Home > Peoples State Bank > Securities
Peoples State Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $10,250,000 | 4,325 |
| U.S. Government securities | $5,265,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,265,000 | 4,071 |
| Securities issued by states & political subdivisions | $4,176,000 | 3,374 |
| Other domestic debt securities | $809,000 | 1,556 |
| 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 | $809,000 | 1,239 |
| Foreign debt securities | $0 | 330 |
| 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 | $7,764,000 | 3,036 |
| Mortgage-backed securities | $5,132,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 3,577 |
| Issued or guaranteed by U.S. | $1,188,000 | 3,549 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,568,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,568,000 | 1,722 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $376,000 | 1,621 |
| Commercial mortgage pass-through securities | $376,000 | 1,248 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,250,000 | 4,051 |
| Total debt securities | $10,250,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $11,251,000 | 4,306 |
| U.S. Government securities | $6,218,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,218,000 | 3,969 |
| Securities issued by states & political subdivisions | $4,208,000 | 3,414 |
| Other domestic debt securities | $825,000 | 1,728 |
| 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 | $825,000 | 1,235 |
| Foreign debt securities | $0 | 330 |
| 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 | $6,559,000 | 3,240 |
| Mortgage-backed securities | $6,073,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 3,605 |
| Issued or guaranteed by U.S. | $1,268,000 | 3,433 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,713,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $3,713,000 | 1,726 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,092,000 | 1,347 |
| Commercial mortgage pass-through securities | $1,092,000 | 985 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,251,000 | 4,026 |
| Total debt securities | $11,251,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,482,000 | 4,337 |
| U.S. Government securities | $6,453,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,453,000 | 4,007 |
| Securities issued by states & political subdivisions | $4,206,000 | 3,460 |
| Other domestic debt securities | $823,000 | 1,563 |
| 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 | $823,000 | 1,262 |
| Foreign debt securities | $0 | 319 |
| 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 | $6,710,000 | 3,250 |
| Mortgage-backed securities | $6,279,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 3,638 |
| Issued or guaranteed by U.S. | $1,319,000 | 3,631 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,861,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,861,000 | 1,684 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,099,000 | 1,185 |
| Commercial mortgage pass-through securities | $1,099,000 | 786 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,482,000 | 4,051 |
| Total debt securities | $11,482,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,860,000 | 4,339 |
| U.S. Government securities | $6,735,000 | 4,147 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,735,000 | 4,006 |
| Securities issued by states & political subdivisions | $4,270,000 | 3,507 |
| Other domestic debt securities | $855,000 | 1,569 |
| 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 | $855,000 | 1,289 |
| Foreign debt securities | $0 | 316 |
| 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 | $7,200,000 | 3,229 |
| Mortgage-backed securities | $6,553,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 3,428 |
| Issued or guaranteed by U.S. | $2,125,000 | 3,421 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,034,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,034,000 | 1,642 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $394,000 | 1,406 |
| Commercial mortgage pass-through securities | $394,000 | 994 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,860,000 | 4,055 |
| Total debt securities | $11,860,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $10,749,000 | 4,495 |
| U.S. Government securities | $6,510,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,510,000 | 4,095 |
| Securities issued by states & political subdivisions | $3,386,000 | 3,717 |
| Other domestic debt securities | $853,000 | 1,581 |
| 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 | $853,000 | 1,313 |
| Foreign debt securities | $0 | 334 |
| 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 | $7,677,000 | 3,213 |
| Mortgage-backed securities | $6,325,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 3,464 |
| Issued or guaranteed by U.S. | $2,212,000 | 3,459 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,711,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,711,000 | 1,705 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $402,000 | 1,393 |
| Commercial mortgage pass-through securities | $402,000 | 982 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $10,749,000 | 4,206 |
| Total debt securities | $10,749,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $11,071,000 | 4,512 |
| U.S. Government securities | $6,822,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,822,000 | 4,109 |
| Securities issued by states & political subdivisions | $3,395,000 | 3,762 |
| Other domestic debt securities | $854,000 | 1,602 |
| 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 | $854,000 | 1,341 |
| Foreign debt securities | $0 | 346 |
| 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 | $7,888,000 | 3,202 |
| Mortgage-backed securities | $6,615,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $2,277,000 | 3,477 |
| Issued or guaranteed by U.S. | $2,277,000 | 3,471 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,338,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $4,338,000 | 1,622 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,071,000 | 4,219 |
| Total debt securities | $11,065,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $11,877,000 | 4,487 |
| U.S. Government securities | $7,703,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,703,000 | 4,023 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,815 |
| Other domestic debt securities | $852,000 | 1,653 |
| 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 | $852,000 | 1,362 |
| Foreign debt securities | $0 | 350 |
| 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 | $7,781,000 | 3,263 |
| Mortgage-backed securities | $7,018,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $2,341,000 | 3,521 |
| Issued or guaranteed by U.S. | $2,341,000 | 3,516 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,677,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,677,000 | 1,582 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $11,877,000 | 4,171 |
| Total debt securities | $11,877,000 | 4,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $11,389,000 | 4,541 |
| U.S. Government securities | $7,199,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,199,000 | 4,091 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,838 |
| Other domestic debt securities | $846,000 | 1,667 |
| 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 | $846,000 | 1,366 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,047,000 | 3,222 |
| Mortgage-backed securities | $6,499,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $2,389,000 | 3,518 |
| Issued or guaranteed by U.S. | $2,389,000 | 3,512 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,110,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $4,110,000 | 1,654 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $11,389,000 | 4,217 |
| Total debt securities | $11,389,000 | 4,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $10,747,000 | 4,622 |
| U.S. Government securities | $6,578,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,578,000 | 4,240 |
| Securities issued by states & political subdivisions | $3,315,000 | 3,855 |
| Other domestic debt securities | $854,000 | 1,662 |
| 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 | $854,000 | 1,365 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,789,000 | 3,154 |
| Mortgage-backed securities | $6,097,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $2,691,000 | 3,487 |
| Issued or guaranteed by U.S. | $2,691,000 | 3,483 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,406,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $3,406,000 | 1,775 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $10,747,000 | 4,298 |
| Total debt securities | $10,747,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $11,281,000 | 4,645 |
| U.S. Government securities | $7,091,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,091,000 | 4,242 |
| Securities issued by states & political subdivisions | $3,334,000 | 3,884 |
| Other domestic debt securities | $856,000 | 1,686 |
| 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 | $856,000 | 1,366 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,127,000 | 3,291 |
| Mortgage-backed securities | $6,230,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $3,088,000 | 3,429 |
| Issued or guaranteed by U.S. | $3,088,000 | 3,425 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,142,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $3,142,000 | 1,846 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $11,281,000 | 4,305 |
| Total debt securities | $11,281,000 | 4,625 |
| Structured notes | ||
| Amortized cost | $374,000 | 1,089 |
| Fair value | $377,000 | 1,089 |
| 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 | $10,095,000 | 4,821 |
| U.S. Government securities | $6,305,000 | 4,596 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,305,000 | 4,475 |
| Securities issued by states & political subdivisions | $2,933,000 | 3,979 |
| Other domestic debt securities | $857,000 | 1,713 |
| Privately issued residential mortgage-backed securities | $1,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $856,000 | 1,382 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,540,000 | 3,600 |
| Mortgage-backed securities | $5,931,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $3,386,000 | 3,384 |
| Issued or guaranteed by U.S. | $3,386,000 | 3,383 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,545,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,544,000 | 2,003 |
| Privately issued | $1,000 | 685 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,095,000 | 4,470 |
| Total debt securities | $10,095,000 | 4,798 |
| Structured notes | ||
| Amortized cost | $374,000 | 1,274 |
| Fair value | $375,000 | 1,274 |
| 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 | $10,895,000 | 4,808 |
| U.S. Government securities | $6,934,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,934,000 | 4,429 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,975 |
| Other domestic debt securities | $857,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $1,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $856,000 | 1,382 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,717,000 | 3,591 |
| Mortgage-backed securities | $6,467,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $3,868,000 | 3,293 |
| Issued or guaranteed by U.S. | $3,868,000 | 3,290 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,599,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 2,017 |
| Privately issued | $1,000 | 696 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,895,000 | 4,444 |
| Total debt securities | $10,895,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $469,000 | 1,392 |
| Fair value | $468,000 | 1,391 |
| 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 | $10,805,000 | 4,903 |
| U.S. Government securities | $6,852,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,852,000 | 4,540 |
| Securities issued by states & political subdivisions | $3,096,000 | 4,020 |
| Other domestic debt securities | $857,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $855,000 | 1,379 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,572,000 | 3,497 |
| Mortgage-backed securities | $6,143,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $3,442,000 | 3,427 |
| Issued or guaranteed by U.S. | $3,442,000 | 3,423 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,701,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 2,011 |
| Privately issued | $2,000 | 700 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,805,000 | 4,542 |
| Total debt securities | $10,805,000 | 4,880 |
| Structured notes | ||
| Amortized cost | $709,000 | 1,362 |
| Fair value | $710,000 | 1,361 |
| 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 | $9,802,000 | 5,097 |
| U.S. Government securities | $6,363,000 | 4,842 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,363,000 | 4,733 |
| Securities issued by states & political subdivisions | $2,579,000 | 4,174 |
| Other domestic debt securities | $860,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $3,000 | 754 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $857,000 | 1,386 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,256,000 | 3,409 |
| Mortgage-backed securities | $5,372,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,751 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,748 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,808,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $2,805,000 | 2,036 |
| Privately issued | $3,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $9,802,000 | 4,732 |
| Total debt securities | $9,802,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,411 |
| Fair value | $994,000 | 1,337 |
| 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 | $10,547,000 | 5,085 |
| U.S. Government securities | $7,188,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,188,000 | 4,681 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,211 |
| Other domestic debt securities | $864,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $4,000 | 793 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $860,000 | 1,415 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,130,000 | 3,331 |
| Mortgage-backed securities | $5,902,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 3,782 |
| Issued or guaranteed by U.S. | $2,699,000 | 3,778 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,203,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $3,199,000 | 1,991 |
| Privately issued | $4,000 | 749 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $10,547,000 | 4,722 |
| Total debt securities | $10,547,000 | 5,064 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 1,296 |
| Fair value | $1,290,000 | 1,282 |
| 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 | $10,392,000 | 5,174 |
| U.S. Government securities | $7,070,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,070,000 | 4,767 |
| Securities issued by states & political subdivisions | $2,767,000 | 4,183 |
| Other domestic debt securities | $555,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $5,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $550,000 | 1,529 |
| 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 | $9,371,000 | 3,312 |
| Mortgage-backed securities | $5,513,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $2,781,000 | 3,830 |
| Issued or guaranteed by U.S. | $2,781,000 | 3,825 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,732,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 2,131 |
| Privately issued | $5,000 | 746 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,392,000 | 4,788 |
| Total debt securities | $10,392,000 | 5,151 |
| Structured notes | ||
| Amortized cost | $1,543,000 | 1,255 |
| Fair value | $1,562,000 | 1,247 |
| 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 | $11,219,000 | 5,185 |
| U.S. Government securities | $7,779,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,779,000 | 4,755 |
| Securities issued by states & political subdivisions | $2,880,000 | 4,185 |
| Other domestic debt securities | $560,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $5,000 | 827 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $555,000 | 1,568 |
| 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 | $9,517,000 | 3,323 |
| Mortgage-backed securities | $5,848,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $3,668,000 | 3,667 |
| Issued or guaranteed by U.S. | $3,668,000 | 3,665 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,180,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 2,318 |
| Privately issued | $5,000 | 786 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $11,219,000 | 4,796 |
| Total debt securities | $11,219,000 | 5,164 |
| Structured notes | ||
| Amortized cost | $1,942,000 | 1,276 |
| Fair value | $1,936,000 | 1,246 |
| 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 | $12,077,000 | 5,171 |
| U.S. Government securities | $9,198,000 | 4,715 |
| U.S. Treasury securities | $396,000 | 1,238 |
| U.S. Government agency obligations | $8,802,000 | 4,657 |
| Securities issued by states & political subdivisions | $2,872,000 | 4,231 |
| Other domestic debt securities | $7,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $7,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,123,000 | 3,572 |
| Mortgage-backed securities | $6,285,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 3,674 |
| Issued or guaranteed by U.S. | $3,932,000 | 3,673 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,353,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,346,000 | 2,304 |
| Privately issued | $7,000 | 804 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $12,077,000 | 4,766 |
| Total debt securities | $12,077,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $2,546,000 | 1,092 |
| Fair value | $2,524,000 | 1,092 |
| 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 | $12,303,000 | 5,191 |
| U.S. Government securities | $9,346,000 | 4,732 |
| U.S. Treasury securities | $693,000 | 983 |
| U.S. Government agency obligations | $8,653,000 | 4,737 |
| Securities issued by states & political subdivisions | $2,949,000 | 4,246 |
| Other domestic debt securities | $8,000 | 2,564 |
| Privately issued residential mortgage-backed securities | $8,000 | 870 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,655,000 | 3,490 |
| Mortgage-backed securities | $6,521,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $4,605,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,605,000 | 3,550 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,916,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 2,431 |
| Privately issued | $8,000 | 829 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $12,303,000 | 4,779 |
| Total debt securities | $12,303,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $1,906,000 | 1,340 |
| Fair value | $1,840,000 | 1,332 |
| 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 | $10,554,000 | 5,381 |
| U.S. Government securities | $7,496,000 | 5,011 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,496,000 | 4,911 |
| Securities issued by states & political subdivisions | $3,049,000 | 4,242 |
| Other domestic debt securities | $9,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $9,000 | 901 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,937,000 | 4,042 |
| Mortgage-backed securities | $5,305,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $3,545,000 | 3,817 |
| Issued or guaranteed by U.S. | $3,545,000 | 3,814 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,760,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $1,751,000 | 2,482 |
| Privately issued | $9,000 | 857 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,554,000 | 4,988 |
| Total debt securities | $10,544,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $2,007,000 | 1,193 |
| Fair value | $1,898,000 | 1,260 |
| 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 | $9,827,000 | 5,510 |
| U.S. Government securities | $6,918,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,918,000 | 5,051 |
| Securities issued by states & political subdivisions | $2,857,000 | 4,314 |
| Other domestic debt securities | $52,000 | 2,659 |
| Privately issued residential mortgage-backed securities | $52,000 | 875 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,780,000 | 4,323 |
| Mortgage-backed securities | $5,258,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $3,692,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,692,000 | 3,794 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,566,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,563 |
| Privately issued | $52,000 | 838 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $9,827,000 | 5,125 |
| Total debt securities | $9,827,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $1,474,000 | 1,444 |
| Fair value | $1,408,000 | 1,438 |
| 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 | $9,847,000 | 5,513 |
| U.S. Government securities | $6,936,000 | 5,149 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,936,000 | 5,039 |
| Securities issued by states & political subdivisions | $2,853,000 | 4,314 |
| Other domestic debt securities | $58,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $58,000 | 892 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,416,000 | 4,417 |
| Mortgage-backed securities | $5,665,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $3,916,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,916,000 | 3,733 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,749,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,550 |
| Privately issued | $58,000 | 853 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $9,847,000 | 5,141 |
| Total debt securities | $9,847,000 | 5,482 |
| Structured notes | ||
| Amortized cost | $1,074,000 | 1,526 |
| Fair value | $1,024,000 | 1,539 |
| 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 | $11,117,000 | 5,431 |
| U.S. Government securities | $7,812,000 | 5,053 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,812,000 | 4,947 |
| Securities issued by states & political subdivisions | $2,939,000 | 4,279 |
| Other domestic debt securities | $366,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $64,000 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $302,000 | 1,939 |
| 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 | $4,721,000 | 4,365 |
| Mortgage-backed securities | $6,201,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $4,224,000 | 3,721 |
| Issued or guaranteed by U.S. | $4,224,000 | 3,717 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,977,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 2,541 |
| Privately issued | $64,000 | 891 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,117,000 | 5,063 |
| Total debt securities | $11,117,000 | 5,399 |
| Structured notes | ||
| Amortized cost | $1,374,000 | 1,471 |
| Fair value | $1,366,000 | 1,475 |
| 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 | $11,926,000 | 5,319 |
| U.S. Government securities | $8,303,000 | 4,964 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,303,000 | 4,863 |
| Securities issued by states & political subdivisions | $2,947,000 | 4,261 |
| Other domestic debt securities | $376,000 | 2,430 |
| Privately issued residential mortgage-backed securities | $71,000 | 950 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $305,000 | 1,904 |
| Foreign debt securities | $300,000 | 255 |
| 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 | $4,961,000 | 4,297 |
| Mortgage-backed securities | $6,691,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $4,472,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,472,000 | 3,650 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,219,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $2,148,000 | 2,523 |
| Privately issued | $71,000 | 914 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,926,000 | 4,940 |
| Total debt securities | $11,926,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $1,374,000 | 1,510 |
| Fair value | $1,369,000 | 1,509 |
| 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 | $11,769,000 | 5,426 |
| U.S. Government securities | $8,237,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,237,000 | 4,977 |
| Securities issued by states & political subdivisions | $2,518,000 | 4,394 |
| Other domestic debt securities | $1,014,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $78,000 | 999 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $936,000 | 1,629 |
| 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 | $5,291,000 | 4,272 |
| Mortgage-backed securities | $6,805,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $4,818,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,818,000 | 3,728 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,987,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $1,909,000 | 2,663 |
| Privately issued | $78,000 | 960 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,769,000 | 5,034 |
| Total debt securities | $11,769,000 | 5,397 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,687 |
| Fair value | $1,199,000 | 1,696 |
| 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 | $12,913,000 | 5,325 |
| U.S. Government securities | $9,220,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,220,000 | 4,910 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,374 |
| Other domestic debt securities | $870,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $382,000 | 846 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $488,000 | 1,881 |
| Foreign debt securities | $302,000 | 239 |
| 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 | $5,479,000 | 4,265 |
| Mortgage-backed securities | $7,891,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $5,319,000 | 3,620 |
| Issued or guaranteed by U.S. | $5,319,000 | 3,617 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,572,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $2,190,000 | 2,598 |
| Privately issued | $382,000 | 813 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,913,000 | 4,929 |
| Total debt securities | $12,913,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,887 |
| Fair value | $1,200,000 | 1,897 |
| 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 | $12,721,000 | 5,408 |
| U.S. Government securities | $9,649,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,649,000 | 4,948 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,305 |
| Other domestic debt securities | $569,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $389,000 | 879 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $180,000 | 2,083 |
| 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 | $5,960,000 | 4,147 |
| Mortgage-backed securities | $8,591,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $5,664,000 | 3,553 |
| Issued or guaranteed by U.S. | $5,664,000 | 3,549 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,927,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 2,529 |
| Privately issued | $389,000 | 845 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $12,721,000 | 5,003 |
| Total debt securities | $12,721,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 2,012 |
| Fair value | $1,447,000 | 2,012 |
| 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 | $14,501,000 | 5,158 |
| U.S. Government securities | $11,250,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,250,000 | 4,647 |
| Securities issued by states & political subdivisions | $2,368,000 | 4,339 |
| Other domestic debt securities | $883,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $401,000 | 961 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $482,000 | 1,784 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,207,000 | 3,894 |
| Mortgage-backed securities | $9,298,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $6,113,000 | 3,386 |
| Issued or guaranteed by U.S. | $6,113,000 | 3,385 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,185,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $2,784,000 | 2,359 |
| Privately issued | $401,000 | 910 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $14,501,000 | 4,735 |
| Total debt securities | $14,501,000 | 5,132 |
| Structured notes | ||
| Amortized cost | $2,349,000 | 1,580 |
| Fair value | $2,353,000 | 1,581 |
| 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 | $12,434,000 | 5,382 |
| U.S. Government securities | $9,485,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,485,000 | 4,892 |
| Securities issued by states & political subdivisions | $2,354,000 | 4,313 |
| Other domestic debt securities | $595,000 | 2,233 |
| Privately issued residential mortgage-backed securities | $411,000 | 995 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $184,000 | 1,970 |
| 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 | $6,390,000 | 3,836 |
| Mortgage-backed securities | $8,041,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,422 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,417 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,466,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $2,055,000 | 2,519 |
| Privately issued | $411,000 | 941 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,434,000 | 4,953 |
| Total debt securities | $12,434,000 | 5,349 |
| Structured notes | ||
| Amortized cost | $1,851,000 | 1,893 |
| Fair value | $1,856,000 | 1,897 |
| 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 | $12,342,000 | 5,484 |
| U.S. Government securities | $9,616,000 | 5,109 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,616,000 | 4,992 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,319 |
| Other domestic debt securities | $412,000 | 2,379 |
| Privately issued residential mortgage-backed securities | $412,000 | 1,009 |
| 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 | $5,370,000 | 4,147 |
| Mortgage-backed securities | $8,070,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $5,870,000 | 3,335 |
| Issued or guaranteed by U.S. | $5,870,000 | 3,327 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,200,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,788,000 | 2,556 |
| Privately issued | $412,000 | 955 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $12,342,000 | 5,042 |
| Total debt securities | $12,342,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $1,952,000 | 2,075 |
| Fair value | $1,958,000 | 2,075 |
| 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 | $11,476,000 | 5,576 |
| U.S. Government securities | $8,802,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,802,000 | 5,124 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,320 |
| Other domestic debt securities | $407,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $407,000 | 1,062 |
| 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 | $4,976,000 | 4,232 |
| Mortgage-backed securities | $7,258,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 3,459 |
| Issued or guaranteed by U.S. | $4,976,000 | 3,451 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,282,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $1,875,000 | 2,471 |
| Privately issued | $407,000 | 1,010 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,476,000 | 5,149 |
| Total debt securities | $11,476,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $1,655,000 | 2,197 |
| Fair value | $1,654,000 | 2,201 |
| 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 | $10,791,000 | 5,604 |
| U.S. Government securities | $8,207,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,207,000 | 5,093 |
| Securities issued by states & political subdivisions | $2,165,000 | 4,344 |
| Other domestic debt securities | $419,000 | 2,576 |
| Privately issued residential mortgage-backed securities | $419,000 | 1,113 |
| 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 | $5,172,000 | 4,146 |
| Mortgage-backed securities | $6,771,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $5,090,000 | 3,323 |
| Issued or guaranteed by U.S. | $5,090,000 | 3,316 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,681,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000 | 2,608 |
| Privately issued | $419,000 | 1,060 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $10,791,000 | 5,160 |
| Total debt securities | $10,788,000 | 5,564 |
| Structured notes | ||
| Amortized cost | $1,158,000 | 2,281 |
| Fair value | $1,159,000 | 2,279 |
| 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 | $9,819,000 | 5,693 |
| U.S. Government securities | $7,390,000 | 5,328 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,390,000 | 5,207 |
| Securities issued by states & political subdivisions | $2,287,000 | 4,230 |
| Other domestic debt securities | $142,000 | 2,913 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,329 |
| 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 | $5,824,000 | 4,020 |
| Mortgage-backed securities | $6,121,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $4,957,000 | 3,333 |
| Issued or guaranteed by U.S. | $4,957,000 | 3,327 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,164,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,689 |
| Privately issued | $142,000 | 1,269 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,819,000 | 5,245 |
| Total debt securities | $9,819,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 2,370 |
| Fair value | $1,005,000 | 2,455 |
| 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 | $9,482,000 | 5,820 |
| U.S. Government securities | $7,354,000 | 5,495 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,354,000 | 5,376 |
| Securities issued by states & political subdivisions | $1,980,000 | 4,318 |
| Other domestic debt securities | $148,000 | 2,904 |
| Privately issued residential mortgage-backed securities | $148,000 | 1,359 |
| 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 | $6,033,000 | 4,027 |
| Mortgage-backed securities | $6,037,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $5,243,000 | 3,295 |
| Issued or guaranteed by U.S. | $5,243,000 | 3,288 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $794,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 2,791 |
| Privately issued | $148,000 | 1,300 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,482,000 | 5,350 |
| Total debt securities | $9,482,000 | 5,781 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,437 |
| Fair value | $1,054,000 | 2,438 |
| 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 | $10,068,000 | 5,781 |
| U.S. Government securities | $7,884,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,884,000 | 5,340 |
| Securities issued by states & political subdivisions | $1,750,000 | 4,417 |
| Other domestic debt securities | $434,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $151,000 | 1,394 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $283,000 | 1,852 |
| 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 | $5,650,000 | 4,205 |
| Mortgage-backed securities | $6,327,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $5,466,000 | 3,348 |
| Issued or guaranteed by U.S. | $5,466,000 | 3,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $861,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $710,000 | 2,724 |
| Privately issued | $151,000 | 1,337 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $10,068,000 | 5,293 |
| Total debt securities | $10,068,000 | 5,740 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,149 |
| Fair value | $1,295,000 | 2,155 |
| 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 | $8,962,000 | 5,984 |
| U.S. Government securities | $6,794,000 | 5,656 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,794,000 | 5,553 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,461 |
| Other domestic debt securities | $433,000 | 2,749 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,432 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $284,000 | 1,903 |
| 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 | $5,977,000 | 4,143 |
| Mortgage-backed securities | $6,235,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $5,278,000 | 3,452 |
| Issued or guaranteed by U.S. | $5,278,000 | 3,443 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $957,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,659 |
| Privately issued | $149,000 | 1,365 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,962,000 | 5,499 |
| Total debt securities | $8,962,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $500,000 | 2,454 |
| 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 | $9,125,000 | 5,979 |
| U.S. Government securities | $6,838,000 | 5,681 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,838,000 | 5,589 |
| Securities issued by states & political subdivisions | $1,847,000 | 4,443 |
| Other domestic debt securities | $440,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,475 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $280,000 | 2,002 |
| 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 | $6,292,000 | 4,048 |
| Mortgage-backed securities | $6,538,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $5,503,000 | 3,505 |
| Issued or guaranteed by U.S. | $5,503,000 | 3,494 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,035,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $875,000 | 2,609 |
| Privately issued | $160,000 | 1,407 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $9,125,000 | 5,470 |
| Total debt securities | $9,125,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $251,000 | 2,316 |
| 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 | $9,500,000 | 5,914 |
| U.S. Government securities | $7,282,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,282,000 | 5,476 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,454 |
| Other domestic debt securities | $443,000 | 2,904 |
| Privately issued residential mortgage-backed securities | $173,000 | 1,490 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $270,000 | 2,076 |
| 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 | $6,782,000 | 3,950 |
| Mortgage-backed securities | $7,245,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $6,115,000 | 3,399 |
| Issued or guaranteed by U.S. | $6,115,000 | 3,386 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,130,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,535 |
| Privately issued | $173,000 | 1,421 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,500,000 | 5,409 |
| Total debt securities | $9,500,000 | 5,866 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,188,000 | 5,845 |
| U.S. Government securities | $7,960,000 | 5,518 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,960,000 | 5,435 |
| Securities issued by states & political subdivisions | $1,785,000 | 4,377 |
| Other domestic debt securities | $443,000 | 2,826 |
| Privately issued residential mortgage-backed securities | $197,000 | 1,504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $246,000 | 2,240 |
| 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 | $7,307,000 | 3,890 |
| Mortgage-backed securities | $7,847,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $6,591,000 | 3,365 |
| Issued or guaranteed by U.S. | $6,591,000 | 3,354 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,256,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,504 |
| Privately issued | $197,000 | 1,437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,188,000 | 5,340 |
| Total debt securities | $10,188,000 | 5,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,569,000 | 5,806 |
| U.S. Government securities | $8,156,000 | 5,558 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,156,000 | 5,477 |
| Securities issued by states & political subdivisions | $1,934,000 | 4,243 |
| Other domestic debt securities | $479,000 | 2,737 |
| Privately issued residential mortgage-backed securities | $208,000 | 1,453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $271,000 | 2,129 |
| 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 | $7,680,000 | 3,859 |
| Mortgage-backed securities | $8,052,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $6,750,000 | 3,305 |
| Issued or guaranteed by U.S. | $6,750,000 | 3,292 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,302,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $1,094,000 | 2,453 |
| Privately issued | $208,000 | 1,386 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,569,000 | 5,273 |
| Total debt securities | $10,569,000 | 5,764 |
| 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 | $11,026,000 | 5,691 |
| U.S. Government securities | $8,197,000 | 5,526 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,197,000 | 5,437 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,183 |
| Other domestic debt securities | $784,000 | 2,404 |
| Privately issued residential mortgage-backed securities | $220,000 | 1,421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $564,000 | 1,792 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,000 | 1,737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,304,000 | 3,947 |
| Mortgage-backed securities | $8,112,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $6,784,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,784,000 | 3,201 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,328,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,359 |
| Privately issued | $220,000 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,026,000 | 5,164 |
| Total debt securities | $11,016,000 | 5,653 |
| 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 | $10,904,000 | 5,771 |
| U.S. Government securities | $8,058,000 | 5,586 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,058,000 | 5,504 |
| Securities issued by states & political subdivisions | $1,702,000 | 4,410 |
| Other domestic debt securities | $994,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $230,000 | 1,381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $764,000 | 1,708 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $150,000 | 1,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,816,000 | 3,804 |
| Mortgage-backed securities | $7,775,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $6,120,000 | 3,328 |
| Issued or guaranteed by U.S. | $6,120,000 | 3,311 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,655,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,231 |
| Privately issued | $230,000 | 1,312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,904,000 | 5,248 |
| Total debt securities | $10,754,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,692 |
| Fair value | $210,000 | 1,689 |
| 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 | $10,891,000 | 5,772 |
| U.S. Government securities | $8,435,000 | 5,469 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,435,000 | 5,384 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,682 |
| Other domestic debt securities | $978,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $743,000 | 1,684 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $233,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,502,000 | 4,073 |
| Mortgage-backed securities | $7,320,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $5,650,000 | 3,373 |
| Issued or guaranteed by U.S. | $5,650,000 | 3,356 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,670,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,222 |
| Privately issued | $235,000 | 1,301 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,891,000 | 5,246 |
| Total debt securities | $10,657,000 | 5,739 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,843 |
| Fair value | $210,000 | 1,844 |
| 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 | $9,503,000 | 6,115 |
| U.S. Government securities | $7,309,000 | 5,927 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,309,000 | 5,816 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,703 |
| Other domestic debt securities | $726,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $254,000 | 232 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $472,000 | 1,815 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $233,000 | 1,476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,122,000 | 4,217 |
| Mortgage-backed securities | $4,517,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $3,208,000 | 3,820 |
| Issued or guaranteed by U.S. | $3,208,000 | 3,805 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,309,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 2,188 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,503,000 | 5,536 |
| Total debt securities | $9,270,000 | 6,091 |
| Structured notes | ||
| Amortized cost | $1,447,000 | 1,343 |
| Fair value | $1,459,000 | 1,337 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,190,000 | 6,037 |
| U.S. Government securities | $7,716,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,716,000 | 5,797 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,672 |
| Other domestic debt securities | $863,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $265,000 | 228 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $598,000 | 1,605 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $332,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,648,000 | 4,091 |
| Mortgage-backed securities | $4,046,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 3,858 |
| Issued or guaranteed by U.S. | $2,776,000 | 3,842 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,270,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,270,000 | 2,140 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,190,000 | 5,437 |
| Total debt securities | $9,866,000 | 6,040 |
| Structured notes | ||
| Amortized cost | $2,147,000 | 1,187 |
| Fair value | $2,151,000 | 1,186 |
| 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 | $9,431,000 | 6,211 |
| U.S. Government securities | $7,065,000 | 6,087 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,065,000 | 5,981 |
| Securities issued by states & political subdivisions | $1,262,000 | 4,704 |
| Other domestic debt securities | $871,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $278,000 | 218 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $593,000 | 1,567 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $233,000 | 1,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,748,000 | 4,654 |
| Mortgage-backed securities | $3,038,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $2,152,000 | 4,091 |
| Issued or guaranteed by U.S. | $2,152,000 | 4,079 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $886,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $886,000 | 2,353 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,431,000 | 5,591 |
| Total debt securities | $9,197,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $2,545,000 | 1,136 |
| Fair value | $2,529,000 | 1,125 |
| 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 | $9,369,000 | 6,269 |
| U.S. Government securities | $6,854,000 | 6,216 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,854,000 | 6,094 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,708 |
| Other domestic debt securities | $887,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $296,000 | 229 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $591,000 | 1,595 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $333,000 | 1,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,814,000 | 4,981 |
| Mortgage-backed securities | $3,006,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $2,117,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,117,000 | 4,089 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $889,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,343 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,369,000 | 5,625 |
| Total debt securities | $9,036,000 | 6,270 |
| Structured notes | ||
| Amortized cost | $2,545,000 | 1,172 |
| Fair value | $2,535,000 | 1,169 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $10,227,000 | 6,125 |
| U.S. Government securities | $7,591,000 | 6,041 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,591,000 | 5,917 |
| Securities issued by states & political subdivisions | $1,210,000 | 4,807 |
| Other domestic debt securities | $1,094,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $307,000 | 222 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $787,000 | 1,532 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $332,000 | 1,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,785,000 | 5,004 |
| Mortgage-backed securities | $3,120,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $2,133,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,133,000 | 4,095 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $987,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,256 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $10,227,000 | 5,488 |
| Total debt securities | $9,895,000 | 6,137 |
| Structured notes | ||
| Amortized cost | $2,744,000 | 1,217 |
| Fair value | $2,723,000 | 1,211 |
| 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 | $11,578,000 | 5,904 |
| U.S. Government securities | $8,860,000 | 5,790 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,860,000 | 5,674 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,780 |
| Other domestic debt securities | $1,101,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $319,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $782,000 | 1,549 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $332,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,665,000 | 5,070 |
| Mortgage-backed securities | $3,622,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 3,911 |
| Issued or guaranteed by U.S. | $2,513,000 | 3,889 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,109,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,147 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $11,578,000 | 5,278 |
| Total debt securities | $11,246,000 | 5,909 |
| Structured notes | ||
| Amortized cost | $3,344,000 | 1,137 |
| Fair value | $3,317,000 | 1,134 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,960,000 | 6,238 |
| U.S. Government securities | $7,409,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,409,000 | 6,031 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,935 |
| Other domestic debt securities | $1,105,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $329,000 | 227 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $776,000 | 1,596 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $332,000 | 1,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,651,000 | 5,093 |
| Mortgage-backed securities | $2,910,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 3,993 |
| Issued or guaranteed by U.S. | $2,321,000 | 3,978 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $589,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,474 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,960,000 | 5,549 |
| Total debt securities | $9,628,000 | 6,245 |
| Structured notes | ||
| Amortized cost | $3,344,000 | 1,183 |
| Fair value | $3,259,000 | 1,179 |
| 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 | $9,469,000 | 6,417 |
| U.S. Government securities | $7,050,000 | 6,323 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,050,000 | 6,178 |
| Securities issued by states & political subdivisions | $966,000 | 5,096 |
| Other domestic debt securities | $1,121,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $345,000 | 235 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $776,000 | 1,666 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $332,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,555,000 | 5,133 |
| Mortgage-backed securities | $2,595,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,053 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $331,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,712 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,469,000 | 5,703 |
| Total debt securities | $9,137,000 | 6,430 |
| Structured notes | ||
| Amortized cost | $3,343,000 | 1,207 |
| Fair value | $3,288,000 | 1,207 |
| 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 | $9,503,000 | 6,457 |
| U.S. Government securities | $6,755,000 | 6,424 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,755,000 | 6,284 |
| Securities issued by states & political subdivisions | $858,000 | 5,218 |
| Other domestic debt securities | $1,558,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $372,000 | 233 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,186,000 | 1,488 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $332,000 | 1,498 |
| 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 | 5,105 |
| Mortgage-backed securities | $2,482,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $2,066,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,066,000 | 4,187 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $416,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $416,000 | 2,634 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,503,000 | 5,729 |
| Total debt securities | $9,171,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $3,145,000 | 1,229 |
| Fair value | $3,097,000 | 1,225 |
| 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 | $9,343,000 | 6,479 |
| U.S. Government securities | $6,997,000 | 6,346 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,997,000 | 6,221 |
| Securities issued by states & political subdivisions | $637,000 | 5,438 |
| Other domestic debt securities | $1,376,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,224,000 | 1,526 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $333,000 | 1,505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,824,000 | 5,020 |
| Mortgage-backed securities | $2,643,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,314 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,298 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $685,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,540 |
| Privately issued | $152,000 | 997 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,343,000 | 5,743 |
| Total debt securities | $9,010,000 | 6,496 |
| Structured notes | ||
| Amortized cost | $3,145,000 | 1,195 |
| Fair value | $3,116,000 | 1,196 |
| 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 | $9,464,000 | 6,477 |
| U.S. Government securities | $6,496,000 | 6,553 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,496,000 | 6,414 |
| Securities issued by states & political subdivisions | $843,000 | 5,218 |
| Other domestic debt securities | $1,792,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $169,000 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,623,000 | 1,419 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $333,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,922,000 | 4,621 |
| Mortgage-backed securities | $2,269,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,502 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,484 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $489,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 2,658 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,464,000 | 5,748 |
| Total debt securities | $9,131,000 | 6,491 |
| Structured notes | ||
| Amortized cost | $3,345,000 | 1,175 |
| Fair value | $3,336,000 | 1,174 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,661,000 | 6,511 |
| U.S. Government securities | $6,215,000 | 6,698 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,215,000 | 6,538 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,072 |
| Other domestic debt securities | $2,082,000 | 1,681 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,000 | 269 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,875,000 | 1,415 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $332,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,850,000 | 4,668 |
| Mortgage-backed securities | $2,242,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,481 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $340,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,842 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,661,000 | 5,766 |
| Total debt securities | $9,329,000 | 6,514 |
| Structured notes | ||
| Amortized cost | $3,145,000 | 1,196 |
| Fair value | $3,094,000 | 1,195 |
| 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 | $10,531,000 | 6,351 |
| U.S. Government securities | $6,750,000 | 6,536 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,750,000 | 6,391 |
| Securities issued by states & political subdivisions | $1,262,000 | 4,894 |
| Other domestic debt securities | $2,187,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $224,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,963,000 | 1,454 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $332,000 | 1,605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,857,000 | 4,655 |
| Mortgage-backed securities | $2,173,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $1,777,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,777,000 | 4,596 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $396,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,837 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,531,000 | 5,598 |
| Total debt securities | $10,199,000 | 6,358 |
| Structured notes | ||
| Amortized cost | $3,704,000 | 1,071 |
| Fair value | $3,686,000 | 1,070 |
| 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 | $10,196,000 | 6,463 |
| U.S. Government securities | $6,384,000 | 6,687 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,384,000 | 6,534 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,883 |
| Other domestic debt securities | $2,192,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $236,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,956,000 | 1,500 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $333,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,363,000 | 4,487 |
| Mortgage-backed securities | $2,410,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,819 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $958,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,611 |
| Privately issued | $236,000 | 853 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,196,000 | 5,708 |
| Total debt securities | $9,863,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $2,407,000 | 1,405 |
| Fair value | $2,415,000 | 1,404 |
| 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 | $9,018,000 | 6,786 |
| U.S. Government securities | $5,588,000 | 7,017 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,588,000 | 6,854 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,912 |
| Other domestic debt securities | $1,833,000 | 1,959 |
| 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 | $1,833,000 | 1,615 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $333,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,431,000 | 4,446 |
| Mortgage-backed securities | $1,695,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 5,095 |
| Issued or guaranteed by U.S. | $1,163,000 | 5,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $532,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 2,776 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,018,000 | 6,032 |
| Total debt securities | $8,685,000 | 6,786 |
| Structured notes | ||
| Amortized cost | $2,656,000 | 1,314 |
| Fair value | $2,603,000 | 1,317 |
| 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 | $8,332,000 | 6,926 |
| U.S. Government securities | $4,577,000 | 7,307 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,577,000 | 7,154 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,677 |
| Other domestic debt securities | $1,857,000 | 2,059 |
| 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 | $1,857,000 | 1,710 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $333,000 | 1,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,528,000 | 4,358 |
| Mortgage-backed securities | $1,895,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,121 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,107 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $729,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 2,695 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,332,000 | 6,165 |
| Total debt securities | $7,999,000 | 6,924 |
| Structured notes | ||
| Amortized cost | $2,061,000 | 1,279 |
| Fair value | $2,081,000 | 1,279 |
| 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 | $8,706,000 | 6,900 |
| U.S. Government securities | $4,985,000 | 7,243 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,985,000 | 7,061 |
| Securities issued by states & political subdivisions | $1,685,000 | 4,616 |
| Other domestic debt securities | $1,703,000 | 2,131 |
| 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 | $1,703,000 | 1,852 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $333,000 | 1,707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,603,000 | 4,625 |
| Mortgage-backed securities | $2,331,000 | 5,006 |
| Certificates of participation in pools of residential mortgages | $1,501,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,501,000 | 4,892 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $830,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,775 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,706,000 | 6,135 |
| Total debt securities | $8,373,000 | 6,898 |
| Structured notes | ||
| Amortized cost | $2,060,000 | 1,162 |
| Fair value | $2,052,000 | 1,167 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,096,000 | 7,238 |
| U.S. Government securities | $3,094,000 | 7,795 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,094,000 | 7,604 |
| Securities issued by states & political subdivisions | $1,578,000 | 4,720 |
| Other domestic debt securities | $2,091,000 | 2,076 |
| 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 | $2,091,000 | 1,801 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $333,000 | 1,773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,085,000 | 4,386 |
| Mortgage-backed securities | $1,638,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $956,000 | 5,331 |
| Issued or guaranteed by U.S. | $956,000 | 5,306 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $682,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $682,000 | 2,906 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,096,000 | 6,435 |
| Total debt securities | $6,763,000 | 7,244 |
| Structured notes | ||
| Amortized cost | $1,432,000 | 1,274 |
| Fair value | $1,452,000 | 1,269 |
| 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 | $6,229,000 | 7,430 |
| U.S. Government securities | $2,574,000 | 7,982 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,574,000 | 7,805 |
| Securities issued by states & political subdivisions | $1,724,000 | 4,568 |
| Other domestic debt securities | $1,598,000 | 2,376 |
| 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 | $1,598,000 | 2,077 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $333,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,110,000 | 5,207 |
| Mortgage-backed securities | $1,368,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $998,000 | 5,365 |
| Issued or guaranteed by U.S. | $998,000 | 5,341 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $370,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,412 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,229,000 | 6,609 |
| Total debt securities | $5,896,000 | 7,428 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,409 |
| Fair value | $902,000 | 1,414 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,641,000 | 7,368 |
| U.S. Government securities | $2,867,000 | 7,948 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,867,000 | 7,763 |
| Securities issued by states & political subdivisions | $1,668,000 | 4,534 |
| Other domestic debt securities | $1,706,000 | 2,336 |
| 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 | $1,706,000 | 2,031 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $400,000 | 1,736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,834,000 | 5,408 |
| Mortgage-backed securities | $1,768,000 | 5,439 |
| Certificates of participation in pools of residential mortgages | $1,219,000 | 5,175 |
| Issued or guaranteed by U.S. | $1,219,000 | 5,157 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $549,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 3,296 |
| 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) | $6,000 | 4,746 |
| Available-for-sale securities (fair market value) | $6,635,000 | 6,544 |
| Total debt securities | $6,241,000 | 7,375 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,171 |
| Fair value | $798,000 | 1,179 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,040,000 | 7,274 |
| U.S. Government securities | $2,912,000 | 7,985 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,912,000 | 7,776 |
| Securities issued by states & political subdivisions | $1,670,000 | 4,530 |
| Other domestic debt securities | $2,058,000 | 2,171 |
| 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 | $2,058,000 | 1,884 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $400,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,022,000 | 5,865 |
| Mortgage-backed securities | $1,460,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 5,242 |
| Issued or guaranteed by U.S. | $1,121,000 | 5,223 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $339,000 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,613 |
| 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) | $6,000 | 4,834 |
| Available-for-sale securities (fair market value) | $7,034,000 | 6,440 |
| Total debt securities | $6,640,000 | 7,283 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,320 |
| Fair value | $498,000 | 1,325 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,168,000 | 7,566 |
| U.S. Government securities | $2,015,000 | 8,474 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,015,000 | 8,275 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,432 |
| Other domestic debt securities | $2,205,000 | 2,141 |
| 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 | $2,205,000 | 1,805 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $100,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,000 | 6,106 |
| Mortgage-backed securities | $1,021,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,793 |
| Issued or guaranteed by U.S. | $447,000 | 5,770 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $574,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 3,477 |
| 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) | $63,000 | 4,901 |
| Available-for-sale securities (fair market value) | $6,105,000 | 6,650 |
| Total debt securities | $6,068,000 | 7,500 |
| Structured notes | ||
| Amortized cost | $300,000 | 708 |
| Fair value | $293,000 | 728 |
| 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 | $6,074,000 | 7,986 |
| U.S. Government securities | $2,113,000 | 8,932 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,113,000 | 8,647 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,610 |
| Other domestic debt securities | $2,078,000 | 1,878 |
| 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 | $2,078,000 | 1,596 |
| Foreign debt securities | NA | NA |
| Equity securities | $162,000 | 6,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,021,000 | 6,227 |
| Mortgage-backed securities | $664,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $146,000 | 6,218 |
| Issued or guaranteed by U.S. | $146,000 | 6,196 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $518,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 3,121 |
| 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) | $170,000 | 5,335 |
| Available-for-sale securities (fair market value) | $5,904,000 | 6,947 |
| Total debt securities | $5,912,000 | 7,922 |
| 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 | $6,287,000 | 8,235 |
| U.S. Government securities | $2,398,000 | 9,171 |
| U.S. Treasury securities | $401,000 | 4,744 |
| U.S. Government agency obligations | $1,997,000 | 8,914 |
| Securities issued by states & political subdivisions | $1,732,000 | 4,851 |
| Other domestic debt securities | $2,006,000 | 1,829 |
| 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 | $2,006,000 | 1,511 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 6,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,000 | 6,283 |
| Mortgage-backed securities | $464,000 | 6,518 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,948 |
| Issued or guaranteed by U.S. | $59,000 | 6,930 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $405,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,521 |
| 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) | $179,000 | 5,762 |
| Available-for-sale securities (fair market value) | $6,108,000 | 7,068 |
| Total debt securities | $6,136,000 | 8,174 |
| 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 | $5,067,000 | 8,737 |
| U.S. Government securities | $1,615,000 | 9,595 |
| U.S. Treasury securities | $714,000 | 5,556 |
| U.S. Government agency obligations | $901,000 | 9,402 |
| Securities issued by states & political subdivisions | $1,808,000 | 4,883 |
| Other domestic debt securities | $1,498,000 | 1,916 |
| 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 | $1,498,000 | 1,564 |
| Foreign debt securities | NA | NA |
| Equity securities | $146,000 | 5,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,000 | 6,821 |
| Mortgage-backed securities | $495,000 | 6,693 |
| Certificates of participation in pools of residential mortgages | $147,000 | 6,807 |
| Issued or guaranteed by U.S. | $147,000 | 6,787 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $348,000 | 4,009 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 3,850 |
| 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) | $401,000 | 6,002 |
| Available-for-sale securities (fair market value) | $4,666,000 | 7,479 |
| Total debt securities | $4,921,000 | 8,684 |
| 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 | $4,886,000 | 9,289 |
| U.S. Government securities | $3,173,000 | 9,468 |
| U.S. Treasury securities | $909,000 | 6,640 |
| U.S. Government agency obligations | $2,264,000 | 8,872 |
| Securities issued by states & political subdivisions | $1,426,000 | 5,220 |
| Other domestic debt securities | $285,000 | 2,711 |
| 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 | $285,000 | 2,172 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $706,000 | 7,877 |
| Mortgage-backed securities | $1,061,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $381,000 | 6,422 |
| Issued or guaranteed by U.S. | $381,000 | 6,401 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $680,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 3,630 |
| 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) | $552,000 | 6,714 |
| Available-for-sale securities (fair market value) | $4,334,000 | 7,743 |
| Total debt securities | $4,884,000 | 9,168 |
| 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 | $4,829,000 | 9,843 |
| U.S. Government securities | $3,388,000 | 9,947 |
| U.S. Treasury securities | $1,006,000 | 7,152 |
| U.S. Government agency obligations | $2,382,000 | 9,227 |
| Securities issued by states & political subdivisions | $1,152,000 | 5,855 |
| Other domestic debt securities | $287,000 | 3,137 |
| 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 | $287,000 | 2,416 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $908,000 | 8,036 |
| Mortgage-backed securities | $932,000 | 6,954 |
| Certificates of participation in pools of residential mortgages | $528,000 | 6,614 |
| Issued or guaranteed by U.S. | $528,000 | 6,597 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $404,000 | 4,638 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 4,462 |
| 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) | $735,000 | 7,232 |
| Available-for-sale securities (fair market value) | $4,094,000 | 8,166 |
| Total debt securities | $4,827,000 | 9,741 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,809,000 | 10,294 |
| U.S. Government securities | $3,707,000 | 10,222 |
| U.S. Treasury securities | $1,214,000 | 8,111 |
| U.S. Government agency obligations | $2,493,000 | 9,380 |
| Securities issued by states & political subdivisions | $709,000 | 6,881 |
| Other domestic debt securities | $391,000 | 3,480 |
| 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 | $391,000 | 2,736 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,000 | 8,631 |
| Mortgage-backed securities | $726,000 | 7,668 |
| Certificates of participation in pools of residential mortgages | $651,000 | 6,687 |
| Issued or guaranteed by U.S. | $651,000 | 6,655 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $75,000 | 5,826 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 5,521 |
| 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) | $944,000 | 7,437 |
| Available-for-sale securities (fair market value) | $3,865,000 | 8,557 |
| Total debt securities | $4,807,000 | 10,189 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,291,000 | 11,581 |
| U.S. Government securities | $2,234,000 | 11,652 |
| U.S. Treasury securities | $1,065,000 | 9,478 |
| U.S. Government agency obligations | $1,169,000 | 10,687 |
| Securities issued by states & political subdivisions | $555,000 | 7,542 |
| Other domestic debt securities | $500,000 | 3,553 |
| 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 | $500,000 | 2,847 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,000 | 8,897 |
| Mortgage-backed securities | $339,000 | 8,879 |
| Certificates of participation in pools of residential mortgages | $205,000 | 8,328 |
| Issued or guaranteed by U.S. | $205,000 | 8,301 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $134,000 | 6,075 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 5,780 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,536,000 | 10,365 |
| Available-for-sale securities (fair market value) | $1,755,000 | 9,065 |
| Total debt securities | $3,291,000 | 11,492 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,006,000 | 12,158 |
| U.S. Government securities | $2,110,000 | 12,148 |
| U.S. Treasury securities | $1,318,000 | 9,421 |
| U.S. Government agency obligations | $792,000 | 11,405 |
| Securities issued by states & political subdivisions | $458,000 | 8,018 |
| Other domestic debt securities | $436,000 | 4,466 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $436,000 | 3,449 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $711,000 | 9,088 |
| Mortgage-backed securities | $292,000 | 9,687 |
| Certificates of participation in pools of residential mortgages | $148,000 | 9,232 |
| Issued or guaranteed by U.S. | $148,000 | 9,180 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $144,000 | 6,509 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 6,192 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,004,000 | 12,038 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,371,000 | 12,408 |
| U.S. Government securities | $2,680,000 | 12,290 |
| U.S. Treasury securities | $2,229,000 | 8,433 |
| U.S. Government agency obligations | $451,000 | 12,192 |
| Securities issued by states & political subdivisions | $209,000 | 8,700 |
| Other domestic debt securities | $480,000 | 5,195 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $480,000 | 3,952 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $803,000 | 9,094 |
| Mortgage-backed securities | $351,000 | 10,094 |
| Certificates of participation in pools of residential mortgages | $199,000 | 9,463 |
| Issued or guaranteed by U.S. | $199,000 | 9,390 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $152,000 | 6,773 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 6,263 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,369,000 | 12,294 |
| 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 |