Home > Scotiabank de Puerto Rico > Securities
Scotiabank de Puerto Rico, Securities
| 2019-09-30 | Rank | |
| Total securities | $748,919,000 | 235 |
| U.S. Government securities | $745,620,000 | 193 |
| U.S. Treasury securities | $556,718,000 | 50 |
| U.S. Government agency obligations | $188,902,000 | 459 |
| Securities issued by states & political subdivisions | $3,299,000 | 3,323 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,290,000 | 1,190 |
| Mortgage-backed securities | $188,902,000 | 392 |
| Certificates of participation in pools of residential mortgages | $185,194,000 | 245 |
| Issued or guaranteed by U.S. | $185,194,000 | 243 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,708,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $3,708,000 | 1,742 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $748,919,000 | 208 |
| Total debt securities | $748,919,000 | 230 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $991,309,000 | 199 |
| U.S. Government securities | $987,545,000 | 165 |
| U.S. Treasury securities | $787,281,000 | 44 |
| U.S. Government agency obligations | $200,264,000 | 455 |
| Securities issued by states & political subdivisions | $3,764,000 | 3,282 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,676,000 | 1,209 |
| Mortgage-backed securities | $200,264,000 | 373 |
| Certificates of participation in pools of residential mortgages | $196,211,000 | 231 |
| Issued or guaranteed by U.S. | $196,211,000 | 231 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,053,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $4,053,000 | 1,661 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $991,309,000 | 173 |
| Total debt securities | $991,309,000 | 194 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $1,074,841,000 | 184 |
| U.S. Government securities | $1,071,201,000 | 152 |
| U.S. Treasury securities | $862,157,000 | 43 |
| U.S. Government agency obligations | $209,044,000 | 443 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,375 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,198,000 | 1,121 |
| Mortgage-backed securities | $209,044,000 | 359 |
| Certificates of participation in pools of residential mortgages | $204,782,000 | 220 |
| Issued or guaranteed by U.S. | $204,782,000 | 219 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,262,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $4,262,000 | 1,638 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,074,841,000 | 168 |
| Total debt securities | $1,074,841,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $1,117,668,000 | 185 |
| U.S. Government securities | $1,114,262,000 | 152 |
| U.S. Treasury securities | $896,545,000 | 43 |
| U.S. Government agency obligations | $217,717,000 | 431 |
| Securities issued by states & political subdivisions | $3,406,000 | 3,480 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,995,000 | 1,179 |
| Mortgage-backed securities | $217,717,000 | 350 |
| Certificates of participation in pools of residential mortgages | $213,251,000 | 211 |
| Issued or guaranteed by U.S. | $213,251,000 | 210 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,466,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,466,000 | 1,607 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,117,668,000 | 160 |
| Total debt securities | $1,117,668,000 | 183 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,092,392,000 | 183 |
| U.S. Government securities | $1,088,873,000 | 150 |
| U.S. Treasury securities | $870,871,000 | 41 |
| U.S. Government agency obligations | $218,002,000 | 420 |
| Securities issued by states & political subdivisions | $3,519,000 | 3,490 |
| 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 | $38,602,000 | 1,226 |
| Mortgage-backed securities | $218,002,000 | 346 |
| Certificates of participation in pools of residential mortgages | $213,329,000 | 212 |
| Issued or guaranteed by U.S. | $213,329,000 | 210 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,673,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $4,673,000 | 1,547 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,092,392,000 | 156 |
| Total debt securities | $1,092,392,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $948,139,000 | 199 |
| U.S. Government securities | $939,308,000 | 166 |
| U.S. Treasury securities | $733,126,000 | 42 |
| U.S. Government agency obligations | $206,182,000 | 438 |
| Securities issued by states & political subdivisions | $3,772,000 | 3,491 |
| Other domestic debt securities | $5,059,000 | 927 |
| Privately issued residential mortgage-backed securities | $5,059,000 | 285 |
| 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 | $29,003,000 | 1,557 |
| Mortgage-backed securities | $211,241,000 | 353 |
| Certificates of participation in pools of residential mortgages | $206,182,000 | 226 |
| Issued or guaranteed by U.S. | $206,182,000 | 224 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,059,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $5,059,000 | 149 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $948,139,000 | 174 |
| Total debt securities | $948,139,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $899,683,000 | 205 |
| U.S. Government securities | $890,618,000 | 169 |
| U.S. Treasury securities | $712,437,000 | 41 |
| U.S. Government agency obligations | $178,181,000 | 502 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,567 |
| Other domestic debt securities | $5,447,000 | 784 |
| Privately issued residential mortgage-backed securities | $5,447,000 | 148 |
| 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 | $23,922,000 | 1,763 |
| Mortgage-backed securities | $183,628,000 | 397 |
| Certificates of participation in pools of residential mortgages | $178,181,000 | 267 |
| Issued or guaranteed by U.S. | $178,181,000 | 266 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,447,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $5,447,000 | 141 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $899,683,000 | 179 |
| Total debt securities | $899,683,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $7,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $7,000 | 145 |
| Revaluation losses on off-balance sheet contracts | $7,000 | 144 |
| 2017-12-31 | Rank | |
| Total securities | $661,296,000 | 261 |
| U.S. Government securities | $652,686,000 | 202 |
| U.S. Treasury securities | $489,996,000 | 46 |
| U.S. Government agency obligations | $162,690,000 | 545 |
| Securities issued by states & political subdivisions | $2,925,000 | 3,776 |
| Other domestic debt securities | $5,685,000 | 772 |
| Privately issued residential mortgage-backed securities | $5,685,000 | 153 |
| 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 | $23,258,000 | 1,836 |
| Mortgage-backed securities | $168,375,000 | 424 |
| Certificates of participation in pools of residential mortgages | $162,690,000 | 288 |
| Issued or guaranteed by U.S. | $162,690,000 | 287 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,685,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $5,685,000 | 146 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $661,296,000 | 229 |
| Total debt securities | $661,296,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $15,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $15,000 | 146 |
| Revaluation losses on off-balance sheet contracts | $17,000 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $552,772,000 | 295 |
| U.S. Government securities | $541,642,000 | 232 |
| U.S. Treasury securities | $443,241,000 | 50 |
| U.S. Government agency obligations | $98,401,000 | 877 |
| Securities issued by states & political subdivisions | $4,631,000 | 3,530 |
| Other domestic debt securities | $6,499,000 | 746 |
| Privately issued residential mortgage-backed securities | $6,499,000 | 148 |
| 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 | $9,625,000 | 2,965 |
| Mortgage-backed securities | $104,900,000 | 623 |
| Certificates of participation in pools of residential mortgages | $98,401,000 | 424 |
| Issued or guaranteed by U.S. | $98,401,000 | 423 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,499,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $6,499,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $552,772,000 | 261 |
| Total debt securities | $552,772,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $103,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $103,000 | 134 |
| Revaluation losses on off-balance sheet contracts | $102,000 | 137 |
| 2017-03-31 | Rank | |
| Total securities | $543,811,000 | 301 |
| U.S. Government securities | $532,283,000 | 237 |
| U.S. Treasury securities | $428,531,000 | 49 |
| U.S. Government agency obligations | $103,752,000 | 861 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,571 |
| Other domestic debt securities | $6,953,000 | 728 |
| Privately issued residential mortgage-backed securities | $6,953,000 | 150 |
| 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 | $9,570,000 | 3,007 |
| Mortgage-backed securities | $110,705,000 | 614 |
| Certificates of participation in pools of residential mortgages | $103,752,000 | 422 |
| Issued or guaranteed by U.S. | $103,752,000 | 421 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,953,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $6,953,000 | 144 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $543,811,000 | 259 |
| Total debt securities | $543,811,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $170,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $170,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $176,000 | 128 |
| 2016-12-31 | Rank | |
| Total securities | $501,989,000 | 321 |
| U.S. Government securities | $490,142,000 | 245 |
| U.S. Treasury securities | $380,692,000 | 54 |
| U.S. Government agency obligations | $109,450,000 | 802 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,584 |
| Other domestic debt securities | $7,225,000 | 706 |
| Privately issued residential mortgage-backed securities | $7,225,000 | 154 |
| 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 | $9,617,000 | 3,004 |
| Mortgage-backed securities | $116,675,000 | 572 |
| Certificates of participation in pools of residential mortgages | $109,450,000 | 387 |
| Issued or guaranteed by U.S. | $109,450,000 | 386 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,225,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $7,225,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $501,989,000 | 271 |
| Total debt securities | $501,989,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $531,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $531,000 | 122 |
| Revaluation losses on off-balance sheet contracts | $535,000 | 122 |
| 2016-09-30 | Rank | |
| Total securities | $426,545,000 | 361 |
| U.S. Government securities | $414,243,000 | 266 |
| U.S. Treasury securities | $295,288,000 | 52 |
| U.S. Government agency obligations | $118,955,000 | 740 |
| Securities issued by states & political subdivisions | $4,463,000 | 3,636 |
| Other domestic debt securities | $7,839,000 | 687 |
| Privately issued residential mortgage-backed securities | $7,839,000 | 151 |
| 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 | $9,466,000 | 3,058 |
| Mortgage-backed securities | $126,794,000 | 532 |
| Certificates of participation in pools of residential mortgages | $118,955,000 | 366 |
| Issued or guaranteed by U.S. | $118,955,000 | 365 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,839,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $7,839,000 | 146 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $426,545,000 | 308 |
| Total debt securities | $426,545,000 | 356 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,638,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $1,638,000 | 114 |
| Revaluation losses on off-balance sheet contracts | $1,638,000 | 112 |
| 2016-06-30 | Rank | |
| Total securities | $380,445,000 | 416 |
| U.S. Government securities | $366,974,000 | 305 |
| U.S. Treasury securities | $240,995,000 | 55 |
| U.S. Government agency obligations | $125,979,000 | 712 |
| Securities issued by states & political subdivisions | $5,002,000 | 3,556 |
| Other domestic debt securities | $8,469,000 | 666 |
| Privately issued residential mortgage-backed securities | $8,469,000 | 147 |
| 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 | $10,015,000 | 3,031 |
| Mortgage-backed securities | $134,448,000 | 514 |
| Certificates of participation in pools of residential mortgages | $125,979,000 | 346 |
| Issued or guaranteed by U.S. | $125,979,000 | 345 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,469,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $8,469,000 | 138 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $380,445,000 | 346 |
| Total debt securities | $380,445,000 | 408 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $2,537,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $2,537,000 | 108 |
| Revaluation losses on off-balance sheet contracts | $2,615,000 | 106 |
| 2016-03-31 | Rank | |
| Total securities | $319,894,000 | 491 |
| U.S. Government securities | $305,877,000 | 356 |
| U.S. Treasury securities | $180,201,000 | 65 |
| U.S. Government agency obligations | $125,676,000 | 723 |
| Securities issued by states & political subdivisions | $5,069,000 | 3,530 |
| Other domestic debt securities | $8,948,000 | 644 |
| Privately issued residential mortgage-backed securities | $8,948,000 | 147 |
| 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 | $134,624,000 | 516 |
| Certificates of participation in pools of residential mortgages | $125,676,000 | 351 |
| Issued or guaranteed by U.S. | $125,676,000 | 350 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,948,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $8,948,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $319,894,000 | 412 |
| Total debt securities | $319,894,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $2,380,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $2,380,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $2,431,000 | 106 |
| 2015-12-31 | Rank | |
| Total securities | $243,212,000 | 624 |
| U.S. Government securities | $228,898,000 | 459 |
| U.S. Treasury securities | $99,301,000 | 89 |
| U.S. Government agency obligations | $129,597,000 | 724 |
| Securities issued by states & political subdivisions | $5,192,000 | 3,520 |
| Other domestic debt securities | $9,122,000 | 624 |
| Privately issued residential mortgage-backed securities | $9,122,000 | 139 |
| 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 | $138,719,000 | 497 |
| Certificates of participation in pools of residential mortgages | $129,597,000 | 339 |
| Issued or guaranteed by U.S. | $129,597,000 | 338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,122,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $9,122,000 | 131 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $243,212,000 | 541 |
| Total debt securities | $243,212,000 | 613 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,374,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $1,374,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $1,390,000 | 107 |
| 2015-09-30 | Rank | |
| Total securities | $175,837,000 | 850 |
| U.S. Government securities | $160,981,000 | 631 |
| U.S. Treasury securities | $25,025,000 | 215 |
| U.S. Government agency obligations | $135,956,000 | 692 |
| Securities issued by states & political subdivisions | $5,231,000 | 3,554 |
| Other domestic debt securities | $9,625,000 | 610 |
| Privately issued residential mortgage-backed securities | $9,625,000 | 134 |
| 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 | $145,581,000 | 486 |
| Certificates of participation in pools of residential mortgages | $135,956,000 | 320 |
| Issued or guaranteed by U.S. | $135,956,000 | 318 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,625,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $9,625,000 | 126 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $175,837,000 | 737 |
| Total debt securities | $175,837,000 | 837 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $2,764,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $2,764,000 | 97 |
| Revaluation losses on off-balance sheet contracts | $2,764,000 | 97 |
| 2015-06-30 | Rank | |
| Total securities | $150,262,000 | 991 |
| U.S. Government securities | $134,545,000 | 752 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $134,545,000 | 719 |
| Securities issued by states & political subdivisions | $5,757,000 | 3,469 |
| Other domestic debt securities | $9,960,000 | 594 |
| Privately issued residential mortgage-backed securities | $9,960,000 | 130 |
| 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 | $144,505,000 | 491 |
| Certificates of participation in pools of residential mortgages | $134,545,000 | 329 |
| Issued or guaranteed by U.S. | $134,545,000 | 328 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,960,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $9,960,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $150,262,000 | 879 |
| Total debt securities | $150,262,000 | 986 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $2,228,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $2,228,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $2,235,000 | 88 |
| 2015-03-31 | Rank | |
| Total securities | $85,114,000 | 1,669 |
| U.S. Government securities | $79,428,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $79,428,000 | 1,154 |
| Securities issued by states & political subdivisions | $5,686,000 | 3,484 |
| 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 | $79,428,000 | 800 |
| Certificates of participation in pools of residential mortgages | $79,428,000 | 539 |
| Issued or guaranteed by U.S. | $79,428,000 | 538 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $85,114,000 | 1,495 |
| Total debt securities | $85,114,000 | 1,647 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $2,972,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $2,972,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $2,964,000 | 91 |
| 2014-12-31 | Rank | |
| Total securities | $90,143,000 | 1,592 |
| U.S. Government securities | $84,304,000 | 1,148 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $84,304,000 | 1,090 |
| Securities issued by states & political subdivisions | $5,839,000 | 3,496 |
| 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 | $84,304,000 | 779 |
| Certificates of participation in pools of residential mortgages | $84,304,000 | 528 |
| Issued or guaranteed by U.S. | $84,304,000 | 525 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $90,143,000 | 1,411 |
| Total debt securities | $90,143,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $2,586,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $2,586,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $2,592,000 | 85 |
| 2014-09-30 | Rank | |
| Total securities | $94,295,000 | 1,553 |
| U.S. Government securities | $88,431,000 | 1,123 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $88,431,000 | 1,070 |
| Securities issued by states & political subdivisions | $5,864,000 | 3,531 |
| 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 | $88,431,000 | 762 |
| Certificates of participation in pools of residential mortgages | $88,431,000 | 511 |
| Issued or guaranteed by U.S. | $88,431,000 | 510 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $94,295,000 | 1,379 |
| Total debt securities | $94,295,000 | 1,536 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $2,555,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $2,555,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $2,615,000 | 78 |
| 2014-06-30 | Rank | |
| Total securities | $84,539,000 | 1,743 |
| U.S. Government securities | $78,190,000 | 1,274 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $78,190,000 | 1,216 |
| Securities issued by states & political subdivisions | $6,349,000 | 3,473 |
| 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 | $78,190,000 | 850 |
| Certificates of participation in pools of residential mortgages | $77,584,000 | 584 |
| Issued or guaranteed by U.S. | $77,584,000 | 584 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $606,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,960 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $84,539,000 | 1,557 |
| Total debt securities | $84,539,000 | 1,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $3,087,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $3,087,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $3,109,000 | 76 |
| 2014-03-31 | Rank | |
| Total securities | $123,131,000 | 1,216 |
| U.S. Government securities | $106,731,000 | 964 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $106,731,000 | 930 |
| Securities issued by states & political subdivisions | $16,400,000 | 2,156 |
| 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 | $106,731,000 | 642 |
| Certificates of participation in pools of residential mortgages | $94,827,000 | 491 |
| Issued or guaranteed by U.S. | $94,827,000 | 490 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,904,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $11,904,000 | 1,176 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $123,131,000 | 1,072 |
| Total debt securities | $123,131,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,204,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $3,204,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $3,182,000 | 70 |
| 2013-12-31 | Rank | |
| Total securities | $147,414,000 | 1,033 |
| U.S. Government securities | $104,311,000 | 979 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $104,311,000 | 944 |
| Securities issued by states & political subdivisions | $43,103,000 | 888 |
| 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 | $26,910,000 | 1,830 |
| Mortgage-backed securities | $104,311,000 | 650 |
| Certificates of participation in pools of residential mortgages | $91,087,000 | 498 |
| Issued or guaranteed by U.S. | $91,087,000 | 498 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,224,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $13,224,000 | 1,110 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $147,414,000 | 903 |
| Total debt securities | $147,414,000 | 1,023 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $2,647,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $2,647,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $2,601,000 | 76 |
| 2013-09-30 | Rank | |
| Total securities | $153,909,000 | 1,008 |
| U.S. Government securities | $109,938,000 | 931 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $109,938,000 | 897 |
| Securities issued by states & political subdivisions | $43,971,000 | 869 |
| 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 | $27,525,000 | 1,787 |
| Mortgage-backed securities | $109,938,000 | 619 |
| Certificates of participation in pools of residential mortgages | $95,418,000 | 477 |
| Issued or guaranteed by U.S. | $95,418,000 | 477 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,520,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $14,520,000 | 1,070 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $153,909,000 | 878 |
| Total debt securities | $153,909,000 | 994 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $2,901,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $2,901,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $3,070,000 | 72 |
| 2013-06-30 | Rank | |
| Total securities | $200,386,000 | 773 |
| U.S. Government securities | $103,632,000 | 992 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $103,632,000 | 959 |
| Securities issued by states & political subdivisions | $96,754,000 | 298 |
| 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 | $50,000,000 | 1,131 |
| Mortgage-backed securities | $103,632,000 | 676 |
| Certificates of participation in pools of residential mortgages | $87,519,000 | 517 |
| Issued or guaranteed by U.S. | $87,519,000 | 515 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,113,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $16,113,000 | 1,020 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $200,386,000 | 690 |
| Total debt securities | $200,386,000 | 763 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $2,800,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $2,800,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $2,878,000 | 70 |
| 2013-03-31 | Rank | |
| Total securities | $136,444,000 | 1,141 |
| U.S. Government securities | $39,165,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $39,165,000 | 2,245 |
| Securities issued by states & political subdivisions | $97,171,000 | 292 |
| 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 | $108,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,815,000 | 1,139 |
| Mortgage-backed securities | $39,165,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $20,731,000 | 1,775 |
| Issued or guaranteed by U.S. | $20,731,000 | 1,773 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,434,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $18,434,000 | 989 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $136,444,000 | 1,028 |
| Total debt securities | $136,336,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $7,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $7,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $140,801,000 | 1,073 |
| U.S. Government securities | $43,594,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $43,594,000 | 2,024 |
| Securities issued by states & political subdivisions | $97,099,000 | 282 |
| 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 | $108,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,694,000 | 1,133 |
| Mortgage-backed securities | $43,594,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $22,299,000 | 1,655 |
| Issued or guaranteed by U.S. | $22,299,000 | 1,653 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,295,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $21,295,000 | 904 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $140,801,000 | 955 |
| Total debt securities | $140,693,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $224,740,000 | 687 |
| U.S. Government securities | $125,500,000 | 838 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $125,500,000 | 808 |
| Securities issued by states & political subdivisions | $99,117,000 | 260 |
| 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 | $123,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,499,000 | 1,107 |
| Mortgage-backed securities | $125,500,000 | 608 |
| Certificates of participation in pools of residential mortgages | $101,595,000 | 471 |
| Issued or guaranteed by U.S. | $101,595,000 | 470 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,905,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $23,905,000 | 881 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $224,740,000 | 622 |
| Total debt securities | $224,617,000 | 674 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $234,937,000 | 663 |
| U.S. Government securities | $135,224,000 | 787 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $135,224,000 | 760 |
| Securities issued by states & political subdivisions | $99,590,000 | 242 |
| 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 | $123,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,075,000 | 460 |
| Mortgage-backed securities | $135,224,000 | 577 |
| Certificates of participation in pools of residential mortgages | $108,499,000 | 447 |
| Issued or guaranteed by U.S. | $108,499,000 | 446 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,725,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $26,725,000 | 826 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $234,937,000 | 602 |
| Total debt securities | $234,814,000 | 651 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $6,000 | 118 |
| 2012-03-31 | Rank | |
| Total securities | $245,273,000 | 639 |
| U.S. Government securities | $145,648,000 | 770 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $145,648,000 | 743 |
| Securities issued by states & political subdivisions | $99,502,000 | 235 |
| 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 | $123,000 | 920 |
| 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 | $145,648,000 | 566 |
| Certificates of participation in pools of residential mortgages | $116,008,000 | 428 |
| Issued or guaranteed by U.S. | $116,008,000 | 426 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,640,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $29,640,000 | 790 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $245,273,000 | 573 |
| Total debt securities | $245,150,000 | 630 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $10,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $10,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $212,930,000 | 714 |
| U.S. Government securities | $154,390,000 | 690 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $154,390,000 | 665 |
| Securities issued by states & political subdivisions | $58,417,000 | 488 |
| 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 | $123,000 | 917 |
| 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 | $154,390,000 | 513 |
| Certificates of participation in pools of residential mortgages | $122,292,000 | 387 |
| Issued or guaranteed by U.S. | $122,292,000 | 386 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $32,098,000 | 798 |
| CMOs issued by government agencies or sponsored agencies | $32,098,000 | 707 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $212,930,000 | 629 |
| Total debt securities | $212,807,000 | 705 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $14,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $14,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $200,285,000 | 739 |
| U.S. Government securities | $141,914,000 | 741 |
| U.S. Treasury securities | $400,000 | 1,003 |
| U.S. Government agency obligations | $141,514,000 | 722 |
| Securities issued by states & political subdivisions | $58,248,000 | 444 |
| 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 | $123,000 | 967 |
| 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 | $141,514,000 | 553 |
| Certificates of participation in pools of residential mortgages | $107,463,000 | 417 |
| Issued or guaranteed by U.S. | $107,463,000 | 414 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $34,051,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $34,051,000 | 660 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $200,285,000 | 652 |
| Total debt securities | $200,162,000 | 727 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $19,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $19,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $207,469,000 | 702 |
| U.S. Government securities | $148,265,000 | 720 |
| U.S. Treasury securities | $400,000 | 1,096 |
| U.S. Government agency obligations | $147,865,000 | 694 |
| Securities issued by states & political subdivisions | $59,081,000 | 411 |
| 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 | $123,000 | 978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,950,000 | 755 |
| Mortgage-backed securities | $147,865,000 | 516 |
| Certificates of participation in pools of residential mortgages | $111,980,000 | 394 |
| Issued or guaranteed by U.S. | $111,980,000 | 390 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $35,885,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $35,885,000 | 628 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $207,469,000 | 627 |
| Total debt securities | $207,346,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $27,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $27,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $120,000 | 87 |
| 2011-03-31 | Rank | |
| Total securities | $278,851,000 | 525 |
| U.S. Government securities | $219,466,000 | 483 |
| U.S. Treasury securities | $400,000 | 1,140 |
| U.S. Government agency obligations | $219,066,000 | 467 |
| Securities issued by states & political subdivisions | $59,262,000 | 406 |
| 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 | $123,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 5,872 |
| Mortgage-backed securities | $219,066,000 | 351 |
| Certificates of participation in pools of residential mortgages | $115,915,000 | 374 |
| Issued or guaranteed by U.S. | $115,915,000 | 371 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $103,151,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $103,151,000 | 278 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $278,851,000 | 470 |
| Total debt securities | $278,729,000 | 515 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $270,585,000 | 518 |
| U.S. Government securities | $211,042,000 | 487 |
| U.S. Treasury securities | $400,000 | 1,133 |
| U.S. Government agency obligations | $210,642,000 | 468 |
| Securities issued by states & political subdivisions | $59,420,000 | 389 |
| 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 | $123,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 5,928 |
| Mortgage-backed securities | $210,642,000 | 362 |
| Certificates of participation in pools of residential mortgages | $104,529,000 | 393 |
| Issued or guaranteed by U.S. | $104,529,000 | 390 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $106,113,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $106,113,000 | 266 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $270,585,000 | 471 |
| Total debt securities | $270,462,000 | 513 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $310,562,000 | 427 |
| U.S. Government securities | $225,733,000 | 424 |
| U.S. Treasury securities | $400,000 | 1,045 |
| U.S. Government agency obligations | $225,333,000 | 406 |
| Securities issued by states & political subdivisions | $84,706,000 | 226 |
| 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 | $123,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,025 |
| Mortgage-backed securities | $200,256,000 | 353 |
| Certificates of participation in pools of residential mortgages | $90,568,000 | 431 |
| Issued or guaranteed by U.S. | $90,568,000 | 428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $109,688,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $109,688,000 | 256 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $310,562,000 | 376 |
| Total debt securities | $310,439,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $269,838,000 | 487 |
| U.S. Government securities | $235,408,000 | 405 |
| U.S. Treasury securities | $400,000 | 979 |
| U.S. Government agency obligations | $235,008,000 | 393 |
| Securities issued by states & political subdivisions | $34,307,000 | 710 |
| 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 | $123,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,074 |
| Mortgage-backed securities | $209,912,000 | 336 |
| Certificates of participation in pools of residential mortgages | $97,560,000 | 406 |
| Issued or guaranteed by U.S. | $97,560,000 | 403 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $112,352,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $112,352,000 | 239 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $269,838,000 | 431 |
| Total debt securities | $269,716,000 | 479 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $356,698,000 | 371 |
| U.S. Government securities | $281,546,000 | 344 |
| U.S. Treasury securities | $400,000 | 1,003 |
| U.S. Government agency obligations | $281,146,000 | 329 |
| Securities issued by states & political subdivisions | $34,286,000 | 691 |
| Other domestic debt securities | $40,743,000 | 317 |
| 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 | $40,743,000 | 132 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $123,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,799,000 | 217 |
| Mortgage-backed securities | $256,291,000 | 285 |
| Certificates of participation in pools of residential mortgages | $143,645,000 | 303 |
| Issued or guaranteed by U.S. | $143,645,000 | 298 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $112,646,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $112,646,000 | 235 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $356,698,000 | 326 |
| Total debt securities | $356,575,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $269,794,000 | 485 |
| U.S. Government securities | $195,135,000 | 481 |
| U.S. Treasury securities | $400,000 | 949 |
| U.S. Government agency obligations | $194,735,000 | 467 |
| Securities issued by states & political subdivisions | $34,019,000 | 688 |
| Other domestic debt securities | $40,517,000 | 328 |
| 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 | $40,517,000 | 132 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $123,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,671,000 | 238 |
| Mortgage-backed securities | $169,735,000 | 421 |
| Certificates of participation in pools of residential mortgages | $96,355,000 | 443 |
| Issued or guaranteed by U.S. | $96,355,000 | 440 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $73,380,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $73,380,000 | 310 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $269,794,000 | 421 |
| Total debt securities | $269,671,000 | 476 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $187,602,000 | 690 |
| U.S. Government securities | $153,269,000 | 597 |
| U.S. Treasury securities | $400,000 | 897 |
| U.S. Government agency obligations | $152,869,000 | 574 |
| Securities issued by states & political subdivisions | $34,210,000 | 687 |
| 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 | $123,000 | 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 | $186,238,000 | 345 |
| Mortgage-backed securities | $87,095,000 | 736 |
| Certificates of participation in pools of residential mortgages | $52,597,000 | 766 |
| Issued or guaranteed by U.S. | $52,597,000 | 757 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $34,498,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $34,498,000 | 506 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $187,602,000 | 592 |
| Total debt securities | $187,480,000 | 674 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $193,681,000 | 657 |
| U.S. Government securities | $158,856,000 | 560 |
| U.S. Treasury securities | $400,000 | 883 |
| U.S. Government agency obligations | $158,456,000 | 541 |
| Securities issued by states & political subdivisions | $34,702,000 | 642 |
| 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 | $123,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,609,000 | 339 |
| Mortgage-backed securities | $93,103,000 | 693 |
| Certificates of participation in pools of residential mortgages | $58,114,000 | 720 |
| Issued or guaranteed by U.S. | $58,114,000 | 709 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $34,989,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $34,989,000 | 478 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $193,681,000 | 561 |
| Total debt securities | $193,557,000 | 639 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $184,678,000 | 673 |
| U.S. Government securities | $148,712,000 | 611 |
| U.S. Treasury securities | $400,000 | 828 |
| U.S. Government agency obligations | $148,312,000 | 592 |
| Securities issued by states & political subdivisions | $35,666,000 | 571 |
| 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 | $300,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,099,000 | 724 |
| Mortgage-backed securities | $92,902,000 | 705 |
| Certificates of participation in pools of residential mortgages | $57,556,000 | 748 |
| Issued or guaranteed by U.S. | $57,556,000 | 737 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,346,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $35,346,000 | 446 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $184,678,000 | 573 |
| Total debt securities | $184,379,000 | 659 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $94,568,000 | 1,301 |
| U.S. Government securities | $59,515,000 | 1,444 |
| U.S. Treasury securities | $400,000 | 798 |
| U.S. Government agency obligations | $59,115,000 | 1,432 |
| Securities issued by states & political subdivisions | $34,753,000 | 569 |
| 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 | $300,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,575,000 | 861 |
| Mortgage-backed securities | $44,047,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $29,629,000 | 1,289 |
| Issued or guaranteed by U.S. | $29,629,000 | 1,280 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,418,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $14,418,000 | 838 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $94,568,000 | 1,126 |
| Total debt securities | $94,268,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $79,033,000 | 1,498 |
| U.S. Government securities | $67,458,000 | 1,258 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $67,458,000 | 1,226 |
| Securities issued by states & political subdivisions | $11,275,000 | 1,877 |
| 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 | $300,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,379 |
| Mortgage-backed securities | $52,031,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $37,589,000 | 1,028 |
| Issued or guaranteed by U.S. | $37,589,000 | 1,016 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,442,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $14,442,000 | 787 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $79,033,000 | 1,296 |
| Total debt securities | $78,733,000 | 1,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $84,672,000 | 1,426 |
| U.S. Government securities | $32,727,000 | 2,449 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $32,727,000 | 2,399 |
| Securities issued by states & political subdivisions | $11,690,000 | 1,838 |
| Other domestic debt securities | $39,955,000 | 363 |
| Privately issued residential mortgage-backed securities | $14,796,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,159,000 | 209 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $300,000 | 1,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 6,411 |
| Mortgage-backed securities | $47,123,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $32,327,000 | 1,141 |
| Issued or guaranteed by U.S. | $32,327,000 | 1,127 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,796,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $14,796,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $84,672,000 | 1,234 |
| Total debt securities | $84,371,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $50,020,000 | 2,316 |
| U.S. Government securities | $7,947,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,947,000 | 5,521 |
| Securities issued by states & political subdivisions | $11,690,000 | 1,837 |
| Other domestic debt securities | $30,083,000 | 427 |
| Privately issued residential mortgage-backed securities | $4,730,000 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,353,000 | 207 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $300,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,000 | 6,426 |
| Mortgage-backed securities | $12,279,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $7,549,000 | 2,937 |
| Issued or guaranteed by U.S. | $7,549,000 | 2,925 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,730,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $4,730,000 | 643 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $50,020,000 | 2,028 |
| Total debt securities | $49,720,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $42,074,000 | 2,654 |
| U.S. Government securities | $400,000 | 7,960 |
| U.S. Treasury securities | $400,000 | 966 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $11,690,000 | 1,815 |
| Other domestic debt securities | $29,984,000 | 418 |
| Privately issued residential mortgage-backed securities | $4,808,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,176,000 | 205 |
| 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 | $30,176,000 | 1,593 |
| Mortgage-backed securities | $4,808,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,808,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $4,808,000 | 593 |
| 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) | $12,090,000 | 1,085 |
| Available-for-sale securities (fair market value) | $29,984,000 | 3,054 |
| Total debt securities | $42,074,000 | 2,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $27,474,000 | 3,635 |
| U.S. Government securities | $395,000 | 8,026 |
| U.S. Treasury securities | $395,000 | 1,050 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $12,155,000 | 1,727 |
| Other domestic debt securities | $14,924,000 | 588 |
| Privately issued residential mortgage-backed securities | $14,924,000 | 352 |
| 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 | $395,000 | 6,515 |
| Mortgage-backed securities | $14,924,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $14,924,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $14,924,000 | 328 |
| 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) | $12,550,000 | 1,098 |
| Available-for-sale securities (fair market value) | $14,924,000 | 4,632 |
| Total debt securities | $27,474,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,940,000 | 4,747 |
| U.S. Government securities | $399,000 | 8,072 |
| U.S. Treasury securities | $399,000 | 1,161 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $12,580,000 | 1,656 |
| Other domestic debt securities | $4,961,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $4,961,000 | 555 |
| 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 | $399,000 | 6,583 |
| Mortgage-backed securities | $4,961,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,961,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $4,961,000 | 523 |
| 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) | $12,979,000 | 1,089 |
| Available-for-sale securities (fair market value) | $4,961,000 | 6,523 |
| Total debt securities | $17,940,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $12,974,000 | 5,567 |
| U.S. Government securities | $394,000 | 8,110 |
| U.S. Treasury securities | $394,000 | 1,249 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $12,580,000 | 1,648 |
| 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 | $394,000 | 6,626 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $12,974,000 | 1,103 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $12,974,000 | 5,524 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,979,000 | 5,610 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $12,979,000 | 1,612 |
| 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 | $399,000 | 6,652 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $12,979,000 | 1,129 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $12,979,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,974,000 | 5,658 |
| U.S. Government securities | $394,000 | 8,241 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $394,000 | 8,139 |
| Securities issued by states & political subdivisions | $12,580,000 | 1,627 |
| 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 | $394,000 | 6,704 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $12,974,000 | 1,164 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $12,974,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,358,000 | 5,265 |
| U.S. Government securities | $398,000 | 8,287 |
| U.S. Treasury securities | $398,000 | 1,405 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $14,960,000 | 1,337 |
| 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 | $398,000 | 6,744 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $15,358,000 | 1,060 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $15,358,000 | 5,208 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,854,000 | 5,386 |
| U.S. Government securities | $394,000 | 8,333 |
| U.S. Treasury securities | $394,000 | 1,487 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $14,460,000 | 1,388 |
| 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 | $394,000 | 6,786 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $14,854,000 | 1,103 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $14,854,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,989,000 | 5,378 |
| U.S. Government securities | $399,000 | 8,382 |
| U.S. Treasury securities | $399,000 | 1,500 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $14,590,000 | 1,389 |
| 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 | $399,000 | 6,827 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $14,989,000 | 1,127 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $14,989,000 | 5,326 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $8,118,000 | 6,739 |
| U.S. Government securities | $393,000 | 8,420 |
| U.S. Treasury securities | $393,000 | 1,541 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,109 |
| Other domestic debt securities | $5,308,000 | 1,053 |
| 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 | $5,308,000 | 712 |
| 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 | $393,000 | 6,865 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $8,118,000 | 1,599 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $8,118,000 | 6,682 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,486,000 | 6,473 |
| U.S. Government securities | $395,000 | 8,445 |
| U.S. Treasury securities | $395,000 | 1,599 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $3,806,000 | 3,479 |
| Other domestic debt securities | $5,285,000 | 1,067 |
| 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 | $5,285,000 | 730 |
| 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 | $395,000 | 6,871 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $9,486,000 | 1,484 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $9,486,000 | 6,413 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,210,000 | 7,791 |
| U.S. Government securities | $395,000 | 8,520 |
| U.S. Treasury securities | $395,000 | 1,703 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,477 |
| 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 | $395,000 | 6,916 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $4,210,000 | 2,165 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $4,210,000 | 7,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,020,000 | 7,634 |
| U.S. Government securities | $397,000 | 8,541 |
| U.S. Treasury securities | $397,000 | 1,710 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,178 |
| 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 | $397,000 | 6,924 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $5,020,000 | 2,019 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $5,020,000 | 7,570 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,028,000 | 8,160 |
| U.S. Government securities | $397,000 | 8,588 |
| U.S. Treasury securities | $397,000 | 1,721 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $2,631,000 | 3,986 |
| 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 | $397,000 | 6,966 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $3,028,000 | 2,466 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $3,028,000 | 8,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,748,000 | 8,043 |
| U.S. Government securities | $398,000 | 8,652 |
| U.S. Treasury securities | $398,000 | 1,826 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $3,350,000 | 3,672 |
| 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 | $398,000 | 7,001 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $3,748,000 | 2,297 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,748,000 | 7,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,761,000 | 8,053 |
| U.S. Government securities | $399,000 | 8,654 |
| U.S. Treasury securities | $399,000 | 1,805 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,676 |
| 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 | $399,000 | 6,991 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $3,761,000 | 2,281 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,761,000 | 7,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,969,000 | 8,321 |
| U.S. Government securities | $399,000 | 8,728 |
| U.S. Treasury securities | $399,000 | 1,915 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $2,570,000 | 4,072 |
| 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 | $399,000 | 7,009 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $2,969,000 | 2,527 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,969,000 | 8,246 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,968,000 | 8,318 |
| U.S. Government securities | $398,000 | 8,766 |
| U.S. Treasury securities | $398,000 | 1,966 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $2,570,000 | 4,090 |
| 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 | $398,000 | 7,036 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $2,968,000 | 2,547 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,968,000 | 8,238 |
| 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 | $5,148,000 | 7,727 |
| U.S. Government securities | $398,000 | 8,789 |
| U.S. Treasury securities | $398,000 | 1,990 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,132 |
| 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 | $398,000 | 7,054 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $5,148,000 | 2,042 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $5,148,000 | 7,639 |
| 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 | $5,148,000 | 7,767 |
| U.S. Government securities | $398,000 | 8,835 |
| U.S. Treasury securities | $398,000 | 2,041 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,046 |
| 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 | $398,000 | 7,090 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $5,148,000 | 2,101 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $5,148,000 | 7,686 |
| 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 | $5,148,000 | 7,792 |
| U.S. Government securities | $398,000 | 8,889 |
| U.S. Treasury securities | $398,000 | 2,171 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,018 |
| 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 | $398,000 | 7,121 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $5,148,000 | 2,149 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $5,148,000 | 7,710 |
| 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 | $5,146,000 | 7,893 |
| U.S. Government securities | $396,000 | 9,130 |
| U.S. Treasury securities | $396,000 | 2,699 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $4,750,000 | 2,952 |
| 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 | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $5,146,000 | 2,261 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $5,146,000 | 7,785 |
| 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 | $2,249,000 | 9,202 |
| U.S. Government securities | $1,789,000 | 9,067 |
| U.S. Treasury securities | $389,000 | 3,640 |
| U.S. Government agency obligations | $1,400,000 | 8,938 |
| Securities issued by states & political subdivisions | $460,000 | 6,154 |
| 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 | $0 | 313 |
| Equity securities | $0 | 8,187 |
| 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 | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $2,249,000 | 3,724 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,249,000 | 9,090 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,254,000 | 9,549 |
| U.S. Government securities | $1,789,000 | 9,421 |
| U.S. Treasury securities | $389,000 | 4,806 |
| U.S. Government agency obligations | $1,400,000 | 9,203 |
| Securities issued by states & political subdivisions | $465,000 | 6,452 |
| 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 | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $2,254,000 | 4,091 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $2,254,000 | 9,447 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,249,000 | 9,726 |
| U.S. Government securities | $1,780,000 | 9,542 |
| U.S. Treasury securities | $380,000 | 6,294 |
| U.S. Government agency obligations | $1,400,000 | 9,099 |
| Securities issued by states & political subdivisions | $469,000 | 6,661 |
| 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 | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $2,249,000 | 4,591 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,249,000 | 9,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $6,388,000 | 8,676 |
| U.S. Government securities | $379,000 | 10,574 |
| U.S. Treasury securities | $379,000 | 7,454 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $4,958,000 | 2,770 |
| Other domestic debt securities | $1,051,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $1,051,000 | 587 |
| 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 | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $1,051,000 | 6,263 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,051,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $1,051,000 | 445 |
| 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) | $6,388,000 | 3,682 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $6,388,000 | 8,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $12,487,000 | 7,128 |
| U.S. Government securities | $379,000 | 11,139 |
| U.S. Treasury securities | $379,000 | 8,318 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $9,385,000 | 1,549 |
| Other domestic debt securities | $2,723,000 | 1,281 |
| Privately issued residential mortgage-backed securities | $2,723,000 | 484 |
| 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 | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,723,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,723,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $2,723,000 | 347 |
| 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) | $12,487,000 | 2,738 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $12,487,000 | 7,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $15,121,000 | 6,669 |
| U.S. Government securities | $400,000 | 11,652 |
| U.S. Treasury securities | $400,000 | 9,670 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $9,385,000 | 1,564 |
| Other domestic debt securities | $5,336,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $5,336,000 | 388 |
| 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 | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $5,336,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,336,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $5,336,000 | 261 |
| 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) | $15,121,000 | 2,501 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $15,121,000 | 6,545 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $16,429,000 | 6,704 |
| U.S. Government securities | $399,000 | 12,329 |
| U.S. Treasury securities | $399,000 | 10,681 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $9,385,000 | 1,604 |
| Other domestic debt securities | $6,645,000 | 972 |
| Privately issued residential mortgage-backed securities | $6,645,000 | 366 |
| 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 | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $6,645,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,645,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $6,645,000 | 250 |
| 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) | $16,429,000 | 4,015 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $16,429,000 | 6,601 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $15,305,000 | 7,303 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $15,305,000 | 895 |
| 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 | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,994,000 | 5,264 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,305,000 | 7,147 |
| 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 | $16,728,000 | 6,891 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $16,728,000 | 716 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,986,000 | 5,157 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,728,000 | 6,776 |
| 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 |