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The Business Bank, Securities
| 2013-12-31 | Rank | |
| Total securities | $17,237,000 | 4,714 |
| U.S. Government securities | $12,718,000 | 4,294 |
| U.S. Treasury securities | $2,001,000 | 676 |
| U.S. Government agency obligations | $10,717,000 | 4,458 |
| Securities issued by states & political subdivisions | $4,015,000 | 4,000 |
| Other domestic debt securities | $504,000 | 2,185 |
| 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 | $504,000 | 1,729 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $34,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $34,000 | 5,231 |
| Issued or guaranteed by U.S. | $34,000 | 5,223 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,159,000 | 1,939 |
| Available-for-sale securities (fair market value) | $16,078,000 | 4,443 |
| Total debt securities | $17,237,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $635,000 | 1,895 |
| Fair value | $629,000 | 1,893 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $19,517,000 | 4,546 |
| U.S. Government securities | $13,744,000 | 4,186 |
| U.S. Treasury securities | $2,002,000 | 657 |
| U.S. Government agency obligations | $11,742,000 | 4,353 |
| Securities issued by states & political subdivisions | $5,271,000 | 3,725 |
| Other domestic debt securities | $502,000 | 2,249 |
| 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 | $502,000 | 1,772 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $38,000 | 5,466 |
| Certificates of participation in pools of residential mortgages | $38,000 | 5,276 |
| Issued or guaranteed by U.S. | $38,000 | 5,268 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,159,000 | 1,926 |
| Available-for-sale securities (fair market value) | $18,358,000 | 4,279 |
| Total debt securities | $19,517,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $2,645,000 | 1,061 |
| Fair value | $2,644,000 | 1,052 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $18,929,000 | 4,593 |
| U.S. Government securities | $12,722,000 | 4,311 |
| U.S. Treasury securities | $2,000,000 | 674 |
| U.S. Government agency obligations | $10,722,000 | 4,454 |
| Securities issued by states & political subdivisions | $5,705,000 | 3,649 |
| Other domestic debt securities | $502,000 | 2,315 |
| 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 | $502,000 | 1,816 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $42,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,271 |
| Issued or guaranteed by U.S. | $42,000 | 5,262 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,159,000 | 1,863 |
| Available-for-sale securities (fair market value) | $17,770,000 | 4,339 |
| Total debt securities | $18,929,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $658,000 | 1,844 |
| Fair value | $653,000 | 1,847 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $20,660,000 | 4,460 |
| U.S. Government securities | $13,802,000 | 4,219 |
| U.S. Treasury securities | $2,001,000 | 695 |
| U.S. Government agency obligations | $11,801,000 | 4,361 |
| Securities issued by states & political subdivisions | $6,355,000 | 3,498 |
| Other domestic debt securities | $503,000 | 2,316 |
| 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 | $503,000 | 1,801 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $43,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,321 |
| Issued or guaranteed by U.S. | $43,000 | 5,314 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,657,000 | 1,724 |
| Available-for-sale securities (fair market value) | $19,003,000 | 4,252 |
| Total debt securities | $20,660,000 | 4,431 |
| Structured notes | ||
| Amortized cost | $166,000 | 2,356 |
| Fair value | $173,000 | 2,353 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,542,000 | 4,159 |
| U.S. Government securities | $16,960,000 | 3,811 |
| U.S. Treasury securities | $2,503,000 | 622 |
| U.S. Government agency obligations | $14,457,000 | 3,968 |
| Securities issued by states & political subdivisions | $6,081,000 | 3,515 |
| Other domestic debt securities | $501,000 | 2,311 |
| 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 | $501,000 | 1,768 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 5,809 |
| Mortgage-backed securities | $46,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,345 |
| Issued or guaranteed by U.S. | $46,000 | 5,339 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,657,000 | 1,730 |
| Available-for-sale securities (fair market value) | $21,885,000 | 3,963 |
| Total debt securities | $23,542,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $309,000 | 2,256 |
| Fair value | $316,000 | 2,253 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,643,000 | 4,282 |
| U.S. Government securities | $16,564,000 | 3,940 |
| U.S. Treasury securities | $1,506,000 | 710 |
| U.S. Government agency obligations | $15,058,000 | 4,018 |
| Securities issued by states & political subdivisions | $5,078,000 | 3,733 |
| Other domestic debt securities | $1,001,000 | 2,038 |
| 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 | $1,001,000 | 1,540 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 5,890 |
| Mortgage-backed securities | $49,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,443 |
| Issued or guaranteed by U.S. | $49,000 | 5,433 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,657,000 | 1,766 |
| Available-for-sale securities (fair market value) | $20,986,000 | 4,097 |
| Total debt securities | $22,643,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $337,000 | 2,442 |
| Fair value | $346,000 | 2,438 |
| 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 | $24,880,000 | 4,128 |
| U.S. Government securities | $19,168,000 | 3,717 |
| U.S. Treasury securities | $2,008,000 | 630 |
| U.S. Government agency obligations | $17,160,000 | 3,845 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,751 |
| Other domestic debt securities | $1,001,000 | 2,042 |
| 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 | $1,001,000 | 1,543 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,000 | 5,957 |
| Mortgage-backed securities | $50,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,489 |
| Issued or guaranteed by U.S. | $50,000 | 5,479 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,657,000 | 1,767 |
| Available-for-sale securities (fair market value) | $23,223,000 | 3,951 |
| Total debt securities | $24,880,000 | 4,089 |
| Structured notes | ||
| Amortized cost | $2,363,000 | 1,405 |
| Fair value | $2,374,000 | 1,407 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $26,387,000 | 4,024 |
| U.S. Government securities | $20,661,000 | 3,655 |
| U.S. Treasury securities | $2,012,000 | 664 |
| U.S. Government agency obligations | $18,649,000 | 3,774 |
| Securities issued by states & political subdivisions | $4,720,000 | 3,697 |
| Other domestic debt securities | $1,006,000 | 2,016 |
| 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 | $1,006,000 | 1,533 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 5,980 |
| Mortgage-backed securities | $53,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,517 |
| Issued or guaranteed by U.S. | $53,000 | 5,508 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,657,000 | 1,803 |
| Available-for-sale securities (fair market value) | $24,730,000 | 3,839 |
| Total debt securities | $26,386,000 | 3,989 |
| Structured notes | ||
| Amortized cost | $3,322,000 | 1,328 |
| Fair value | $3,333,000 | 1,329 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $21,681,000 | 4,399 |
| U.S. Government securities | $15,258,000 | 4,170 |
| U.S. Treasury securities | $1,018,000 | 774 |
| U.S. Government agency obligations | $14,240,000 | 4,217 |
| Securities issued by states & political subdivisions | $5,434,000 | 3,478 |
| Other domestic debt securities | $989,000 | 2,023 |
| 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 | $989,000 | 1,488 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $512,000 | 5,693 |
| Mortgage-backed securities | $57,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,505 |
| Issued or guaranteed by U.S. | $57,000 | 5,492 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,996,000 | 1,799 |
| Available-for-sale securities (fair market value) | $19,685,000 | 4,199 |
| Total debt securities | $21,681,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $3,369,000 | 1,295 |
| Fair value | $3,391,000 | 1,296 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $22,446,000 | 4,263 |
| U.S. Government securities | $16,349,000 | 3,994 |
| U.S. Treasury securities | $1,022,000 | 806 |
| U.S. Government agency obligations | $15,327,000 | 4,033 |
| Securities issued by states & political subdivisions | $5,100,000 | 3,511 |
| Other domestic debt securities | $997,000 | 2,021 |
| 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 | $997,000 | 1,453 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,000 | 5,713 |
| Mortgage-backed securities | $59,000 | 5,773 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,513 |
| Issued or guaranteed by U.S. | $59,000 | 5,499 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,996,000 | 1,816 |
| Available-for-sale securities (fair market value) | $20,450,000 | 4,094 |
| Total debt securities | $22,446,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $7,422,000 | 758 |
| Fair value | $7,449,000 | 757 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $18,939,000 | 4,692 |
| U.S. Government securities | $12,439,000 | 4,662 |
| U.S. Treasury securities | $1,525,000 | 806 |
| U.S. Government agency obligations | $10,914,000 | 4,776 |
| Securities issued by states & political subdivisions | $5,479,000 | 3,369 |
| Other domestic debt securities | $1,021,000 | 1,915 |
| 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 | $1,021,000 | 1,324 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 5,760 |
| Mortgage-backed securities | $62,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,525 |
| Issued or guaranteed by U.S. | $62,000 | 5,515 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,996,000 | 1,855 |
| Available-for-sale securities (fair market value) | $16,943,000 | 4,502 |
| Total debt securities | $18,938,000 | 4,658 |
| Structured notes | ||
| Amortized cost | $3,973,000 | 1,411 |
| Fair value | $4,007,000 | 1,366 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,631,000 | 4,476 |
| U.S. Government securities | $13,532,000 | 4,460 |
| U.S. Treasury securities | $1,524,000 | 812 |
| U.S. Government agency obligations | $12,008,000 | 4,587 |
| Securities issued by states & political subdivisions | $6,075,000 | 3,189 |
| Other domestic debt securities | $1,024,000 | 1,965 |
| 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 | $1,024,000 | 1,353 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,000 | 5,802 |
| Mortgage-backed securities | $64,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $64,000 | 5,536 |
| Issued or guaranteed by U.S. | $64,000 | 5,525 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,264,000 | 1,811 |
| Available-for-sale securities (fair market value) | $18,367,000 | 4,335 |
| Total debt securities | $20,632,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $4,035,000 | 1,401 |
| Fair value | $4,080,000 | 1,397 |
| 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 | $20,842,000 | 4,303 |
| U.S. Government securities | $13,745,000 | 4,252 |
| U.S. Treasury securities | $1,531,000 | 820 |
| U.S. Government agency obligations | $12,214,000 | 4,383 |
| Securities issued by states & political subdivisions | $6,075,000 | 3,159 |
| Other domestic debt securities | $1,022,000 | 2,086 |
| 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 | $1,022,000 | 1,362 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 5,859 |
| Mortgage-backed securities | $69,000 | 5,832 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,515 |
| Issued or guaranteed by U.S. | $69,000 | 5,504 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,441,000 | 1,791 |
| Available-for-sale securities (fair market value) | $18,401,000 | 4,210 |
| Total debt securities | $20,842,000 | 4,271 |
| Structured notes | ||
| Amortized cost | $3,613,000 | 1,402 |
| Fair value | $3,655,000 | 1,397 |
| 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 | $20,276,000 | 4,324 |
| U.S. Government securities | $12,651,000 | 4,387 |
| U.S. Treasury securities | $1,538,000 | 756 |
| U.S. Government agency obligations | $11,113,000 | 4,511 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,974 |
| Other domestic debt securities | $1,026,000 | 2,155 |
| 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 | $1,026,000 | 1,364 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $519,000 | 5,947 |
| Mortgage-backed securities | $71,000 | 5,889 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,545 |
| Issued or guaranteed by U.S. | $71,000 | 5,531 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,292,000 | 1,685 |
| Available-for-sale securities (fair market value) | $16,984,000 | 4,311 |
| Total debt securities | $20,276,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $2,911,000 | 1,630 |
| Fair value | $2,977,000 | 1,623 |
| 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 | $23,002,000 | 4,077 |
| U.S. Government securities | $15,006,000 | 4,108 |
| U.S. Treasury securities | $1,535,000 | 713 |
| U.S. Government agency obligations | $13,471,000 | 4,210 |
| Securities issued by states & political subdivisions | $7,467,000 | 2,695 |
| Other domestic debt securities | $529,000 | 2,497 |
| 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 | $529,000 | 1,602 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 5,989 |
| Mortgage-backed securities | $73,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,601 |
| Issued or guaranteed by U.S. | $73,000 | 5,588 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,749,000 | 1,671 |
| Available-for-sale securities (fair market value) | $19,253,000 | 4,073 |
| Total debt securities | $23,002,000 | 4,039 |
| Structured notes | ||
| Amortized cost | $4,213,000 | 1,339 |
| Fair value | $4,285,000 | 1,329 |
| 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 | $22,089,000 | 4,206 |
| U.S. Government securities | $15,182,000 | 4,120 |
| U.S. Treasury securities | $2,526,000 | 599 |
| U.S. Government agency obligations | $12,656,000 | 4,394 |
| Securities issued by states & political subdivisions | $6,380,000 | 2,892 |
| Other domestic debt securities | $527,000 | 2,560 |
| 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 | $527,000 | 1,621 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 6,078 |
| Mortgage-backed securities | $74,000 | 6,017 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,702 |
| Issued or guaranteed by U.S. | $74,000 | 5,690 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,757,000 | 1,702 |
| Available-for-sale securities (fair market value) | $18,332,000 | 4,200 |
| Total debt securities | $22,089,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $3,906,000 | 1,226 |
| Fair value | $3,973,000 | 1,207 |
| 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 | $25,782,000 | 3,808 |
| U.S. Government securities | $18,158,000 | 3,720 |
| U.S. Treasury securities | $1,506,000 | 669 |
| U.S. Government agency obligations | $16,652,000 | 3,815 |
| Securities issued by states & political subdivisions | $7,033,000 | 2,764 |
| Other domestic debt securities | $591,000 | 2,570 |
| 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 | $591,000 | 1,625 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,143 |
| Mortgage-backed securities | $76,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,759 |
| Issued or guaranteed by U.S. | $76,000 | 5,744 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,915,000 | 1,691 |
| Available-for-sale securities (fair market value) | $21,867,000 | 3,822 |
| Total debt securities | $25,782,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $5,401,000 | 742 |
| Fair value | $5,452,000 | 737 |
| 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 | $24,979,000 | 3,911 |
| U.S. Government securities | $15,777,000 | 4,020 |
| U.S. Treasury securities | $2,013,000 | 561 |
| U.S. Government agency obligations | $13,764,000 | 4,228 |
| Securities issued by states & political subdivisions | $7,109,000 | 2,747 |
| Other domestic debt securities | $1,093,000 | 2,328 |
| 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 | $1,093,000 | 1,412 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,000,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 6,161 |
| Mortgage-backed securities | $77,000 | 6,137 |
| Certificates of participation in pools of residential mortgages | $77,000 | 5,841 |
| Issued or guaranteed by U.S. | $77,000 | 5,823 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,076,000 | 1,711 |
| Available-for-sale securities (fair market value) | $20,903,000 | 3,922 |
| Total debt securities | $23,979,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $2,413,000 | 1,001 |
| Fair value | $2,481,000 | 987 |
| 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 | $31,318,000 | 3,349 |
| U.S. Government securities | $14,987,000 | 4,114 |
| U.S. Treasury securities | $1,515,000 | 595 |
| U.S. Government agency obligations | $13,472,000 | 4,282 |
| Securities issued by states & political subdivisions | $8,255,000 | 2,495 |
| Other domestic debt securities | $1,076,000 | 2,373 |
| 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 | $1,076,000 | 1,457 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $7,000,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,206 |
| Mortgage-backed securities | $78,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,890 |
| Issued or guaranteed by U.S. | $78,000 | 5,869 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,727,000 | 1,637 |
| Available-for-sale securities (fair market value) | $26,591,000 | 3,364 |
| Total debt securities | $24,318,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 910 |
| Fair value | $1,696,000 | 900 |
| 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 | $27,866,000 | 3,642 |
| U.S. Government securities | $18,364,000 | 3,719 |
| U.S. Treasury securities | $1,019,000 | 628 |
| U.S. Government agency obligations | $17,345,000 | 3,774 |
| Securities issued by states & political subdivisions | $8,455,000 | 2,380 |
| Other domestic debt securities | $1,047,000 | 2,296 |
| 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 | $1,047,000 | 1,498 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,254 |
| Mortgage-backed securities | $79,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,944 |
| Issued or guaranteed by U.S. | $79,000 | 5,927 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,937,000 | 1,640 |
| Available-for-sale securities (fair market value) | $22,929,000 | 3,677 |
| Total debt securities | $27,866,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $1,951,000 | 671 |
| Fair value | $2,023,000 | 575 |
| 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 | $33,393,000 | 3,208 |
| U.S. Government securities | $16,911,000 | 3,967 |
| U.S. Treasury securities | $1,027,000 | 593 |
| U.S. Government agency obligations | $15,884,000 | 4,037 |
| Securities issued by states & political subdivisions | $8,439,000 | 2,349 |
| Other domestic debt securities | $1,043,000 | 2,232 |
| 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 | $1,043,000 | 1,460 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,000,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,044 |
| Mortgage-backed securities | $82,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,962 |
| Issued or guaranteed by U.S. | $82,000 | 5,942 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,946,000 | 1,644 |
| Available-for-sale securities (fair market value) | $28,447,000 | 3,188 |
| Total debt securities | $26,392,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $2,155,000 | 590 |
| Fair value | $2,215,000 | 575 |
| 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 | $29,390,000 | 3,446 |
| U.S. Government securities | $18,532,000 | 3,692 |
| U.S. Treasury securities | $1,008,000 | 651 |
| U.S. Government agency obligations | $17,524,000 | 3,748 |
| Securities issued by states & political subdivisions | $9,756,000 | 2,087 |
| Other domestic debt securities | $1,102,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,102,000 | 1,418 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,077 |
| Mortgage-backed securities | $89,000 | 6,250 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,962 |
| Issued or guaranteed by U.S. | $89,000 | 5,942 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,290,000 | 1,481 |
| Available-for-sale securities (fair market value) | $23,100,000 | 3,571 |
| Total debt securities | $29,390,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $2,711,000 | 505 |
| Fair value | $2,704,000 | 500 |
| 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 | $34,413,000 | 3,112 |
| U.S. Government securities | $22,491,000 | 3,267 |
| U.S. Treasury securities | $994,000 | 693 |
| U.S. Government agency obligations | $21,497,000 | 3,311 |
| Securities issued by states & political subdivisions | $9,763,000 | 2,115 |
| Other domestic debt securities | $159,000 | 2,990 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $159,000 | 2,253 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,000,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,359 |
| Mortgage-backed securities | $93,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,972 |
| Issued or guaranteed by U.S. | $93,000 | 5,947 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,301,000 | 1,473 |
| Available-for-sale securities (fair market value) | $28,112,000 | 3,206 |
| Total debt securities | $32,413,000 | 3,212 |
| Structured notes | ||
| Amortized cost | $1,772,000 | 743 |
| Fair value | $1,756,000 | 744 |
| 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 | $33,129,000 | 3,195 |
| U.S. Government securities | $23,863,000 | 3,116 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,863,000 | 3,061 |
| Securities issued by states & political subdivisions | $9,056,000 | 2,226 |
| Other domestic debt securities | $210,000 | 2,888 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 2,153 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,363 |
| Mortgage-backed securities | $107,000 | 6,239 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,935 |
| Issued or guaranteed by U.S. | $107,000 | 5,905 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,712,000 | 1,442 |
| Available-for-sale securities (fair market value) | $26,417,000 | 3,348 |
| Total debt securities | $33,127,000 | 3,153 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,712 |
| Fair value | $355,000 | 1,712 |
| 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 | $34,953,000 | 3,083 |
| U.S. Government securities | $28,294,000 | 2,797 |
| U.S. Treasury securities | $760,000 | 826 |
| U.S. Government agency obligations | $27,534,000 | 2,795 |
| Securities issued by states & political subdivisions | $6,376,000 | 2,758 |
| Other domestic debt securities | $283,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $283,000 | 1,935 |
| 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 | $500,000 | 6,413 |
| Mortgage-backed securities | $159,000 | 6,078 |
| Certificates of participation in pools of residential mortgages | $159,000 | 5,757 |
| Issued or guaranteed by U.S. | $159,000 | 5,738 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,570,000 | 1,761 |
| Available-for-sale securities (fair market value) | $30,383,000 | 3,028 |
| Total debt securities | $34,953,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $360,000 | 2,197 |
| Fair value | $360,000 | 2,199 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $26,843,000 | 3,702 |
| U.S. Government securities | $22,222,000 | 3,364 |
| U.S. Treasury securities | $885,000 | 867 |
| U.S. Government agency obligations | $21,337,000 | 3,392 |
| Securities issued by states & political subdivisions | $4,339,000 | 3,304 |
| Other domestic debt securities | $282,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $282,000 | 1,915 |
| 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 | $500,000 | 6,424 |
| Mortgage-backed securities | $168,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,692 |
| Issued or guaranteed by U.S. | $168,000 | 5,671 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,894,000 | 2,121 |
| Available-for-sale securities (fair market value) | $23,949,000 | 3,539 |
| Total debt securities | $26,843,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $863,000 | 1,967 |
| Fair value | $866,000 | 1,969 |
| 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 | $32,320,000 | 3,264 |
| U.S. Government securities | $27,819,000 | 2,863 |
| U.S. Treasury securities | $872,000 | 967 |
| U.S. Government agency obligations | $26,947,000 | 2,875 |
| Securities issued by states & political subdivisions | $4,071,000 | 3,375 |
| Other domestic debt securities | $430,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $430,000 | 1,781 |
| 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 | $500,000 | 6,480 |
| Mortgage-backed securities | $220,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $220,000 | 5,620 |
| Issued or guaranteed by U.S. | $220,000 | 5,599 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,655,000 | 1,560 |
| Available-for-sale securities (fair market value) | $25,665,000 | 3,364 |
| Total debt securities | $32,321,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $1,847,000 | 1,419 |
| Fair value | $1,842,000 | 1,412 |
| 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 | $35,985,000 | 3,031 |
| U.S. Government securities | $31,380,000 | 2,592 |
| U.S. Treasury securities | $1,000,000 | 902 |
| U.S. Government agency obligations | $30,380,000 | 2,595 |
| Securities issued by states & political subdivisions | $4,174,000 | 3,354 |
| Other domestic debt securities | $431,000 | 2,427 |
| 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 | $431,000 | 1,825 |
| 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 | $499,000 | 6,544 |
| Mortgage-backed securities | $245,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,600 |
| Issued or guaranteed by U.S. | $245,000 | 5,577 |
| 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) | $2,609,000 | 2,249 |
| Available-for-sale securities (fair market value) | $33,376,000 | 2,773 |
| Total debt securities | $35,985,000 | 2,989 |
| Structured notes | ||
| Amortized cost | $1,861,000 | 1,483 |
| Fair value | $1,867,000 | 1,478 |
| 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 | $29,618,000 | 3,504 |
| U.S. Government securities | $25,498,000 | 3,112 |
| U.S. Treasury securities | $996,000 | 982 |
| U.S. Government agency obligations | $24,502,000 | 3,124 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,537 |
| Other domestic debt securities | $431,000 | 2,455 |
| 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 | $431,000 | 1,874 |
| 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 | $499,000 | 6,565 |
| Mortgage-backed securities | $263,000 | 5,939 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,579 |
| Issued or guaranteed by U.S. | $263,000 | 5,556 |
| 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) | $2,119,000 | 2,425 |
| Available-for-sale securities (fair market value) | $27,499,000 | 3,219 |
| Total debt securities | $29,618,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $1,398,000 | 1,811 |
| Fair value | $1,401,000 | 1,806 |
| 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 | $31,154,000 | 3,418 |
| U.S. Government securities | $27,560,000 | 2,954 |
| U.S. Treasury securities | $994,000 | 1,051 |
| U.S. Government agency obligations | $26,566,000 | 2,963 |
| Securities issued by states & political subdivisions | $3,164,000 | 3,712 |
| Other domestic debt securities | $430,000 | 2,494 |
| 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 | $430,000 | 1,919 |
| 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 | $999,000 | 6,336 |
| Mortgage-backed securities | $304,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $304,000 | 5,528 |
| Issued or guaranteed by U.S. | $304,000 | 5,501 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,091,000 | 2,220 |
| Available-for-sale securities (fair market value) | $28,063,000 | 3,188 |
| Total debt securities | $31,154,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $1,410,000 | 1,904 |
| Fair value | $1,411,000 | 1,902 |
| 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 | $28,388,000 | 3,618 |
| U.S. Government securities | $25,576,000 | 3,132 |
| U.S. Treasury securities | $980,000 | 1,144 |
| U.S. Government agency obligations | $24,596,000 | 3,125 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,087 |
| Other domestic debt securities | $425,000 | 2,513 |
| 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 | $425,000 | 1,954 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,374 |
| Mortgage-backed securities | $359,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,527 |
| Issued or guaranteed by U.S. | $331,000 | 5,502 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $28,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,167 |
| 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) | $4,384,000 | 1,994 |
| Available-for-sale securities (fair market value) | $24,004,000 | 3,543 |
| Total debt securities | $28,395,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $941,000 | 2,388 |
| Fair value | $930,000 | 2,383 |
| 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 | $26,885,000 | 3,826 |
| U.S. Government securities | $24,221,000 | 3,321 |
| U.S. Treasury securities | $1,630,000 | 965 |
| U.S. Government agency obligations | $22,591,000 | 3,360 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,284 |
| Other domestic debt securities | $498,000 | 2,478 |
| 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 | $498,000 | 1,949 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $91,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,373 |
| Mortgage-backed securities | $609,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,413 |
| Issued or guaranteed by U.S. | $438,000 | 5,391 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $171,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 2,904 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,999,000 | 2,593 |
| Available-for-sale securities (fair market value) | $24,886,000 | 3,512 |
| Total debt securities | $26,794,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $468,000 | 2,818 |
| Fair value | $463,000 | 2,821 |
| 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 | $34,138,000 | 3,203 |
| U.S. Government securities | $30,828,000 | 2,723 |
| U.S. Treasury securities | $1,634,000 | 977 |
| U.S. Government agency obligations | $29,194,000 | 2,763 |
| Securities issued by states & political subdivisions | $809,000 | 5,257 |
| Other domestic debt securities | $501,000 | 2,511 |
| 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 | $501,000 | 2,006 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000,000 | 828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,414 |
| Mortgage-backed securities | $730,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,417 |
| Issued or guaranteed by U.S. | $466,000 | 5,392 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $264,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 2,795 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,999,000 | 2,642 |
| Available-for-sale securities (fair market value) | $32,139,000 | 2,914 |
| Total debt securities | $32,137,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $491,000 | 2,807 |
| Fair value | $489,000 | 2,757 |
| 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 | $25,547,000 | 3,952 |
| U.S. Government securities | $24,774,000 | 3,210 |
| U.S. Treasury securities | $2,624,000 | 788 |
| U.S. Government agency obligations | $22,150,000 | 3,355 |
| Securities issued by states & political subdivisions | $263,000 | 5,960 |
| Other domestic debt securities | $503,000 | 2,546 |
| 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 | $503,000 | 2,071 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,000 | 2,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,438 |
| Mortgage-backed securities | $881,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,418 |
| Issued or guaranteed by U.S. | $493,000 | 5,396 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $388,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 2,694 |
| 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) | $2,999,000 | 2,383 |
| Available-for-sale securities (fair market value) | $22,548,000 | 3,693 |
| Total debt securities | $25,539,000 | 3,892 |
| 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 | $35,212,000 | 3,170 |
| U.S. Government securities | $34,629,000 | 2,485 |
| U.S. Treasury securities | $2,535,000 | 812 |
| U.S. Government agency obligations | $32,094,000 | 2,560 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $576,000 | 2,525 |
| 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 | $576,000 | 2,051 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,000 | 2,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,444 |
| Mortgage-backed securities | $1,092,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $577,000 | 5,378 |
| Issued or guaranteed by U.S. | $577,000 | 5,354 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $515,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,617 |
| 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) | $2,999,000 | 2,410 |
| Available-for-sale securities (fair market value) | $32,213,000 | 2,937 |
| Total debt securities | $35,205,000 | 3,114 |
| 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 | $29,355,000 | 3,679 |
| U.S. Government securities | $28,770,000 | 2,947 |
| U.S. Treasury securities | $2,428,000 | 924 |
| U.S. Government agency obligations | $26,342,000 | 3,025 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $585,000 | 2,594 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $574,000 | 2,147 |
| 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 | $999,000 | 6,497 |
| Mortgage-backed securities | $1,266,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $630,000 | 5,400 |
| Issued or guaranteed by U.S. | $619,000 | 5,392 |
| Privately issued | $11,000 | 198 |
| Collaterized mortgage obligations | $636,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $636,000 | 2,588 |
| 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) | $2,999,000 | 2,427 |
| Available-for-sale securities (fair market value) | $26,356,000 | 3,430 |
| Total debt securities | $29,353,000 | 3,625 |
| 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 | $27,891,000 | 3,822 |
| U.S. Government securities | $27,309,000 | 3,057 |
| U.S. Treasury securities | $3,441,000 | 807 |
| U.S. Government agency obligations | $23,868,000 | 3,292 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $582,000 | 2,634 |
| 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 | $582,000 | 2,203 |
| 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 | $999,000 | 6,511 |
| Mortgage-backed securities | $1,515,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $764,000 | 5,316 |
| Issued or guaranteed by U.S. | $764,000 | 5,299 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $751,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 2,571 |
| 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) | $2,999,000 | 2,461 |
| Available-for-sale securities (fair market value) | $24,892,000 | 3,592 |
| Total debt securities | $27,890,000 | 3,759 |
| 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 | $29,784,000 | 3,639 |
| U.S. Government securities | $29,201,000 | 2,903 |
| U.S. Treasury securities | $4,444,000 | 669 |
| U.S. Government agency obligations | $24,757,000 | 3,166 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $565,000 | 2,681 |
| 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 | $565,000 | 2,277 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $18,000 | 2,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,554 |
| Mortgage-backed securities | $1,807,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $811,000 | 5,302 |
| Issued or guaranteed by U.S. | $811,000 | 5,289 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $996,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,433 |
| 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) | $3,503,000 | 2,347 |
| Available-for-sale securities (fair market value) | $26,281,000 | 3,448 |
| Total debt securities | $29,766,000 | 3,573 |
| 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 | $21,172,000 | 4,633 |
| U.S. Government securities | $20,602,000 | 3,818 |
| U.S. Treasury securities | $11,418,000 | 357 |
| U.S. Government agency obligations | $9,184,000 | 5,807 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $560,000 | 2,787 |
| 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 | $560,000 | 2,386 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $10,000 | 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 | $1,000,000 | 6,547 |
| Mortgage-backed securities | $2,624,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $888,000 | 5,317 |
| Issued or guaranteed by U.S. | $888,000 | 5,302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,736,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $1,736,000 | 2,107 |
| 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) | $3,013,000 | 2,491 |
| Available-for-sale securities (fair market value) | $18,159,000 | 4,432 |
| Total debt securities | $21,162,000 | 4,569 |
| 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 | $13,121,000 | 5,909 |
| U.S. Government securities | $12,670,000 | 5,085 |
| U.S. Treasury securities | $2,082,000 | 998 |
| U.S. Government agency obligations | $10,588,000 | 5,450 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $451,000 | 3,084 |
| 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 | $451,000 | 2,675 |
| 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 | $1,000,000 | 6,544 |
| Mortgage-backed securities | $3,845,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $996,000 | 5,258 |
| Issued or guaranteed by U.S. | $996,000 | 5,241 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,849,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,849,000 | 1,812 |
| 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) | $4,023,000 | 2,210 |
| Available-for-sale securities (fair market value) | $9,098,000 | 6,009 |
| Total debt securities | $13,121,000 | 5,823 |
| 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 | $30,689,000 | 3,653 |
| U.S. Government securities | $30,377,000 | 2,879 |
| U.S. Treasury securities | $2,197,000 | 1,035 |
| U.S. Government agency obligations | $28,180,000 | 2,939 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $309,000 | 3,292 |
| 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 | $309,000 | 2,935 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,895 |
| Mortgage-backed securities | $4,346,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 5,211 |
| Issued or guaranteed by U.S. | $1,082,000 | 5,190 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,264,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $3,264,000 | 1,804 |
| 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) | $6,035,000 | 1,906 |
| Available-for-sale securities (fair market value) | $24,654,000 | 3,674 |
| Total debt securities | $30,689,000 | 3,597 |
| 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 | $25,485,000 | 4,092 |
| U.S. Government securities | $23,005,000 | 3,450 |
| U.S. Treasury securities | $1,010,000 | 1,485 |
| U.S. Government agency obligations | $21,995,000 | 3,430 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $202,000 | 3,595 |
| 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 | $202,000 | 3,216 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,278,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,554 |
| Mortgage-backed securities | $2,222,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 5,129 |
| Issued or guaranteed by U.S. | $1,192,000 | 5,108 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,030,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,630 |
| 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) | $1,558,000 | 3,086 |
| Available-for-sale securities (fair market value) | $23,927,000 | 3,675 |
| Total debt securities | $23,206,000 | 4,267 |
| 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 | $29,411,000 | 3,602 |
| U.S. Government securities | $27,191,000 | 2,949 |
| U.S. Treasury securities | $1,278,000 | 1,362 |
| U.S. Government agency obligations | $25,913,000 | 2,933 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $205,000 | 3,640 |
| 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 | $205,000 | 3,243 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,015,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,567 |
| Mortgage-backed securities | $2,528,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $843,000 | 5,509 |
| Issued or guaranteed by U.S. | $843,000 | 5,488 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,685,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,685,000 | 2,516 |
| 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) | $21,778,000 | 844 |
| Available-for-sale securities (fair market value) | $7,633,000 | 6,270 |
| Total debt securities | $27,395,000 | 3,716 |
| 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 | $20,719,000 | 4,554 |
| U.S. Government securities | $18,719,000 | 3,877 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,719,000 | 3,719 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,310,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $895,000 | 5,475 |
| Issued or guaranteed by U.S. | $895,000 | 5,456 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,415,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,742 |
| 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) | $568,000 | 3,855 |
| Available-for-sale securities (fair market value) | $20,151,000 | 4,013 |
| Total debt securities | $18,719,000 | 4,759 |
| 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 | $16,103,000 | 5,272 |
| U.S. Government securities | $14,103,000 | 4,640 |
| U.S. Treasury securities | $10,000,000 | 451 |
| U.S. Government agency obligations | $4,103,000 | 7,294 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000,000 | 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 | $0 | 7,400 |
| Mortgage-backed securities | $2,168,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $989,000 | 5,360 |
| Issued or guaranteed by U.S. | $989,000 | 5,341 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,179,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,875 |
| 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) | $1,314,000 | 3,372 |
| Available-for-sale securities (fair market value) | $14,789,000 | 4,761 |
| Total debt securities | $14,104,000 | 5,529 |
| 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 | $5,337,000 | 7,827 |
| U.S. Government securities | $5,224,000 | 7,139 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,224,000 | 6,901 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $113,000 | 3,901 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $113,000 | 475 |
| 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 | $250,000 | 7,414 |
| Mortgage-backed securities | $2,822,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $1,432,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,432,000 | 4,877 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,390,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,873 |
| 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) | $2,247,000 | 3,077 |
| Available-for-sale securities (fair market value) | $3,090,000 | 7,585 |
| Total debt securities | $5,337,000 | 7,720 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $501,000 | 573 |
| 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 | $10,372,000 | 6,688 |
| U.S. Government securities | $9,414,000 | 6,041 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,414,000 | 5,705 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $729,000 | 2,709 |
| 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 | $729,000 | 2,379 |
| Foreign debt securities | NA | NA |
| Equity securities | $229,000 | 5,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,000 | 7,693 |
| Mortgage-backed securities | $3,870,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,403 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,380 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,441,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $2,441,000 | 1,972 |
| 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) | $2,270,000 | 3,714 |
| Available-for-sale securities (fair market value) | $8,102,000 | 6,226 |
| Total debt securities | $10,143,000 | 6,612 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,813,000 | 8,056 |
| U.S. Government securities | $6,584,000 | 7,341 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,584,000 | 6,813 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $229,000 | 5,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 7,490 |
| Mortgage-backed securities | $2,460,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,763 |
| Issued or guaranteed by U.S. | $491,000 | 5,748 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,969,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $1,969,000 | 2,320 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,813,000 | 6,826 |
| Total debt securities | $6,584,000 | 8,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,894,000 | 8,054 |
| U.S. Government securities | $6,289,000 | 7,436 |
| U.S. Treasury securities | $1,170,000 | 4,733 |
| U.S. Government agency obligations | $5,119,000 | 7,148 |
| Securities issued by states & political subdivisions | $445,000 | 6,706 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,000 | 5,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,000 | 7,505 |
| Mortgage-backed securities | $424,000 | 6,797 |
| Certificates of participation in pools of residential mortgages | $424,000 | 6,120 |
| Issued or guaranteed by U.S. | $424,000 | 6,102 |
| 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) | $1,764,000 | 4,909 |
| Available-for-sale securities (fair market value) | $5,130,000 | 7,324 |
| Total debt securities | $6,734,000 | 7,996 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $252,000 | 1,337 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,784,000 | 10,057 |
| U.S. Government securities | $2,340,000 | 9,874 |
| U.S. Treasury securities | $1,951,000 | 5,304 |
| U.S. Government agency obligations | $389,000 | 10,069 |
| Securities issued by states & political subdivisions | $444,000 | 6,847 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $200,000 | 8,580 |
| Mortgage-backed securities | $92,000 | 7,938 |
| Certificates of participation in pools of residential mortgages | $92,000 | 7,340 |
| Issued or guaranteed by U.S. | $92,000 | 7,314 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,083,000 | 6,223 |
| Available-for-sale securities (fair market value) | $1,701,000 | 8,861 |
| Total debt securities | $2,784,000 | 9,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,395,000 | 10,751 |
| U.S. Government securities | $2,395,000 | 10,429 |
| U.S. Treasury securities | $2,095,000 | 5,818 |
| U.S. Government agency obligations | $300,000 | 10,581 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,596,000 | 7,119 |
| Mortgage-backed securities | $0 | 9,059 |
| 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 | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 7,616 |
| Available-for-sale securities (fair market value) | $2,095,000 | 8,970 |
| Total debt securities | $2,395,000 | 10,651 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $903,000 | 11,657 |
| U.S. Government securities | $903,000 | 11,508 |
| U.S. Treasury securities | $603,000 | 9,159 |
| U.S. Government agency obligations | $300,000 | 10,974 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $903,000 | 8,287 |
| Mortgage-backed securities | $0 | 9,533 |
| 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 | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 8,022 |
| Available-for-sale securities (fair market value) | $603,000 | 10,180 |
| Total debt securities | $903,000 | 11,567 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $0 | 12,560 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $0 | 10,072 |
| 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 | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $0 | 12,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $0 | 13,214 |
| 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 | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $0 | 10,569 |
| 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 | $0 | 13,082 |
| 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 | $401,000 | 13,636 |
| U.S. Government securities | $401,000 | 13,456 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $401,000 | 12,223 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,000 | 10,018 |
| Mortgage-backed securities | $201,000 | 10,469 |
| Certificates of participation in pools of residential mortgages | $201,000 | 9,450 |
| Issued or guaranteed by U.S. | $201,000 | 9,376 |
| 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 | $401,000 | 13,531 |
| 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 |