 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,486,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,486,000 | 1,303 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,000 | 1,859 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $550,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,277 |
| Issued or guaranteed by U.S. | $550,000 | 5,259 |
| 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) | $3,468,000 | 2,207 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,429,000 | 7,761 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $4,442,000 | 7,578 |
| U.S. Government securities | $2,957,000 | 7,617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,957,000 | 7,481 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,481,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,481,000 | 1,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,022 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $568,000 | 5,741 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,298 |
| Issued or guaranteed by U.S. | $568,000 | 5,278 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,442,000 | 2,050 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $4,438,000 | 7,526 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $4,810,000 | 7,530 |
| U.S. Government securities | $2,973,000 | 7,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,973,000 | 7,497 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,481,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,481,000 | 1,427 |
| Foreign debt securities | NA | NA |
| Equity securities | $356,000 | 1,496 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $583,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,315 |
| Issued or guaranteed by U.S. | $583,000 | 5,296 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,810,000 | 1,996 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $4,454,000 | 7,569 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $4,270,000 | 7,708 |
| U.S. Government securities | $2,494,000 | 7,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,494,000 | 7,674 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,481,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,481,000 | 1,499 |
| Foreign debt securities | NA | NA |
| Equity securities | $295,000 | 1,559 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $602,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $602,000 | 5,352 |
| Issued or guaranteed by U.S. | $602,000 | 5,328 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,270,000 | 2,128 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $3,975,000 | 7,721 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $4,224,000 | 7,789 |
| U.S. Government securities | $2,523,000 | 7,864 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,523,000 | 7,708 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,481,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,481,000 | 1,578 |
| Foreign debt securities | NA | NA |
| Equity securities | $220,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $632,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,399 |
| Issued or guaranteed by U.S. | $632,000 | 5,382 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,224,000 | 2,164 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $4,004,000 | 7,782 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,931,000 | 8,160 |
| U.S. Government securities | $2,448,000 | 7,923 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,448,000 | 7,775 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $483,000 | 1,500 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $663,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,403 |
| Issued or guaranteed by U.S. | $663,000 | 5,385 |
| 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) | $2,931,000 | 2,484 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $2,448,000 | 8,208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,906,000 | 8,209 |
| U.S. Government securities | $1,638,000 | 8,221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,638,000 | 8,086 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $658,000 | 2,606 |
| Privately issued residential mortgage-backed securities | $658,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $610,000 | 1,408 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $686,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,566 |
| Issued or guaranteed by U.S. | $28,000 | 6,552 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $658,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $658,000 | 722 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,906,000 | 2,511 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,296,000 | 8,277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,884,000 | 8,287 |
| U.S. Government securities | $2,511,000 | 8,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,511,000 | 7,857 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $373,000 | 1,631 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $778,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $778,000 | 5,406 |
| Issued or guaranteed by U.S. | $778,000 | 5,390 |
| 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) | $2,884,000 | 2,543 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $2,511,000 | 8,312 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,679,000 | 8,310 |
| U.S. Government securities | $2,233,000 | 8,065 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,233,000 | 7,907 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $446,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $833,000 | 5,906 |
| Certificates of participation in pools of residential mortgages | $833,000 | 5,393 |
| Issued or guaranteed by U.S. | $833,000 | 5,375 |
| 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) | $2,679,000 | 2,571 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $2,233,000 | 8,352 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,648,000 | 8,384 |
| U.S. Government securities | $2,360,000 | 8,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,360,000 | 7,937 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $288,000 | 1,756 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $867,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $867,000 | 5,388 |
| Issued or guaranteed by U.S. | $867,000 | 5,366 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,648,000 | 2,625 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,360,000 | 8,385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $2,628,000 | 8,400 |
| U.S. Government securities | $2,520,000 | 8,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,520,000 | 7,848 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $108,000 | 2,032 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,027,000 | 5,774 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 5,260 |
| Issued or guaranteed by U.S. | $1,027,000 | 5,236 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,628,000 | 2,668 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,520,000 | 8,347 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $2,560,000 | 8,440 |
| U.S. Government securities | $2,075,000 | 8,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,075,000 | 7,999 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $485,000 | 1,679 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,082,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 5,269 |
| Issued or guaranteed by U.S. | $1,082,000 | 5,249 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,560,000 | 2,704 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,075,000 | 8,480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $2,541,000 | 8,504 |
| U.S. Government securities | $2,211,000 | 8,200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,211,000 | 8,028 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $330,000 | 1,784 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,219,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $1,219,000 | 5,175 |
| Issued or guaranteed by U.S. | $1,219,000 | 5,157 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,541,000 | 2,742 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,211,000 | 8,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $2,516,000 | 8,553 |
| U.S. Government securities | $2,270,000 | 8,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,270,000 | 8,027 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $246,000 | 1,883 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,278,000 | 5,735 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 5,131 |
| Issued or guaranteed by U.S. | $1,278,000 | 5,112 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,516,000 | 2,823 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,270,000 | 8,531 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $3,058,000 | 8,549 |
| U.S. Government securities | $77,000 | 9,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $77,000 | 9,122 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,670,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $1,670,000 | 667 |
| 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 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,311,000 | 1,207 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,747,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,671 |
| Issued or guaranteed by U.S. | $77,000 | 6,560 |
| Privately issued | $1,670,000 | 118 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,058,000 | 2,770 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,747,000 | 8,861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $2,917,000 | 9,030 |
| U.S. Government securities | $106,000 | 9,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $106,000 | 9,407 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,029,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $2,029,000 | 566 |
| 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 | $782,000 | 2,954 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,135,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 3,871 |
| Issued or guaranteed by U.S. | $106,000 | 6,352 |
| Privately issued | $2,029,000 | 111 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,917,000 | 3,461 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,135,000 | 9,125 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,447,000 | 8,868 |
| U.S. Government securities | $129,000 | 9,923 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $129,000 | 9,701 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,429,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $2,429,000 | 551 |
| 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 | $1,889,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,558,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $2,558,000 | 3,842 |
| Issued or guaranteed by U.S. | $129,000 | 6,599 |
| Privately issued | $2,429,000 | 102 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,447,000 | 3,246 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $2,558,000 | 9,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,179,000 | 8,706 |
| U.S. Government securities | $170,000 | 10,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $170,000 | 9,792 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,078,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $3,078,000 | 464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,931,000 | 1,559 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,248,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $3,248,000 | 3,687 |
| Issued or guaranteed by U.S. | $170,000 | 6,713 |
| Privately issued | $3,078,000 | 116 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,179,000 | 3,365 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $3,248,000 | 9,270 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,069,000 | 9,575 |
| U.S. Government securities | $4,054,000 | 9,041 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,054,000 | 7,780 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,054,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $4,054,000 | 3,258 |
| Issued or guaranteed by U.S. | $4,054,000 | 3,244 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,069,000 | 4,525 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $4,054,000 | 9,472 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,261,000 | 9,667 |
| U.S. Government securities | $4,846,000 | 9,242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,846,000 | 7,738 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $400,000 | 2,890 |
| 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 | $400,000 | 2,234 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,870 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,846,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $4,846,000 | 3,260 |
| Issued or guaranteed by U.S. | $4,846,000 | 3,240 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,261,000 | 4,573 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,246,000 | 9,559 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,863,000 | 7,978 |
| U.S. Government securities | $8,321,000 | 8,026 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $8,321,000 | 6,126 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,440,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,440,000 | 1,246 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-102,000 | 1,090 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,571,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $5,571,000 | 3,105 |
| Issued or guaranteed by U.S. | $5,571,000 | 3,079 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,863,000 | 3,202 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $10,761,000 | 7,879 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,232,000 | 9,038 |
| U.S. Government securities | $5,574,000 | 9,858 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $5,574,000 | 7,386 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $3,658,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,658,000 | 1,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,574,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $5,574,000 | 3,192 |
| Issued or guaranteed by U.S. | $5,574,000 | 3,177 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,232,000 | 5,982 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,232,000 | 8,933 |
| 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 | $9,850,000 | 9,147 |
| U.S. Government securities | $5,635,000 | 10,144 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,635,000 | 7,505 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $4,215,000 | 1,548 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,215,000 | 1,167 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,635,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 3,517 |
| Issued or guaranteed by U.S. | $5,635,000 | 3,481 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,850,000 | 9,012 |
| 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 | $10,439,000 | 8,970 |
| U.S. Government securities | $3,829,000 | 11,572 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,829,000 | 8,850 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $6,610,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,610,000 | 961 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,829,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $3,829,000 | 4,556 |
| Issued or guaranteed by U.S. | $3,829,000 | 4,502 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,439,000 | 8,835 |
| 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 |