Home > River Valley Financial Bank > Securities
River Valley Financial Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $133,880,000 | 1,079 |
| U.S. Government securities | $82,613,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $82,613,000 | 1,057 |
| Securities issued by states & political subdivisions | $47,990,000 | 833 |
| Other domestic debt securities | $3,277,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,286,000 | 147 |
| Other domestic debt securities - All other | $1,991,000 | 1,024 |
| 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 | $27,984,000 | 1,730 |
| Mortgage-backed securities | $48,987,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $22,699,000 | 1,441 |
| Issued or guaranteed by U.S. | $22,699,000 | 1,440 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,288,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $26,288,000 | 621 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $133,880,000 | 944 |
| Total debt securities | $133,879,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $134,978,000 | 1,064 |
| U.S. Government securities | $83,408,000 | 1,107 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $83,408,000 | 1,055 |
| Securities issued by states & political subdivisions | $48,274,000 | 822 |
| Other domestic debt securities | $3,296,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,295,000 | 144 |
| Other domestic debt securities - All other | $2,001,000 | 1,022 |
| 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 | $24,152,000 | 1,933 |
| Mortgage-backed securities | $51,497,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $23,824,000 | 1,395 |
| Issued or guaranteed by U.S. | $23,824,000 | 1,395 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $27,673,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $27,673,000 | 608 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $134,978,000 | 937 |
| Total debt securities | $134,977,000 | 1,053 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $134,349,000 | 1,089 |
| U.S. Government securities | $84,884,000 | 1,131 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $84,884,000 | 1,075 |
| Securities issued by states & political subdivisions | $46,149,000 | 835 |
| Other domestic debt securities | $3,316,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,317,000 | 145 |
| Other domestic debt securities - All other | $1,999,000 | 1,040 |
| 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 | $23,660,000 | 1,985 |
| Mortgage-backed securities | $51,149,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $24,457,000 | 1,406 |
| Issued or guaranteed by U.S. | $24,457,000 | 1,406 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,692,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $26,692,000 | 652 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $134,349,000 | 967 |
| Total debt securities | $134,348,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $135,120,000 | 1,095 |
| U.S. Government securities | $87,095,000 | 1,116 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $87,095,000 | 1,068 |
| Securities issued by states & political subdivisions | $44,731,000 | 857 |
| Other domestic debt securities | $3,294,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $1,293,000 | 138 |
| Other domestic debt securities - All other | $2,001,000 | 1,044 |
| 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 | $24,803,000 | 1,952 |
| Mortgage-backed securities | $55,076,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $24,985,000 | 1,412 |
| Issued or guaranteed by U.S. | $24,985,000 | 1,412 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,091,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $30,091,000 | 607 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $135,120,000 | 960 |
| Total debt securities | $135,121,000 | 1,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $128,970,000 | 1,147 |
| U.S. Government securities | $83,363,000 | 1,160 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $83,363,000 | 1,097 |
| Securities issued by states & political subdivisions | $42,285,000 | 919 |
| Other domestic debt securities | $3,322,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,322,000 | 140 |
| Other domestic debt securities - All other | $2,000,000 | 1,048 |
| 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 | $27,139,000 | 1,821 |
| Mortgage-backed securities | $51,742,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $20,240,000 | 1,666 |
| Issued or guaranteed by U.S. | $20,240,000 | 1,663 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,502,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $31,502,000 | 597 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $128,970,000 | 1,006 |
| Total debt securities | $128,970,000 | 1,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $137,440,000 | 1,093 |
| U.S. Government securities | $92,982,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $92,982,000 | 1,025 |
| Securities issued by states & political subdivisions | $41,178,000 | 943 |
| Other domestic debt securities | $3,280,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,279,000 | 145 |
| Other domestic debt securities - All other | $2,001,000 | 1,069 |
| 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 | $28,254,000 | 1,762 |
| Mortgage-backed securities | $58,482,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $24,755,000 | 1,474 |
| Issued or guaranteed by U.S. | $24,755,000 | 1,474 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $33,727,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $33,727,000 | 585 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $137,440,000 | 965 |
| Total debt securities | $137,441,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $120,088,000 | 1,240 |
| U.S. Government securities | $81,918,000 | 1,223 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $81,918,000 | 1,167 |
| Securities issued by states & political subdivisions | $34,790,000 | 1,116 |
| Other domestic debt securities | $3,380,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $1,385,000 | 145 |
| Other domestic debt securities - All other | $1,995,000 | 1,121 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,771,000 | 1,788 |
| Mortgage-backed securities | $47,334,000 | 1,313 |
| Certificates of participation in pools of residential mortgages | $21,916,000 | 1,655 |
| Issued or guaranteed by U.S. | $21,916,000 | 1,654 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,418,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $25,418,000 | 735 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $120,088,000 | 1,089 |
| Total debt securities | $120,088,000 | 1,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $117,419,000 | 1,275 |
| U.S. Government securities | $78,968,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $78,968,000 | 1,217 |
| Securities issued by states & political subdivisions | $35,099,000 | 1,104 |
| Other domestic debt securities | $3,352,000 | 1,176 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $1,365,000 | 143 |
| Other domestic debt securities - All other | $1,987,000 | 1,151 |
| 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 | $22,340,000 | 2,101 |
| Mortgage-backed securities | $45,629,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $21,574,000 | 1,693 |
| Issued or guaranteed by U.S. | $21,574,000 | 1,693 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $24,055,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $24,055,000 | 762 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $117,419,000 | 1,120 |
| Total debt securities | $117,419,000 | 1,259 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $120,057,000 | 1,246 |
| U.S. Government securities | $79,013,000 | 1,243 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $79,013,000 | 1,205 |
| Securities issued by states & political subdivisions | $37,292,000 | 1,021 |
| Other domestic debt securities | $3,752,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,269,000 | 165 |
| Other domestic debt securities - All other | $2,483,000 | 1,035 |
| 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 | $23,782,000 | 2,013 |
| Mortgage-backed securities | $41,801,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $18,913,000 | 1,839 |
| Issued or guaranteed by U.S. | $18,913,000 | 1,838 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,888,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $22,888,000 | 785 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $120,057,000 | 1,100 |
| Total debt securities | $120,054,000 | 1,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $121,742,000 | 1,249 |
| U.S. Government securities | $83,692,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $83,692,000 | 1,154 |
| Securities issued by states & political subdivisions | $35,285,000 | 1,082 |
| Other domestic debt securities | $2,765,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,267,000 | 178 |
| Other domestic debt securities - All other | $1,498,000 | 1,325 |
| 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 | $12,464,000 | 2,938 |
| Mortgage-backed securities | $44,460,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $19,262,000 | 1,835 |
| Issued or guaranteed by U.S. | $19,262,000 | 1,832 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $25,198,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $25,198,000 | 751 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $121,742,000 | 1,102 |
| Total debt securities | $121,743,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $126,478,000 | 1,205 |
| U.S. Government securities | $89,204,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $89,204,000 | 1,078 |
| Securities issued by states & political subdivisions | $34,556,000 | 1,103 |
| Other domestic debt securities | $2,718,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,221,000 | 172 |
| Other domestic debt securities - All other | $1,497,000 | 1,348 |
| 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 | $16,205,000 | 2,512 |
| Mortgage-backed securities | $43,651,000 | 1,413 |
| Certificates of participation in pools of residential mortgages | $18,075,000 | 1,923 |
| Issued or guaranteed by U.S. | $18,075,000 | 1,922 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,576,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $25,576,000 | 760 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $126,478,000 | 1,081 |
| Total debt securities | $126,478,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $127,117,000 | 1,218 |
| U.S. Government securities | $90,977,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $90,977,000 | 1,082 |
| Securities issued by states & political subdivisions | $33,435,000 | 1,130 |
| Other domestic debt securities | $2,705,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,208,000 | 168 |
| Other domestic debt securities - All other | $1,497,000 | 1,347 |
| 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 | $18,486,000 | 2,339 |
| Mortgage-backed securities | $46,090,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $18,541,000 | 1,909 |
| Issued or guaranteed by U.S. | $18,541,000 | 1,908 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $27,549,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $27,549,000 | 756 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $127,117,000 | 1,098 |
| Total debt securities | $127,116,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $114,024,000 | 1,318 |
| U.S. Government securities | $79,430,000 | 1,256 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $79,430,000 | 1,217 |
| Securities issued by states & political subdivisions | $31,417,000 | 1,180 |
| Other domestic debt securities | $3,177,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,197,000 | 166 |
| Other domestic debt securities - All other | $1,980,000 | 1,196 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,826,000 | 2,294 |
| Mortgage-backed securities | $35,362,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $13,191,000 | 2,301 |
| Issued or guaranteed by U.S. | $13,191,000 | 2,300 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $22,171,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $22,171,000 | 879 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $114,024,000 | 1,181 |
| Total debt securities | $114,026,000 | 1,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,666,000 | 5,787 |
| U.S. Government securities | $8,637,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,637,000 | 4,902 |
| Securities issued by states & political subdivisions | $29,000 | 5,659 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $4,937,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $4,937,000 | 3,697 |
| Issued or guaranteed by U.S. | $4,937,000 | 3,695 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,666,000 | 5,407 |
| Total debt securities | $8,666,000 | 5,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $4,990,000 | 6,333 |
| U.S. Government securities | $4,961,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,961,000 | 5,677 |
| Securities issued by states & political subdivisions | $29,000 | 5,685 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,100,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $3,100,000 | 4,175 |
| Issued or guaranteed by U.S. | $3,100,000 | 4,173 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,990,000 | 5,924 |
| Total debt securities | $4,991,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $616,000 | 2,374 |
| Fair value | $617,000 | 2,381 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $5,057,000 | 6,376 |
| U.S. Government securities | $5,028,000 | 5,855 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,028,000 | 5,752 |
| Securities issued by states & political subdivisions | $29,000 | 5,686 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,308,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $3,308,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,308,000 | 4,122 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,057,000 | 5,960 |
| Total debt securities | $5,057,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $618,000 | 2,619 |
| Fair value | $619,000 | 2,620 |
| 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 | $5,088,000 | 6,388 |
| U.S. Government securities | $5,050,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,050,000 | 5,737 |
| Securities issued by states & political subdivisions | $38,000 | 5,676 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $3,013,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 4,129 |
| Issued or guaranteed by U.S. | $3,013,000 | 4,122 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,088,000 | 5,940 |
| Total debt securities | $5,086,000 | 6,362 |
| Structured notes | ||
| Amortized cost | $869,000 | 2,396 |
| Fair value | $870,000 | 2,395 |
| 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 | $4,630,000 | 6,520 |
| U.S. Government securities | $4,592,000 | 5,981 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,592,000 | 5,864 |
| Securities issued by states & political subdivisions | $38,000 | 5,704 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $2,167,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $2,167,000 | 4,328 |
| Issued or guaranteed by U.S. | $2,167,000 | 4,315 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $4,630,000 | 6,053 |
| Total debt securities | $4,631,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $1,236,000 | 2,130 |
| Fair value | $1,253,000 | 2,124 |
| 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 | $5,433,000 | 6,477 |
| U.S. Government securities | $5,395,000 | 5,938 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,395,000 | 5,813 |
| Securities issued by states & political subdivisions | $38,000 | 5,708 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $1,696,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 4,503 |
| Issued or guaranteed by U.S. | $1,696,000 | 4,493 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,433,000 | 6,007 |
| Total debt securities | $5,433,000 | 6,444 |
| Structured notes | ||
| Amortized cost | $985,000 | 2,609 |
| Fair value | $997,000 | 2,586 |
| 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 | $5,450,000 | 6,494 |
| U.S. Government securities | $5,412,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,412,000 | 5,809 |
| Securities issued by states & political subdivisions | $38,000 | 5,734 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $1,723,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,723,000 | 4,443 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,450,000 | 6,016 |
| Total debt securities | $5,450,000 | 6,461 |
| Structured notes | ||
| Amortized cost | $984,000 | 2,664 |
| Fair value | $985,000 | 2,621 |
| 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 | $4,190,000 | 6,680 |
| U.S. Government securities | $4,144,000 | 6,121 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,144,000 | 5,988 |
| Securities issued by states & political subdivisions | $46,000 | 5,760 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $1,046,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $1,046,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,046,000 | 4,665 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,190,000 | 6,174 |
| Total debt securities | $4,190,000 | 6,643 |
| Structured notes | ||
| Amortized cost | $983,000 | 2,529 |
| Fair value | $967,000 | 2,509 |
| 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 | $3,907,000 | 6,765 |
| U.S. Government securities | $3,860,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,860,000 | 6,084 |
| Securities issued by states & political subdivisions | $47,000 | 5,752 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $1,220,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $1,220,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,220,000 | 4,580 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,907,000 | 6,259 |
| Total debt securities | $3,907,000 | 6,729 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $5,079,000 | 6,616 |
| U.S. Government securities | $4,932,000 | 6,056 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,932,000 | 5,938 |
| Securities issued by states & political subdivisions | $147,000 | 5,629 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $1,280,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,280,000 | 4,598 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,079,000 | 6,101 |
| Total debt securities | $5,079,000 | 6,575 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $502,000 | 2,928 |
| 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 | $5,128,000 | 6,697 |
| U.S. Government securities | $4,980,000 | 6,147 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,980,000 | 6,031 |
| Securities issued by states & political subdivisions | $148,000 | 5,655 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $1,315,000 | 5,183 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,730 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,719 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,128,000 | 6,176 |
| Total debt securities | $5,126,000 | 6,656 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $502,000 | 2,684 |
| 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 | $3,764,000 | 6,977 |
| U.S. Government securities | $3,514,000 | 6,530 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,514,000 | 6,436 |
| Securities issued by states & political subdivisions | $250,000 | 5,558 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $1,337,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,800 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,790 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,764,000 | 6,452 |
| Total debt securities | $3,764,000 | 6,936 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $492,000 | 2,519 |
| 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 | $3,322,000 | 7,127 |
| U.S. Government securities | $3,071,000 | 6,687 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,071,000 | 6,590 |
| Securities issued by states & political subdivisions | $251,000 | 5,583 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $1,402,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 4,866 |
| Issued or guaranteed by U.S. | $1,402,000 | 4,853 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,322,000 | 6,584 |
| Total debt securities | $3,322,000 | 7,090 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,352,000 | 7,360 |
| U.S. Government securities | $2,100,000 | 7,021 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,100,000 | 6,926 |
| Securities issued by states & political subdivisions | $252,000 | 5,617 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $908,000 | 5,589 |
| Certificates of participation in pools of residential mortgages | $908,000 | 5,160 |
| Issued or guaranteed by U.S. | $908,000 | 5,145 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $2,352,000 | 6,807 |
| Total debt securities | $2,352,000 | 7,316 |
| 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 | $2,756,000 | 7,345 |
| U.S. Government securities | $2,504,000 | 7,006 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,504,000 | 6,914 |
| Securities issued by states & political subdivisions | $252,000 | 5,564 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $967,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $967,000 | 5,212 |
| Issued or guaranteed by U.S. | $967,000 | 5,195 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $2,756,000 | 6,772 |
| Total debt securities | $2,756,000 | 7,303 |
| 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 | $2,759,000 | 7,425 |
| U.S. Government securities | $2,499,000 | 7,128 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,499,000 | 7,040 |
| Securities issued by states & political subdivisions | $260,000 | 5,500 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $995,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $995,000 | 5,187 |
| Issued or guaranteed by U.S. | $995,000 | 5,173 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,759,000 | 6,832 |
| Total debt securities | $2,759,000 | 7,383 |
| 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 | $2,722,000 | 7,457 |
| U.S. Government securities | $2,462,000 | 7,177 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,462,000 | 7,076 |
| Securities issued by states & political subdivisions | $260,000 | 5,512 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $973,000 | 5,600 |
| Certificates of participation in pools of residential mortgages | $973,000 | 5,178 |
| Issued or guaranteed by U.S. | $973,000 | 5,163 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,722,000 | 6,837 |
| Total debt securities | $2,719,000 | 7,416 |
| 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 | $2,774,000 | 7,512 |
| U.S. Government securities | $2,514,000 | 7,212 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,514,000 | 7,121 |
| Securities issued by states & political subdivisions | $260,000 | 5,570 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $971,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $971,000 | 5,195 |
| Issued or guaranteed by U.S. | $971,000 | 5,174 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $2,774,000 | 6,891 |
| Total debt securities | $2,773,000 | 7,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,341,000 | 7,621 |
| U.S. Government securities | $2,079,000 | 7,350 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,079,000 | 7,249 |
| Securities issued by states & political subdivisions | $262,000 | 5,581 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $511,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $511,000 | 5,467 |
| Issued or guaranteed by U.S. | $511,000 | 5,439 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,341,000 | 6,999 |
| Total debt securities | $2,342,000 | 7,570 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,462,000 | 7,676 |
| U.S. Government securities | $2,195,000 | 7,440 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,195,000 | 7,329 |
| Securities issued by states & political subdivisions | $267,000 | 5,593 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $3,000 | 6,567 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,320 |
| Issued or guaranteed by U.S. | $3,000 | 6,299 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,462,000 | 7,017 |
| Total debt securities | $2,462,000 | 7,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,441,000 | 7,724 |
| U.S. Government securities | $2,174,000 | 7,506 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,174,000 | 7,391 |
| Securities issued by states & political subdivisions | $267,000 | 5,628 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $4,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,267 |
| Issued or guaranteed by U.S. | $4,000 | 6,244 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,441,000 | 7,054 |
| Total debt securities | $2,440,000 | 7,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $2,404,000 | 7,788 |
| U.S. Government securities | $2,139,000 | 7,570 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,139,000 | 7,454 |
| Securities issued by states & political subdivisions | $265,000 | 5,669 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,277 |
| Issued or guaranteed by U.S. | $5,000 | 6,257 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,404,000 | 7,101 |
| Total debt securities | $2,405,000 | 7,741 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $2,426,000 | 7,819 |
| U.S. Government securities | $2,159,000 | 7,594 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,159,000 | 7,475 |
| Securities issued by states & political subdivisions | $267,000 | 5,721 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $7,000 | 6,543 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,270 |
| Issued or guaranteed by U.S. | $7,000 | 6,247 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,426,000 | 7,111 |
| Total debt securities | $2,425,000 | 7,772 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $2,423,000 | 7,870 |
| U.S. Government securities | $2,150,000 | 7,654 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,150,000 | 7,529 |
| Securities issued by states & political subdivisions | $273,000 | 5,759 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $10,000 | 6,538 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,257 |
| Issued or guaranteed by U.S. | $10,000 | 6,232 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,423,000 | 7,146 |
| Total debt securities | $2,423,000 | 7,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $2,619,000 | 7,896 |
| U.S. Government securities | $2,345,000 | 7,671 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,345,000 | 7,539 |
| Securities issued by states & political subdivisions | $274,000 | 5,820 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $12,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,289 |
| Issued or guaranteed by U.S. | $12,000 | 6,262 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,619,000 | 7,161 |
| Total debt securities | $2,619,000 | 7,851 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $2,573,000 | 7,961 |
| U.S. Government securities | $2,300,000 | 7,731 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,300,000 | 7,593 |
| Securities issued by states & political subdivisions | $273,000 | 5,850 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $14,000 | 6,616 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,322 |
| Issued or guaranteed by U.S. | $14,000 | 6,299 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,573,000 | 7,186 |
| Total debt securities | $2,571,000 | 7,916 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $2,602,000 | 7,995 |
| U.S. Government securities | $2,326,000 | 7,787 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,326,000 | 7,652 |
| Securities issued by states & political subdivisions | $276,000 | 5,871 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $18,000 | 6,627 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,316 |
| Issued or guaranteed by U.S. | $18,000 | 6,295 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,602,000 | 7,223 |
| Total debt securities | $2,602,000 | 7,952 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $2,638,000 | 8,037 |
| U.S. Government securities | $2,357,000 | 7,790 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,357,000 | 7,661 |
| Securities issued by states & political subdivisions | $281,000 | 5,887 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $22,000 | 6,667 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,340 |
| Issued or guaranteed by U.S. | $22,000 | 6,320 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,638,000 | 7,265 |
| Total debt securities | $2,638,000 | 7,988 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $2,656,000 | 8,061 |
| U.S. Government securities | $2,372,000 | 7,811 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,372,000 | 7,682 |
| Securities issued by states & political subdivisions | $284,000 | 5,924 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $26,000 | 6,675 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,346 |
| Issued or guaranteed by U.S. | $26,000 | 6,327 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,656,000 | 7,273 |
| Total debt securities | $2,656,000 | 8,005 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $2,695,000 | 8,087 |
| U.S. Government securities | $2,410,000 | 7,843 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,410,000 | 7,702 |
| Securities issued by states & political subdivisions | $285,000 | 5,931 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $31,000 | 6,695 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,370 |
| Issued or guaranteed by U.S. | $31,000 | 6,350 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,695,000 | 7,305 |
| Total debt securities | $2,695,000 | 8,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,855,000 | 8,123 |
| U.S. Government securities | $2,574,000 | 7,855 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,574,000 | 7,702 |
| Securities issued by states & political subdivisions | $281,000 | 5,959 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $35,000 | 6,756 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,426 |
| Issued or guaranteed by U.S. | $35,000 | 6,408 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,855,000 | 7,322 |
| Total debt securities | $2,855,000 | 8,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,937,000 | 8,157 |
| U.S. Government securities | $2,645,000 | 7,866 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,645,000 | 7,713 |
| Securities issued by states & political subdivisions | $292,000 | 5,988 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $40,000 | 6,785 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,449 |
| Issued or guaranteed by U.S. | $40,000 | 6,435 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,937,000 | 7,343 |
| Total debt securities | $2,937,000 | 8,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,338,000 | 8,075 |
| U.S. Government securities | $2,894,000 | 7,825 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,894,000 | 7,668 |
| Securities issued by states & political subdivisions | $281,000 | 6,059 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $163,000 | 1,797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $45,000 | 6,808 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,459 |
| Issued or guaranteed by U.S. | $45,000 | 6,446 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,000 | 3,921 |
| Available-for-sale securities (fair market value) | $3,057,000 | 7,340 |
| Total debt securities | $3,175,000 | 8,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,425,000 | 8,134 |
| U.S. Government securities | $2,983,000 | 7,880 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,983,000 | 7,708 |
| Securities issued by states & political subdivisions | $281,000 | 6,093 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $161,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $51,000 | 6,855 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,499 |
| Issued or guaranteed by U.S. | $51,000 | 6,486 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,000 | 3,962 |
| Available-for-sale securities (fair market value) | $3,144,000 | 7,399 |
| Total debt securities | $3,266,000 | 8,114 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,982,000 | 8,001 |
| U.S. Government securities | $3,532,000 | 7,636 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,532,000 | 7,483 |
| Securities issued by states & political subdivisions | $286,000 | 6,089 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $164,000 | 1,878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $62,000 | 6,841 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,477 |
| Issued or guaranteed by U.S. | $62,000 | 6,461 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $286,000 | 4,009 |
| Available-for-sale securities (fair market value) | $3,696,000 | 7,262 |
| Total debt securities | $3,820,000 | 7,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,426,000 | 7,967 |
| U.S. Government securities | $3,974,000 | 7,568 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,974,000 | 7,394 |
| Securities issued by states & political subdivisions | $286,000 | 6,158 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $166,000 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $69,000 | 6,859 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,504 |
| Issued or guaranteed by U.S. | $69,000 | 6,483 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $286,000 | 4,062 |
| Available-for-sale securities (fair market value) | $4,140,000 | 7,195 |
| Total debt securities | $4,256,000 | 7,934 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,361,000 | 8,203 |
| U.S. Government securities | $2,911,000 | 7,882 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,911,000 | 7,697 |
| Securities issued by states & political subdivisions | $286,000 | 6,194 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $164,000 | 1,970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $78,000 | 6,882 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,529 |
| Issued or guaranteed by U.S. | $78,000 | 6,505 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $286,000 | 4,089 |
| Available-for-sale securities (fair market value) | $3,075,000 | 7,440 |
| Total debt securities | $3,194,000 | 8,159 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| 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 | $2,968,000 | 8,341 |
| U.S. Government securities | $2,515,000 | 8,007 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,515,000 | 7,832 |
| Securities issued by states & political subdivisions | $286,000 | 6,196 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $167,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $94,000 | 6,896 |
| Certificates of participation in pools of residential mortgages | $94,000 | 6,507 |
| Issued or guaranteed by U.S. | $94,000 | 6,490 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $286,000 | 4,137 |
| Available-for-sale securities (fair market value) | $2,682,000 | 7,566 |
| Total debt securities | $2,802,000 | 8,300 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| 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 | $3,136,000 | 8,329 |
| U.S. Government securities | $2,683,000 | 8,004 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,683,000 | 7,822 |
| Securities issued by states & political subdivisions | $285,000 | 6,195 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $168,000 | 1,968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $38,000 | 7,112 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,746 |
| Issued or guaranteed by U.S. | $38,000 | 6,727 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $285,000 | 4,203 |
| Available-for-sale securities (fair market value) | $2,851,000 | 7,558 |
| Total debt securities | $2,968,000 | 8,310 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| 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 | $2,991,000 | 8,441 |
| U.S. Government securities | $2,532,000 | 8,112 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,532,000 | 7,919 |
| Securities issued by states & political subdivisions | $290,000 | 6,187 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $169,000 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $616,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $616,000 | 5,705 |
| Issued or guaranteed by U.S. | $616,000 | 5,688 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,000 | 4,276 |
| Available-for-sale securities (fair market value) | $2,701,000 | 7,624 |
| Total debt securities | $2,821,000 | 8,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| 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 | $2,267,000 | 8,783 |
| U.S. Government securities | $2,013,000 | 8,475 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,013,000 | 8,276 |
| Securities issued by states & political subdivisions | $90,000 | 6,826 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $164,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $585,000 | 6,251 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,611 |
| Issued or guaranteed by U.S. | $585,000 | 5,590 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,000 | 4,862 |
| Available-for-sale securities (fair market value) | $2,177,000 | 7,869 |
| Total debt securities | $2,103,000 | 8,739 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,150,000 | 8,969 |
| U.S. Government securities | $2,777,000 | 8,690 |
| U.S. Treasury securities | $252,000 | 3,779 |
| U.S. Government agency obligations | $2,525,000 | 8,471 |
| Securities issued by states & political subdivisions | $98,000 | 7,026 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 5,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,722,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $1,711,000 | 4,182 |
| Issued or guaranteed by U.S. | $1,711,000 | 4,156 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,000 | 4,202 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,967 |
| 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) | $2,612,000 | 3,577 |
| Available-for-sale securities (fair market value) | $538,000 | 8,716 |
| Total debt securities | $2,875,000 | 8,926 |
| 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 | $3,300,000 | 9,236 |
| U.S. Government securities | $2,932,000 | 8,959 |
| U.S. Treasury securities | $753,000 | 4,042 |
| U.S. Government agency obligations | $2,179,000 | 8,834 |
| Securities issued by states & political subdivisions | $98,000 | 7,381 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $270,000 | 5,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,309,000 | 5,574 |
| Certificates of participation in pools of residential mortgages | $1,298,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,298,000 | 4,728 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $11,000 | 4,506 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 4,237 |
| 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) | $2,266,000 | 4,085 |
| Available-for-sale securities (fair market value) | $1,034,000 | 8,755 |
| Total debt securities | $3,030,000 | 9,212 |
| 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 | $3,309,000 | 9,374 |
| U.S. Government securities | $2,921,000 | 9,051 |
| U.S. Treasury securities | $975,000 | 5,297 |
| U.S. Government agency obligations | $1,946,000 | 8,801 |
| Securities issued by states & political subdivisions | $106,000 | 7,530 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $282,000 | 4,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $775,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $739,000 | 5,600 |
| Issued or guaranteed by U.S. | $739,000 | 5,582 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,000 | 4,676 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 4,443 |
| 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) | $2,016,000 | 4,734 |
| Available-for-sale securities (fair market value) | $1,293,000 | 8,741 |
| Total debt securities | $3,027,000 | 9,360 |
| 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 | $3,419,000 | 9,823 |
| U.S. Government securities | $3,141,000 | 9,485 |
| U.S. Treasury securities | $1,405,000 | 5,867 |
| U.S. Government agency obligations | $1,736,000 | 9,229 |
| Securities issued by states & political subdivisions | $109,000 | 7,798 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $169,000 | 5,675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,736,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,582 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,741,000 | 5,797 |
| Available-for-sale securities (fair market value) | $1,678,000 | 8,873 |
| Total debt securities | $3,250,000 | 9,780 |
| 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 | $3,311,000 | 10,447 |
| U.S. Government securities | $3,035,000 | 10,114 |
| U.S. Treasury securities | $1,287,000 | 6,814 |
| U.S. Government agency obligations | $1,748,000 | 9,651 |
| Securities issued by states & political subdivisions | $109,000 | 8,210 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 5,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $1,748,000 | 6,079 |
| Certificates of participation in pools of residential mortgages | $1,748,000 | 4,943 |
| Issued or guaranteed by U.S. | $1,748,000 | 4,925 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,668,000 | 6,531 |
| Available-for-sale securities (fair market value) | $1,643,000 | 9,198 |
| Total debt securities | $3,144,000 | 10,397 |
| 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 | $3,552,000 | 10,803 |
| U.S. Government securities | $3,264,000 | 10,452 |
| U.S. Treasury securities | $1,291,000 | 8,027 |
| U.S. Government agency obligations | $1,973,000 | 9,769 |
| Securities issued by states & political subdivisions | $115,000 | 8,546 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $173,000 | 5,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $1,973,000 | 6,289 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 4,933 |
| Issued or guaranteed by U.S. | $1,973,000 | 4,901 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,088,000 | 6,582 |
| Available-for-sale securities (fair market value) | $1,464,000 | 9,695 |
| Total debt securities | $3,379,000 | 10,769 |
| 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 | $3,635,000 | 11,411 |
| U.S. Government securities | $3,362,000 | 11,045 |
| U.S. Treasury securities | $2,058,000 | 8,112 |
| U.S. Government agency obligations | $1,304,000 | 10,563 |
| Securities issued by states & political subdivisions | $115,000 | 8,979 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $158,000 | 5,222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $1,304,000 | 7,383 |
| Certificates of participation in pools of residential mortgages | $1,304,000 | 5,988 |
| Issued or guaranteed by U.S. | $1,304,000 | 5,961 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,477,000 | 8,987 |
| Available-for-sale securities (fair market value) | $158,000 | 10,602 |
| Total debt securities | $3,477,000 | 11,397 |
| 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 | $4,098,000 | 11,687 |
| U.S. Government securities | $3,891,000 | 11,164 |
| U.S. Treasury securities | $2,816,000 | 7,572 |
| U.S. Government agency obligations | $1,075,000 | 11,112 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 4,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $1,075,000 | 8,308 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 6,942 |
| Issued or guaranteed by U.S. | $1,075,000 | 6,892 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,891,000 | 11,660 |
| 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 | $3,648,000 | 12,292 |
| U.S. Government securities | $3,430,000 | 11,824 |
| U.S. Treasury securities | $2,032,000 | 8,669 |
| U.S. Government agency obligations | $1,398,000 | 11,138 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $38,000 | 7,152 |
| Privately issued residential mortgage-backed securities | $38,000 | 3,866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $180,000 | 4,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $937,000 | 9,037 |
| Certificates of participation in pools of residential mortgages | $937,000 | 7,642 |
| Issued or guaranteed by U.S. | $899,000 | 7,653 |
| Privately issued | $38,000 | 769 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,468,000 | 12,255 |
| 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 |