Home > The First National Bank of Chillicothe > Securities
The First National Bank of Chillicothe, Securities
| 2015-06-30 | Rank | |
| Total securities | $23,774,000 | 3,913 |
| U.S. Government securities | $732,000 | 5,835 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $732,000 | 5,745 |
| Securities issued by states & political subdivisions | $23,042,000 | 1,654 |
| 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 | $7,937,000 | 3,477 |
| Mortgage-backed securities | $732,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $467,000 | 4,532 |
| Issued or guaranteed by U.S. | $467,000 | 4,529 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $265,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,988 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,774,000 | 3,581 |
| Total debt securities | $23,773,000 | 3,891 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $25,872,000 | 3,791 |
| U.S. Government securities | $822,000 | 5,897 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $822,000 | 5,805 |
| Securities issued by states & political subdivisions | $25,050,000 | 1,514 |
| 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 | $7,992,000 | 3,506 |
| Mortgage-backed securities | $822,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $494,000 | 4,568 |
| Issued or guaranteed by U.S. | $494,000 | 4,563 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $328,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,983 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,872,000 | 3,458 |
| Total debt securities | $25,870,000 | 3,767 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $25,275,000 | 3,866 |
| U.S. Government securities | $840,000 | 5,987 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $840,000 | 5,893 |
| Securities issued by states & political subdivisions | $24,435,000 | 1,548 |
| 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 | $8,256,000 | 3,490 |
| Mortgage-backed securities | $840,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $520,000 | 4,631 |
| Issued or guaranteed by U.S. | $520,000 | 4,626 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $320,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 3,037 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $25,275,000 | 3,529 |
| Total debt securities | $25,275,000 | 3,842 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $25,128,000 | 3,969 |
| U.S. Government securities | $549,000 | 6,131 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $549,000 | 6,041 |
| Securities issued by states & political subdivisions | $24,579,000 | 1,544 |
| 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 | $7,019,000 | 3,753 |
| Mortgage-backed securities | $549,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $548,000 | 4,702 |
| Issued or guaranteed by U.S. | $548,000 | 4,699 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,403 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,128,000 | 3,623 |
| Total debt securities | $25,128,000 | 3,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $25,961,000 | 3,955 |
| U.S. Government securities | $571,000 | 6,194 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $571,000 | 6,102 |
| Securities issued by states & political subdivisions | $25,390,000 | 1,515 |
| 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 | $7,359,000 | 3,708 |
| Mortgage-backed securities | $571,000 | 4,989 |
| Certificates of participation in pools of residential mortgages | $570,000 | 4,734 |
| Issued or guaranteed by U.S. | $570,000 | 4,732 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,446 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,961,000 | 3,613 |
| Total debt securities | $25,960,000 | 3,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $26,055,000 | 3,979 |
| U.S. Government securities | $595,000 | 6,247 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $595,000 | 6,147 |
| Securities issued by states & political subdivisions | $25,460,000 | 1,497 |
| 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 | $7,397,000 | 3,746 |
| Mortgage-backed securities | $595,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $594,000 | 4,770 |
| Issued or guaranteed by U.S. | $594,000 | 4,766 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,483 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $26,055,000 | 3,619 |
| Total debt securities | $26,055,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $23,638,000 | 4,173 |
| U.S. Government securities | $671,000 | 6,302 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $671,000 | 6,200 |
| Securities issued by states & political subdivisions | $22,967,000 | 1,630 |
| 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 | $7,169,000 | 3,786 |
| Mortgage-backed securities | $671,000 | 5,033 |
| Certificates of participation in pools of residential mortgages | $670,000 | 4,761 |
| Issued or guaranteed by U.S. | $670,000 | 4,757 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,489 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $23,638,000 | 3,814 |
| Total debt securities | $23,638,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,458,000 | 4,447 |
| U.S. Government securities | $710,000 | 6,363 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $710,000 | 6,266 |
| Securities issued by states & political subdivisions | $19,748,000 | 1,875 |
| 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 | $3,931,000 | 4,524 |
| Mortgage-backed securities | $710,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $709,000 | 4,786 |
| Issued or guaranteed by U.S. | $709,000 | 4,782 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,526 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,458,000 | 4,084 |
| Total debt securities | $20,459,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,140,000 | 4,311 |
| U.S. Government securities | $747,000 | 6,374 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $747,000 | 6,274 |
| Securities issued by states & political subdivisions | $21,393,000 | 1,728 |
| 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 | $4,406,000 | 4,421 |
| Mortgage-backed securities | $747,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $746,000 | 4,753 |
| Issued or guaranteed by U.S. | $746,000 | 4,749 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,546 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $22,140,000 | 3,965 |
| Total debt securities | $22,140,000 | 4,279 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $21,194,000 | 4,407 |
| U.S. Government securities | $789,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $789,000 | 6,311 |
| Securities issued by states & political subdivisions | $20,405,000 | 1,791 |
| 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 | $4,454,000 | 4,431 |
| Mortgage-backed securities | $789,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $788,000 | 4,788 |
| Issued or guaranteed by U.S. | $788,000 | 4,786 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,577 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $21,194,000 | 4,081 |
| Total debt securities | $21,194,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $20,768,000 | 4,410 |
| U.S. Government securities | $842,000 | 6,459 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $842,000 | 6,350 |
| Securities issued by states & political subdivisions | $19,926,000 | 1,797 |
| 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 | $4,660,000 | 4,371 |
| Mortgage-backed securities | $842,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $841,000 | 4,783 |
| Issued or guaranteed by U.S. | $841,000 | 4,782 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,000 | 3,787 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,623 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $20,768,000 | 4,067 |
| Total debt securities | $20,769,000 | 4,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $20,877,000 | 4,459 |
| U.S. Government securities | $929,000 | 6,548 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $929,000 | 6,451 |
| Securities issued by states & political subdivisions | $19,948,000 | 1,754 |
| 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 | $4,656,000 | 4,427 |
| Mortgage-backed securities | $929,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,860 |
| Issued or guaranteed by U.S. | $928,000 | 4,857 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,692 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,877,000 | 4,110 |
| Total debt securities | $20,877,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,932,000 | 4,585 |
| U.S. Government securities | $997,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $997,000 | 6,510 |
| Securities issued by states & political subdivisions | $18,935,000 | 1,785 |
| 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 | $4,408,000 | 4,518 |
| Mortgage-backed securities | $997,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,854 |
| Issued or guaranteed by U.S. | $996,000 | 4,851 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,875 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,698 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $19,932,000 | 4,236 |
| Total debt securities | $19,932,000 | 4,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,972,000 | 4,800 |
| U.S. Government securities | $1,060,000 | 6,658 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,060,000 | 6,559 |
| Securities issued by states & political subdivisions | $16,912,000 | 1,887 |
| 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 | $4,477,000 | 4,518 |
| Mortgage-backed securities | $1,060,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,059,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,059,000 | 4,832 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,894 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,712 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $17,972,000 | 4,435 |
| Total debt securities | $17,971,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $15,903,000 | 4,993 |
| U.S. Government securities | $1,119,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,119,000 | 6,573 |
| Securities issued by states & political subdivisions | $14,383,000 | 2,100 |
| Other domestic debt securities | $401,000 | 2,435 |
| 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 | $401,000 | 1,834 |
| 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 | $3,904,000 | 4,506 |
| Mortgage-backed securities | $1,119,000 | 5,155 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,760 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,753 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,000 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,573 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,903,000 | 4,566 |
| Total debt securities | $15,903,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,766 |
| Fair value | $401,000 | 2,769 |
| 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 | $15,245,000 | 5,051 |
| U.S. Government securities | $1,191,000 | 6,731 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,191,000 | 6,627 |
| Securities issued by states & political subdivisions | $13,648,000 | 2,095 |
| Other domestic debt securities | $406,000 | 2,430 |
| 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 | $406,000 | 1,806 |
| 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 | $3,681,000 | 4,574 |
| Mortgage-backed securities | $1,191,000 | 5,136 |
| Certificates of participation in pools of residential mortgages | $1,190,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,190,000 | 4,715 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,561 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $15,245,000 | 4,634 |
| Total debt securities | $15,245,000 | 5,020 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,834 |
| Fair value | $406,000 | 2,828 |
| 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 | $15,372,000 | 5,086 |
| U.S. Government securities | $1,240,000 | 6,819 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,240,000 | 6,711 |
| Securities issued by states & political subdivisions | $13,730,000 | 2,047 |
| Other domestic debt securities | $402,000 | 2,389 |
| 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 | $402,000 | 1,736 |
| 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 | $3,674,000 | 4,622 |
| Mortgage-backed securities | $1,240,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $1,239,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,239,000 | 4,687 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,550 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,372,000 | 4,662 |
| Total debt securities | $15,372,000 | 5,053 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,973 |
| Fair value | $402,000 | 2,973 |
| 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 | $14,242,000 | 5,214 |
| U.S. Government securities | $1,279,000 | 6,847 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,279,000 | 6,741 |
| Securities issued by states & political subdivisions | $12,556,000 | 2,132 |
| Other domestic debt securities | $407,000 | 2,435 |
| 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 | $407,000 | 1,778 |
| 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 | $3,647,000 | 4,626 |
| Mortgage-backed securities | $1,279,000 | 5,071 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,278,000 | 4,640 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,524 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $14,242,000 | 4,782 |
| Total debt securities | $14,242,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,027 |
| Fair value | $407,000 | 3,023 |
| 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 | $12,334,000 | 5,394 |
| U.S. Government securities | $1,361,000 | 6,832 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,361,000 | 6,712 |
| Securities issued by states & political subdivisions | $10,572,000 | 2,377 |
| Other domestic debt securities | $401,000 | 2,588 |
| 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 | $401,000 | 1,794 |
| 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 | $3,188,000 | 4,788 |
| Mortgage-backed securities | $1,361,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $1,360,000 | 4,515 |
| Issued or guaranteed by U.S. | $1,360,000 | 4,509 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,508 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $12,334,000 | 4,947 |
| Total debt securities | $12,335,000 | 5,358 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,912 |
| Fair value | $401,000 | 2,911 |
| 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 | $11,920,000 | 5,394 |
| U.S. Government securities | $1,444,000 | 6,868 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,444,000 | 6,751 |
| Securities issued by states & political subdivisions | $10,073,000 | 2,367 |
| Other domestic debt securities | $403,000 | 2,673 |
| 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 | $403,000 | 1,814 |
| 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 | $3,339,000 | 4,773 |
| Mortgage-backed securities | $1,444,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $1,443,000 | 4,468 |
| Issued or guaranteed by U.S. | $1,443,000 | 4,461 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,497 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,920,000 | 4,947 |
| Total debt securities | $11,921,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,957 |
| Fair value | $403,000 | 2,958 |
| 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 | $7,971,000 | 6,115 |
| U.S. Government securities | $1,528,000 | 6,970 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,528,000 | 6,862 |
| Securities issued by states & political subdivisions | $6,041,000 | 3,004 |
| Other domestic debt securities | $402,000 | 2,663 |
| 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 | $402,000 | 1,764 |
| 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 | $2,281,000 | 5,215 |
| Mortgage-backed securities | $1,528,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $1,527,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,527,000 | 4,494 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,424 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,971,000 | 5,623 |
| Total debt securities | $7,971,000 | 6,072 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,038 |
| Fair value | $402,000 | 3,039 |
| 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 | $6,179,000 | 6,510 |
| U.S. Government securities | $2,081,000 | 6,913 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,081,000 | 6,800 |
| Securities issued by states & political subdivisions | $3,695,000 | 3,646 |
| Other domestic debt securities | $403,000 | 2,722 |
| 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 | $403,000 | 1,778 |
| 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 | $2,794,000 | 5,106 |
| Mortgage-backed securities | $1,581,000 | 5,071 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,588 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,409 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,179,000 | 5,983 |
| Total debt securities | $6,179,000 | 6,469 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,849 |
| Fair value | $403,000 | 2,844 |
| 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 | $6,252,000 | 6,481 |
| U.S. Government securities | $2,168,000 | 6,912 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,168,000 | 6,814 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,673 |
| Other domestic debt securities | $401,000 | 2,775 |
| 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 | $401,000 | 1,816 |
| 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 | $2,490,000 | 5,267 |
| Mortgage-backed securities | $1,668,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 4,643 |
| Issued or guaranteed by U.S. | $1,668,000 | 4,634 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,252,000 | 5,958 |
| Total debt securities | $6,252,000 | 6,447 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,587 |
| Fair value | $401,000 | 2,584 |
| 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 | $7,820,000 | 6,218 |
| U.S. Government securities | $3,743,000 | 6,514 |
| U.S. Treasury securities | $1,499,000 | 633 |
| U.S. Government agency obligations | $2,244,000 | 6,858 |
| Securities issued by states & political subdivisions | $3,675,000 | 3,680 |
| Other domestic debt securities | $402,000 | 2,876 |
| 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 | $402,000 | 1,911 |
| 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 | $2,269,000 | 5,362 |
| Mortgage-backed securities | $1,744,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,744,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,744,000 | 4,701 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,820,000 | 5,715 |
| Total debt securities | $7,820,000 | 6,178 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,217 |
| Fair value | $402,000 | 2,214 |
| 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 | $7,056,000 | 6,381 |
| U.S. Government securities | $2,847,000 | 6,803 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,847,000 | 6,707 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,595 |
| Other domestic debt securities | $404,000 | 2,933 |
| 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 | $404,000 | 1,974 |
| 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 | $2,298,000 | 5,369 |
| Mortgage-backed securities | $1,852,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,852,000 | 4,704 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,056,000 | 5,876 |
| Total debt securities | $7,056,000 | 6,337 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,338 |
| Fair value | $903,000 | 1,334 |
| 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 | $9,133,000 | 6,057 |
| U.S. Government securities | $6,338,000 | 5,932 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,338,000 | 5,851 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,073 |
| Other domestic debt securities | $402,000 | 2,861 |
| 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 | $402,000 | 2,064 |
| 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 | $2,921,000 | 5,198 |
| Mortgage-backed securities | $1,987,000 | 5,223 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,742 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,387 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,133,000 | 5,537 |
| Total debt securities | $9,134,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $2,480,000 | 518 |
| Fair value | $2,496,000 | 501 |
| 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 | $9,977,000 | 5,925 |
| U.S. Government securities | $7,186,000 | 5,802 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,186,000 | 5,724 |
| Securities issued by states & political subdivisions | $2,390,000 | 4,031 |
| Other domestic debt securities | $401,000 | 2,805 |
| 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 | $401,000 | 2,020 |
| 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 | $2,692,000 | 5,342 |
| Mortgage-backed securities | $2,069,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $2,067,000 | 4,715 |
| Issued or guaranteed by U.S. | $2,067,000 | 4,700 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,382 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,977,000 | 5,394 |
| Total debt securities | $9,977,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 512 |
| Fair value | $2,767,000 | 506 |
| 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 | $10,326,000 | 5,818 |
| U.S. Government securities | $7,528,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,528,000 | 5,605 |
| Securities issued by states & political subdivisions | $2,399,000 | 4,002 |
| Other domestic debt securities | $399,000 | 2,782 |
| 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 | $399,000 | 2,012 |
| 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 | $2,999,000 | 5,236 |
| Mortgage-backed securities | $2,116,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,648 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,633 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,302 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,326,000 | 5,279 |
| Total debt securities | $10,326,000 | 5,768 |
| Structured notes | ||
| Amortized cost | $3,019,000 | 438 |
| Fair value | $3,065,000 | 432 |
| 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 | $9,756,000 | 5,984 |
| U.S. Government securities | $7,488,000 | 5,731 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,488,000 | 5,650 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,298 |
| Other domestic debt securities | $388,000 | 2,763 |
| 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 | $388,000 | 2,038 |
| 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 | $2,771,000 | 5,322 |
| Mortgage-backed securities | $2,171,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 4,634 |
| Issued or guaranteed by U.S. | $2,161,000 | 4,615 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,308 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,756,000 | 5,463 |
| Total debt securities | $9,756,000 | 5,920 |
| Structured notes | ||
| Amortized cost | $3,018,000 | 468 |
| Fair value | $3,003,000 | 475 |
| 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 | $9,696,000 | 5,999 |
| U.S. Government securities | $8,243,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,243,000 | 5,430 |
| Securities issued by states & political subdivisions | $1,055,000 | 4,821 |
| Other domestic debt securities | $398,000 | 2,697 |
| 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 | $398,000 | 1,985 |
| 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 | $2,937,000 | 5,223 |
| Mortgage-backed securities | $1,849,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,683 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,277 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,696,000 | 5,461 |
| Total debt securities | $9,696,000 | 5,928 |
| Structured notes | ||
| Amortized cost | $4,724,000 | 312 |
| Fair value | $4,794,000 | 310 |
| 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 | $5,835,000 | 6,888 |
| U.S. Government securities | $4,711,000 | 6,682 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,711,000 | 6,573 |
| Securities issued by states & political subdivisions | $737,000 | 5,086 |
| Other domestic debt securities | $387,000 | 2,532 |
| 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 | $387,000 | 1,869 |
| 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 | $3,840,000 | 4,911 |
| Mortgage-backed securities | $1,933,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,399 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,212 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,835,000 | 6,272 |
| Total debt securities | $5,835,000 | 6,836 |
| Structured notes | ||
| Amortized cost | $3,113,000 | 747 |
| Fair value | $3,165,000 | 745 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,651,000 | 6,770 |
| U.S. Government securities | $5,523,000 | 6,531 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,523,000 | 6,420 |
| Securities issued by states & political subdivisions | $751,000 | 5,111 |
| Other domestic debt securities | $377,000 | 2,488 |
| 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 | $377,000 | 1,848 |
| 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 | $3,922,000 | 4,899 |
| Mortgage-backed securities | $2,010,000 | 4,723 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 4,203 |
| Issued or guaranteed by U.S. | $1,983,000 | 4,191 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $27,000 | 3,505 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,164 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,651,000 | 6,136 |
| Total debt securities | $6,651,000 | 6,717 |
| Structured notes | ||
| Amortized cost | $3,913,000 | 777 |
| Fair value | $3,890,000 | 776 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,877,000 | 6,770 |
| U.S. Government securities | $5,502,000 | 6,572 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,502,000 | 6,446 |
| Securities issued by states & political subdivisions | $993,000 | 4,915 |
| Other domestic debt securities | $382,000 | 2,447 |
| 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 | $382,000 | 1,816 |
| 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 | $3,613,000 | 5,033 |
| Mortgage-backed securities | $2,107,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,126 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,114 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,133 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,877,000 | 6,114 |
| Total debt securities | $6,877,000 | 6,716 |
| Structured notes | ||
| Amortized cost | $3,911,000 | 818 |
| Fair value | $3,777,000 | 824 |
| 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 | $7,169,000 | 6,737 |
| U.S. Government securities | $5,709,000 | 6,564 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,709,000 | 6,437 |
| Securities issued by states & political subdivisions | $1,076,000 | 4,890 |
| Other domestic debt securities | $384,000 | 2,461 |
| 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 | $384,000 | 1,854 |
| 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 | $3,679,000 | 5,029 |
| Mortgage-backed securities | $2,260,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $2,219,000 | 4,055 |
| Issued or guaranteed by U.S. | $2,219,000 | 4,036 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $41,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,127 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,169,000 | 6,075 |
| Total debt securities | $7,169,000 | 6,681 |
| Structured notes | ||
| Amortized cost | $3,911,000 | 869 |
| Fair value | $3,833,000 | 876 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $7,357,000 | 6,725 |
| U.S. Government securities | $5,799,000 | 6,573 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,799,000 | 6,442 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,834 |
| Other domestic debt securities | $385,000 | 2,490 |
| 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 | $385,000 | 1,901 |
| 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 | $2,569,000 | 5,503 |
| Mortgage-backed securities | $2,375,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,326,000 | 3,995 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $49,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,131 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,357,000 | 6,053 |
| Total debt securities | $7,357,000 | 6,666 |
| Structured notes | ||
| Amortized cost | $3,910,000 | 933 |
| Fair value | $3,809,000 | 943 |
| 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 | $9,994,000 | 6,203 |
| U.S. Government securities | $8,373,000 | 5,915 |
| U.S. Treasury securities | $1,997,000 | 764 |
| U.S. Government agency obligations | $6,376,000 | 6,333 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,825 |
| Other domestic debt securities | $390,000 | 2,524 |
| 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 | $390,000 | 1,940 |
| 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 | $1,963,000 | 5,847 |
| Mortgage-backed securities | $2,483,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 3,949 |
| Issued or guaranteed by U.S. | $2,425,000 | 3,927 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $58,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,094 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,994,000 | 5,526 |
| Total debt securities | $9,994,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $4,409,000 | 893 |
| Fair value | $4,283,000 | 901 |
| 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 | $8,360,000 | 6,595 |
| U.S. Government securities | $6,442,000 | 6,452 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,442,000 | 6,314 |
| Securities issued by states & political subdivisions | $1,242,000 | 4,834 |
| Other domestic debt securities | $676,000 | 2,210 |
| 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 | $676,000 | 1,667 |
| 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 | $1,793,000 | 5,964 |
| Mortgage-backed securities | $2,633,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,566,000 | 3,866 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $67,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,079 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,360,000 | 5,883 |
| Total debt securities | $8,360,000 | 6,538 |
| Structured notes | ||
| Amortized cost | $4,408,000 | 960 |
| Fair value | $4,171,000 | 969 |
| 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 | $8,790,000 | 6,559 |
| U.S. Government securities | $6,704,000 | 6,425 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,704,000 | 6,285 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,749 |
| Other domestic debt securities | $698,000 | 2,259 |
| 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 | $698,000 | 1,729 |
| 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 | $2,016,000 | 5,796 |
| Mortgage-backed securities | $2,877,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $2,799,000 | 3,811 |
| Issued or guaranteed by U.S. | $2,799,000 | 3,795 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $78,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,055 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,790,000 | 5,847 |
| Total debt securities | $8,790,000 | 6,500 |
| Structured notes | ||
| Amortized cost | $4,407,000 | 974 |
| Fair value | $4,211,000 | 982 |
| 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 | $10,702,000 | 6,186 |
| U.S. Government securities | $8,430,000 | 5,949 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,430,000 | 5,796 |
| Securities issued by states & political subdivisions | $1,576,000 | 4,636 |
| Other domestic debt securities | $696,000 | 2,340 |
| 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 | $696,000 | 1,832 |
| 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 | $971,000 | 6,482 |
| Mortgage-backed securities | $3,061,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $2,971,000 | 3,759 |
| Issued or guaranteed by U.S. | $2,971,000 | 3,743 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $90,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,055 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,702,000 | 5,471 |
| Total debt securities | $10,702,000 | 6,129 |
| Structured notes | ||
| Amortized cost | $5,948,000 | 761 |
| Fair value | $5,766,000 | 764 |
| 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 | $11,083,000 | 6,117 |
| U.S. Government securities | $8,778,000 | 5,868 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,778,000 | 5,723 |
| Securities issued by states & political subdivisions | $1,588,000 | 4,635 |
| Other domestic debt securities | $717,000 | 2,359 |
| 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 | $717,000 | 1,886 |
| 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 | $781,000 | 6,599 |
| Mortgage-backed securities | $3,334,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $3,232,000 | 3,706 |
| Issued or guaranteed by U.S. | $3,232,000 | 3,692 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $102,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,047 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,083,000 | 5,399 |
| Total debt securities | $11,082,000 | 6,051 |
| Structured notes | ||
| Amortized cost | $5,946,000 | 747 |
| Fair value | $5,831,000 | 745 |
| 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 | $11,846,000 | 5,988 |
| U.S. Government securities | $9,201,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,201,000 | 5,643 |
| Securities issued by states & political subdivisions | $1,914,000 | 4,406 |
| Other domestic debt securities | $731,000 | 2,430 |
| 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 | $731,000 | 1,962 |
| 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 | $814,000 | 6,566 |
| Mortgage-backed securities | $3,644,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,530,000 | 3,689 |
| Issued or guaranteed by U.S. | $3,530,000 | 3,675 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $114,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,070 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,846,000 | 5,267 |
| Total debt securities | $11,846,000 | 5,927 |
| Structured notes | ||
| Amortized cost | $5,944,000 | 742 |
| Fair value | $5,957,000 | 728 |
| 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 | $13,187,000 | 5,798 |
| U.S. Government securities | $9,475,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,475,000 | 5,664 |
| Securities issued by states & political subdivisions | $2,942,000 | 3,814 |
| Other domestic debt securities | $770,000 | 2,460 |
| 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 | $770,000 | 2,018 |
| 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 | $1,009,000 | 6,471 |
| Mortgage-backed securities | $4,019,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 3,646 |
| Issued or guaranteed by U.S. | $3,890,000 | 3,636 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $129,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,097 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $13,187,000 | 5,097 |
| Total debt securities | $13,187,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $5,943,000 | 745 |
| Fair value | $5,888,000 | 734 |
| 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 | $13,152,000 | 5,851 |
| U.S. Government securities | $9,079,000 | 5,916 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,079,000 | 5,770 |
| Securities issued by states & political subdivisions | $3,038,000 | 3,789 |
| Other domestic debt securities | $1,035,000 | 2,240 |
| 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 | $1,035,000 | 1,836 |
| 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 | $1,399,000 | 6,232 |
| Mortgage-backed securities | $3,526,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $3,383,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,383,000 | 3,855 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $143,000 | 3,412 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,106 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $13,152,000 | 5,122 |
| Total debt securities | $13,152,000 | 5,781 |
| Structured notes | ||
| Amortized cost | $477,000 | 2,660 |
| Fair value | $482,000 | 2,657 |
| 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 | $13,627,000 | 5,774 |
| U.S. Government securities | $9,134,000 | 5,894 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,134,000 | 5,736 |
| Securities issued by states & political subdivisions | $3,057,000 | 3,797 |
| Other domestic debt securities | $1,436,000 | 2,067 |
| 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 | $1,436,000 | 1,708 |
| 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 | $1,047,000 | 6,471 |
| Mortgage-backed securities | $4,058,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $3,892,000 | 3,701 |
| Issued or guaranteed by U.S. | $3,892,000 | 3,695 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $166,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,092 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,627,000 | 5,054 |
| Total debt securities | $13,627,000 | 5,705 |
| Structured notes | ||
| Amortized cost | $5,462,000 | 775 |
| Fair value | $5,485,000 | 769 |
| 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 | $14,666,000 | 5,632 |
| U.S. Government securities | $9,475,000 | 5,896 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,475,000 | 5,738 |
| Securities issued by states & political subdivisions | $3,542,000 | 3,602 |
| Other domestic debt securities | $1,649,000 | 2,017 |
| 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 | $1,649,000 | 1,669 |
| 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 | $767,000 | 6,710 |
| Mortgage-backed securities | $4,322,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $4,125,000 | 3,686 |
| Issued or guaranteed by U.S. | $4,125,000 | 3,677 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $197,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,129 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $14,666,000 | 4,947 |
| Total debt securities | $14,666,000 | 5,566 |
| Structured notes | ||
| Amortized cost | $5,461,000 | 765 |
| Fair value | $5,521,000 | 738 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,627,000 | 5,810 |
| U.S. Government securities | $8,949,000 | 5,996 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,949,000 | 5,838 |
| Securities issued by states & political subdivisions | $2,971,000 | 3,840 |
| Other domestic debt securities | $1,707,000 | 2,101 |
| 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 | $1,707,000 | 1,752 |
| 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 | $874,000 | 6,633 |
| Mortgage-backed securities | $5,065,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $4,804,000 | 3,489 |
| Issued or guaranteed by U.S. | $4,804,000 | 3,477 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $261,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 3,106 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,627,000 | 5,108 |
| Total debt securities | $13,627,000 | 5,726 |
| Structured notes | ||
| Amortized cost | $4,266,000 | 793 |
| Fair value | $4,288,000 | 792 |
| 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 | $15,071,000 | 5,619 |
| U.S. Government securities | $9,339,000 | 5,947 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,339,000 | 5,779 |
| Securities issued by states & political subdivisions | $3,364,000 | 3,718 |
| Other domestic debt securities | $2,368,000 | 1,880 |
| 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 | $2,368,000 | 1,595 |
| 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 | $955,000 | 6,593 |
| Mortgage-backed securities | $5,725,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $5,401,000 | 3,316 |
| Issued or guaranteed by U.S. | $5,401,000 | 3,304 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $324,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,199 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,071,000 | 4,896 |
| Total debt securities | $15,071,000 | 5,531 |
| Structured notes | ||
| Amortized cost | $3,616,000 | 828 |
| Fair value | $3,614,000 | 825 |
| 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 | $12,686,000 | 5,976 |
| U.S. Government securities | $6,591,000 | 6,603 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,591,000 | 6,424 |
| Securities issued by states & political subdivisions | $3,562,000 | 3,609 |
| Other domestic debt securities | $2,533,000 | 1,906 |
| 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 | $2,533,000 | 1,630 |
| 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 | $891,000 | 6,646 |
| Mortgage-backed securities | $6,110,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $5,658,000 | 3,246 |
| Issued or guaranteed by U.S. | $5,658,000 | 3,232 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $452,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 3,141 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,686,000 | 5,255 |
| Total debt securities | $12,686,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $481,000 | 1,967 |
| 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 | $13,473,000 | 5,787 |
| U.S. Government securities | $6,996,000 | 6,404 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,996,000 | 6,234 |
| Securities issued by states & political subdivisions | $4,101,000 | 3,369 |
| Other domestic debt securities | $2,376,000 | 2,025 |
| 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 | $2,376,000 | 1,752 |
| 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 | $936,000 | 6,639 |
| Mortgage-backed securities | $5,994,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $5,282,000 | 3,356 |
| Issued or guaranteed by U.S. | $5,282,000 | 3,345 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $712,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 3,097 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,473,000 | 5,053 |
| Total debt securities | $13,473,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,002,000 | 1,313 |
| 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 | $12,915,000 | 5,883 |
| U.S. Government securities | $6,458,000 | 6,632 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,458,000 | 6,437 |
| Securities issued by states & political subdivisions | $4,206,000 | 3,236 |
| Other domestic debt securities | $2,251,000 | 2,089 |
| 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 | $2,251,000 | 1,796 |
| 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 | $809,000 | 6,735 |
| Mortgage-backed securities | $5,953,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $4,632,000 | 3,536 |
| Issued or guaranteed by U.S. | $4,632,000 | 3,526 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,321,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $1,321,000 | 2,779 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,915,000 | 5,142 |
| Total debt securities | $12,915,000 | 5,785 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $505,000 | 1,397 |
| 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 | $11,438,000 | 6,199 |
| U.S. Government securities | $6,489,000 | 6,653 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,489,000 | 6,450 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,322 |
| Other domestic debt securities | $1,008,000 | 2,812 |
| 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 | $1,008,000 | 2,481 |
| 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 | $1,472,000 | 6,253 |
| Mortgage-backed securities | $5,632,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $3,753,000 | 3,819 |
| Issued or guaranteed by U.S. | $3,753,000 | 3,805 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,879,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $1,879,000 | 2,561 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $11,438,000 | 5,399 |
| Total debt securities | $11,439,000 | 6,099 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $509,000 | 1,209 |
| 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 | $14,971,000 | 5,372 |
| U.S. Government securities | $11,071,000 | 5,232 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,071,000 | 5,015 |
| Securities issued by states & political subdivisions | $3,616,000 | 3,425 |
| Other domestic debt securities | $284,000 | 3,653 |
| 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 | $284,000 | 3,166 |
| 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 | $1,322,000 | 6,463 |
| Mortgage-backed securities | $9,844,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $5,889,000 | 2,907 |
| Issued or guaranteed by U.S. | $5,889,000 | 2,890 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,955,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $3,955,000 | 1,978 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,971,000 | 4,606 |
| Total debt securities | $14,971,000 | 5,277 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $991,000 | 389 |
| 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 | $15,734,000 | 5,418 |
| U.S. Government securities | $12,186,000 | 5,214 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,186,000 | 4,901 |
| Securities issued by states & political subdivisions | $3,224,000 | 3,582 |
| Other domestic debt securities | $30,000 | 3,786 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,000 | 3,310 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 5,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,780,000 | 6,450 |
| Mortgage-backed securities | $9,162,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $2,355,000 | 3,728 |
| Issued or guaranteed by U.S. | $2,355,000 | 3,712 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,807,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $6,801,000 | 1,163 |
| Privately issued | $6,000 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,734,000 | 4,476 |
| Total debt securities | $15,440,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $454,000 | 648 |
| 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 | $18,355,000 | 5,133 |
| U.S. Government securities | $13,727,000 | 5,052 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,727,000 | 4,584 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,222 |
| Other domestic debt securities | $47,000 | 3,694 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000 | 3,140 |
| Foreign debt securities | NA | NA |
| Equity securities | $276,000 | 5,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,000 | 6,853 |
| Mortgage-backed securities | $10,702,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $2,651,000 | 3,786 |
| Issued or guaranteed by U.S. | $2,651,000 | 3,768 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,051,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $8,044,000 | 1,126 |
| Privately issued | $7,000 | 1,377 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $18,355,000 | 4,143 |
| Total debt securities | $18,079,000 | 5,069 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $452,000 | 954 |
| 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 | $20,589,000 | 4,756 |
| U.S. Government securities | $15,668,000 | 4,645 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $15,668,000 | 3,988 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,138 |
| Other domestic debt securities | $82,000 | 3,560 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,000 | 2,981 |
| Foreign debt securities | NA | NA |
| Equity securities | $264,000 | 4,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,398,000 | 6,719 |
| Mortgage-backed securities | $12,319,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $2,753,000 | 3,937 |
| Issued or guaranteed by U.S. | $2,753,000 | 3,917 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,566,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $9,554,000 | 1,122 |
| Privately issued | $12,000 | 1,366 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $20,589,000 | 3,708 |
| Total debt securities | $20,325,000 | 4,670 |
| Structured notes | ||
| Amortized cost | $793,000 | 820 |
| Fair value | $762,000 | 826 |
| 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 | $17,762,000 | 5,354 |
| U.S. Government securities | $13,179,000 | 5,494 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $13,179,000 | 4,386 |
| Securities issued by states & political subdivisions | $3,976,000 | 3,223 |
| Other domestic debt securities | $355,000 | 2,584 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,603 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $337,000 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $252,000 | 4,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,312,000 | 7,146 |
| Mortgage-backed securities | $11,712,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,660 |
| Issued or guaranteed by U.S. | $806,000 | 5,642 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $10,906,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $10,888,000 | 999 |
| Privately issued | $18,000 | 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $17,762,000 | 3,945 |
| Total debt securities | $17,510,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $775,000 | 1,588 |
| Fair value | $731,000 | 1,639 |
| 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 | $18,102,000 | 5,691 |
| U.S. Government securities | $13,950,000 | 5,767 |
| U.S. Treasury securities | $201,000 | 8,556 |
| U.S. Government agency obligations | $13,749,000 | 4,456 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,608 |
| Other domestic debt securities | $505,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,909 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $481,000 | 2,117 |
| Foreign debt securities | NA | NA |
| Equity securities | $194,000 | 5,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,519,000 | 7,186 |
| Mortgage-backed securities | $12,257,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 5,762 |
| Issued or guaranteed by U.S. | $1,039,000 | 5,747 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $11,218,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $11,194,000 | 1,095 |
| Privately issued | $24,000 | 1,618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $18,102,000 | 4,134 |
| Total debt securities | $17,908,000 | 5,609 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $454,000 | 2,861 |
| 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 | $18,941,000 | 5,770 |
| U.S. Government securities | $14,681,000 | 5,793 |
| U.S. Treasury securities | $203,000 | 9,936 |
| U.S. Government agency obligations | $14,478,000 | 4,298 |
| Securities issued by states & political subdivisions | $2,911,000 | 4,054 |
| Other domestic debt securities | $1,163,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $57,000 | 2,094 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,106,000 | 1,837 |
| Foreign debt securities | NA | NA |
| Equity securities | $186,000 | 5,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,811,000 | 7,069 |
| Mortgage-backed securities | $13,210,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 5,573 |
| Issued or guaranteed by U.S. | $1,384,000 | 5,543 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $11,826,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $11,769,000 | 1,184 |
| Privately issued | $57,000 | 1,773 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $18,941,000 | 4,134 |
| Total debt securities | $18,755,000 | 5,697 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $435,000 | 3,826 |
| 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 | $17,617,000 | 6,431 |
| U.S. Government securities | $13,380,000 | 6,522 |
| U.S. Treasury securities | $194,000 | 10,988 |
| U.S. Government agency obligations | $13,186,000 | 4,414 |
| Securities issued by states & political subdivisions | $2,772,000 | 4,379 |
| Other domestic debt securities | $1,287,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,860 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,101,000 | 2,101 |
| Foreign debt securities | NA | NA |
| Equity securities | $178,000 | 5,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,665,000 | 6,372 |
| Mortgage-backed securities | $12,515,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 5,594 |
| Issued or guaranteed by U.S. | $1,643,000 | 5,567 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,872,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $10,686,000 | 1,342 |
| Privately issued | $186,000 | 1,568 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,873,000 | 8,706 |
| Available-for-sale securities (fair market value) | $13,744,000 | 3,826 |
| Total debt securities | $17,439,000 | 6,366 |
| 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 | $18,590,000 | 6,461 |
| U.S. Government securities | $14,172,000 | 6,492 |
| U.S. Treasury securities | $200,000 | 11,367 |
| U.S. Government agency obligations | $13,972,000 | 4,411 |
| Securities issued by states & political subdivisions | $2,641,000 | 4,615 |
| Other domestic debt securities | $1,729,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $331,000 | 1,988 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,398,000 | 2,197 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 6,809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,213,000 | 8,153 |
| Mortgage-backed securities | $13,182,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $1,140,000 | 6,834 |
| Issued or guaranteed by U.S. | $1,140,000 | 6,787 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $12,042,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $11,711,000 | 1,440 |
| Privately issued | $331,000 | 1,634 |
| 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 | $18,542,000 | 6,338 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $16,751,000 | 6,884 |
| U.S. Government securities | $12,198,000 | 7,176 |
| U.S. Treasury securities | $502,000 | 11,287 |
| U.S. Government agency obligations | $11,696,000 | 4,964 |
| Securities issued by states & political subdivisions | $1,959,000 | 5,083 |
| Other domestic debt securities | $2,297,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $658,000 | 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 | $1,639,000 | 2,295 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 3,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,203,000 | 8,294 |
| Mortgage-backed securities | $11,501,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $1,205,000 | 7,201 |
| Issued or guaranteed by U.S. | $1,205,000 | 7,144 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $10,296,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $9,638,000 | 1,553 |
| Privately issued | $658,000 | 1,757 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,454,000 | 6,843 |
| 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 |