Home > The Farmers Bank > Securities
The Farmers Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $23,573,000 | 3,735 |
| U.S. Government securities | $8,120,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,120,000 | 4,199 |
| Securities issued by states & political subdivisions | $15,453,000 | 2,227 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,715,000 | 3,573 |
| Mortgage-backed securities | $4,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,806 |
| Issued or guaranteed by U.S. | $4,000 | 4,802 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $23,573,000 | 691 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $23,572,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $634,000 | 1,097 |
| Fair value | $633,000 | 1,099 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $24,214,000 | 3,714 |
| U.S. Government securities | $8,115,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,115,000 | 4,240 |
| Securities issued by states & political subdivisions | $16,099,000 | 2,179 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,515,000 | 3,628 |
| Mortgage-backed securities | $4,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,852 |
| Issued or guaranteed by U.S. | $4,000 | 4,846 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $24,214,000 | 694 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $24,215,000 | 3,693 |
| Structured notes | ||
| Amortized cost | $1,734,000 | 847 |
| Fair value | $1,737,000 | 846 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $24,933,000 | 3,734 |
| U.S. Government securities | $8,833,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,833,000 | 4,228 |
| Securities issued by states & political subdivisions | $16,100,000 | 2,177 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,862,000 | 3,604 |
| Mortgage-backed securities | $5,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,903 |
| Issued or guaranteed by U.S. | $5,000 | 4,896 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $24,933,000 | 686 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $24,933,000 | 3,710 |
| Structured notes | ||
| Amortized cost | $4,002,000 | 544 |
| Fair value | $4,008,000 | 545 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $25,098,000 | 3,790 |
| U.S. Government securities | $8,997,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,997,000 | 4,341 |
| Securities issued by states & political subdivisions | $16,101,000 | 2,148 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,562,000 | 3,705 |
| Mortgage-backed securities | $5,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,981 |
| Issued or guaranteed by U.S. | $5,000 | 4,977 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $25,098,000 | 688 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $25,099,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $4,167,000 | 617 |
| Fair value | $4,146,000 | 616 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $24,575,000 | 3,890 |
| U.S. Government securities | $8,196,000 | 4,642 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,196,000 | 4,527 |
| Securities issued by states & political subdivisions | $16,379,000 | 2,117 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,432,000 | 3,769 |
| Mortgage-backed securities | $5,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,037 |
| Issued or guaranteed by U.S. | $5,000 | 5,029 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $24,575,000 | 698 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $24,575,000 | 3,864 |
| Structured notes | ||
| Amortized cost | $4,167,000 | 659 |
| Fair value | $4,163,000 | 661 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,826,000 | 3,977 |
| U.S. Government securities | $7,445,000 | 4,824 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,445,000 | 4,708 |
| Securities issued by states & political subdivisions | $16,381,000 | 2,135 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,433,000 | 3,820 |
| Mortgage-backed securities | $5,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,114 |
| Issued or guaranteed by U.S. | $5,000 | 5,105 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $23,826,000 | 710 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $23,826,000 | 3,951 |
| Structured notes | ||
| Amortized cost | $2,916,000 | 925 |
| Fair value | $2,910,000 | 917 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $23,525,000 | 4,102 |
| U.S. Government securities | $7,143,000 | 4,974 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,143,000 | 4,865 |
| Securities issued by states & political subdivisions | $16,382,000 | 2,137 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,837,000 | 3,993 |
| Mortgage-backed securities | $6,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,193 |
| Issued or guaranteed by U.S. | $6,000 | 5,186 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $23,525,000 | 719 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $23,525,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $2,864,000 | 1,016 |
| Fair value | $2,854,000 | 1,009 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $22,832,000 | 4,203 |
| U.S. Government securities | $6,128,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,128,000 | 5,078 |
| Securities issued by states & political subdivisions | $16,704,000 | 2,120 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,106,000 | 3,762 |
| Mortgage-backed securities | $6,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,239 |
| Issued or guaranteed by U.S. | $6,000 | 5,233 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $22,832,000 | 735 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $22,832,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $1,849,000 | 1,336 |
| Fair value | $1,834,000 | 1,333 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $22,016,000 | 4,297 |
| U.S. Government securities | $5,135,000 | 5,410 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,135,000 | 5,300 |
| Securities issued by states & political subdivisions | $16,881,000 | 2,114 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,106,000 | 3,797 |
| Mortgage-backed securities | $7,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,291 |
| Issued or guaranteed by U.S. | $7,000 | 5,283 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $22,016,000 | 734 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $22,015,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,909 |
| Fair value | $580,000 | 1,918 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $21,630,000 | 4,326 |
| U.S. Government securities | $5,134,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,134,000 | 5,316 |
| Securities issued by states & political subdivisions | $16,496,000 | 2,139 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,105,000 | 3,800 |
| Mortgage-backed securities | $7,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,341 |
| Issued or guaranteed by U.S. | $7,000 | 5,332 |
| 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) | $21,630,000 | 735 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $21,630,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,544 |
| Fair value | $1,065,000 | 1,550 |
| 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 | $20,919,000 | 4,414 |
| U.S. Government securities | $4,634,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,634,000 | 5,453 |
| Securities issued by states & political subdivisions | $16,285,000 | 2,167 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,267,000 | 3,973 |
| Mortgage-backed securities | $7,000 | 5,579 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,401 |
| Issued or guaranteed by U.S. | $7,000 | 5,392 |
| 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) | $20,919,000 | 728 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $20,919,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,893 |
| Fair value | $576,000 | 1,905 |
| 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 | $20,101,000 | 4,498 |
| U.S. Government securities | $4,159,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,159,000 | 5,544 |
| Securities issued by states & political subdivisions | $15,942,000 | 2,192 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,672,000 | 4,106 |
| Mortgage-backed securities | $8,000 | 5,600 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,410 |
| Issued or guaranteed by U.S. | $8,000 | 5,400 |
| 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) | $20,101,000 | 700 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $20,101,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,869 |
| Fair value | $580,000 | 1,890 |
| 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 | $20,784,000 | 4,448 |
| U.S. Government securities | $4,659,000 | 5,600 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,659,000 | 5,488 |
| Securities issued by states & political subdivisions | $16,125,000 | 2,156 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,170,000 | 4,035 |
| Mortgage-backed securities | $8,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,462 |
| Issued or guaranteed by U.S. | $8,000 | 5,454 |
| 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) | $20,784,000 | 642 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $20,784,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,906 |
| Fair value | $599,000 | 1,917 |
| 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 | $18,982,000 | 4,569 |
| U.S. Government securities | $3,357,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,357,000 | 5,777 |
| Securities issued by states & political subdivisions | $15,625,000 | 2,171 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,369,000 | 3,983 |
| Mortgage-backed securities | $8,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,490 |
| Issued or guaranteed by U.S. | $8,000 | 5,484 |
| 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) | $18,982,000 | 680 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $18,982,000 | 4,536 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,956 |
| Fair value | $601,000 | 1,960 |
| 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 | $20,099,000 | 4,535 |
| U.S. Government securities | $4,758,000 | 5,730 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,758,000 | 5,628 |
| Securities issued by states & political subdivisions | $15,341,000 | 2,161 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,170,000 | 4,295 |
| Mortgage-backed securities | $8,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,591 |
| Issued or guaranteed by U.S. | $8,000 | 5,580 |
| 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) | $20,099,000 | 668 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $20,098,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,551 |
| Fair value | $1,497,000 | 1,603 |
| 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 | $18,538,000 | 4,714 |
| U.S. Government securities | $3,858,000 | 5,995 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,858,000 | 5,893 |
| Securities issued by states & political subdivisions | $14,680,000 | 2,166 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,470,000 | 4,269 |
| Mortgage-backed securities | $9,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,625 |
| Issued or guaranteed by U.S. | $9,000 | 5,615 |
| 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) | $18,538,000 | 689 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $18,538,000 | 4,683 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,919 |
| Fair value | $1,101,000 | 1,925 |
| 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 | $18,988,000 | 4,693 |
| U.S. Government securities | $4,407,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,407,000 | 5,875 |
| Securities issued by states & political subdivisions | $14,581,000 | 2,120 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,819,000 | 4,174 |
| Mortgage-backed securities | $9,000 | 5,878 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,667 |
| Issued or guaranteed by U.S. | $9,000 | 5,658 |
| 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) | $18,988,000 | 698 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $18,988,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $2,399,000 | 1,586 |
| Fair value | $2,390,000 | 1,597 |
| 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 | $18,240,000 | 4,727 |
| U.S. Government securities | $3,659,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,659,000 | 6,030 |
| Securities issued by states & political subdivisions | $14,581,000 | 2,078 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,819,000 | 3,994 |
| Mortgage-backed securities | $10,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,657 |
| Issued or guaranteed by U.S. | $10,000 | 5,645 |
| 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) | $18,240,000 | 733 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $18,240,000 | 4,699 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,795 |
| Fair value | $1,897,000 | 1,800 |
| 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 | $18,110,000 | 4,710 |
| U.S. Government securities | $3,859,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,859,000 | 6,026 |
| Securities issued by states & political subdivisions | $14,251,000 | 2,040 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,845,000 | 3,959 |
| Mortgage-backed securities | $10,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,682 |
| Issued or guaranteed by U.S. | $10,000 | 5,670 |
| 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) | $18,110,000 | 720 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $18,110,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,871 |
| Fair value | $1,954,000 | 1,873 |
| 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 | $19,632,000 | 4,601 |
| U.S. Government securities | $5,111,000 | 5,998 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,111,000 | 5,873 |
| Securities issued by states & political subdivisions | $14,521,000 | 1,977 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,019,000 | 3,759 |
| Mortgage-backed securities | $10,000 | 5,955 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,710 |
| Issued or guaranteed by U.S. | $10,000 | 5,703 |
| 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) | $18,881,000 | 702 |
| Available-for-sale securities (fair market value) | $751,000 | 6,696 |
| Total debt securities | $19,631,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 1,452 |
| Fair value | $3,713,000 | 1,449 |
| 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 | $18,952,000 | 4,667 |
| U.S. Government securities | $5,357,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,357,000 | 5,820 |
| Securities issued by states & political subdivisions | $13,595,000 | 2,018 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,913,000 | 3,596 |
| Mortgage-backed securities | $11,000 | 5,969 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,715 |
| Issued or guaranteed by U.S. | $11,000 | 5,704 |
| 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) | $18,952,000 | 708 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $18,952,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $4,447,000 | 1,359 |
| Fair value | $4,452,000 | 1,347 |
| 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 | $18,939,000 | 4,534 |
| U.S. Government securities | $5,357,000 | 5,840 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,357,000 | 5,711 |
| Securities issued by states & political subdivisions | $13,582,000 | 1,999 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,790,000 | 3,580 |
| Mortgage-backed securities | $11,000 | 5,998 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,711 |
| Issued or guaranteed by U.S. | $11,000 | 5,700 |
| 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) | $18,939,000 | 699 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $18,939,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $4,446,000 | 1,244 |
| Fair value | $4,449,000 | 1,230 |
| 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 | $18,021,000 | 4,587 |
| U.S. Government securities | $4,711,000 | 5,979 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,711,000 | 5,849 |
| Securities issued by states & political subdivisions | $13,310,000 | 1,942 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,780,000 | 3,604 |
| Mortgage-backed securities | $12,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,743 |
| Issued or guaranteed by U.S. | $12,000 | 5,728 |
| 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) | $18,021,000 | 743 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $18,021,000 | 4,547 |
| Structured notes | ||
| Amortized cost | $3,196,000 | 1,501 |
| Fair value | $3,234,000 | 1,496 |
| 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 | $17,967,000 | 4,635 |
| U.S. Government securities | $4,918,000 | 6,059 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,918,000 | 5,941 |
| Securities issued by states & political subdivisions | $13,049,000 | 1,887 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,780,000 | 3,649 |
| Mortgage-backed securities | $12,000 | 6,094 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,801 |
| Issued or guaranteed by U.S. | $12,000 | 5,789 |
| 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) | $17,967,000 | 760 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $17,967,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $3,396,000 | 1,539 |
| Fair value | $3,421,000 | 1,541 |
| 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 | $17,386,000 | 4,740 |
| U.S. Government securities | $4,727,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,727,000 | 6,085 |
| Securities issued by states & political subdivisions | $12,659,000 | 1,909 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,730,000 | 3,737 |
| Mortgage-backed securities | $13,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,898 |
| Issued or guaranteed by U.S. | $13,000 | 5,886 |
| 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) | $17,386,000 | 786 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $17,386,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $3,198,000 | 1,361 |
| Fair value | $3,195,000 | 1,362 |
| 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 | $16,894,000 | 4,765 |
| U.S. Government securities | $4,636,000 | 6,188 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,636,000 | 6,086 |
| Securities issued by states & political subdivisions | $12,258,000 | 1,960 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,897,000 | 3,728 |
| Mortgage-backed securities | $13,000 | 6,240 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,958 |
| Issued or guaranteed by U.S. | $13,000 | 5,944 |
| 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) | $16,894,000 | 812 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $16,892,000 | 4,731 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,443 |
| Fair value | $2,192,000 | 1,442 |
| 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 | $15,950,000 | 4,942 |
| U.S. Government securities | $3,646,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,646,000 | 6,449 |
| Securities issued by states & political subdivisions | $12,304,000 | 1,975 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,147,000 | 3,888 |
| Mortgage-backed securities | $13,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,046 |
| Issued or guaranteed by U.S. | $13,000 | 6,026 |
| 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) | $15,950,000 | 855 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $15,950,000 | 4,895 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,458 |
| Fair value | $1,206,000 | 1,459 |
| 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 | $16,014,000 | 4,915 |
| U.S. Government securities | $4,030,000 | 6,451 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,030,000 | 6,359 |
| Securities issued by states & political subdivisions | $11,984,000 | 1,959 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,123,000 | 3,879 |
| Mortgage-backed securities | $14,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,095 |
| Issued or guaranteed by U.S. | $14,000 | 6,073 |
| 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) | $16,014,000 | 866 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $16,014,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 1,051 |
| Fair value | $1,206,000 | 1,047 |
| 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 | $14,294,000 | 5,191 |
| U.S. Government securities | $4,389,000 | 6,466 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,389,000 | 6,386 |
| Securities issued by states & political subdivisions | $9,905,000 | 2,139 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,276,000 | 4,129 |
| Mortgage-backed securities | $14,000 | 6,427 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,160 |
| Issued or guaranteed by U.S. | $14,000 | 6,143 |
| 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) | $14,294,000 | 937 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $14,294,000 | 5,150 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $999,000 | 999 |
| 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 | $16,497,000 | 4,885 |
| U.S. Government securities | $10,846,000 | 4,974 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,846,000 | 4,883 |
| Securities issued by states & political subdivisions | $5,651,000 | 2,965 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,775,000 | 4,059 |
| Mortgage-backed securities | $15,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,183 |
| Issued or guaranteed by U.S. | $15,000 | 6,162 |
| 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) | $16,497,000 | 853 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $16,497,000 | 4,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $15,775,000 | 4,961 |
| U.S. Government securities | $10,428,000 | 5,009 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,428,000 | 4,926 |
| Securities issued by states & political subdivisions | $5,347,000 | 2,996 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,625,000 | 4,105 |
| Mortgage-backed securities | $16,000 | 6,460 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,204 |
| Issued or guaranteed by U.S. | $16,000 | 6,183 |
| 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) | $15,775,000 | 881 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $15,775,000 | 4,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $15,672,000 | 5,034 |
| U.S. Government securities | $10,428,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,428,000 | 4,952 |
| Securities issued by states & political subdivisions | $5,244,000 | 3,036 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,575,000 | 4,101 |
| Mortgage-backed securities | $16,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,231 |
| Issued or guaranteed by U.S. | $16,000 | 6,204 |
| 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) | $15,672,000 | 879 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $15,672,000 | 4,981 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,873,000 | 5,138 |
| U.S. Government securities | $9,629,000 | 5,190 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,629,000 | 5,099 |
| Securities issued by states & political subdivisions | $5,244,000 | 3,060 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,274,000 | 4,120 |
| Mortgage-backed securities | $19,000 | 6,472 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,217 |
| Issued or guaranteed by U.S. | $17,000 | 6,186 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,366 |
| 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) | $14,873,000 | 902 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $14,873,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $15,233,000 | 5,120 |
| U.S. Government securities | $9,890,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,890,000 | 5,173 |
| Securities issued by states & political subdivisions | $5,343,000 | 3,020 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,070,000 | 3,978 |
| Mortgage-backed securities | $22,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,146 |
| Issued or guaranteed by U.S. | $18,000 | 6,125 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,299 |
| 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) | $15,233,000 | 931 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $15,233,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $15,637,000 | 5,072 |
| U.S. Government securities | $10,294,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,294,000 | 5,191 |
| Securities issued by states & political subdivisions | $5,343,000 | 2,969 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,470,000 | 3,905 |
| Mortgage-backed securities | $28,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,079 |
| Issued or guaranteed by U.S. | $23,000 | 6,055 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,254 |
| 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) | $15,637,000 | 947 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $15,637,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $15,592,000 | 5,113 |
| U.S. Government securities | $10,051,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,051,000 | 5,272 |
| Securities issued by states & political subdivisions | $5,541,000 | 2,928 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,119,000 | 3,972 |
| Mortgage-backed securities | $34,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,073 |
| Issued or guaranteed by U.S. | $28,000 | 6,052 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,240 |
| 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) | $15,592,000 | 966 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $15,592,000 | 5,075 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $15,349,000 | 5,199 |
| U.S. Government securities | $10,057,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,057,000 | 5,296 |
| Securities issued by states & political subdivisions | $5,292,000 | 3,003 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,775,000 | 3,841 |
| Mortgage-backed securities | $41,000 | 6,339 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,065 |
| Issued or guaranteed by U.S. | $33,000 | 6,042 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,239 |
| 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) | $15,349,000 | 995 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $15,349,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,515,000 | 5,357 |
| U.S. Government securities | $9,063,000 | 5,692 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,063,000 | 5,564 |
| Securities issued by states & political subdivisions | $5,452,000 | 2,977 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,825,000 | 3,845 |
| Mortgage-backed securities | $49,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,064 |
| Issued or guaranteed by U.S. | $38,000 | 6,040 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,240 |
| 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) | $14,515,000 | 1,050 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $14,515,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,190,000 | 5,437 |
| U.S. Government securities | $9,074,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,074,000 | 5,614 |
| Securities issued by states & political subdivisions | $5,116,000 | 3,053 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,600,000 | 4,425 |
| Mortgage-backed securities | $61,000 | 6,331 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,064 |
| Issued or guaranteed by U.S. | $48,000 | 6,033 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,228 |
| 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) | $14,190,000 | 1,104 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $14,188,000 | 5,385 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,950,000 | 5,486 |
| U.S. Government securities | $8,835,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,835,000 | 5,696 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,047 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,207,000 | 4,556 |
| Mortgage-backed securities | $73,000 | 6,344 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,074 |
| Issued or guaranteed by U.S. | $56,000 | 6,046 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,207 |
| 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) | $13,950,000 | 1,132 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $13,950,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,910,000 | 5,554 |
| U.S. Government securities | $8,596,000 | 5,939 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,596,000 | 5,794 |
| Securities issued by states & political subdivisions | $5,314,000 | 2,978 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,455,000 | 4,477 |
| Mortgage-backed securities | $85,000 | 6,348 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,067 |
| Issued or guaranteed by U.S. | $66,000 | 6,043 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,201 |
| 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) | $13,910,000 | 1,154 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $13,910,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $497,000 | 2,604 |
| 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 | $13,521,000 | 5,639 |
| U.S. Government securities | $8,210,000 | 6,013 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,210,000 | 5,861 |
| Securities issued by states & political subdivisions | $5,311,000 | 2,972 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,905,000 | 4,998 |
| Mortgage-backed securities | $100,000 | 6,395 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,089 |
| Issued or guaranteed by U.S. | $77,000 | 6,064 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $23,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,204 |
| 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) | $13,521,000 | 1,204 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $13,521,000 | 5,586 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $498,000 | 2,590 |
| 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 | $13,535,000 | 5,609 |
| U.S. Government securities | $8,224,000 | 6,006 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,224,000 | 5,862 |
| Securities issued by states & political subdivisions | $5,311,000 | 2,971 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 5,204 |
| Mortgage-backed securities | $115,000 | 6,401 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,095 |
| Issued or guaranteed by U.S. | $88,000 | 6,074 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,000 | 3,544 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,206 |
| 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) | $13,535,000 | 1,211 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $13,533,000 | 5,555 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| 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 | $13,549,000 | 5,659 |
| U.S. Government securities | $8,239,000 | 6,052 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,239,000 | 5,911 |
| Securities issued by states & political subdivisions | $5,310,000 | 2,935 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 5,189 |
| Mortgage-backed securities | $131,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $99,000 | 6,119 |
| Issued or guaranteed by U.S. | $99,000 | 6,093 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $32,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,225 |
| 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) | $13,549,000 | 1,219 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $13,549,000 | 5,592 |
| 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 | $13,064,000 | 5,821 |
| U.S. Government securities | $7,755,000 | 6,251 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,755,000 | 6,104 |
| Securities issued by states & political subdivisions | $5,309,000 | 2,943 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,155,000 | 5,326 |
| Mortgage-backed securities | $149,000 | 6,444 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,171 |
| Issued or guaranteed by U.S. | $111,000 | 6,148 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $38,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,262 |
| 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) | $13,064,000 | 1,262 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $13,063,000 | 5,760 |
| 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 | $12,985,000 | 5,878 |
| U.S. Government securities | $7,772,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,772,000 | 6,102 |
| Securities issued by states & political subdivisions | $5,213,000 | 3,001 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 5,294 |
| Mortgage-backed securities | $167,000 | 6,450 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,179 |
| Issued or guaranteed by U.S. | $123,000 | 6,161 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $44,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,274 |
| 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) | $12,985,000 | 1,281 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $12,983,000 | 5,809 |
| 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 | $12,503,000 | 5,975 |
| U.S. Government securities | $7,290,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,290,000 | 6,258 |
| Securities issued by states & political subdivisions | $5,213,000 | 3,011 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,725,000 | 5,543 |
| Mortgage-backed securities | $186,000 | 6,471 |
| Certificates of participation in pools of residential mortgages | $136,000 | 6,183 |
| Issued or guaranteed by U.S. | $136,000 | 6,167 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,276 |
| 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) | $12,503,000 | 1,309 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $12,503,000 | 5,905 |
| 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 | $12,731,000 | 6,008 |
| U.S. Government securities | $7,519,000 | 6,428 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,519,000 | 6,257 |
| Securities issued by states & political subdivisions | $5,212,000 | 3,007 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,175,000 | 5,321 |
| Mortgage-backed securities | $215,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $157,000 | 6,213 |
| Issued or guaranteed by U.S. | $157,000 | 6,195 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $58,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,338 |
| 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) | $12,731,000 | 1,303 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $12,731,000 | 5,937 |
| 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 | $11,064,000 | 6,347 |
| U.S. Government securities | $5,853,000 | 6,891 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,853,000 | 6,734 |
| Securities issued by states & political subdivisions | $5,211,000 | 3,014 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 5,317 |
| Mortgage-backed securities | $249,000 | 6,482 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,179 |
| Issued or guaranteed by U.S. | $180,000 | 6,156 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $69,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,376 |
| 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) | $11,064,000 | 1,370 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $11,064,000 | 6,263 |
| 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 | $10,577,000 | 6,500 |
| U.S. Government securities | $5,809,000 | 6,998 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,809,000 | 6,813 |
| Securities issued by states & political subdivisions | $4,768,000 | 3,174 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 5,274 |
| Mortgage-backed securities | $274,000 | 6,482 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,207 |
| Issued or guaranteed by U.S. | $194,000 | 6,183 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $80,000 | 3,732 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,554 |
| 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) | $10,577,000 | 1,423 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $10,577,000 | 6,410 |
| 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 | $10,931,000 | 6,343 |
| U.S. Government securities | $6,163,000 | 6,750 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,163,000 | 6,566 |
| Securities issued by states & political subdivisions | $4,768,000 | 3,156 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,453,000 | 4,642 |
| Mortgage-backed securities | $316,000 | 6,470 |
| Certificates of participation in pools of residential mortgages | $218,000 | 6,211 |
| Issued or guaranteed by U.S. | $218,000 | 6,183 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $98,000 | 3,795 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 3,600 |
| 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) | $10,931,000 | 1,386 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $10,931,000 | 6,252 |
| 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 | $9,908,000 | 6,515 |
| U.S. Government securities | $6,921,000 | 6,432 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,921,000 | 6,256 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,831 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 5,230 |
| Mortgage-backed securities | $371,000 | 6,463 |
| Certificates of participation in pools of residential mortgages | $236,000 | 6,204 |
| Issued or guaranteed by U.S. | $236,000 | 6,182 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $135,000 | 3,907 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 3,719 |
| 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) | $9,908,000 | 1,455 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $9,908,000 | 6,416 |
| 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 | $10,474,000 | 6,401 |
| U.S. Government securities | $7,628,000 | 6,265 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,628,000 | 6,084 |
| Securities issued by states & political subdivisions | $2,846,000 | 3,853 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,075,000 | 5,269 |
| Mortgage-backed securities | $430,000 | 6,422 |
| Certificates of participation in pools of residential mortgages | $254,000 | 6,173 |
| Issued or guaranteed by U.S. | $254,000 | 6,154 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $176,000 | 3,944 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,761 |
| 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) | $10,474,000 | 1,426 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $10,474,000 | 6,299 |
| 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 | $10,535,000 | 6,400 |
| U.S. Government securities | $7,690,000 | 6,256 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,690,000 | 6,062 |
| Securities issued by states & political subdivisions | $2,845,000 | 3,833 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,453,000 | 4,644 |
| Mortgage-backed securities | $492,000 | 6,361 |
| Certificates of participation in pools of residential mortgages | $281,000 | 6,106 |
| Issued or guaranteed by U.S. | $281,000 | 6,088 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $211,000 | 3,935 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,765 |
| 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) | $10,535,000 | 1,454 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $10,535,000 | 6,301 |
| 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 | $8,495,000 | 6,890 |
| U.S. Government securities | $6,733,000 | 6,557 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,733,000 | 6,317 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,496 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,114,000 | 3,976 |
| Mortgage-backed securities | $740,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,865 |
| Issued or guaranteed by U.S. | $390,000 | 5,840 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $350,000 | 3,897 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 3,722 |
| 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) | $8,495,000 | 1,718 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $8,495,000 | 6,785 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,887,000 | 7,389 |
| U.S. Government securities | $5,995,000 | 7,315 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,995,000 | 6,967 |
| Securities issued by states & political subdivisions | $1,492,000 | 4,844 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $400,000 | 4,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,664,000 | 4,385 |
| Mortgage-backed securities | $1,050,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $587,000 | 5,276 |
| Issued or guaranteed by U.S. | $587,000 | 5,260 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $463,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 3,235 |
| 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) | $7,487,000 | 2,226 |
| Available-for-sale securities (fair market value) | $400,000 | 8,791 |
| Total debt securities | $7,487,000 | 7,405 |
| 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 | $7,837,000 | 7,710 |
| U.S. Government securities | $5,996,000 | 7,613 |
| U.S. Treasury securities | $400,000 | 4,759 |
| U.S. Government agency obligations | $5,596,000 | 7,260 |
| Securities issued by states & political subdivisions | $1,458,000 | 5,117 |
| 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 | $383,000 | 4,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,575,000 | 4,062 |
| Mortgage-backed securities | $1,252,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,353 |
| Issued or guaranteed by U.S. | $752,000 | 5,344 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $500,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,360 |
| 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) | $7,454,000 | 2,507 |
| Available-for-sale securities (fair market value) | $383,000 | 9,071 |
| Total debt securities | $7,454,000 | 7,716 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $498,000 | 782 |
| 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 | $6,637,000 | 8,156 |
| U.S. Government securities | $5,000,000 | 8,035 |
| U.S. Treasury securities | $400,000 | 6,269 |
| U.S. Government agency obligations | $4,600,000 | 7,412 |
| Securities issued by states & political subdivisions | $1,269,000 | 5,424 |
| 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 | $368,000 | 4,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,810,000 | 4,912 |
| Mortgage-backed securities | $1,516,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $989,000 | 5,288 |
| Issued or guaranteed by U.S. | $989,000 | 5,271 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $527,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 3,565 |
| 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) | $6,269,000 | 3,047 |
| Available-for-sale securities (fair market value) | $368,000 | 9,209 |
| Total debt securities | $6,269,000 | 8,167 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $490,000 | 1,134 |
| 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 | $6,151,000 | 8,765 |
| U.S. Government securities | $4,680,000 | 8,755 |
| U.S. Treasury securities | $400,000 | 7,418 |
| U.S. Government agency obligations | $4,280,000 | 7,681 |
| Securities issued by states & political subdivisions | $1,171,000 | 5,557 |
| 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 | $300,000 | 4,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,910,000 | 4,561 |
| Mortgage-backed securities | $1,248,000 | 6,051 |
| Certificates of participation in pools of residential mortgages | $670,000 | 5,865 |
| Issued or guaranteed by U.S. | $670,000 | 5,846 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $578,000 | 3,868 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 3,726 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,851,000 | 3,843 |
| Available-for-sale securities (fair market value) | $300,000 | 9,633 |
| Total debt securities | $5,851,000 | 8,742 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,057 |
| Fair value | $1,224,000 | 1,081 |
| 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 | $6,153,000 | 9,312 |
| U.S. Government securities | $4,751,000 | 9,293 |
| U.S. Treasury securities | $750,000 | 7,681 |
| U.S. Government agency obligations | $4,001,000 | 8,219 |
| Securities issued by states & political subdivisions | $1,115,000 | 5,903 |
| 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 | $287,000 | 4,607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,030,000 | 5,830 |
| Mortgage-backed securities | $1,501,000 | 6,298 |
| Certificates of participation in pools of residential mortgages | $923,000 | 5,945 |
| Issued or guaranteed by U.S. | $923,000 | 5,930 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $578,000 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 4,171 |
| 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) | $5,866,000 | 4,350 |
| Available-for-sale securities (fair market value) | $287,000 | 9,988 |
| Total debt securities | $5,866,000 | 9,302 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,967,000 | 1,104 |
| 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 | $6,743,000 | 9,487 |
| U.S. Government securities | $5,494,000 | 9,312 |
| U.S. Treasury securities | $749,000 | 9,010 |
| U.S. Government agency obligations | $4,745,000 | 7,857 |
| Securities issued by states & political subdivisions | $921,000 | 6,479 |
| Other domestic debt securities | $53,000 | 4,743 |
| Privately issued residential mortgage-backed securities | $53,000 | 2,125 |
| 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 | $275,000 | 4,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,630,000 | 4,899 |
| Mortgage-backed securities | $1,798,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,855 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,818 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $632,000 | 4,681 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 4,569 |
| Privately issued | $53,000 | 1,803 |
| 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) | $6,468,000 | 4,406 |
| Available-for-sale securities (fair market value) | $275,000 | 10,446 |
| Total debt securities | $6,468,000 | 9,478 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,296 |
| Fair value | $2,681,000 | 1,308 |
| 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 | $7,845,000 | 9,594 |
| U.S. Government securities | $6,474,000 | 9,406 |
| U.S. Treasury securities | $1,000,000 | 9,595 |
| U.S. Government agency obligations | $5,474,000 | 7,444 |
| Securities issued by states & political subdivisions | $1,047,000 | 6,568 |
| Other domestic debt securities | $60,000 | 5,305 |
| Privately issued residential mortgage-backed securities | $60,000 | 2,380 |
| 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 | $264,000 | 4,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,959,000 | 3,886 |
| Mortgage-backed securities | $2,030,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 5,878 |
| Issued or guaranteed by U.S. | $1,391,000 | 5,851 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $639,000 | 5,032 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 4,888 |
| Privately issued | $60,000 | 2,060 |
| 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) | $7,581,000 | 6,656 |
| Available-for-sale securities (fair market value) | $264,000 | 10,414 |
| Total debt securities | $7,581,000 | 9,609 |
| 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 | $6,613,000 | 10,491 |
| U.S. Government securities | $5,297,000 | 10,336 |
| U.S. Treasury securities | $1,001,000 | 9,995 |
| U.S. Government agency obligations | $4,296,000 | 8,380 |
| Securities issued by states & political subdivisions | $933,000 | 6,950 |
| Other domestic debt securities | $146,000 | 5,577 |
| Privately issued residential mortgage-backed securities | $146,000 | 2,528 |
| 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 | $237,000 | 4,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,665,000 | 4,274 |
| Mortgage-backed securities | $2,692,000 | 6,668 |
| Certificates of participation in pools of residential mortgages | $1,794,000 | 5,981 |
| Issued or guaranteed by U.S. | $1,794,000 | 5,929 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $898,000 | 5,150 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 5,094 |
| Privately issued | $146,000 | 2,128 |
| 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 | $6,376,000 | 10,465 |
| 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 | $6,770,000 | 10,648 |
| U.S. Government securities | $5,258,000 | 10,623 |
| U.S. Treasury securities | $750,000 | 10,888 |
| U.S. Government agency obligations | $4,508,000 | 8,323 |
| Securities issued by states & political subdivisions | $1,032,000 | 6,509 |
| Other domestic debt securities | $251,000 | 5,928 |
| Privately issued residential mortgage-backed securities | $251,000 | 2,910 |
| 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 | $229,000 | 3,744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,109,000 | 5,060 |
| Mortgage-backed securities | $2,766,000 | 6,946 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 6,448 |
| Issued or guaranteed by U.S. | $1,764,000 | 6,386 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,002,000 | 5,051 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 5,044 |
| Privately issued | $251,000 | 2,475 |
| 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 | $6,541,000 | 10,653 |
| 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 |