Home > Ossian State Bank > Securities
Ossian State Bank, Securities
| 2021-03-31 | Rank | |
| Total securities | $31,804,000 | 3,039 |
| U.S. Government securities | $27,473,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $27,473,000 | 2,164 |
| Securities issued by states & political subdivisions | $2,335,000 | 3,597 |
| Other domestic debt securities | $995,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $995,000 | 1,414 |
| Foreign debt securities | $1,000,000 | 181 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,240,000 | 3,817 |
| Mortgage-backed securities | $20,850,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $10,563,000 | 2,158 |
| Issued or guaranteed by U.S. | $10,563,000 | 2,094 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,785,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $9,785,000 | 1,077 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $502,000 | 1,841 |
| Commercial mortgage pass-through securities | $502,000 | 1,383 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $25,280,000 | 449 |
| Available-for-sale securities (fair market value) | $6,523,000 | 4,070 |
| Total debt securities | $31,803,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $1,570,000 | 309 |
| Fair value | $1,566,000 | 309 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $26,171,000 | 3,129 |
| U.S. Government securities | $21,680,000 | 2,448 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $21,680,000 | 2,323 |
| Securities issued by states & political subdivisions | $2,490,000 | 3,573 |
| Other domestic debt securities | $1,000,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,000,000 | 1,334 |
| Foreign debt securities | $1,000,000 | 177 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,000 | 3,805 |
| Mortgage-backed securities | $19,943,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $8,073,000 | 2,288 |
| Issued or guaranteed by U.S. | $8,073,000 | 2,226 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $11,368,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $11,368,000 | 1,009 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $502,000 | 1,811 |
| Commercial mortgage pass-through securities | $502,000 | 1,342 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $22,417,000 | 452 |
| Available-for-sale securities (fair market value) | $3,753,000 | 4,240 |
| Total debt securities | $26,169,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $1,574,000 | 165 |
| Fair value | $1,575,000 | 165 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $20,969,000 | 3,301 |
| U.S. Government securities | $16,441,000 | 2,705 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,441,000 | 2,575 |
| Securities issued by states & political subdivisions | $2,490,000 | 3,514 |
| Other domestic debt securities | $1,037,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,037,000 | 1,261 |
| Foreign debt securities | $1,000,000 | 180 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,418,000 | 3,809 |
| Mortgage-backed securities | $15,698,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $3,778,000 | 2,859 |
| Issued or guaranteed by U.S. | $3,778,000 | 2,776 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,418,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $11,418,000 | 1,023 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $502,000 | 1,796 |
| Commercial mortgage pass-through securities | $502,000 | 1,328 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $17,496,000 | 501 |
| Available-for-sale securities (fair market value) | $3,472,000 | 4,265 |
| Total debt securities | $20,969,000 | 3,280 |
| Structured notes | ||
| Amortized cost | $1,579,000 | 158 |
| Fair value | $1,617,000 | 158 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $18,381,000 | 3,410 |
| U.S. Government securities | $13,463,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,463,000 | 2,823 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,422 |
| Other domestic debt securities | $1,012,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,012,000 | 1,233 |
| Foreign debt securities | $1,000,000 | 182 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,060,000 | 3,691 |
| Mortgage-backed securities | $12,102,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $1,367,000 | 3,409 |
| Issued or guaranteed by U.S. | $1,367,000 | 3,315 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,233,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $10,233,000 | 1,093 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $502,000 | 1,789 |
| Commercial mortgage pass-through securities | $502,000 | 1,318 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $15,460,000 | 540 |
| Available-for-sale securities (fair market value) | $2,920,000 | 4,347 |
| Total debt securities | $18,381,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $1,584,000 | 178 |
| Fair value | $1,596,000 | 177 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $15,891,000 | 3,576 |
| U.S. Government securities | $10,956,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,956,000 | 3,068 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,374 |
| Other domestic debt securities | $1,030,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,030,000 | 1,134 |
| Foreign debt securities | $1,000,000 | 181 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,137,000 | 3,689 |
| Mortgage-backed securities | $9,586,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 3,370 |
| Issued or guaranteed by U.S. | $1,536,000 | 3,264 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,547,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $7,547,000 | 1,306 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $503,000 | 1,763 |
| Commercial mortgage pass-through securities | $503,000 | 1,286 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $12,798,000 | 607 |
| Available-for-sale securities (fair market value) | $3,093,000 | 4,365 |
| Total debt securities | $15,892,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $1,588,000 | 239 |
| Fair value | $1,620,000 | 233 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $14,844,000 | 3,687 |
| U.S. Government securities | $9,706,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,706,000 | 3,255 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,331 |
| Other domestic debt securities | $1,008,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,008,000 | 1,127 |
| Foreign debt securities | $1,000,000 | 169 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,236,000 | 3,742 |
| Mortgage-backed securities | $8,266,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 3,297 |
| Issued or guaranteed by U.S. | $1,707,000 | 3,202 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,056,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $6,056,000 | 1,451 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $503,000 | 1,732 |
| Commercial mortgage pass-through securities | $503,000 | 1,272 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $11,380,000 | 669 |
| Available-for-sale securities (fair market value) | $3,464,000 | 4,396 |
| Total debt securities | $14,846,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $1,592,000 | 339 |
| Fair value | $1,600,000 | 337 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $16,150,000 | 3,655 |
| U.S. Government securities | $11,010,000 | 3,336 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,010,000 | 3,179 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,362 |
| Other domestic debt securities | $1,010,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,010,000 | 1,130 |
| Foreign debt securities | $1,000,000 | 173 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,825,000 | 3,685 |
| Mortgage-backed securities | $9,067,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $1,881,000 | 3,275 |
| Issued or guaranteed by U.S. | $1,881,000 | 3,170 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,654,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $6,654,000 | 1,398 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $532,000 | 1,697 |
| Commercial mortgage pass-through securities | $503,000 | 1,266 |
| Other commercial mortgage-backed securities | $29,000 | 1,185 |
| Held to maturity securities (book value) | $11,952,000 | 696 |
| Available-for-sale securities (fair market value) | $4,198,000 | 4,409 |
| Total debt securities | $16,151,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 430 |
| Fair value | $1,604,000 | 428 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $17,639,000 | 3,610 |
| U.S. Government securities | $12,497,000 | 3,239 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,497,000 | 3,079 |
| Securities issued by states & political subdivisions | $3,131,000 | 3,396 |
| Other domestic debt securities | $1,011,000 | 1,510 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,011,000 | 1,145 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,536,000 | 3,592 |
| Mortgage-backed securities | $9,939,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 3,221 |
| Issued or guaranteed by U.S. | $2,074,000 | 3,133 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,240,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $7,240,000 | 1,333 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $625,000 | 1,657 |
| Commercial mortgage pass-through securities | $503,000 | 1,256 |
| Other commercial mortgage-backed securities | $122,000 | 1,157 |
| Held to maturity securities (book value) | $13,120,000 | 697 |
| Available-for-sale securities (fair market value) | $4,519,000 | 4,417 |
| Total debt securities | $17,638,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 482 |
| Fair value | $1,611,000 | 480 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $17,987,000 | 3,662 |
| U.S. Government securities | $12,865,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,865,000 | 3,064 |
| Securities issued by states & political subdivisions | $3,131,000 | 3,472 |
| Other domestic debt securities | $991,000 | 1,545 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $991,000 | 1,186 |
| Foreign debt securities | $1,000,000 | 184 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,640,000 | 3,627 |
| Mortgage-backed securities | $10,303,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $2,276,000 | 3,188 |
| Issued or guaranteed by U.S. | $2,276,000 | 3,097 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,771,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $7,771,000 | 1,290 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $256,000 | 1,698 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $256,000 | 1,049 |
| Held to maturity securities (book value) | $13,256,000 | 708 |
| Available-for-sale securities (fair market value) | $4,731,000 | 4,453 |
| Total debt securities | $17,986,000 | 3,637 |
| Structured notes | ||
| Amortized cost | $1,604,000 | 495 |
| Fair value | $1,593,000 | 495 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $18,393,000 | 3,655 |
| U.S. Government securities | $13,281,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,281,000 | 3,061 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,534 |
| Other domestic debt securities | $982,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $982,000 | 1,190 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,816,000 | 3,621 |
| Mortgage-backed securities | $10,536,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 3,157 |
| Issued or guaranteed by U.S. | $2,470,000 | 3,087 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,656,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $7,656,000 | 1,281 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $410,000 | 1,624 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $410,000 | 980 |
| Held to maturity securities (book value) | $13,432,000 | 746 |
| Available-for-sale securities (fair market value) | $4,961,000 | 4,464 |
| Total debt securities | $18,394,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 507 |
| Fair value | $1,587,000 | 506 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $17,729,000 | 3,744 |
| U.S. Government securities | $12,627,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,627,000 | 3,186 |
| Securities issued by states & political subdivisions | $3,129,000 | 3,562 |
| Other domestic debt securities | $973,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $973,000 | 1,201 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,927,000 | 3,636 |
| Mortgage-backed securities | $9,874,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 3,150 |
| Issued or guaranteed by U.S. | $2,682,000 | 3,119 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,737,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $6,737,000 | 1,330 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $455,000 | 1,601 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $455,000 | 970 |
| Held to maturity securities (book value) | $12,516,000 | 782 |
| Available-for-sale securities (fair market value) | $5,213,000 | 4,490 |
| Total debt securities | $17,728,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $2,116,000 | 411 |
| Fair value | $2,040,000 | 411 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $16,149,000 | 3,896 |
| U.S. Government securities | $12,103,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,103,000 | 3,247 |
| Securities issued by states & political subdivisions | $2,071,000 | 3,854 |
| Other domestic debt securities | $975,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $975,000 | 1,199 |
| Foreign debt securities | $1,000,000 | 178 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,629,000 | 3,551 |
| Mortgage-backed securities | $8,586,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $2,951,000 | 3,127 |
| Issued or guaranteed by U.S. | $2,951,000 | 2,966 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,116,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,116,000 | 1,503 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $519,000 | 1,526 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $519,000 | 934 |
| Held to maturity securities (book value) | $10,147,000 | 866 |
| Available-for-sale securities (fair market value) | $6,002,000 | 4,472 |
| Total debt securities | $16,148,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $2,122,000 | 419 |
| Fair value | $2,047,000 | 419 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $15,653,000 | 3,976 |
| U.S. Government securities | $11,603,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,603,000 | 3,384 |
| Securities issued by states & political subdivisions | $2,073,000 | 3,899 |
| Other domestic debt securities | $977,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $977,000 | 1,222 |
| Foreign debt securities | $1,000,000 | 176 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,348,000 | 3,469 |
| Mortgage-backed securities | $7,575,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 3,114 |
| Issued or guaranteed by U.S. | $3,194,000 | 3,109 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,947,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,947,000 | 1,673 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $434,000 | 1,409 |
| Commercial mortgage pass-through securities | $101,000 | 1,040 |
| Other commercial mortgage-backed securities | $333,000 | 966 |
| Held to maturity securities (book value) | $8,785,000 | 931 |
| Available-for-sale securities (fair market value) | $6,868,000 | 4,440 |
| Total debt securities | $15,651,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $2,129,000 | 410 |
| Fair value | $2,067,000 | 411 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $17,374,000 | 3,903 |
| U.S. Government securities | $13,123,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,123,000 | 3,237 |
| Securities issued by states & political subdivisions | $2,261,000 | 3,924 |
| Other domestic debt securities | $990,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $990,000 | 1,250 |
| Foreign debt securities | $1,000,000 | 179 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,155,000 | 3,398 |
| Mortgage-backed securities | $8,395,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 3,096 |
| Issued or guaranteed by U.S. | $3,496,000 | 3,093 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,267,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $4,267,000 | 1,613 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $632,000 | 1,322 |
| Commercial mortgage pass-through securities | $235,000 | 1,019 |
| Other commercial mortgage-backed securities | $397,000 | 929 |
| Held to maturity securities (book value) | $9,380,000 | 921 |
| Available-for-sale securities (fair market value) | $7,994,000 | 4,419 |
| Total debt securities | $17,373,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $2,136,000 | 405 |
| Fair value | $2,097,000 | 405 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $19,093,000 | 3,817 |
| U.S. Government securities | $14,665,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,665,000 | 3,133 |
| Securities issued by states & political subdivisions | $2,421,000 | 3,939 |
| Other domestic debt securities | $1,007,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,007,000 | 1,234 |
| Foreign debt securities | $1,000,000 | 190 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,017,000 | 3,166 |
| Mortgage-backed securities | $8,920,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $3,450,000 | 3,151 |
| Issued or guaranteed by U.S. | $3,450,000 | 3,146 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,061,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,641 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,409,000 | 1,119 |
| Commercial mortgage pass-through securities | $950,000 | 854 |
| Other commercial mortgage-backed securities | $459,000 | 903 |
| Held to maturity securities (book value) | $9,483,000 | 955 |
| Available-for-sale securities (fair market value) | $9,610,000 | 4,318 |
| Total debt securities | $19,095,000 | 3,792 |
| Structured notes | ||
| Amortized cost | $2,145,000 | 425 |
| Fair value | $2,119,000 | 424 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $17,782,000 | 3,976 |
| U.S. Government securities | $13,356,000 | 3,437 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,356,000 | 3,313 |
| Securities issued by states & political subdivisions | $2,424,000 | 3,966 |
| Other domestic debt securities | $1,002,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,002,000 | 1,268 |
| Foreign debt securities | $1,000,000 | 197 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,199,000 | 3,157 |
| Mortgage-backed securities | $7,925,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $3,162,000 | 3,259 |
| Issued or guaranteed by U.S. | $3,162,000 | 3,256 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,273,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $3,273,000 | 1,811 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,490,000 | 1,073 |
| Commercial mortgage pass-through securities | $971,000 | 824 |
| Other commercial mortgage-backed securities | $519,000 | 832 |
| Held to maturity securities (book value) | $7,698,000 | 1,051 |
| Available-for-sale securities (fair market value) | $10,084,000 | 4,315 |
| Total debt securities | $17,780,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $2,156,000 | 440 |
| Fair value | $2,124,000 | 441 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $18,540,000 | 3,964 |
| U.S. Government securities | $14,028,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,028,000 | 3,281 |
| Securities issued by states & political subdivisions | $2,520,000 | 3,987 |
| Other domestic debt securities | $992,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $992,000 | 1,324 |
| Foreign debt securities | $1,000,000 | 193 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,384,000 | 3,165 |
| Mortgage-backed securities | $8,584,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $3,423,000 | 3,264 |
| Issued or guaranteed by U.S. | $3,423,000 | 3,261 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,572,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $3,572,000 | 1,775 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,589,000 | 1,023 |
| Commercial mortgage pass-through securities | $1,012,000 | 746 |
| Other commercial mortgage-backed securities | $577,000 | 816 |
| Held to maturity securities (book value) | $7,780,000 | 1,068 |
| Available-for-sale securities (fair market value) | $10,760,000 | 4,280 |
| Total debt securities | $18,541,000 | 3,937 |
| Structured notes | ||
| Amortized cost | $2,168,000 | 461 |
| Fair value | $2,126,000 | 462 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $19,511,000 | 3,898 |
| U.S. Government securities | $14,742,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,742,000 | 3,199 |
| Securities issued by states & political subdivisions | $2,769,000 | 3,959 |
| Other domestic debt securities | $1,000,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,000,000 | 1,287 |
| Foreign debt securities | $1,000,000 | 188 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,576,000 | 4,000 |
| Mortgage-backed securities | $9,245,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,229 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,225 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,886,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $3,886,000 | 1,687 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,665,000 | 977 |
| Commercial mortgage pass-through securities | $1,028,000 | 716 |
| Other commercial mortgage-backed securities | $637,000 | 785 |
| Held to maturity securities (book value) | $7,979,000 | 1,053 |
| Available-for-sale securities (fair market value) | $11,532,000 | 4,202 |
| Total debt securities | $19,510,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $2,181,000 | 450 |
| Fair value | $2,143,000 | 449 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $17,973,000 | 4,015 |
| U.S. Government securities | $13,161,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,161,000 | 3,362 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,974 |
| Other domestic debt securities | $1,023,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,023,000 | 1,254 |
| Foreign debt securities | $1,000,000 | 192 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,603,000 | 4,048 |
| Mortgage-backed securities | $8,132,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $2,903,000 | 3,432 |
| Issued or guaranteed by U.S. | $2,903,000 | 3,430 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,476,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $3,476,000 | 1,764 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,753,000 | 919 |
| Commercial mortgage pass-through securities | $1,057,000 | 661 |
| Other commercial mortgage-backed securities | $696,000 | 749 |
| Held to maturity securities (book value) | $5,674,000 | 1,211 |
| Available-for-sale securities (fair market value) | $12,299,000 | 4,160 |
| Total debt securities | $17,973,000 | 3,989 |
| Structured notes | ||
| Amortized cost | $2,194,000 | 441 |
| Fair value | $2,169,000 | 441 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $18,975,000 | 4,005 |
| U.S. Government securities | $13,628,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,628,000 | 3,421 |
| Securities issued by states & political subdivisions | $3,314,000 | 3,889 |
| Other domestic debt securities | $1,033,000 | 1,564 |
| 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 | $1,033,000 | 1,253 |
| Foreign debt securities | $1,000,000 | 192 |
| 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 | $3,620,000 | 4,125 |
| Mortgage-backed securities | $9,368,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $3,179,000 | 3,407 |
| Issued or guaranteed by U.S. | $3,179,000 | 3,403 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,842,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,842,000 | 1,722 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,347,000 | 777 |
| Commercial mortgage pass-through securities | $1,596,000 | 552 |
| Other commercial mortgage-backed securities | $751,000 | 716 |
| Held to maturity securities (book value) | $4,982,000 | 1,292 |
| Available-for-sale securities (fair market value) | $13,993,000 | 4,085 |
| Total debt securities | $18,974,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $2,208,000 | 503 |
| Fair value | $2,210,000 | 502 |
| 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 | $20,251,000 | 3,971 |
| U.S. Government securities | $14,916,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,916,000 | 3,365 |
| Securities issued by states & political subdivisions | $3,319,000 | 3,892 |
| Other domestic debt securities | $1,016,000 | 1,596 |
| 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 | $1,016,000 | 1,279 |
| Foreign debt securities | $1,000,000 | 197 |
| 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 | $3,632,000 | 4,176 |
| Mortgage-backed securities | $9,691,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $3,436,000 | 3,371 |
| Issued or guaranteed by U.S. | $3,436,000 | 3,370 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,818,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,818,000 | 1,729 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,437,000 | 754 |
| Commercial mortgage pass-through securities | $1,622,000 | 534 |
| Other commercial mortgage-backed securities | $815,000 | 687 |
| Held to maturity securities (book value) | $4,166,000 | 1,394 |
| Available-for-sale securities (fair market value) | $16,085,000 | 3,953 |
| Total debt securities | $20,251,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $2,222,000 | 611 |
| Fair value | $2,212,000 | 611 |
| 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 | $20,908,000 | 3,953 |
| U.S. Government securities | $15,586,000 | 3,477 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,586,000 | 3,352 |
| Securities issued by states & political subdivisions | $3,320,000 | 3,929 |
| Other domestic debt securities | $1,002,000 | 1,607 |
| 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 | $1,002,000 | 1,286 |
| Foreign debt securities | $1,000,000 | 181 |
| 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 | $3,640,000 | 4,210 |
| Mortgage-backed securities | $10,355,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $3,688,000 | 3,333 |
| Issued or guaranteed by U.S. | $3,688,000 | 3,330 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,128,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $4,128,000 | 1,704 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,539,000 | 701 |
| Commercial mortgage pass-through securities | $1,634,000 | 508 |
| Other commercial mortgage-backed securities | $905,000 | 626 |
| Held to maturity securities (book value) | $4,217,000 | 1,410 |
| Available-for-sale securities (fair market value) | $16,691,000 | 3,936 |
| Total debt securities | $20,906,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $2,238,000 | 684 |
| Fair value | $2,208,000 | 685 |
| 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 | $22,071,000 | 3,955 |
| U.S. Government securities | $16,445,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,445,000 | 3,362 |
| Securities issued by states & political subdivisions | $3,625,000 | 3,908 |
| Other domestic debt securities | $1,001,000 | 1,627 |
| 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 | $1,001,000 | 1,297 |
| Foreign debt securities | $1,000,000 | 191 |
| 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 | $3,672,000 | 4,254 |
| Mortgage-backed securities | $11,182,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $4,003,000 | 3,299 |
| Issued or guaranteed by U.S. | $4,003,000 | 3,295 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,494,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $4,494,000 | 1,669 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,685,000 | 665 |
| Commercial mortgage pass-through securities | $1,649,000 | 482 |
| Other commercial mortgage-backed securities | $1,036,000 | 558 |
| Held to maturity securities (book value) | $4,272,000 | 1,419 |
| Available-for-sale securities (fair market value) | $17,799,000 | 3,920 |
| Total debt securities | $22,071,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $2,259,000 | 795 |
| Fair value | $2,262,000 | 795 |
| 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 | $22,404,000 | 4,017 |
| U.S. Government securities | $16,639,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,639,000 | 3,421 |
| Securities issued by states & political subdivisions | $3,779,000 | 3,887 |
| Other domestic debt securities | $992,000 | 1,672 |
| 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 | $992,000 | 1,345 |
| Foreign debt securities | $994,000 | 205 |
| 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 | $2,721,000 | 4,543 |
| Mortgage-backed securities | $12,010,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $4,339,000 | 3,302 |
| Issued or guaranteed by U.S. | $4,339,000 | 3,300 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,886,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $4,886,000 | 1,671 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,785,000 | 624 |
| Commercial mortgage pass-through securities | $1,659,000 | 459 |
| Other commercial mortgage-backed securities | $1,126,000 | 523 |
| Held to maturity securities (book value) | $2,838,000 | 1,617 |
| Available-for-sale securities (fair market value) | $19,566,000 | 3,859 |
| Total debt securities | $22,400,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $1,812,000 | 1,060 |
| Fair value | $1,800,000 | 1,059 |
| 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 | $23,593,000 | 3,964 |
| U.S. Government securities | $17,795,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,795,000 | 3,378 |
| Securities issued by states & political subdivisions | $3,799,000 | 3,867 |
| Other domestic debt securities | $1,001,000 | 1,680 |
| 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 | $1,001,000 | 1,333 |
| Foreign debt securities | $998,000 | 213 |
| 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 | $3,503,000 | 4,406 |
| Mortgage-backed securities | $11,586,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $4,686,000 | 3,293 |
| Issued or guaranteed by U.S. | $4,686,000 | 3,291 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,565,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $4,565,000 | 1,761 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,335,000 | 643 |
| Commercial mortgage pass-through securities | $1,010,000 | 524 |
| Other commercial mortgage-backed securities | $1,325,000 | 495 |
| Held to maturity securities (book value) | $1,504,000 | 1,803 |
| Available-for-sale securities (fair market value) | $22,089,000 | 3,726 |
| Total debt securities | $23,593,000 | 3,940 |
| Structured notes | ||
| Amortized cost | $2,340,000 | 951 |
| Fair value | $2,343,000 | 950 |
| 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 | $23,938,000 | 3,968 |
| U.S. Government securities | $18,002,000 | 3,525 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,002,000 | 3,411 |
| Securities issued by states & political subdivisions | $3,943,000 | 3,875 |
| Other domestic debt securities | $1,993,000 | 1,369 |
| 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 | $1,993,000 | 1,070 |
| 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 | $3,515,000 | 4,467 |
| Mortgage-backed securities | $11,802,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $4,992,000 | 3,285 |
| Issued or guaranteed by U.S. | $4,992,000 | 3,281 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,896,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $4,896,000 | 1,742 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,914,000 | 694 |
| Commercial mortgage pass-through securities | $506,000 | 615 |
| Other commercial mortgage-backed securities | $1,408,000 | 474 |
| Held to maturity securities (book value) | $1,000,000 | 1,942 |
| Available-for-sale securities (fair market value) | $22,938,000 | 3,697 |
| Total debt securities | $23,938,000 | 3,942 |
| Structured notes | ||
| Amortized cost | $2,364,000 | 1,011 |
| Fair value | $2,358,000 | 1,010 |
| 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 | $23,890,000 | 4,074 |
| U.S. Government securities | $18,965,000 | 3,518 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,965,000 | 3,404 |
| Securities issued by states & political subdivisions | $2,946,000 | 4,167 |
| Other domestic debt securities | $1,979,000 | 1,420 |
| 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 | $1,979,000 | 1,088 |
| 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 | $3,531,000 | 4,516 |
| Mortgage-backed securities | $12,752,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $5,320,000 | 3,300 |
| Issued or guaranteed by U.S. | $5,320,000 | 3,297 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,232,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,232,000 | 1,704 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,200,000 | 614 |
| Commercial mortgage pass-through securities | $507,000 | 605 |
| Other commercial mortgage-backed securities | $1,693,000 | 422 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $23,890,000 | 3,722 |
| Total debt securities | $23,889,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $2,395,000 | 1,087 |
| Fair value | $2,375,000 | 1,083 |
| 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 | $25,153,000 | 4,013 |
| U.S. Government securities | $19,896,000 | 3,480 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,896,000 | 3,378 |
| Securities issued by states & political subdivisions | $3,262,000 | 4,131 |
| Other domestic debt securities | $1,995,000 | 1,453 |
| 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 | $1,995,000 | 1,121 |
| 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 | $3,572,000 | 4,536 |
| Mortgage-backed securities | $13,630,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $5,710,000 | 3,283 |
| Issued or guaranteed by U.S. | $5,710,000 | 3,282 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,620,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $5,620,000 | 1,679 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,300,000 | 612 |
| Commercial mortgage pass-through securities | $509,000 | 600 |
| Other commercial mortgage-backed securities | $1,791,000 | 403 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,153,000 | 3,663 |
| Total debt securities | $25,153,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $935,000 | 1,747 |
| Fair value | $934,000 | 1,737 |
| 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 | $23,808,000 | 4,156 |
| U.S. Government securities | $20,045,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,045,000 | 3,379 |
| Securities issued by states & political subdivisions | $3,265,000 | 4,160 |
| Other domestic debt securities | $498,000 | 2,181 |
| 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 | $498,000 | 1,750 |
| 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 | $2,353,000 | 4,909 |
| Mortgage-backed securities | $14,071,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $6,021,000 | 3,256 |
| Issued or guaranteed by U.S. | $6,021,000 | 3,254 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,446,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $5,446,000 | 1,703 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,604,000 | 556 |
| Commercial mortgage pass-through securities | $508,000 | 598 |
| Other commercial mortgage-backed securities | $2,096,000 | 354 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,808,000 | 3,785 |
| Total debt securities | $23,810,000 | 4,126 |
| Structured notes | ||
| Amortized cost | $981,000 | 1,761 |
| Fair value | $977,000 | 1,676 |
| 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 | $26,044,000 | 3,981 |
| U.S. Government securities | $22,257,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,257,000 | 3,189 |
| Securities issued by states & political subdivisions | $3,291,000 | 4,175 |
| Other domestic debt securities | $496,000 | 2,240 |
| 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 | $496,000 | 1,792 |
| 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 | $3,406,000 | 4,631 |
| Mortgage-backed securities | $14,223,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $5,770,000 | 3,307 |
| Issued or guaranteed by U.S. | $5,770,000 | 3,305 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,751,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $5,751,000 | 1,675 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,702,000 | 514 |
| Commercial mortgage pass-through securities | $511,000 | 550 |
| Other commercial mortgage-backed securities | $2,191,000 | 329 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $26,044,000 | 3,639 |
| Total debt securities | $26,042,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $1,037,000 | 1,565 |
| Fair value | $1,036,000 | 1,561 |
| 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 | $25,296,000 | 4,072 |
| U.S. Government securities | $20,611,000 | 3,449 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,611,000 | 3,365 |
| Securities issued by states & political subdivisions | $4,192,000 | 3,956 |
| Other domestic debt securities | $493,000 | 2,301 |
| 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 | $493,000 | 1,830 |
| 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 | $3,451,000 | 4,676 |
| Mortgage-backed securities | $12,544,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $5,666,000 | 3,362 |
| Issued or guaranteed by U.S. | $5,666,000 | 3,359 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,820,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $4,820,000 | 1,831 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,058,000 | 555 |
| Commercial mortgage pass-through securities | $509,000 | 522 |
| Other commercial mortgage-backed securities | $1,549,000 | 385 |
| Held to maturity securities (book value) | $891,000 | 2,004 |
| Available-for-sale securities (fair market value) | $24,405,000 | 3,782 |
| Total debt securities | $25,296,000 | 4,044 |
| Structured notes | ||
| Amortized cost | $43,000 | 2,381 |
| Fair value | $45,000 | 2,380 |
| 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 | $25,058,000 | 4,087 |
| U.S. Government securities | $20,480,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,480,000 | 3,379 |
| Securities issued by states & political subdivisions | $3,587,000 | 4,112 |
| Other domestic debt securities | $991,000 | 2,012 |
| 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 | $991,000 | 1,574 |
| 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 | $3,531,000 | 4,648 |
| Mortgage-backed securities | $13,402,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $6,093,000 | 3,252 |
| Issued or guaranteed by U.S. | $6,093,000 | 3,249 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,198,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $5,198,000 | 1,815 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,111,000 | 533 |
| Commercial mortgage pass-through securities | $508,000 | 524 |
| Other commercial mortgage-backed securities | $1,603,000 | 344 |
| Held to maturity securities (book value) | $917,000 | 1,944 |
| Available-for-sale securities (fair market value) | $24,141,000 | 3,808 |
| Total debt securities | $25,059,000 | 4,055 |
| Structured notes | ||
| Amortized cost | $48,000 | 2,370 |
| Fair value | $50,000 | 2,367 |
| 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 | $26,914,000 | 3,924 |
| U.S. Government securities | $23,016,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $23,016,000 | 3,182 |
| Securities issued by states & political subdivisions | $2,901,000 | 4,288 |
| Other domestic debt securities | $997,000 | 2,019 |
| 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 | $997,000 | 1,560 |
| 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 | $3,615,000 | 4,674 |
| Mortgage-backed securities | $14,606,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $6,740,000 | 3,177 |
| Issued or guaranteed by U.S. | $6,740,000 | 3,176 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,069,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $6,069,000 | 1,749 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,797,000 | 504 |
| Commercial mortgage pass-through securities | $515,000 | 481 |
| Other commercial mortgage-backed securities | $1,282,000 | 287 |
| Held to maturity securities (book value) | $917,000 | 1,932 |
| Available-for-sale securities (fair market value) | $25,997,000 | 3,692 |
| Total debt securities | $26,915,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $55,000 | 2,407 |
| Fair value | $58,000 | 2,404 |
| 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 | $22,288,000 | 4,276 |
| U.S. Government securities | $18,579,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,579,000 | 3,551 |
| Securities issued by states & political subdivisions | $2,715,000 | 4,330 |
| Other domestic debt securities | $994,000 | 2,011 |
| 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 | $994,000 | 1,529 |
| 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 | $3,694,000 | 4,633 |
| Mortgage-backed securities | $11,658,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $5,645,000 | 3,382 |
| Issued or guaranteed by U.S. | $5,645,000 | 3,380 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,191,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $4,191,000 | 2,072 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,822,000 | 417 |
| Commercial mortgage pass-through securities | $515,000 | 422 |
| Other commercial mortgage-backed securities | $1,307,000 | 224 |
| Held to maturity securities (book value) | $944,000 | 1,948 |
| Available-for-sale securities (fair market value) | $21,344,000 | 4,017 |
| Total debt securities | $22,286,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $62,000 | 2,442 |
| Fair value | $66,000 | 2,441 |
| 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 | $22,435,000 | 4,305 |
| U.S. Government securities | $18,905,000 | 3,689 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,905,000 | 3,608 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,388 |
| Other domestic debt securities | $989,000 | 2,084 |
| 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 | $989,000 | 1,589 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,793,000 | 4,678 |
| Mortgage-backed securities | $12,452,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $6,079,000 | 3,454 |
| Issued or guaranteed by U.S. | $6,079,000 | 3,454 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,523,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $4,523,000 | 2,096 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,850,000 | 396 |
| Commercial mortgage pass-through securities | $515,000 | 392 |
| Other commercial mortgage-backed securities | $1,335,000 | 215 |
| Held to maturity securities (book value) | $944,000 | 1,979 |
| Available-for-sale securities (fair market value) | $21,491,000 | 4,046 |
| Total debt securities | $22,435,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $69,000 | 2,633 |
| Fair value | $74,000 | 2,631 |
| 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 | $21,620,000 | 4,439 |
| U.S. Government securities | $17,666,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,666,000 | 3,796 |
| Securities issued by states & political subdivisions | $2,983,000 | 4,228 |
| Other domestic debt securities | $971,000 | 2,100 |
| 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 | $971,000 | 1,596 |
| 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 | $3,880,000 | 4,679 |
| Mortgage-backed securities | $9,727,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $4,862,000 | 3,737 |
| Issued or guaranteed by U.S. | $4,862,000 | 3,735 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,614,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 2,267 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,251,000 | 404 |
| Commercial mortgage pass-through securities | $510,000 | 351 |
| Other commercial mortgage-backed securities | $741,000 | 233 |
| Held to maturity securities (book value) | $970,000 | 1,986 |
| Available-for-sale securities (fair market value) | $20,650,000 | 4,177 |
| Total debt securities | $21,620,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $575,000 | 2,404 |
| Fair value | $582,000 | 2,404 |
| 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 | $20,075,000 | 4,598 |
| U.S. Government securities | $16,118,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,118,000 | 4,059 |
| Securities issued by states & political subdivisions | $2,992,000 | 4,157 |
| Other domestic debt securities | $965,000 | 2,085 |
| 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 | $965,000 | 1,601 |
| 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 | $3,979,000 | 4,676 |
| Mortgage-backed securities | $6,730,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 4,022 |
| Issued or guaranteed by U.S. | $3,650,000 | 4,018 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,828,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $1,828,000 | 2,738 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,252,000 | 367 |
| Commercial mortgage pass-through securities | $509,000 | 323 |
| Other commercial mortgage-backed securities | $743,000 | 213 |
| Held to maturity securities (book value) | $970,000 | 2,027 |
| Available-for-sale securities (fair market value) | $19,105,000 | 4,305 |
| Total debt securities | $20,076,000 | 4,572 |
| Structured notes | ||
| Amortized cost | $583,000 | 2,641 |
| Fair value | $591,000 | 2,638 |
| 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 | $16,841,000 | 4,889 |
| U.S. Government securities | $13,627,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,627,000 | 4,300 |
| Securities issued by states & political subdivisions | $3,214,000 | 4,076 |
| 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 | $4,098,000 | 4,424 |
| Mortgage-backed securities | $3,305,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $2,302,000 | 4,343 |
| Issued or guaranteed by U.S. | $2,302,000 | 4,334 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,003,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 2,869 |
| 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) | $995,000 | 2,107 |
| Available-for-sale securities (fair market value) | $15,846,000 | 4,574 |
| Total debt securities | $16,840,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $591,000 | 2,532 |
| Fair value | $601,000 | 2,521 |
| 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 | $18,333,000 | 4,685 |
| U.S. Government securities | $15,009,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,009,000 | 4,069 |
| Securities issued by states & political subdivisions | $3,324,000 | 3,981 |
| 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 | $4,443,000 | 4,357 |
| Mortgage-backed securities | $3,045,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $2,000,000 | 4,403 |
| Issued or guaranteed by U.S. | $2,000,000 | 4,390 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,045,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $1,045,000 | 2,843 |
| 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) | $995,000 | 2,136 |
| Available-for-sale securities (fair market value) | $17,338,000 | 4,391 |
| Total debt securities | $18,333,000 | 4,649 |
| Structured notes | ||
| Amortized cost | $798,000 | 2,502 |
| Fair value | $811,000 | 2,486 |
| 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 | $19,153,000 | 4,661 |
| U.S. Government securities | $15,319,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,319,000 | 4,117 |
| Securities issued by states & political subdivisions | $3,834,000 | 3,790 |
| 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 | $4,362,000 | 4,400 |
| Mortgage-backed securities | $2,139,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,535 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $540,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,025 |
| 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) | $1,020,000 | 2,133 |
| Available-for-sale securities (fair market value) | $18,133,000 | 4,368 |
| Total debt securities | $19,154,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $2,404,000 | 1,853 |
| Fair value | $2,414,000 | 1,853 |
| 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 | $18,411,000 | 4,730 |
| U.S. Government securities | $14,574,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,574,000 | 4,172 |
| Securities issued by states & political subdivisions | $3,837,000 | 3,751 |
| 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 | $4,205,000 | 4,446 |
| Mortgage-backed securities | $1,725,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,451 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,442 |
| 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) | $1,020,000 | 2,143 |
| Available-for-sale securities (fair market value) | $17,391,000 | 4,440 |
| Total debt securities | $18,413,000 | 4,694 |
| Structured notes | ||
| Amortized cost | $3,810,000 | 1,495 |
| Fair value | $3,796,000 | 1,492 |
| 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 | $14,399,000 | 5,103 |
| U.S. Government securities | $9,782,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,782,000 | 4,763 |
| Securities issued by states & political subdivisions | $4,617,000 | 3,544 |
| 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 | $5,355,000 | 4,096 |
| Mortgage-backed securities | $1,931,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,285 |
| Issued or guaranteed by U.S. | $1,874,000 | 4,280 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $57,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,363 |
| 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) | $1,044,000 | 2,156 |
| Available-for-sale securities (fair market value) | $13,355,000 | 4,816 |
| Total debt securities | $14,398,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $2,322,000 | 1,772 |
| Fair value | $2,325,000 | 1,771 |
| 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 | $14,688,000 | 5,011 |
| U.S. Government securities | $9,941,000 | 4,851 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,941,000 | 4,734 |
| Securities issued by states & political subdivisions | $4,747,000 | 3,438 |
| 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 | $6,165,000 | 3,954 |
| Mortgage-backed securities | $1,825,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 4,412 |
| Issued or guaranteed by U.S. | $1,572,000 | 4,405 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $253,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,161 |
| 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) | $1,044,000 | 2,193 |
| Available-for-sale securities (fair market value) | $13,644,000 | 4,723 |
| Total debt securities | $14,690,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $2,134,000 | 1,815 |
| Fair value | $2,149,000 | 1,816 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $15,888,000 | 4,884 |
| U.S. Government securities | $10,287,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,287,000 | 4,755 |
| Securities issued by states & political subdivisions | $5,601,000 | 3,121 |
| 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 | $7,553,000 | 3,695 |
| Mortgage-backed securities | $1,968,000 | 4,834 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,401 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $257,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,061 |
| 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) | $1,068,000 | 2,259 |
| Available-for-sale securities (fair market value) | $14,820,000 | 4,591 |
| Total debt securities | $15,889,000 | 4,845 |
| Structured notes | ||
| Amortized cost | $2,944,000 | 1,696 |
| Fair value | $2,964,000 | 1,699 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $15,878,000 | 4,920 |
| U.S. Government securities | $10,251,000 | 4,950 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,251,000 | 4,847 |
| Securities issued by states & political subdivisions | $5,627,000 | 3,088 |
| 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 | $7,725,000 | 3,739 |
| Mortgage-backed securities | $2,107,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,492 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,483 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $286,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 3,008 |
| 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) | $1,068,000 | 2,301 |
| Available-for-sale securities (fair market value) | $14,810,000 | 4,619 |
| Total debt securities | $15,878,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 953 |
| Fair value | $5,002,000 | 973 |
| 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 | $15,137,000 | 4,994 |
| U.S. Government securities | $9,258,000 | 5,120 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,258,000 | 5,022 |
| Securities issued by states & political subdivisions | $5,879,000 | 3,028 |
| 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 | $7,805,000 | 3,744 |
| Mortgage-backed securities | $2,333,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $1,944,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,944,000 | 4,519 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $389,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,940 |
| 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) | $1,092,000 | 2,336 |
| Available-for-sale securities (fair market value) | $14,045,000 | 4,719 |
| Total debt securities | $15,138,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $5,279,000 | 750 |
| Fair value | $5,284,000 | 748 |
| 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 | $13,212,000 | 5,308 |
| U.S. Government securities | $6,751,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,751,000 | 5,611 |
| Securities issued by states & political subdivisions | $6,087,000 | 2,973 |
| Other domestic debt securities | $374,000 | 2,899 |
| 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 | $374,000 | 1,932 |
| 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 | $8,053,000 | 3,711 |
| Mortgage-backed securities | $2,478,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,567 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,559 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $400,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $400,000 | 2,927 |
| 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) | $1,092,000 | 2,412 |
| Available-for-sale securities (fair market value) | $12,120,000 | 5,002 |
| Total debt securities | $13,211,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $2,318,000 | 1,016 |
| Fair value | $2,331,000 | 1,015 |
| 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 | $11,512,000 | 5,568 |
| U.S. Government securities | $4,349,000 | 6,344 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,349,000 | 6,252 |
| Securities issued by states & political subdivisions | $6,800,000 | 2,777 |
| Other domestic debt securities | $363,000 | 2,971 |
| 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 | $363,000 | 2,006 |
| 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 | $6,582,000 | 3,993 |
| Mortgage-backed securities | $2,577,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $2,168,000 | 4,582 |
| Issued or guaranteed by U.S. | $2,168,000 | 4,570 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $409,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,913 |
| 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) | $1,115,000 | 2,440 |
| Available-for-sale securities (fair market value) | $10,397,000 | 5,253 |
| Total debt securities | $11,512,000 | 5,528 |
| Structured notes | ||
| Amortized cost | $430,000 | 1,717 |
| Fair value | $441,000 | 1,707 |
| 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 | $13,626,000 | 5,286 |
| U.S. Government securities | $5,922,000 | 6,050 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,922,000 | 5,971 |
| Securities issued by states & political subdivisions | $6,883,000 | 2,690 |
| Other domestic debt securities | $821,000 | 2,492 |
| 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 | $821,000 | 1,695 |
| 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 | $5,985,000 | 4,204 |
| Mortgage-backed securities | $2,778,000 | 4,960 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 4,609 |
| Issued or guaranteed by U.S. | $2,357,000 | 4,598 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $421,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,931 |
| 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) | $1,115,000 | 2,474 |
| Available-for-sale securities (fair market value) | $12,511,000 | 4,980 |
| Total debt securities | $13,626,000 | 5,244 |
| Structured notes | ||
| Amortized cost | $448,000 | 1,433 |
| Fair value | $457,000 | 1,417 |
| 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 | $15,700,000 | 5,013 |
| U.S. Government securities | $6,564,000 | 5,966 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,564,000 | 5,884 |
| Securities issued by states & political subdivisions | $8,306,000 | 2,372 |
| Other domestic debt securities | $830,000 | 2,432 |
| 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 | $830,000 | 1,654 |
| 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 | $8,512,000 | 3,689 |
| Mortgage-backed securities | $2,914,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $2,473,000 | 4,544 |
| Issued or guaranteed by U.S. | $2,473,000 | 4,532 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $441,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 2,894 |
| 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) | $1,204,000 | 2,445 |
| Available-for-sale securities (fair market value) | $14,496,000 | 4,687 |
| Total debt securities | $15,699,000 | 4,976 |
| 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 | $17,842,000 | 4,652 |
| U.S. Government securities | $7,311,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,311,000 | 5,662 |
| Securities issued by states & political subdivisions | $9,456,000 | 2,137 |
| Other domestic debt securities | $1,075,000 | 2,174 |
| 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 | $1,075,000 | 1,427 |
| 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 | $9,580,000 | 3,515 |
| Mortgage-backed securities | $2,947,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $2,512,000 | 4,477 |
| Issued or guaranteed by U.S. | $2,512,000 | 4,464 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $435,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,814 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,204,000 | 2,149 |
| Available-for-sale securities (fair market value) | $15,638,000 | 4,477 |
| Total debt securities | $17,842,000 | 4,612 |
| 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 | $17,236,000 | 4,794 |
| U.S. Government securities | $6,077,000 | 6,122 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,077,000 | 6,035 |
| Securities issued by states & political subdivisions | $10,023,000 | 2,070 |
| Other domestic debt securities | $1,136,000 | 2,161 |
| 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 | $1,136,000 | 1,467 |
| 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 | $10,173,000 | 3,351 |
| Mortgage-backed securities | $3,047,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 4,457 |
| Issued or guaranteed by U.S. | $2,603,000 | 4,441 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $444,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,819 |
| 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) | $1,291,000 | 2,434 |
| Available-for-sale securities (fair market value) | $15,945,000 | 4,491 |
| Total debt securities | $17,236,000 | 4,737 |
| 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 | $21,741,000 | 4,207 |
| U.S. Government securities | $7,006,000 | 5,896 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,006,000 | 5,806 |
| Securities issued by states & political subdivisions | $13,581,000 | 1,632 |
| Other domestic debt securities | $1,154,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,154,000 | 1,419 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,488,000 | 4,996 |
| Mortgage-backed securities | $3,297,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $2,834,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,834,000 | 4,251 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $463,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,792 |
| 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) | $1,291,000 | 2,482 |
| Available-for-sale securities (fair market value) | $20,450,000 | 3,914 |
| Total debt securities | $21,741,000 | 4,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $27,355,000 | 3,663 |
| U.S. Government securities | $11,415,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,415,000 | 4,877 |
| Securities issued by states & political subdivisions | $14,548,000 | 1,527 |
| Other domestic debt securities | $1,392,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,392,000 | 1,253 |
| 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 | $7,815,000 | 3,817 |
| Mortgage-backed securities | $3,368,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 3,948 |
| Issued or guaranteed by U.S. | $2,902,000 | 3,931 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $466,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 2,705 |
| 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) | $1,355,000 | 2,520 |
| Available-for-sale securities (fair market value) | $26,000,000 | 3,356 |
| Total debt securities | $27,355,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $26,437,000 | 3,739 |
| U.S. Government securities | $11,215,000 | 5,109 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,215,000 | 5,011 |
| Securities issued by states & political subdivisions | $14,077,000 | 1,525 |
| Other domestic debt securities | $1,145,000 | 1,878 |
| 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 | $1,145,000 | 1,298 |
| 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 | $9,132,000 | 3,575 |
| Mortgage-backed securities | $1,847,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,564 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,551 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $471,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,655 |
| 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) | $1,377,000 | 2,567 |
| Available-for-sale securities (fair market value) | $25,060,000 | 3,431 |
| Total debt securities | $26,437,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,322 |
| Fair value | $500,000 | 2,183 |
| 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 | $27,464,000 | 3,651 |
| U.S. Government securities | $11,182,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,182,000 | 5,042 |
| Securities issued by states & political subdivisions | $14,890,000 | 1,405 |
| Other domestic debt securities | $1,392,000 | 1,725 |
| 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 | $1,392,000 | 1,196 |
| 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 | $9,904,000 | 3,432 |
| Mortgage-backed securities | $1,037,000 | 5,234 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,180 |
| Issued or guaranteed by U.S. | $564,000 | 5,162 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $473,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,647 |
| 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) | $1,460,000 | 2,570 |
| Available-for-sale securities (fair market value) | $26,004,000 | 3,336 |
| Total debt securities | $27,464,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $747,000 | 2,139 |
| Fair value | $746,000 | 2,117 |
| 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 | $29,000,000 | 3,530 |
| U.S. Government securities | $12,525,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,525,000 | 4,781 |
| Securities issued by states & political subdivisions | $14,578,000 | 1,441 |
| Other domestic debt securities | $1,897,000 | 1,565 |
| 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 | $1,897,000 | 1,072 |
| 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 | $11,094,000 | 3,237 |
| Mortgage-backed securities | $324,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,889 |
| Issued or guaranteed by U.S. | $83,000 | 5,865 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $241,000 | 3,147 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,852 |
| 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) | $1,461,000 | 2,610 |
| Available-for-sale securities (fair market value) | $27,539,000 | 3,205 |
| Total debt securities | $29,000,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $746,000 | 2,207 |
| Fair value | $747,000 | 2,188 |
| 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 | $30,991,000 | 3,386 |
| U.S. Government securities | $13,986,000 | 4,659 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,986,000 | 4,535 |
| Securities issued by states & political subdivisions | $15,108,000 | 1,381 |
| Other domestic debt securities | $1,897,000 | 1,564 |
| 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 | $1,897,000 | 1,088 |
| 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 | $13,654,000 | 2,853 |
| Mortgage-backed securities | $332,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,886 |
| Issued or guaranteed by U.S. | $90,000 | 5,862 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $242,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,848 |
| 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) | $1,520,000 | 2,639 |
| Available-for-sale securities (fair market value) | $29,471,000 | 3,054 |
| Total debt securities | $30,991,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $746,000 | 2,312 |
| Fair value | $746,000 | 2,286 |
| 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 | $36,135,000 | 3,078 |
| U.S. Government securities | $17,647,000 | 4,094 |
| U.S. Treasury securities | $249,000 | 1,419 |
| U.S. Government agency obligations | $17,398,000 | 4,020 |
| Securities issued by states & political subdivisions | $16,337,000 | 1,237 |
| Other domestic debt securities | $2,151,000 | 1,470 |
| 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 | $2,151,000 | 1,004 |
| 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 | $16,806,000 | 2,480 |
| Mortgage-backed securities | $344,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,915 |
| Issued or guaranteed by U.S. | $95,000 | 5,883 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $249,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,810 |
| 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) | $1,542,000 | 2,691 |
| Available-for-sale securities (fair market value) | $34,593,000 | 2,742 |
| Total debt securities | $36,135,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $745,000 | 2,432 |
| Fair value | $745,000 | 2,409 |
| 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 | $35,943,000 | 3,076 |
| U.S. Government securities | $16,528,000 | 4,265 |
| U.S. Treasury securities | $249,000 | 1,467 |
| U.S. Government agency obligations | $16,279,000 | 4,179 |
| Securities issued by states & political subdivisions | $16,781,000 | 1,191 |
| Other domestic debt securities | $2,634,000 | 1,369 |
| 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 | $2,634,000 | 930 |
| 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 | $16,177,000 | 2,539 |
| Mortgage-backed securities | $102,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $102,000 | 5,935 |
| Issued or guaranteed by U.S. | $102,000 | 5,908 |
| 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) | $1,619,000 | 2,689 |
| Available-for-sale securities (fair market value) | $34,324,000 | 2,742 |
| Total debt securities | $35,943,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,782 |
| Fair value | $492,000 | 2,661 |
| 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 | $37,154,000 | 3,024 |
| U.S. Government securities | $18,120,000 | 4,071 |
| U.S. Treasury securities | $248,000 | 1,550 |
| U.S. Government agency obligations | $17,872,000 | 3,979 |
| Securities issued by states & political subdivisions | $16,517,000 | 1,218 |
| Other domestic debt securities | $2,517,000 | 1,432 |
| 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 | $2,517,000 | 990 |
| 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 | $17,763,000 | 2,361 |
| Mortgage-backed securities | $114,000 | 6,285 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,936 |
| Issued or guaranteed by U.S. | $114,000 | 5,912 |
| 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) | $1,619,000 | 2,735 |
| Available-for-sale securities (fair market value) | $35,535,000 | 2,700 |
| Total debt securities | $37,154,000 | 2,980 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $248,000 | 2,925 |
| 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 | $36,702,000 | 3,035 |
| U.S. Government securities | $17,408,000 | 4,170 |
| U.S. Treasury securities | $248,000 | 1,570 |
| U.S. Government agency obligations | $17,160,000 | 4,071 |
| Securities issued by states & political subdivisions | $17,030,000 | 1,174 |
| Other domestic debt securities | $2,264,000 | 1,539 |
| 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 | $2,264,000 | 1,102 |
| 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 | $17,038,000 | 2,428 |
| Mortgage-backed securities | $122,000 | 6,337 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,969 |
| Issued or guaranteed by U.S. | $122,000 | 5,942 |
| 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) | $1,677,000 | 2,768 |
| Available-for-sale securities (fair market value) | $35,025,000 | 2,711 |
| Total debt securities | $36,702,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $250,000 | 2,897 |
| 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 | $34,540,000 | 3,159 |
| U.S. Government securities | $16,573,000 | 4,248 |
| U.S. Treasury securities | $249,000 | 1,603 |
| U.S. Government agency obligations | $16,324,000 | 4,159 |
| Securities issued by states & political subdivisions | $15,432,000 | 1,308 |
| Other domestic debt securities | $2,535,000 | 1,487 |
| 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 | $2,535,000 | 1,073 |
| 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 | $16,185,000 | 2,468 |
| Mortgage-backed securities | $139,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $139,000 | 5,967 |
| Issued or guaranteed by U.S. | $139,000 | 5,947 |
| 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) | $434,000 | 3,519 |
| Available-for-sale securities (fair market value) | $34,106,000 | 2,755 |
| Total debt securities | $34,540,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $250,000 | 2,848 |
| 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 | $33,740,000 | 3,281 |
| U.S. Government securities | $15,523,000 | 4,465 |
| U.S. Treasury securities | $250,000 | 1,660 |
| U.S. Government agency obligations | $15,273,000 | 4,374 |
| Securities issued by states & political subdivisions | $15,662,000 | 1,255 |
| Other domestic debt securities | $2,555,000 | 1,511 |
| 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 | $2,555,000 | 1,113 |
| 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 | $14,680,000 | 2,640 |
| Mortgage-backed securities | $154,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,986 |
| Issued or guaranteed by U.S. | $154,000 | 5,958 |
| 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) | $490,000 | 3,534 |
| Available-for-sale securities (fair market value) | $33,250,000 | 2,861 |
| Total debt securities | $33,740,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $34,462,000 | 3,253 |
| U.S. Government securities | $15,057,000 | 4,614 |
| U.S. Treasury securities | $249,000 | 1,776 |
| U.S. Government agency obligations | $14,808,000 | 4,514 |
| Securities issued by states & political subdivisions | $15,296,000 | 1,280 |
| Other domestic debt securities | $4,109,000 | 1,244 |
| 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 | $4,109,000 | 899 |
| 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 | $14,639,000 | 2,638 |
| Mortgage-backed securities | $169,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $169,000 | 6,028 |
| Issued or guaranteed by U.S. | $169,000 | 6,003 |
| 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) | $490,000 | 3,574 |
| Available-for-sale securities (fair market value) | $33,972,000 | 2,833 |
| Total debt securities | $34,462,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $35,571,000 | 3,197 |
| U.S. Government securities | $14,009,000 | 4,828 |
| U.S. Treasury securities | $252,000 | 1,778 |
| U.S. Government agency obligations | $13,757,000 | 4,716 |
| Securities issued by states & political subdivisions | $16,894,000 | 1,131 |
| Other domestic debt securities | $4,668,000 | 1,197 |
| 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 | $4,668,000 | 870 |
| 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 | $511,000 | 6,794 |
| Mortgage-backed securities | $191,000 | 6,407 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,023 |
| Issued or guaranteed by U.S. | $191,000 | 6,005 |
| 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) | $545,000 | 3,546 |
| Available-for-sale securities (fair market value) | $35,026,000 | 2,767 |
| Total debt securities | $35,570,000 | 3,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $34,237,000 | 3,279 |
| U.S. Government securities | $13,918,000 | 4,830 |
| U.S. Treasury securities | $255,000 | 1,785 |
| U.S. Government agency obligations | $13,663,000 | 4,743 |
| Securities issued by states & political subdivisions | $15,766,000 | 1,229 |
| Other domestic debt securities | $4,553,000 | 1,215 |
| 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 | $4,553,000 | 908 |
| 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 | $517,000 | 6,826 |
| Mortgage-backed securities | $212,000 | 6,429 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,023 |
| Issued or guaranteed by U.S. | $212,000 | 6,009 |
| 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) | $545,000 | 3,619 |
| Available-for-sale securities (fair market value) | $33,692,000 | 2,850 |
| Total debt securities | $34,237,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $31,965,000 | 3,494 |
| U.S. Government securities | $11,946,000 | 5,327 |
| U.S. Treasury securities | $253,000 | 1,900 |
| U.S. Government agency obligations | $11,693,000 | 5,229 |
| Securities issued by states & political subdivisions | $15,228,000 | 1,271 |
| Other domestic debt securities | $4,791,000 | 1,228 |
| 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 | $4,791,000 | 919 |
| 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 | $519,000 | 6,853 |
| Mortgage-backed securities | $240,000 | 6,459 |
| Certificates of participation in pools of residential mortgages | $240,000 | 6,045 |
| Issued or guaranteed by U.S. | $240,000 | 6,030 |
| 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) | $599,000 | 3,604 |
| Available-for-sale securities (fair market value) | $31,366,000 | 3,056 |
| Total debt securities | $31,965,000 | 3,428 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $31,499,000 | 3,516 |
| U.S. Government securities | $11,873,000 | 5,283 |
| U.S. Treasury securities | $260,000 | 1,866 |
| U.S. Government agency obligations | $11,613,000 | 5,207 |
| Securities issued by states & political subdivisions | $14,200,000 | 1,393 |
| Other domestic debt securities | $5,426,000 | 1,217 |
| 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 | $5,426,000 | 912 |
| 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 | $530,000 | 6,832 |
| Mortgage-backed securities | $301,000 | 6,401 |
| Certificates of participation in pools of residential mortgages | $301,000 | 5,968 |
| Issued or guaranteed by U.S. | $301,000 | 5,949 |
| 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) | $599,000 | 3,660 |
| Available-for-sale securities (fair market value) | $30,900,000 | 3,100 |
| Total debt securities | $31,499,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $31,590,000 | 3,576 |
| U.S. Government securities | $11,405,000 | 5,433 |
| U.S. Treasury securities | $258,000 | 1,990 |
| U.S. Government agency obligations | $11,147,000 | 5,323 |
| Securities issued by states & political subdivisions | $14,696,000 | 1,346 |
| Other domestic debt securities | $5,489,000 | 1,204 |
| 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 | $5,489,000 | 971 |
| 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 | $531,000 | 6,828 |
| Mortgage-backed securities | $336,000 | 6,398 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,970 |
| Issued or guaranteed by U.S. | $336,000 | 5,948 |
| 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) | $651,000 | 3,663 |
| Available-for-sale securities (fair market value) | $30,939,000 | 3,130 |
| Total debt securities | $31,590,000 | 3,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $30,275,000 | 3,618 |
| U.S. Government securities | $11,562,000 | 5,257 |
| U.S. Treasury securities | $259,000 | 2,053 |
| U.S. Government agency obligations | $11,303,000 | 5,145 |
| Securities issued by states & political subdivisions | $13,727,000 | 1,433 |
| Other domestic debt securities | $4,986,000 | 1,348 |
| 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 | $4,986,000 | 1,108 |
| 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 | $536,000 | 6,860 |
| Mortgage-backed securities | $487,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,866 |
| Issued or guaranteed by U.S. | $447,000 | 5,840 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $40,000 | 3,942 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,745 |
| 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) | $651,000 | 3,712 |
| Available-for-sale securities (fair market value) | $29,624,000 | 3,187 |
| Total debt securities | $30,275,000 | 3,544 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $501,000 | 1,850 |
| 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 | $29,478,000 | 3,598 |
| U.S. Government securities | $11,156,000 | 5,273 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,156,000 | 5,106 |
| Securities issued by states & political subdivisions | $13,823,000 | 1,405 |
| Other domestic debt securities | $4,499,000 | 1,478 |
| 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 | $4,499,000 | 1,213 |
| 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 | $521,000 | 6,893 |
| Mortgage-backed securities | $584,000 | 6,236 |
| Certificates of participation in pools of residential mortgages | $282,000 | 6,122 |
| Issued or guaranteed by U.S. | $282,000 | 6,102 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $302,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 3,492 |
| 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) | $702,000 | 3,689 |
| Available-for-sale securities (fair market value) | $28,776,000 | 3,156 |
| Total debt securities | $29,477,000 | 3,522 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| 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 | $28,589,000 | 3,645 |
| U.S. Government securities | $10,976,000 | 5,374 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,976,000 | 5,196 |
| Securities issued by states & political subdivisions | $13,271,000 | 1,399 |
| Other domestic debt securities | $4,342,000 | 1,521 |
| 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 | $4,342,000 | 1,249 |
| 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 | $507,000 | 6,964 |
| Mortgage-backed securities | $651,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $345,000 | 6,050 |
| Issued or guaranteed by U.S. | $345,000 | 6,032 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $306,000 | 3,769 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 3,595 |
| 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) | $702,000 | 3,744 |
| Available-for-sale securities (fair market value) | $27,887,000 | 3,209 |
| Total debt securities | $28,589,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $502,000 | 1,411 |
| 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 | $25,631,000 | 3,930 |
| U.S. Government securities | $9,155,000 | 5,820 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,155,000 | 5,623 |
| Securities issued by states & political subdivisions | $12,881,000 | 1,418 |
| Other domestic debt securities | $3,595,000 | 1,676 |
| 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 | $3,595,000 | 1,428 |
| 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 | $513,000 | 6,984 |
| Mortgage-backed securities | $417,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,930 |
| Issued or guaranteed by U.S. | $417,000 | 5,910 |
| 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) | $752,000 | 3,790 |
| Available-for-sale securities (fair market value) | $24,879,000 | 3,445 |
| Total debt securities | $25,631,000 | 3,850 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $250,000 | 1,466 |
| 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 | $20,250,000 | 4,490 |
| U.S. Government securities | $5,362,000 | 7,077 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,362,000 | 6,845 |
| Securities issued by states & political subdivisions | $11,807,000 | 1,451 |
| Other domestic debt securities | $3,081,000 | 1,853 |
| 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 | $3,081,000 | 1,541 |
| 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 | $527,000 | 7,118 |
| Mortgage-backed securities | $839,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $839,000 | 5,356 |
| Issued or guaranteed by U.S. | $839,000 | 5,335 |
| 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) | $848,000 | 3,959 |
| Available-for-sale securities (fair market value) | $19,402,000 | 3,914 |
| Total debt securities | $20,250,000 | 4,401 |
| 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 | $15,747,000 | 5,416 |
| U.S. Government securities | $3,518,000 | 8,399 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,518,000 | 8,062 |
| Securities issued by states & political subdivisions | $9,915,000 | 1,668 |
| Other domestic debt securities | $2,110,000 | 1,871 |
| 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 | $2,110,000 | 1,589 |
| Foreign debt securities | NA | NA |
| Equity securities | $204,000 | 5,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 7,547 |
| Mortgage-backed securities | $1,428,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,401 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $21,000 | 4,147 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,924 |
| 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) | $940,000 | 4,525 |
| Available-for-sale securities (fair market value) | $14,807,000 | 4,643 |
| Total debt securities | $15,543,000 | 5,334 |
| 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 | $18,432,000 | 5,120 |
| U.S. Government securities | $6,174,000 | 7,534 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,174,000 | 7,004 |
| Securities issued by states & political subdivisions | $9,083,000 | 1,840 |
| Other domestic debt securities | $3,175,000 | 1,497 |
| 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 | $3,175,000 | 1,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,985,000 | 5,717 |
| Mortgage-backed securities | $2,001,000 | 5,069 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,233 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,213 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $43,000 | 4,343 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 4,136 |
| 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) | $1,027,000 | 4,829 |
| Available-for-sale securities (fair market value) | $17,405,000 | 4,279 |
| Total debt securities | $18,432,000 | 5,009 |
| 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 | $17,407,000 | 5,300 |
| U.S. Government securities | $5,387,000 | 7,863 |
| U.S. Treasury securities | $250,000 | 6,497 |
| U.S. Government agency obligations | $5,137,000 | 7,145 |
| Securities issued by states & political subdivisions | $9,933,000 | 1,702 |
| Other domestic debt securities | $2,087,000 | 1,671 |
| 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 | $2,087,000 | 1,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 7,713 |
| Mortgage-backed securities | $1,344,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,247,000 | 4,982 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $97,000 | 4,479 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 4,289 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $17,407,000 | 4,209 |
| Total debt securities | $17,407,000 | 5,170 |
| 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 | $16,159,000 | 5,717 |
| U.S. Government securities | $5,236,000 | 8,452 |
| U.S. Treasury securities | $248,000 | 7,670 |
| U.S. Government agency obligations | $4,988,000 | 7,299 |
| Securities issued by states & political subdivisions | $8,150,000 | 1,816 |
| Other domestic debt securities | $2,773,000 | 1,153 |
| 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 | $2,773,000 | 905 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 8,234 |
| Mortgage-backed securities | $582,000 | 6,852 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,968 |
| Issued or guaranteed by U.S. | $184,000 | 6,946 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $398,000 | 4,182 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 4,039 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $16,159,000 | 4,251 |
| Total debt securities | $16,159,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $15,898,000 | 6,193 |
| U.S. Government securities | $5,740,000 | 8,787 |
| U.S. Treasury securities | $748,000 | 7,692 |
| U.S. Government agency obligations | $4,992,000 | 7,655 |
| Securities issued by states & political subdivisions | $7,539,000 | 1,963 |
| Other domestic debt securities | $2,619,000 | 1,306 |
| 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 | $2,619,000 | 955 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,521 |
| Mortgage-backed securities | $647,000 | 7,295 |
| Certificates of participation in pools of residential mortgages | $220,000 | 7,407 |
| Issued or guaranteed by U.S. | $220,000 | 7,389 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $427,000 | 4,603 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 4,435 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $15,898,000 | 4,514 |
| Total debt securities | $15,898,000 | 6,072 |
| 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 | $15,018,000 | 6,701 |
| U.S. Government securities | $7,814,000 | 8,262 |
| U.S. Treasury securities | $998,000 | 8,652 |
| U.S. Government agency obligations | $6,816,000 | 6,807 |
| Securities issued by states & political subdivisions | $7,204,000 | 2,034 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $716,000 | 7,677 |
| Certificates of participation in pools of residential mortgages | $235,000 | 7,732 |
| Issued or guaranteed by U.S. | $235,000 | 7,702 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $481,000 | 4,978 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 4,786 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $15,018,000 | 4,875 |
| Total debt securities | $15,018,000 | 6,566 |
| 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 | $16,738,000 | 6,612 |
| U.S. Government securities | $9,866,000 | 7,796 |
| U.S. Treasury securities | $1,684,000 | 8,677 |
| U.S. Government agency obligations | $8,182,000 | 6,097 |
| Securities issued by states & political subdivisions | $6,872,000 | 2,228 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,000 | 9,793 |
| Mortgage-backed securities | $796,000 | 8,056 |
| Certificates of participation in pools of residential mortgages | $220,000 | 8,262 |
| Issued or guaranteed by U.S. | $220,000 | 8,235 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $576,000 | 5,112 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 4,893 |
| 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) | $6,872,000 | 6,969 |
| Available-for-sale securities (fair market value) | $9,866,000 | 4,807 |
| Total debt securities | $16,738,000 | 6,520 |
| 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 | $18,838,000 | 6,409 |
| U.S. Government securities | $6,445,000 | 9,722 |
| U.S. Treasury securities | $2,504,000 | 7,900 |
| U.S. Government agency obligations | $3,941,000 | 8,663 |
| Securities issued by states & political subdivisions | $5,699,000 | 2,684 |
| Other domestic debt securities | $6,694,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $234,000 | 2,233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,460,000 | 871 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,505 |
| Mortgage-backed securities | $968,000 | 8,519 |
| 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 | $968,000 | 5,084 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 5,117 |
| Privately issued | $234,000 | 1,859 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,838,000 | 6,275 |
| 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 | $23,465,000 | 5,433 |
| U.S. Government securities | $11,507,000 | 7,423 |
| U.S. Treasury securities | $3,319,000 | 7,186 |
| U.S. Government agency obligations | $8,188,000 | 6,248 |
| Securities issued by states & political subdivisions | $5,410,000 | 2,577 |
| Other domestic debt securities | $6,548,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $884,000 | 1,905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,664,000 | 1,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $3,381,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $484,000 | 8,640 |
| Issued or guaranteed by U.S. | $484,000 | 8,576 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,897,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 3,715 |
| Privately issued | $884,000 | 1,560 |
| 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 | $23,465,000 | 5,326 |
| 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 |