Home > Roanoke Valley Savings Bank, SSB > Securities
Roanoke Valley Savings Bank, SSB, Securities
| 2018-09-30 | Rank | |
| Total securities | $3,151,000 | 4,967 |
| U.S. Government securities | $3,151,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,151,000 | 4,381 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $281,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $281,000 | 3,994 |
| Issued or guaranteed by U.S. | $281,000 | 3,969 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $167,000 | 1,824 |
| Available-for-sale securities (fair market value) | $2,984,000 | 4,711 |
| Total debt securities | $3,151,000 | 4,946 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $495,000 | 759 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,193,000 | 5,023 |
| U.S. Government securities | $3,193,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,193,000 | 4,408 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $310,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $310,000 | 4,030 |
| Issued or guaranteed by U.S. | $310,000 | 3,893 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $178,000 | 1,846 |
| Available-for-sale securities (fair market value) | $3,015,000 | 4,764 |
| Total debt securities | $3,193,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $495,000 | 760 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,230,000 | 5,078 |
| U.S. Government securities | $3,230,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,230,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $336,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $336,000 | 4,066 |
| Issued or guaranteed by U.S. | $336,000 | 4,059 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $188,000 | 1,866 |
| Available-for-sale securities (fair market value) | $3,042,000 | 4,808 |
| Total debt securities | $3,230,000 | 5,055 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $495,000 | 729 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,512,000 | 5,202 |
| U.S. Government securities | $2,512,000 | 4,792 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,512,000 | 4,661 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $363,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $363,000 | 4,099 |
| Issued or guaranteed by U.S. | $363,000 | 4,094 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $199,000 | 1,891 |
| Available-for-sale securities (fair market value) | $2,313,000 | 4,958 |
| Total debt securities | $2,512,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $497,000 | 736 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,560,000 | 5,265 |
| U.S. Government securities | $2,560,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,560,000 | 4,714 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $399,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,139 |
| Issued or guaranteed by U.S. | $398,000 | 4,135 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,000 | 1,463 |
| Commercial mortgage pass-through securities | $1,000 | 1,046 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $215,000 | 1,926 |
| Available-for-sale securities (fair market value) | $2,345,000 | 4,999 |
| Total debt securities | $2,560,000 | 5,241 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $498,000 | 777 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,586,000 | 5,312 |
| U.S. Government securities | $2,586,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,586,000 | 4,762 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $423,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $420,000 | 4,160 |
| Issued or guaranteed by U.S. | $420,000 | 4,155 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,000 | 1,416 |
| Commercial mortgage pass-through securities | $3,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $231,000 | 1,952 |
| Available-for-sale securities (fair market value) | $2,355,000 | 5,044 |
| Total debt securities | $2,586,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $498,000 | 842 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,594,000 | 5,379 |
| U.S. Government securities | $2,594,000 | 4,937 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,594,000 | 4,818 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $457,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $453,000 | 4,213 |
| Issued or guaranteed by U.S. | $453,000 | 4,209 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $4,000 | 1,386 |
| Commercial mortgage pass-through securities | $4,000 | 973 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $246,000 | 1,982 |
| Available-for-sale securities (fair market value) | $2,348,000 | 5,102 |
| Total debt securities | $2,594,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $497,000 | 878 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,614,000 | 5,420 |
| U.S. Government securities | $2,614,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,614,000 | 4,837 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $491,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $484,000 | 4,222 |
| Issued or guaranteed by U.S. | $484,000 | 4,215 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $7,000 | 1,334 |
| Commercial mortgage pass-through securities | $7,000 | 938 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $264,000 | 1,987 |
| Available-for-sale securities (fair market value) | $2,350,000 | 5,129 |
| Total debt securities | $2,614,000 | 5,394 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $496,000 | 871 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,576,000 | 5,609 |
| U.S. Government securities | $1,576,000 | 5,238 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,576,000 | 5,122 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $527,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $518,000 | 4,239 |
| Issued or guaranteed by U.S. | $518,000 | 4,235 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $9,000 | 1,274 |
| Commercial mortgage pass-through securities | $9,000 | 866 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $285,000 | 1,998 |
| Available-for-sale securities (fair market value) | $1,291,000 | 5,305 |
| Total debt securities | $1,576,000 | 5,589 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $500,000 | 845 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,351,000 | 5,705 |
| U.S. Government securities | $1,351,000 | 5,385 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,351,000 | 5,279 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $574,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $563,000 | 4,271 |
| Issued or guaranteed by U.S. | $563,000 | 4,265 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $11,000 | 1,205 |
| Commercial mortgage pass-through securities | $11,000 | 822 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $309,000 | 2,033 |
| Available-for-sale securities (fair market value) | $1,042,000 | 5,394 |
| Total debt securities | $1,351,000 | 5,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,606,000 | 5,638 |
| U.S. Government securities | $2,606,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,606,000 | 5,087 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $628,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $613,000 | 4,290 |
| Issued or guaranteed by U.S. | $613,000 | 4,286 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $15,000 | 1,186 |
| Commercial mortgage pass-through securities | $15,000 | 807 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $932,000 | 1,865 |
| Available-for-sale securities (fair market value) | $1,674,000 | 5,400 |
| Total debt securities | $2,606,000 | 5,614 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,102 |
| Fair value | $600,000 | 1,105 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,695,000 | 5,680 |
| U.S. Government securities | $2,695,000 | 5,241 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,695,000 | 5,140 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $0 | 5,301 |
| Mortgage-backed securities | $675,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $656,000 | 4,295 |
| Issued or guaranteed by U.S. | $656,000 | 4,292 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $19,000 | 1,138 |
| Commercial mortgage pass-through securities | $19,000 | 779 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $963,000 | 1,889 |
| Available-for-sale securities (fair market value) | $1,732,000 | 5,444 |
| Total debt securities | $2,695,000 | 5,654 |
| 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 | $2,099,000 | 5,837 |
| U.S. Government securities | $2,099,000 | 5,475 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,099,000 | 5,379 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $727,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $705,000 | 4,340 |
| Issued or guaranteed by U.S. | $705,000 | 4,335 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $22,000 | 1,089 |
| Commercial mortgage pass-through securities | $22,000 | 749 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $990,000 | 1,895 |
| Available-for-sale securities (fair market value) | $1,109,000 | 5,590 |
| Total debt securities | $2,099,000 | 5,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,396,000 | 5,987 |
| U.S. Government securities | $1,396,000 | 5,686 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,396,000 | 5,589 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $800,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $775,000 | 4,382 |
| Issued or guaranteed by U.S. | $775,000 | 4,378 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $25,000 | 1,046 |
| Commercial mortgage pass-through securities | $25,000 | 710 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,028,000 | 1,905 |
| Available-for-sale securities (fair market value) | $368,000 | 5,764 |
| Total debt securities | $1,396,000 | 5,968 |
| 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 | $1,484,000 | 6,041 |
| U.S. Government securities | $1,484,000 | 5,755 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,484,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $889,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,392 |
| Issued or guaranteed by U.S. | $889,000 | 4,387 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $1,077,000 | 1,896 |
| Available-for-sale securities (fair market value) | $407,000 | 5,821 |
| Total debt securities | $1,484,000 | 6,021 |
| Structured notes | ||
| Amortized cost | $595,000 | 1,633 |
| Fair value | $633,000 | 1,626 |
| 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 | $2,052,000 | 6,076 |
| U.S. Government securities | $2,052,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,052,000 | 5,643 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $961,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,441 |
| Issued or guaranteed by U.S. | $961,000 | 4,434 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $1,613,000 | 1,810 |
| Available-for-sale securities (fair market value) | $439,000 | 5,904 |
| Total debt securities | $2,052,000 | 6,057 |
| Structured notes | ||
| Amortized cost | $1,091,000 | 1,399 |
| Fair value | $1,133,000 | 1,388 |
| 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 | $2,150,000 | 6,150 |
| U.S. Government securities | $2,150,000 | 5,805 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,150,000 | 5,712 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,060,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,483 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $1,657,000 | 1,836 |
| Available-for-sale securities (fair market value) | $493,000 | 5,977 |
| Total debt securities | $2,150,000 | 6,132 |
| Structured notes | ||
| Amortized cost | $1,090,000 | 1,510 |
| Fair value | $1,108,000 | 1,503 |
| 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 | $1,706,000 | 6,262 |
| U.S. Government securities | $1,706,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,706,000 | 5,875 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,114,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 4,508 |
| Issued or guaranteed by U.S. | $1,114,000 | 4,506 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $1,204,000 | 1,934 |
| Available-for-sale securities (fair market value) | $502,000 | 6,032 |
| Total debt securities | $1,706,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $592,000 | 1,875 |
| Fair value | $650,000 | 1,850 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,778,000 | 6,309 |
| U.S. Government securities | $1,778,000 | 6,008 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,778,000 | 5,914 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $1,187,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 4,513 |
| Issued or guaranteed by U.S. | $1,187,000 | 4,509 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $1,244,000 | 1,928 |
| Available-for-sale securities (fair market value) | $534,000 | 6,083 |
| Total debt securities | $1,778,000 | 6,283 |
| Structured notes | ||
| Amortized cost | $591,000 | 1,919 |
| Fair value | $650,000 | 1,890 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,242,000 | 6,440 |
| U.S. Government securities | $1,242,000 | 6,167 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,242,000 | 6,069 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $1,242,000 | 4,840 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,513 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $691,000 | 2,086 |
| Available-for-sale securities (fair market value) | $551,000 | 6,164 |
| Total debt securities | $1,242,000 | 6,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,324,000 | 6,502 |
| U.S. Government securities | $1,324,000 | 6,209 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,324,000 | 6,115 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $1,324,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 4,529 |
| Issued or guaranteed by U.S. | $1,324,000 | 4,524 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $742,000 | 2,056 |
| Available-for-sale securities (fair market value) | $582,000 | 6,232 |
| Total debt securities | $1,324,000 | 6,473 |
| 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 | $2,478,000 | 6,398 |
| U.S. Government securities | $2,478,000 | 5,985 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,478,000 | 5,884 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $1,463,000 | 4,819 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 4,449 |
| Issued or guaranteed by U.S. | $1,463,000 | 4,445 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $803,000 | 1,981 |
| Available-for-sale securities (fair market value) | $1,675,000 | 6,107 |
| Total debt securities | $2,478,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $1,015,000 | 1,544 |
| 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 | $2,880,000 | 6,394 |
| U.S. Government securities | $2,880,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,880,000 | 5,839 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,615,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,429 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $885,000 | 1,945 |
| Available-for-sale securities (fair market value) | $1,995,000 | 6,122 |
| Total debt securities | $2,880,000 | 6,362 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,500 |
| Fair value | $1,265,000 | 1,499 |
| 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 | $2,781,000 | 6,454 |
| U.S. Government securities | $2,781,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,781,000 | 5,886 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,754,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $1,754,000 | 4,415 |
| Issued or guaranteed by U.S. | $1,754,000 | 4,415 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $947,000 | 1,945 |
| Available-for-sale securities (fair market value) | $1,834,000 | 6,190 |
| Total debt securities | $2,781,000 | 6,423 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,614 |
| Fair value | $1,027,000 | 1,598 |
| 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 | $2,921,000 | 6,539 |
| U.S. Government securities | $2,921,000 | 6,088 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,921,000 | 5,989 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $1,880,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,493 |
| 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) | $1,009,000 | 1,948 |
| Available-for-sale securities (fair market value) | $1,912,000 | 6,268 |
| Total debt securities | $2,921,000 | 6,506 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,750 |
| Fair value | $1,041,000 | 1,734 |
| 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 | $3,069,000 | 6,572 |
| U.S. Government securities | $3,069,000 | 6,145 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,069,000 | 6,047 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $2,018,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 4,487 |
| Issued or guaranteed by U.S. | $2,018,000 | 4,485 |
| 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) | $1,081,000 | 1,933 |
| Available-for-sale securities (fair market value) | $1,988,000 | 6,324 |
| Total debt securities | $3,069,000 | 6,542 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,967 |
| Fair value | $1,050,000 | 1,940 |
| 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 | $3,237,000 | 6,618 |
| U.S. Government securities | $3,237,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,237,000 | 6,096 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $2,174,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $2,174,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,174,000 | 4,444 |
| 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) | $1,161,000 | 1,951 |
| Available-for-sale securities (fair market value) | $2,076,000 | 6,352 |
| Total debt securities | $3,237,000 | 6,587 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,194 |
| Fair value | $1,063,000 | 2,147 |
| 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 | $3,392,000 | 6,627 |
| U.S. Government securities | $3,392,000 | 6,184 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,392,000 | 6,079 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $2,314,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 4,337 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,328 |
| 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) | $1,238,000 | 2,014 |
| Available-for-sale securities (fair market value) | $2,154,000 | 6,356 |
| Total debt securities | $3,392,000 | 6,596 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,144 |
| Fair value | $1,078,000 | 2,105 |
| 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 | $3,587,000 | 6,659 |
| U.S. Government securities | $3,587,000 | 6,195 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,587,000 | 6,081 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $2,496,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $2,496,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,496,000 | 4,215 |
| 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) | $1,286,000 | 2,014 |
| Available-for-sale securities (fair market value) | $2,301,000 | 6,395 |
| Total debt securities | $3,587,000 | 6,628 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 2,221 |
| Fair value | $1,091,000 | 2,183 |
| 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 | $4,619,000 | 6,607 |
| U.S. Government securities | $4,619,000 | 6,106 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,619,000 | 5,987 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $2,574,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,574,000 | 4,182 |
| Issued or guaranteed by U.S. | $2,574,000 | 4,169 |
| 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) | $2,303,000 | 1,779 |
| Available-for-sale securities (fair market value) | $2,316,000 | 6,476 |
| Total debt securities | $4,619,000 | 6,574 |
| Structured notes | ||
| Amortized cost | $1,954,000 | 2,074 |
| Fair value | $2,045,000 | 1,937 |
| 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 | $3,743,000 | 6,764 |
| U.S. Government securities | $3,743,000 | 6,307 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,743,000 | 6,182 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $2,638,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $2,638,000 | 4,115 |
| Issued or guaranteed by U.S. | $2,638,000 | 4,104 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,392,000 | 2,029 |
| Available-for-sale securities (fair market value) | $2,351,000 | 6,504 |
| Total debt securities | $3,743,000 | 6,726 |
| Structured notes | ||
| Amortized cost | $1,010,000 | 2,471 |
| Fair value | $1,105,000 | 2,441 |
| 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 | $1,759,000 | 7,112 |
| U.S. Government securities | $1,759,000 | 6,733 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,759,000 | 6,625 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $649,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $649,000 | 4,903 |
| Issued or guaranteed by U.S. | $649,000 | 4,894 |
| 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) | $375,000 | 2,497 |
| Available-for-sale securities (fair market value) | $1,384,000 | 6,674 |
| Total debt securities | $1,759,000 | 7,081 |
| Structured notes | ||
| Amortized cost | $1,014,000 | 2,316 |
| Fair value | $1,110,000 | 2,291 |
| 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 | $1,812,000 | 7,159 |
| U.S. Government securities | $1,812,000 | 6,780 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,812,000 | 6,660 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $670,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $670,000 | 4,910 |
| Issued or guaranteed by U.S. | $670,000 | 4,899 |
| 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) | $388,000 | 2,552 |
| Available-for-sale securities (fair market value) | $1,424,000 | 6,701 |
| Total debt securities | $1,812,000 | 7,128 |
| Structured notes | ||
| Amortized cost | $1,018,000 | 2,357 |
| Fair value | $1,142,000 | 2,323 |
| 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 | $1,857,000 | 7,227 |
| U.S. Government securities | $1,857,000 | 6,886 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,857,000 | 6,774 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $715,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $715,000 | 4,933 |
| Issued or guaranteed by U.S. | $715,000 | 4,925 |
| 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) | $420,000 | 2,598 |
| Available-for-sale securities (fair market value) | $1,437,000 | 6,781 |
| Total debt securities | $1,857,000 | 7,193 |
| Structured notes | ||
| Amortized cost | $1,021,000 | 2,443 |
| Fair value | $1,142,000 | 2,415 |
| 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 | $3,868,000 | 6,927 |
| U.S. Government securities | $3,868,000 | 6,427 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,868,000 | 6,314 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $740,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $740,000 | 5,053 |
| Issued or guaranteed by U.S. | $740,000 | 5,043 |
| 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) | $2,434,000 | 1,929 |
| Available-for-sale securities (fair market value) | $1,434,000 | 6,862 |
| Total debt securities | $3,868,000 | 6,886 |
| Structured notes | ||
| Amortized cost | $3,024,000 | 1,391 |
| Fair value | $3,128,000 | 1,376 |
| 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 | $4,921,000 | 6,751 |
| U.S. Government securities | $4,921,000 | 6,120 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,921,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $775,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $775,000 | 5,104 |
| Issued or guaranteed by U.S. | $775,000 | 5,095 |
| 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) | $2,455,000 | 1,945 |
| Available-for-sale securities (fair market value) | $2,466,000 | 6,693 |
| Total debt securities | $4,921,000 | 6,709 |
| Structured notes | ||
| Amortized cost | $4,027,000 | 932 |
| Fair value | $4,122,000 | 914 |
| 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 | $2,948,000 | 7,206 |
| U.S. Government securities | $2,948,000 | 6,737 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,948,000 | 6,642 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $817,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $817,000 | 5,161 |
| Issued or guaranteed by U.S. | $817,000 | 5,147 |
| 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) | $481,000 | 2,739 |
| Available-for-sale securities (fair market value) | $2,467,000 | 6,744 |
| Total debt securities | $2,948,000 | 7,169 |
| Structured notes | ||
| Amortized cost | $2,029,000 | 1,070 |
| Fair value | $2,131,000 | 1,053 |
| 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 | $1,974,000 | 7,447 |
| U.S. Government securities | $1,974,000 | 7,081 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,974,000 | 6,987 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $841,000 | 5,621 |
| Certificates of participation in pools of residential mortgages | $841,000 | 5,199 |
| Issued or guaranteed by U.S. | $841,000 | 5,181 |
| 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) | $497,000 | 2,771 |
| Available-for-sale securities (fair market value) | $1,477,000 | 7,001 |
| Total debt securities | $1,974,000 | 7,403 |
| Structured notes | ||
| Amortized cost | $1,032,000 | 1,107 |
| Fair value | $1,133,000 | 1,071 |
| 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 | $2,034,000 | 7,495 |
| U.S. Government securities | $2,034,000 | 7,158 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,034,000 | 7,071 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $891,000 | 5,668 |
| Certificates of participation in pools of residential mortgages | $891,000 | 5,259 |
| Issued or guaranteed by U.S. | $891,000 | 5,243 |
| 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) | $534,000 | 2,769 |
| Available-for-sale securities (fair market value) | $1,500,000 | 7,043 |
| Total debt securities | $2,034,000 | 7,453 |
| Structured notes | ||
| Amortized cost | $1,035,000 | 874 |
| Fair value | $1,143,000 | 846 |
| 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 | $2,863,000 | 7,403 |
| U.S. Government securities | $2,863,000 | 7,027 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,863,000 | 6,937 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $750,000 | 6,164 |
| Mortgage-backed securities | $958,000 | 5,636 |
| Certificates of participation in pools of residential mortgages | $958,000 | 5,218 |
| Issued or guaranteed by U.S. | $958,000 | 5,204 |
| 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) | $559,000 | 2,780 |
| Available-for-sale securities (fair market value) | $2,304,000 | 6,919 |
| Total debt securities | $2,863,000 | 7,362 |
| Structured notes | ||
| Amortized cost | $1,788,000 | 727 |
| Fair value | $1,905,000 | 700 |
| 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 | $3,580,000 | 7,262 |
| U.S. Government securities | $3,580,000 | 6,819 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,580,000 | 6,727 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $742,000 | 6,202 |
| Mortgage-backed securities | $991,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $991,000 | 5,168 |
| Issued or guaranteed by U.S. | $991,000 | 5,153 |
| 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) | $582,000 | 2,785 |
| Available-for-sale securities (fair market value) | $2,998,000 | 6,786 |
| Total debt securities | $3,580,000 | 7,220 |
| Structured notes | ||
| Amortized cost | $2,540,000 | 518 |
| Fair value | $2,589,000 | 510 |
| 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 | $3,536,000 | 7,334 |
| U.S. Government securities | $3,536,000 | 6,887 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,536,000 | 6,786 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $750,000 | 6,228 |
| Mortgage-backed securities | $1,044,000 | 5,554 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 5,140 |
| Issued or guaranteed by U.S. | $1,044,000 | 5,119 |
| 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) | $614,000 | 2,772 |
| Available-for-sale securities (fair market value) | $2,922,000 | 6,866 |
| Total debt securities | $3,536,000 | 7,277 |
| Structured notes | ||
| Amortized cost | $2,543,000 | 556 |
| Fair value | $2,492,000 | 559 |
| 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 | $5,653,000 | 6,862 |
| U.S. Government securities | $5,653,000 | 6,258 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,653,000 | 6,163 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $55,000 | 6,610 |
| Mortgage-backed securities | $1,090,000 | 5,497 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 5,062 |
| Issued or guaranteed by U.S. | $1,090,000 | 5,038 |
| 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) | $1,677,000 | 2,344 |
| Available-for-sale securities (fair market value) | $3,976,000 | 6,658 |
| Total debt securities | $5,653,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $4,585,000 | 319 |
| Fair value | $4,528,000 | 329 |
| 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 | $6,564,000 | 6,730 |
| U.S. Government securities | $6,564,000 | 6,130 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,564,000 | 6,022 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $60,000 | 6,660 |
| Mortgage-backed securities | $1,138,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 4,836 |
| Issued or guaranteed by U.S. | $1,138,000 | 4,817 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,081,000 | 2,039 |
| Available-for-sale securities (fair market value) | $3,483,000 | 6,796 |
| Total debt securities | $6,564,000 | 6,671 |
| Structured notes | ||
| Amortized cost | $5,462,000 | 468 |
| Fair value | $5,367,000 | 473 |
| 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 | $6,655,000 | 6,768 |
| U.S. Government securities | $6,655,000 | 6,189 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,655,000 | 6,081 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $70,000 | 6,679 |
| Mortgage-backed securities | $1,226,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,629 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,127,000 | 2,064 |
| Available-for-sale securities (fair market value) | $3,528,000 | 6,809 |
| Total debt securities | $6,655,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $5,465,000 | 586 |
| Fair value | $5,370,000 | 589 |
| 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 | $6,792,000 | 6,790 |
| U.S. Government securities | $6,792,000 | 6,174 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,792,000 | 6,059 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $84,000 | 6,743 |
| Mortgage-backed securities | $1,356,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,531 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,177,000 | 2,085 |
| Available-for-sale securities (fair market value) | $3,615,000 | 6,818 |
| Total debt securities | $6,792,000 | 6,738 |
| Structured notes | ||
| Amortized cost | $5,472,000 | 612 |
| Fair value | $5,377,000 | 609 |
| 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 | $6,937,000 | 6,801 |
| U.S. Government securities | $6,937,000 | 6,197 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,937,000 | 6,079 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $102,000 | 6,751 |
| Mortgage-backed securities | $1,491,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,491,000 | 4,459 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,241,000 | 2,104 |
| Available-for-sale securities (fair market value) | $3,696,000 | 6,827 |
| Total debt securities | $6,937,000 | 6,750 |
| Structured notes | ||
| Amortized cost | $5,475,000 | 648 |
| Fair value | $5,441,000 | 645 |
| 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 | $7,046,000 | 6,796 |
| U.S. Government securities | $7,046,000 | 6,198 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,046,000 | 6,070 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $1,597,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 4,403 |
| Issued or guaranteed by U.S. | $1,597,000 | 4,388 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,286,000 | 2,130 |
| Available-for-sale securities (fair market value) | $3,760,000 | 6,837 |
| Total debt securities | $7,046,000 | 6,739 |
| Structured notes | ||
| Amortized cost | $5,478,000 | 683 |
| Fair value | $5,385,000 | 685 |
| 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 | $7,182,000 | 6,845 |
| U.S. Government securities | $7,182,000 | 6,208 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,182,000 | 6,083 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $1,714,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,350 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,327 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,350,000 | 2,167 |
| Available-for-sale securities (fair market value) | $3,832,000 | 6,886 |
| Total debt securities | $7,182,000 | 6,788 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 733 |
| Fair value | $5,464,000 | 725 |
| 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 | $7,224,000 | 6,848 |
| U.S. Government securities | $7,224,000 | 6,204 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,224,000 | 6,076 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $1,828,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 4,284 |
| Issued or guaranteed by U.S. | $1,828,000 | 4,269 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,403,000 | 2,172 |
| Available-for-sale securities (fair market value) | $3,821,000 | 6,901 |
| Total debt securities | $7,224,000 | 6,791 |
| Structured notes | ||
| Amortized cost | $5,501,000 | 784 |
| Fair value | $5,291,000 | 798 |
| 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 | $7,395,000 | 6,874 |
| U.S. Government securities | $7,395,000 | 6,231 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,395,000 | 6,086 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $1,980,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $1,980,000 | 4,231 |
| Issued or guaranteed by U.S. | $1,980,000 | 4,217 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,491,000 | 2,201 |
| Available-for-sale securities (fair market value) | $3,904,000 | 6,922 |
| Total debt securities | $7,395,000 | 6,823 |
| Structured notes | ||
| Amortized cost | $5,505,000 | 782 |
| Fair value | $5,324,000 | 802 |
| 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 | $7,531,000 | 6,875 |
| U.S. Government securities | $7,531,000 | 6,185 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,531,000 | 6,044 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $2,095,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,095,000 | 4,188 |
| Issued or guaranteed by U.S. | $2,095,000 | 4,172 |
| 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) | $3,555,000 | 2,233 |
| Available-for-sale securities (fair market value) | $3,976,000 | 6,929 |
| Total debt securities | $7,531,000 | 6,818 |
| Structured notes | ||
| Amortized cost | $5,410,000 | 816 |
| Fair value | $5,268,000 | 822 |
| 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 | $7,709,000 | 6,848 |
| U.S. Government securities | $7,709,000 | 6,151 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,709,000 | 6,020 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $2,242,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $2,242,000 | 4,159 |
| Issued or guaranteed by U.S. | $2,242,000 | 4,146 |
| 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) | $3,636,000 | 2,216 |
| Available-for-sale securities (fair market value) | $4,073,000 | 6,926 |
| Total debt securities | $7,709,000 | 6,792 |
| Structured notes | ||
| Amortized cost | $5,410,000 | 806 |
| Fair value | $5,301,000 | 811 |
| 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 | $8,002,000 | 6,819 |
| U.S. Government securities | $8,002,000 | 6,106 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,002,000 | 5,963 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $2,508,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,508,000 | 4,093 |
| 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) | $3,744,000 | 2,224 |
| Available-for-sale securities (fair market value) | $4,258,000 | 6,928 |
| Total debt securities | $8,002,000 | 6,761 |
| Structured notes | ||
| Amortized cost | $5,409,000 | 794 |
| Fair value | $5,347,000 | 795 |
| 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 | $8,099,000 | 6,859 |
| U.S. Government securities | $8,099,000 | 6,161 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,099,000 | 6,017 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $2,628,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,128 |
| Issued or guaranteed by U.S. | $2,628,000 | 4,116 |
| 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) | $3,802,000 | 2,255 |
| Available-for-sale securities (fair market value) | $4,297,000 | 6,975 |
| Total debt securities | $8,098,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $5,409,000 | 795 |
| Fair value | $5,292,000 | 795 |
| 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 | $8,279,000 | 6,813 |
| U.S. Government securities | $8,279,000 | 6,104 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,279,000 | 5,958 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $2,763,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,763,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,763,000 | 4,104 |
| 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) | $3,884,000 | 2,255 |
| Available-for-sale securities (fair market value) | $4,395,000 | 7,000 |
| Total debt securities | $8,279,000 | 6,758 |
| Structured notes | ||
| Amortized cost | $5,409,000 | 770 |
| Fair value | $5,372,000 | 770 |
| 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 | $8,114,000 | 6,907 |
| U.S. Government securities | $8,114,000 | 6,158 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,114,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,964,000 | 4,645 |
| Certificates of participation in pools of residential mortgages | $2,964,000 | 4,045 |
| Issued or guaranteed by U.S. | $2,964,000 | 4,035 |
| 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) | $3,616,000 | 2,322 |
| Available-for-sale securities (fair market value) | $4,498,000 | 6,997 |
| Total debt securities | $8,114,000 | 6,842 |
| Structured notes | ||
| Amortized cost | $5,034,000 | 810 |
| Fair value | $5,002,000 | 824 |
| 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 | $8,441,000 | 6,905 |
| U.S. Government securities | $8,441,000 | 6,173 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,441,000 | 6,013 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $3,189,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $3,189,000 | 3,999 |
| Issued or guaranteed by U.S. | $3,189,000 | 3,990 |
| 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) | $3,757,000 | 2,296 |
| Available-for-sale securities (fair market value) | $4,684,000 | 7,033 |
| Total debt securities | $8,441,000 | 6,838 |
| Structured notes | ||
| Amortized cost | $5,034,000 | 797 |
| Fair value | $4,946,000 | 809 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,674,000 | 6,842 |
| U.S. Government securities | $8,674,000 | 6,064 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,674,000 | 5,907 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $3,378,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $3,378,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,378,000 | 3,967 |
| 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) | $3,851,000 | 2,256 |
| Available-for-sale securities (fair market value) | $4,823,000 | 6,992 |
| Total debt securities | $8,674,000 | 6,770 |
| Structured notes | ||
| Amortized cost | $5,033,000 | 673 |
| Fair value | $4,999,000 | 714 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,824,000 | 6,859 |
| U.S. Government securities | $8,824,000 | 6,076 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,824,000 | 5,906 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $3,566,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $3,566,000 | 3,891 |
| Issued or guaranteed by U.S. | $3,566,000 | 3,880 |
| 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) | $3,957,000 | 2,277 |
| Available-for-sale securities (fair market value) | $4,867,000 | 7,023 |
| Total debt securities | $8,824,000 | 6,785 |
| Structured notes | ||
| Amortized cost | $5,033,000 | 607 |
| Fair value | $4,926,000 | 640 |
| 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 | $9,133,000 | 6,728 |
| U.S. Government securities | $9,133,000 | 5,843 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,133,000 | 5,670 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,867,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,867,000 | 3,784 |
| Issued or guaranteed by U.S. | $3,867,000 | 3,772 |
| 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) | $4,148,000 | 2,229 |
| Available-for-sale securities (fair market value) | $4,985,000 | 6,969 |
| Total debt securities | $9,133,000 | 6,635 |
| 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 | $6,530,000 | 7,355 |
| U.S. Government securities | $6,530,000 | 6,559 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,530,000 | 6,379 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $4,238,000 | 4,362 |
| Certificates of participation in pools of residential mortgages | $4,238,000 | 3,692 |
| Issued or guaranteed by U.S. | $4,238,000 | 3,683 |
| 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) | $2,333,000 | 2,771 |
| Available-for-sale securities (fair market value) | $4,197,000 | 7,158 |
| Total debt securities | $6,530,000 | 7,261 |
| 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 | $4,962,000 | 7,830 |
| U.S. Government securities | $4,962,000 | 7,158 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,962,000 | 6,955 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $4,661,000 | 4,260 |
| Certificates of participation in pools of residential mortgages | $4,661,000 | 3,522 |
| Issued or guaranteed by U.S. | $4,661,000 | 3,512 |
| 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) | $2,630,000 | 2,714 |
| Available-for-sale securities (fair market value) | $2,332,000 | 7,700 |
| Total debt securities | $4,962,000 | 7,754 |
| 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 | $5,350,000 | 7,718 |
| U.S. Government securities | $5,350,000 | 7,020 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,350,000 | 6,820 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $5,043,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $5,043,000 | 3,364 |
| Issued or guaranteed by U.S. | $5,043,000 | 3,351 |
| 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) | $2,813,000 | 2,714 |
| Available-for-sale securities (fair market value) | $2,537,000 | 7,664 |
| Total debt securities | $5,350,000 | 7,635 |
| 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 | $7,478,000 | 7,177 |
| U.S. Government securities | $7,478,000 | 6,271 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,478,000 | 6,048 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $7,141,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $7,141,000 | 2,599 |
| Issued or guaranteed by U.S. | $7,141,000 | 2,581 |
| 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) | $4,065,000 | 2,481 |
| Available-for-sale securities (fair market value) | $3,413,000 | 7,483 |
| Total debt securities | $7,478,000 | 7,077 |
| 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 | $7,030,000 | 7,661 |
| U.S. Government securities | $6,735,000 | 7,025 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,735,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $295,000 | 5,024 |
| 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 | $6,287,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $6,287,000 | 2,311 |
| Issued or guaranteed by U.S. | $6,287,000 | 2,298 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,389,000 | 3,266 |
| Available-for-sale securities (fair market value) | $3,641,000 | 7,665 |
| Total debt securities | $6,735,000 | 7,648 |
| 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 | $8,062,000 | 7,627 |
| U.S. Government securities | $7,767,000 | 6,878 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,767,000 | 6,345 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $295,000 | 4,879 |
| 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 | $7,265,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $7,265,000 | 2,262 |
| Issued or guaranteed by U.S. | $7,265,000 | 2,251 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,015,000 | 3,382 |
| Available-for-sale securities (fair market value) | $4,047,000 | 7,732 |
| Total debt securities | $7,767,000 | 7,607 |
| 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 | $9,517,000 | 7,250 |
| U.S. Government securities | $9,131,000 | 6,370 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,131,000 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $386,000 | 4,100 |
| 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 | $8,226,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $8,226,000 | 2,243 |
| Issued or guaranteed by U.S. | $8,226,000 | 2,227 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,367,000 | 3,308 |
| Available-for-sale securities (fair market value) | $4,150,000 | 7,667 |
| Total debt securities | $9,131,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $296,000 | 1,323 |
| Fair value | $299,000 | 1,294 |
| 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 | $11,483,000 | 6,964 |
| U.S. Government securities | $11,097,000 | 6,098 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $11,097,000 | 4,903 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $386,000 | 4,145 |
| 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 | $9,615,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $9,615,000 | 1,981 |
| Issued or guaranteed by U.S. | $9,615,000 | 1,967 |
| 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) | $5,753,000 | 3,870 |
| Available-for-sale securities (fair market value) | $5,730,000 | 7,177 |
| Total debt securities | $11,097,000 | 6,956 |
| Structured notes | ||
| Amortized cost | $743,000 | 1,646 |
| Fair value | $745,000 | 1,615 |
| 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 | $12,497,000 | 7,126 |
| U.S. Government securities | $12,111,000 | 6,292 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $12,111,000 | 4,888 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $386,000 | 4,026 |
| 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 | $10,547,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $10,547,000 | 2,076 |
| Issued or guaranteed by U.S. | $10,547,000 | 2,058 |
| 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) | $6,135,000 | 4,247 |
| Available-for-sale securities (fair market value) | $6,362,000 | 7,230 |
| Total debt securities | $12,198,000 | 7,076 |
| Structured notes | ||
| Amortized cost | $738,000 | 2,236 |
| Fair value | $729,000 | 2,224 |
| 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 | $13,267,000 | 7,182 |
| U.S. Government securities | $12,881,000 | 6,317 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $12,881,000 | 4,665 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $386,000 | 3,784 |
| 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 | $11,151,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $11,151,000 | 2,028 |
| Issued or guaranteed by U.S. | $11,151,000 | 2,008 |
| 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) | $6,494,000 | 4,393 |
| Available-for-sale securities (fair market value) | $6,773,000 | 7,248 |
| Total debt securities | $12,937,000 | 7,158 |
| Structured notes | ||
| Amortized cost | $733,000 | 3,181 |
| Fair value | $734,000 | 3,158 |
| 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 | $14,373,000 | 7,292 |
| U.S. Government securities | $13,987,000 | 6,326 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $13,987,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $386,000 | 3,556 |
| 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 | $12,090,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $12,090,000 | 1,986 |
| Issued or guaranteed by U.S. | $12,090,000 | 1,966 |
| 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) | $10,596,000 | 5,466 |
| Available-for-sale securities (fair market value) | $3,777,000 | 7,609 |
| Total debt securities | $14,162,000 | 7,249 |
| 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 | $15,120,000 | 7,360 |
| U.S. Government securities | $14,739,000 | 6,334 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $14,739,000 | 4,246 |
| 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 | $381,000 | 3,491 |
| 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 | $12,663,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $12,663,000 | 2,113 |
| Issued or guaranteed by U.S. | $12,663,000 | 2,082 |
| 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 | $14,739,000 | 7,339 |
| 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 | $13,139,000 | 7,944 |
| U.S. Government securities | $12,610,000 | 7,018 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $12,610,000 | 4,683 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $168,000 | 6,336 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $168,000 | 4,895 |
| Foreign debt securities | NA | NA |
| Equity securities | $361,000 | 3,078 |
| 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 | $10,747,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $9,722,000 | 2,585 |
| Issued or guaranteed by U.S. | $9,722,000 | 2,545 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,025,000 | 4,975 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 4,593 |
| 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 | $12,778,000 | 7,959 |
| 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 |