Home > Okey-Vernon First National Bank > Securities
Okey-Vernon First National Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $31,710,000 | 3,199 |
| U.S. Government securities | $6,288,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,288,000 | 4,376 |
| Securities issued by states & political subdivisions | $25,422,000 | 1,558 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,669,000 | 3,905 |
| Mortgage-backed securities | $2,220,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 3,658 |
| Issued or guaranteed by U.S. | $2,186,000 | 3,653 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $34,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,028 |
| 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) | $31,710,000 | 558 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $31,710,000 | 3,173 |
| 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 | $34,208,000 | 3,102 |
| U.S. Government securities | $7,488,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,488,000 | 4,303 |
| Securities issued by states & political subdivisions | $26,720,000 | 1,462 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,765,000 | 4,132 |
| Mortgage-backed securities | $2,362,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $2,322,000 | 3,662 |
| Issued or guaranteed by U.S. | $2,322,000 | 3,659 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $40,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,050 |
| 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) | $34,208,000 | 559 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $34,208,000 | 3,081 |
| 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 | $35,655,000 | 3,060 |
| U.S. Government securities | $9,389,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,389,000 | 4,062 |
| Securities issued by states & political subdivisions | $26,266,000 | 1,500 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,579,000 | 4,000 |
| Mortgage-backed securities | $2,491,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 3,649 |
| Issued or guaranteed by U.S. | $2,446,000 | 3,647 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $45,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,076 |
| 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) | $35,655,000 | 554 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $35,655,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $252,000 | 1,467 |
| Fair value | $256,000 | 1,468 |
| 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 | $33,096,000 | 3,228 |
| U.S. Government securities | $8,443,000 | 4,398 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,443,000 | 4,284 |
| Securities issued by states & political subdivisions | $24,653,000 | 1,587 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,581,000 | 4,037 |
| Mortgage-backed securities | $1,898,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 3,889 |
| Issued or guaranteed by U.S. | $1,846,000 | 3,884 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $52,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,116 |
| 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) | $33,096,000 | 572 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $33,096,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $252,000 | 1,649 |
| Fair value | $257,000 | 1,650 |
| 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 | $32,485,000 | 3,335 |
| U.S. Government securities | $8,336,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,336,000 | 4,431 |
| Securities issued by states & political subdivisions | $24,149,000 | 1,582 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,586,000 | 4,088 |
| Mortgage-backed securities | $2,043,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 3,928 |
| Issued or guaranteed by U.S. | $1,982,000 | 3,924 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $61,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,147 |
| 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) | $32,485,000 | 594 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $32,485,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $252,000 | 1,793 |
| Fair value | $254,000 | 1,794 |
| 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 | $32,553,000 | 3,373 |
| U.S. Government securities | $8,272,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,272,000 | 4,517 |
| Securities issued by states & political subdivisions | $24,281,000 | 1,551 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,933,000 | 4,563 |
| Mortgage-backed securities | $2,196,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 3,953 |
| Issued or guaranteed by U.S. | $2,125,000 | 3,948 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $71,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,162 |
| 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) | $32,553,000 | 589 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $32,553,000 | 3,343 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,906 |
| Fair value | $258,000 | 1,908 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $31,582,000 | 3,450 |
| U.S. Government securities | $7,966,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,966,000 | 4,609 |
| Securities issued by states & political subdivisions | $23,616,000 | 1,594 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,021,000 | 4,591 |
| Mortgage-backed securities | $2,061,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,071 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,065 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $80,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,197 |
| 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) | $31,582,000 | 594 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $31,582,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,000 |
| Fair value | $255,000 | 2,002 |
| 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 | $32,409,000 | 3,488 |
| U.S. Government securities | $8,988,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,988,000 | 4,563 |
| Securities issued by states & political subdivisions | $23,421,000 | 1,605 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 4,934 |
| Mortgage-backed securities | $2,266,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $2,175,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,175,000 | 4,087 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $91,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,236 |
| 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) | $32,409,000 | 586 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $32,409,000 | 3,462 |
| Structured notes | ||
| Amortized cost | $251,000 | 2,102 |
| Fair value | $248,000 | 2,123 |
| 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 | $31,239,000 | 3,609 |
| U.S. Government securities | $8,948,000 | 4,751 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,948,000 | 4,638 |
| Securities issued by states & political subdivisions | $22,291,000 | 1,676 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,000 | 4,974 |
| Mortgage-backed securities | $2,478,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,375,000 | 4,091 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $103,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,264 |
| 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) | $31,239,000 | 605 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $31,239,000 | 3,578 |
| 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 | $30,727,000 | 3,660 |
| U.S. Government securities | $8,985,000 | 4,786 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,985,000 | 4,687 |
| Securities issued by states & political subdivisions | $21,742,000 | 1,713 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,012,000 | 5,005 |
| Mortgage-backed securities | $2,647,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 4,080 |
| Issued or guaranteed by U.S. | $2,530,000 | 4,078 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $117,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,284 |
| 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) | $30,727,000 | 597 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $30,727,000 | 3,631 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,224 |
| Fair value | $250,000 | 2,236 |
| 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 | $29,453,000 | 3,741 |
| U.S. Government securities | $8,092,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,092,000 | 4,822 |
| Securities issued by states & political subdivisions | $21,361,000 | 1,741 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,000 | 4,989 |
| Mortgage-backed securities | $3,005,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $2,871,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,871,000 | 4,003 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $134,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,274 |
| 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) | $29,453,000 | 598 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $29,453,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $584,000 | 1,914 |
| Fair value | $594,000 | 1,902 |
| 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 | $30,358,000 | 3,704 |
| U.S. Government securities | $8,971,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,971,000 | 4,719 |
| Securities issued by states & political subdivisions | $21,387,000 | 1,751 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,401,000 | 4,975 |
| Mortgage-backed securities | $2,933,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $2,774,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,774,000 | 4,052 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $159,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,283 |
| 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) | $30,358,000 | 574 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $30,358,000 | 3,672 |
| Structured notes | ||
| Amortized cost | $585,000 | 1,906 |
| Fair value | $596,000 | 1,890 |
| 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 | $28,327,000 | 3,827 |
| U.S. Government securities | $7,945,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,945,000 | 4,859 |
| Securities issued by states & political subdivisions | $20,382,000 | 1,807 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,437,000 | 4,983 |
| Mortgage-backed securities | $2,812,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $2,615,000 | 4,095 |
| Issued or guaranteed by U.S. | $2,615,000 | 4,089 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $197,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,273 |
| 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) | $28,327,000 | 555 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $28,327,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $585,000 | 1,886 |
| Fair value | $597,000 | 1,871 |
| 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 | $27,868,000 | 3,858 |
| U.S. Government securities | $8,820,000 | 4,906 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,820,000 | 4,802 |
| Securities issued by states & political subdivisions | $19,048,000 | 1,897 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,371,000 | 5,055 |
| Mortgage-backed securities | $3,184,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 4,041 |
| Issued or guaranteed by U.S. | $2,940,000 | 4,037 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $244,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,266 |
| 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) | $27,868,000 | 533 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $27,868,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $586,000 | 1,921 |
| Fair value | $602,000 | 1,906 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $27,529,000 | 3,853 |
| U.S. Government securities | $8,822,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,822,000 | 4,785 |
| Securities issued by states & political subdivisions | $18,707,000 | 1,903 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,205,000 | 4,238 |
| Mortgage-backed securities | $3,570,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $3,277,000 | 3,943 |
| Issued or guaranteed by U.S. | $3,277,000 | 3,939 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $293,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 3,280 |
| 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) | $27,529,000 | 539 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $27,529,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $586,000 | 1,965 |
| Fair value | $604,000 | 1,957 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $25,099,000 | 4,065 |
| U.S. Government securities | $8,573,000 | 5,007 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,573,000 | 4,918 |
| Securities issued by states & political subdivisions | $16,526,000 | 2,055 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,841,000 | 5,336 |
| Mortgage-backed securities | $3,963,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $3,617,000 | 4,007 |
| Issued or guaranteed by U.S. | $3,617,000 | 4,004 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $346,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,320 |
| 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) | $25,099,000 | 575 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $25,099,000 | 4,038 |
| Structured notes | ||
| Amortized cost | $987,000 | 1,934 |
| Fair value | $1,004,000 | 1,798 |
| 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 | $27,260,000 | 3,918 |
| U.S. Government securities | $11,007,000 | 4,734 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,007,000 | 4,639 |
| Securities issued by states & political subdivisions | $16,253,000 | 2,032 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,444,000 | 5,159 |
| Mortgage-backed securities | $4,313,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $3,951,000 | 3,954 |
| Issued or guaranteed by U.S. | $3,951,000 | 3,951 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $362,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 3,311 |
| 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) | $27,260,000 | 533 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $27,260,000 | 3,883 |
| Structured notes | ||
| Amortized cost | $1,887,000 | 1,627 |
| Fair value | $1,907,000 | 1,622 |
| 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 | $28,198,000 | 3,861 |
| U.S. Government securities | $12,585,000 | 4,588 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,585,000 | 4,492 |
| Securities issued by states & political subdivisions | $15,613,000 | 2,017 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,776,000 | 5,073 |
| Mortgage-backed securities | $4,635,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 3,881 |
| Issued or guaranteed by U.S. | $4,259,000 | 3,877 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $376,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 3,328 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $28,198,000 | 534 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $28,198,000 | 3,838 |
| Structured notes | ||
| Amortized cost | $1,538,000 | 1,924 |
| Fair value | $1,552,000 | 1,920 |
| 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 | $29,311,000 | 3,728 |
| U.S. Government securities | $13,678,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,678,000 | 4,295 |
| Securities issued by states & political subdivisions | $15,633,000 | 1,981 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,016,000 | 4,771 |
| Mortgage-backed securities | $4,695,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $4,695,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,695,000 | 3,675 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $29,311,000 | 523 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $29,311,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $2,403,000 | 1,568 |
| Fair value | $2,341,000 | 1,583 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $29,375,000 | 3,660 |
| U.S. Government securities | $13,561,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,561,000 | 4,270 |
| Securities issued by states & political subdivisions | $15,814,000 | 1,906 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,113,000 | 4,745 |
| Mortgage-backed securities | $5,061,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $5,061,000 | 3,555 |
| Issued or guaranteed by U.S. | $5,061,000 | 3,547 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $29,375,000 | 514 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $29,375,000 | 3,627 |
| Structured notes | ||
| Amortized cost | $1,903,000 | 1,880 |
| Fair value | $1,846,000 | 1,899 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $29,467,000 | 3,668 |
| U.S. Government securities | $13,576,000 | 4,467 |
| U.S. Treasury securities | $1,500,000 | 814 |
| U.S. Government agency obligations | $12,076,000 | 4,598 |
| Securities issued by states & political subdivisions | $15,891,000 | 1,844 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,217,000 | 4,768 |
| Mortgage-backed securities | $4,922,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $4,922,000 | 3,553 |
| Issued or guaranteed by U.S. | $4,922,000 | 3,541 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $29,467,000 | 511 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $29,467,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $839,000 | 2,654 |
| Fair value | $812,000 | 2,663 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $29,086,000 | 3,696 |
| U.S. Government securities | $11,948,000 | 4,715 |
| U.S. Treasury securities | $1,499,000 | 831 |
| U.S. Government agency obligations | $10,449,000 | 4,821 |
| Securities issued by states & political subdivisions | $17,138,000 | 1,686 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,803,000 | 4,571 |
| Mortgage-backed securities | $4,351,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $4,351,000 | 3,608 |
| Issued or guaranteed by U.S. | $4,351,000 | 3,600 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $29,086,000 | 525 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $29,086,000 | 3,664 |
| Structured notes | ||
| Amortized cost | $1,090,000 | 2,448 |
| Fair value | $1,084,000 | 2,448 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $24,182,000 | 3,988 |
| U.S. Government securities | $8,387,000 | 5,162 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,387,000 | 5,058 |
| Securities issued by states & political subdivisions | $15,795,000 | 1,760 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,950,000 | 4,511 |
| Mortgage-backed securities | $3,541,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $3,541,000 | 3,728 |
| Issued or guaranteed by U.S. | $3,541,000 | 3,716 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $24,182,000 | 575 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $24,182,000 | 3,955 |
| Structured notes | ||
| Amortized cost | $590,000 | 2,706 |
| Fair value | $589,000 | 2,703 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $20,067,000 | 4,349 |
| U.S. Government securities | $5,786,000 | 5,727 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,786,000 | 5,607 |
| Securities issued by states & political subdivisions | $14,281,000 | 1,837 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,974,000 | 5,325 |
| Mortgage-backed securities | $2,821,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 3,940 |
| Issued or guaranteed by U.S. | $2,821,000 | 3,930 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $20,067,000 | 696 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $20,067,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $754,000 | 2,680 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $21,331,000 | 4,244 |
| U.S. Government securities | $6,553,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,553,000 | 5,566 |
| Securities issued by states & political subdivisions | $14,778,000 | 1,707 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,000 | 5,690 |
| Mortgage-backed securities | $3,119,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $3,119,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,119,000 | 3,877 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $21,331,000 | 666 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $21,331,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $751,000 | 2,768 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $18,733,000 | 4,581 |
| U.S. Government securities | $4,121,000 | 6,350 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,121,000 | 6,240 |
| Securities issued by states & political subdivisions | $14,612,000 | 1,708 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,000 | 5,605 |
| Mortgage-backed securities | $2,471,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $2,471,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,471,000 | 4,230 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $18,733,000 | 741 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $18,733,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $249,000 | 2,935 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $18,721,000 | 4,537 |
| U.S. Government securities | $4,312,000 | 6,284 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,312,000 | 6,182 |
| Securities issued by states & political subdivisions | $14,409,000 | 1,714 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,925,000 | 5,510 |
| Mortgage-backed securities | $2,885,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $2,885,000 | 4,177 |
| Issued or guaranteed by U.S. | $2,885,000 | 4,170 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $18,721,000 | 755 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $18,721,000 | 4,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $19,393,000 | 4,516 |
| U.S. Government securities | $4,894,000 | 6,197 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,894,000 | 6,106 |
| Securities issued by states & political subdivisions | $14,499,000 | 1,709 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,370,000 | 4,949 |
| Mortgage-backed securities | $3,113,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $3,113,000 | 4,187 |
| Issued or guaranteed by U.S. | $3,113,000 | 4,179 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $19,393,000 | 770 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $19,393,000 | 4,474 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $19,892,000 | 4,445 |
| U.S. Government securities | $5,437,000 | 6,048 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,437,000 | 5,964 |
| Securities issued by states & political subdivisions | $14,455,000 | 1,662 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,000 | 5,226 |
| Mortgage-backed securities | $3,403,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 4,143 |
| Issued or guaranteed by U.S. | $3,403,000 | 4,130 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $19,892,000 | 754 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $19,892,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,608,000 | 4,251 |
| U.S. Government securities | $6,200,000 | 5,966 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,200,000 | 5,885 |
| Securities issued by states & political subdivisions | $15,408,000 | 1,497 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,755,000 | 5,246 |
| Mortgage-backed securities | $3,813,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $3,813,000 | 4,109 |
| Issued or guaranteed by U.S. | $3,813,000 | 4,098 |
| 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) | $21,608,000 | 710 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $21,608,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $21,527,000 | 4,266 |
| U.S. Government securities | $7,215,000 | 5,797 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,215,000 | 5,717 |
| Securities issued by states & political subdivisions | $14,312,000 | 1,578 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,682,000 | 5,351 |
| Mortgage-backed securities | $4,233,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $4,233,000 | 3,948 |
| Issued or guaranteed by U.S. | $4,233,000 | 3,936 |
| 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) | $21,527,000 | 713 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $21,527,000 | 4,224 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,312,000 | 4,223 |
| U.S. Government securities | $7,148,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,148,000 | 5,707 |
| Securities issued by states & political subdivisions | $14,164,000 | 1,560 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,350,000 | 5,478 |
| Mortgage-backed securities | $4,165,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $4,165,000 | 3,881 |
| Issued or guaranteed by U.S. | $4,165,000 | 3,869 |
| 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) | $21,312,000 | 716 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $21,312,000 | 4,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $21,012,000 | 4,308 |
| U.S. Government securities | $8,067,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,067,000 | 5,499 |
| Securities issued by states & political subdivisions | $12,945,000 | 1,688 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,150,000 | 5,548 |
| Mortgage-backed securities | $4,117,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 3,919 |
| Issued or guaranteed by U.S. | $4,117,000 | 3,904 |
| 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) | $21,012,000 | 710 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $21,012,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $21,531,000 | 4,229 |
| U.S. Government securities | $9,916,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,916,000 | 5,036 |
| Securities issued by states & political subdivisions | $11,615,000 | 1,845 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,150,000 | 5,527 |
| Mortgage-backed securities | $3,718,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,931 |
| 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) | $21,531,000 | 683 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $21,531,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $98,000 | 1,916 |
| Fair value | $99,000 | 1,919 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $21,723,000 | 4,236 |
| U.S. Government securities | $12,071,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,071,000 | 4,768 |
| Securities issued by states & political subdivisions | $9,652,000 | 2,125 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 5,924 |
| Mortgage-backed securities | $3,426,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,426,000 | 3,724 |
| 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) | $21,723,000 | 714 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $21,723,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $206,000 | 2,336 |
| Fair value | $209,000 | 2,337 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,776,000 | 4,516 |
| U.S. Government securities | $10,938,000 | 5,163 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,938,000 | 5,067 |
| Securities issued by states & political subdivisions | $8,838,000 | 2,233 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,099,000 | 5,637 |
| Mortgage-backed securities | $1,195,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,195,000 | 4,646 |
| 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) | $19,776,000 | 797 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $19,776,000 | 4,466 |
| Structured notes | ||
| Amortized cost | $705,000 | 2,067 |
| Fair value | $707,000 | 2,065 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,344,000 | 4,442 |
| U.S. Government securities | $11,690,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,690,000 | 4,937 |
| Securities issued by states & political subdivisions | $8,654,000 | 2,254 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,679 |
| Mortgage-backed securities | $958,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $958,000 | 4,836 |
| Issued or guaranteed by U.S. | $958,000 | 4,822 |
| 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) | $20,344,000 | 777 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $20,344,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $705,000 | 2,161 |
| Fair value | $697,000 | 2,160 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,822,000 | 4,395 |
| U.S. Government securities | $11,407,000 | 5,119 |
| U.S. Treasury securities | $150,000 | 1,378 |
| U.S. Government agency obligations | $11,257,000 | 5,028 |
| Securities issued by states & political subdivisions | $9,415,000 | 2,118 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,688 |
| Mortgage-backed securities | $1,017,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,778 |
| 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) | $20,822,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $20,822,000 | 4,345 |
| Structured notes | ||
| Amortized cost | $1,204,000 | 1,775 |
| Fair value | $1,202,000 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,033,000 | 4,392 |
| U.S. Government securities | $11,917,000 | 5,056 |
| U.S. Treasury securities | $151,000 | 1,424 |
| U.S. Government agency obligations | $11,766,000 | 4,971 |
| Securities issued by states & political subdivisions | $9,116,000 | 2,173 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,706 |
| Mortgage-backed securities | $787,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $787,000 | 4,995 |
| Issued or guaranteed by U.S. | $787,000 | 4,978 |
| 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) | $21,033,000 | 792 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $21,033,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $1,204,000 | 1,878 |
| Fair value | $1,196,000 | 1,878 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $19,889,000 | 4,594 |
| U.S. Government securities | $11,124,000 | 5,268 |
| U.S. Treasury securities | $152,000 | 1,498 |
| U.S. Government agency obligations | $10,972,000 | 5,191 |
| Securities issued by states & political subdivisions | $8,765,000 | 2,214 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,743 |
| Mortgage-backed securities | $683,000 | 5,551 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,107 |
| Issued or guaranteed by U.S. | $683,000 | 5,083 |
| 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) | $19,889,000 | 881 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $19,889,000 | 4,544 |
| Structured notes | ||
| Amortized cost | $1,504,000 | 1,773 |
| Fair value | $1,486,000 | 1,805 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $21,189,000 | 4,408 |
| U.S. Government securities | $12,676,000 | 4,973 |
| U.S. Treasury securities | $652,000 | 1,241 |
| U.S. Government agency obligations | $12,024,000 | 4,976 |
| Securities issued by states & political subdivisions | $8,513,000 | 2,244 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,761 |
| Mortgage-backed securities | $1,685,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 4,374 |
| Issued or guaranteed by U.S. | $1,685,000 | 4,357 |
| 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) | $21,189,000 | 842 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $21,189,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $1,504,000 | 1,836 |
| Fair value | $1,453,000 | 1,910 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $22,709,000 | 4,277 |
| U.S. Government securities | $13,057,000 | 4,933 |
| U.S. Treasury securities | $654,000 | 1,315 |
| U.S. Government agency obligations | $12,403,000 | 4,918 |
| Securities issued by states & political subdivisions | $9,652,000 | 2,005 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,745 |
| Mortgage-backed securities | $1,814,000 | 4,863 |
| Certificates of participation in pools of residential mortgages | $1,814,000 | 4,330 |
| Issued or guaranteed by U.S. | $1,814,000 | 4,314 |
| 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) | $22,709,000 | 813 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $22,709,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $1,504,000 | 1,839 |
| Fair value | $1,466,000 | 1,897 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $23,071,000 | 4,237 |
| U.S. Government securities | $13,475,000 | 4,840 |
| U.S. Treasury securities | $655,000 | 1,324 |
| U.S. Government agency obligations | $12,820,000 | 4,821 |
| Securities issued by states & political subdivisions | $9,596,000 | 2,003 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,764 |
| Mortgage-backed securities | $1,980,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,980,000 | 4,249 |
| Issued or guaranteed by U.S. | $1,980,000 | 4,233 |
| 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) | $23,071,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $23,071,000 | 4,182 |
| Structured notes | ||
| Amortized cost | $1,503,000 | 1,831 |
| Fair value | $1,475,000 | 1,877 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $23,072,000 | 4,215 |
| U.S. Government securities | $13,397,000 | 4,817 |
| U.S. Treasury securities | $656,000 | 1,318 |
| U.S. Government agency obligations | $12,741,000 | 4,810 |
| Securities issued by states & political subdivisions | $9,675,000 | 1,975 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,788 |
| Mortgage-backed securities | $2,148,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,199 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,186 |
| 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) | $23,072,000 | 824 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $23,072,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $1,503,000 | 1,791 |
| Fair value | $1,482,000 | 1,839 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $24,761,000 | 4,064 |
| U.S. Government securities | $14,706,000 | 4,626 |
| U.S. Treasury securities | $657,000 | 1,371 |
| U.S. Government agency obligations | $14,049,000 | 4,591 |
| Securities issued by states & political subdivisions | $10,055,000 | 1,916 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,770 |
| Mortgage-backed securities | $2,897,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 3,914 |
| Issued or guaranteed by U.S. | $2,897,000 | 3,900 |
| 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) | $24,761,000 | 789 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $24,761,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $1,753,000 | 1,714 |
| Fair value | $1,752,000 | 1,712 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $24,642,000 | 4,147 |
| U.S. Government securities | $13,955,000 | 4,817 |
| U.S. Treasury securities | $658,000 | 1,471 |
| U.S. Government agency obligations | $13,297,000 | 4,786 |
| Securities issued by states & political subdivisions | $10,687,000 | 1,811 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 5,396 |
| Mortgage-backed securities | $3,192,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,192,000 | 3,879 |
| 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) | $24,642,000 | 820 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $24,642,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $1,753,000 | 1,686 |
| Fair value | $1,722,000 | 1,689 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $24,655,000 | 4,170 |
| U.S. Government securities | $14,829,000 | 4,675 |
| U.S. Treasury securities | $659,000 | 1,488 |
| U.S. Government agency obligations | $14,170,000 | 4,654 |
| Securities issued by states & political subdivisions | $9,826,000 | 1,968 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,255,000 | 5,289 |
| Mortgage-backed securities | $3,510,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $3,510,000 | 3,811 |
| Issued or guaranteed by U.S. | $3,510,000 | 3,802 |
| 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) | $24,655,000 | 824 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $24,655,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $1,752,000 | 1,651 |
| Fair value | $1,744,000 | 1,652 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $22,346,000 | 4,413 |
| U.S. Government securities | $13,561,000 | 4,912 |
| U.S. Treasury securities | $661,000 | 1,483 |
| U.S. Government agency obligations | $12,900,000 | 4,900 |
| Securities issued by states & political subdivisions | $8,785,000 | 2,154 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,056,000 | 5,388 |
| Mortgage-backed securities | $3,270,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $3,270,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,270,000 | 3,927 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,346,000 | 882 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $22,346,000 | 4,352 |
| Structured notes | ||
| Amortized cost | $1,254,000 | 1,868 |
| Fair value | $1,254,000 | 1,866 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $23,833,000 | 4,315 |
| U.S. Government securities | $14,993,000 | 4,693 |
| U.S. Treasury securities | $661,000 | 1,569 |
| U.S. Government agency obligations | $14,332,000 | 4,668 |
| Securities issued by states & political subdivisions | $8,840,000 | 2,133 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,557,000 | 5,143 |
| Mortgage-backed securities | $3,692,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $3,692,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,692,000 | 3,837 |
| 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) | $23,833,000 | 839 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $23,833,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $1,254,000 | 1,850 |
| Fair value | $1,231,000 | 1,863 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $24,945,000 | 4,159 |
| U.S. Government securities | $14,879,000 | 4,668 |
| U.S. Treasury securities | $663,000 | 1,536 |
| U.S. Government agency obligations | $14,216,000 | 4,663 |
| Securities issued by states & political subdivisions | $10,066,000 | 1,940 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,158,000 | 5,783 |
| Mortgage-backed securities | $4,311,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $4,311,000 | 3,663 |
| Issued or guaranteed by U.S. | $4,311,000 | 3,655 |
| 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) | $24,945,000 | 805 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $24,945,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $1,253,000 | 1,639 |
| Fair value | $1,272,000 | 1,637 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $26,357,000 | 4,063 |
| U.S. Government securities | $16,359,000 | 4,444 |
| U.S. Treasury securities | $961,000 | 1,569 |
| U.S. Government agency obligations | $15,398,000 | 4,468 |
| Securities issued by states & political subdivisions | $9,998,000 | 1,943 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,889 |
| Mortgage-backed securities | $4,836,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $4,836,000 | 3,470 |
| Issued or guaranteed by U.S. | $4,836,000 | 3,459 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,357,000 | 771 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $26,357,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $1,253,000 | 1,527 |
| Fair value | $1,258,000 | 1,525 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $24,076,000 | 4,250 |
| U.S. Government securities | $14,318,000 | 4,667 |
| U.S. Treasury securities | $1,308,000 | 1,330 |
| U.S. Government agency obligations | $13,010,000 | 4,764 |
| Securities issued by states & political subdivisions | $9,758,000 | 1,994 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,000 | 6,165 |
| Mortgage-backed securities | $5,671,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $5,671,000 | 3,240 |
| Issued or guaranteed by U.S. | $5,671,000 | 3,226 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,076,000 | 810 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $24,076,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $255,000 | 2,066 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $25,239,000 | 4,014 |
| U.S. Government securities | $16,045,000 | 4,282 |
| U.S. Treasury securities | $1,817,000 | 1,216 |
| U.S. Government agency obligations | $14,228,000 | 4,496 |
| Securities issued by states & political subdivisions | $9,194,000 | 2,059 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,000 | 6,166 |
| Mortgage-backed securities | $6,072,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $6,072,000 | 3,155 |
| Issued or guaranteed by U.S. | $6,072,000 | 3,142 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,239,000 | 748 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $25,239,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,823 |
| Fair value | $301,000 | 1,837 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $25,926,000 | 3,912 |
| U.S. Government securities | $15,633,000 | 4,414 |
| U.S. Treasury securities | $1,521,000 | 1,320 |
| U.S. Government agency obligations | $14,112,000 | 4,513 |
| Securities issued by states & political subdivisions | $10,293,000 | 1,781 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 6,772 |
| Mortgage-backed securities | $5,410,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $5,410,000 | 3,306 |
| Issued or guaranteed by U.S. | $5,410,000 | 3,295 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,926,000 | 739 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $25,926,000 | 3,831 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,571 |
| Fair value | $303,000 | 1,578 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $23,921,000 | 4,126 |
| U.S. Government securities | $13,634,000 | 4,743 |
| U.S. Treasury securities | $1,509,000 | 1,407 |
| U.S. Government agency obligations | $12,125,000 | 4,881 |
| Securities issued by states & political subdivisions | $10,287,000 | 1,755 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,620 |
| Mortgage-backed securities | $4,943,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $4,943,000 | 3,408 |
| Issued or guaranteed by U.S. | $4,943,000 | 3,394 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,921,000 | 812 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $23,921,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,387 |
| Fair value | $305,000 | 1,395 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $24,855,000 | 3,873 |
| U.S. Government securities | $14,752,000 | 4,426 |
| U.S. Treasury securities | $2,636,000 | 1,185 |
| U.S. Government agency obligations | $12,116,000 | 4,774 |
| Securities issued by states & political subdivisions | $10,103,000 | 1,706 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,335 |
| Mortgage-backed securities | $3,709,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $3,709,000 | 3,580 |
| Issued or guaranteed by U.S. | $3,709,000 | 3,563 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,855,000 | 768 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $24,855,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $23,471,000 | 4,119 |
| U.S. Government securities | $15,909,000 | 4,333 |
| U.S. Treasury securities | $3,949,000 | 1,318 |
| U.S. Government agency obligations | $11,960,000 | 4,956 |
| Securities issued by states & political subdivisions | $7,411,000 | 2,101 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 6,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,183,000 | 6,139 |
| Mortgage-backed securities | $4,083,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $4,083,000 | 2,946 |
| Issued or guaranteed by U.S. | $4,083,000 | 2,929 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,320,000 | 994 |
| Available-for-sale securities (fair market value) | $151,000 | 9,025 |
| Total debt securities | $23,320,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $27,352,000 | 3,868 |
| U.S. Government securities | $21,573,000 | 3,643 |
| U.S. Treasury securities | $7,514,000 | 1,114 |
| U.S. Government agency obligations | $14,059,000 | 4,499 |
| Securities issued by states & political subdivisions | $5,627,000 | 2,715 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 6,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,506,000 | 6,011 |
| Mortgage-backed securities | $4,798,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $4,798,000 | 2,869 |
| Issued or guaranteed by U.S. | $4,798,000 | 2,857 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,200,000 | 974 |
| Available-for-sale securities (fair market value) | $152,000 | 9,286 |
| Total debt securities | $27,200,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $25,895,000 | 4,058 |
| U.S. Government securities | $20,914,000 | 3,773 |
| U.S. Treasury securities | $14,532,000 | 914 |
| U.S. Government agency obligations | $6,382,000 | 6,565 |
| Securities issued by states & political subdivisions | $4,959,000 | 2,982 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,001,000 | 3,886 |
| Mortgage-backed securities | $3,576,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $3,576,000 | 3,529 |
| Issued or guaranteed by U.S. | $3,576,000 | 3,512 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,873,000 | 1,101 |
| Available-for-sale securities (fair market value) | $22,000 | 9,690 |
| Total debt securities | $25,873,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $27,008,000 | 3,966 |
| U.S. Government securities | $23,449,000 | 3,619 |
| U.S. Treasury securities | $21,004,000 | 917 |
| U.S. Government agency obligations | $2,445,000 | 8,766 |
| Securities issued by states & political subdivisions | $3,537,000 | 3,476 |
| 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 | $22,000 | 7,616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,998,000 | 4,071 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,986,000 | 1,301 |
| Available-for-sale securities (fair market value) | $22,000 | 10,058 |
| Total debt securities | $26,986,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $27,676,000 | 4,157 |
| U.S. Government securities | $25,057,000 | 3,722 |
| U.S. Treasury securities | $24,757,000 | 953 |
| U.S. Government agency obligations | $300,000 | 10,581 |
| Securities issued by states & political subdivisions | $2,597,000 | 4,261 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,490,000 | 4,380 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,654,000 | 1,445 |
| Available-for-sale securities (fair market value) | $22,000 | 10,433 |
| Total debt securities | $27,654,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,483,000 | 4,513 |
| U.S. Government securities | $22,711,000 | 4,209 |
| U.S. Treasury securities | $22,311,000 | 1,268 |
| U.S. Government agency obligations | $400,000 | 10,917 |
| Securities issued by states & political subdivisions | $3,750,000 | 3,484 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,497,000 | 4,015 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,461,000 | 1,569 |
| Available-for-sale securities (fair market value) | $22,000 | 10,918 |
| Total debt securities | $26,461,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $24,609,000 | 5,044 |
| U.S. Government securities | $21,331,000 | 4,675 |
| U.S. Treasury securities | $21,331,000 | 1,644 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $3,256,000 | 3,981 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,497,000 | 4,052 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,587,000 | 2,910 |
| Available-for-sale securities (fair market value) | $22,000 | 11,065 |
| Total debt securities | $24,587,000 | 4,957 |
| 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 | $30,577,000 | 4,408 |
| U.S. Government securities | $25,603,000 | 4,155 |
| U.S. Treasury securities | $24,903,000 | 1,513 |
| U.S. Government agency obligations | $700,000 | 11,481 |
| Securities issued by states & political subdivisions | $4,952,000 | 3,034 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,002,000 | 4,103 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,555,000 | 4,295 |
| 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 | $33,307,000 | 4,069 |
| U.S. Government securities | $29,119,000 | 3,665 |
| U.S. Treasury securities | $28,419,000 | 1,322 |
| U.S. Government agency obligations | $700,000 | 11,893 |
| Securities issued by states & political subdivisions | $4,166,000 | 3,205 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,995,000 | 3,212 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $33,285,000 | 3,995 |
| 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 |