Home > The First National Bank of Volga > Securities
The First National Bank of Volga, Securities
| 2013-12-31 | Rank | |
| Total securities | $5,498,000 | 5,945 |
| U.S. Government securities | $3,899,000 | 5,632 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,899,000 | 5,533 |
| Securities issued by states & political subdivisions | $1,599,000 | 4,695 |
| 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 | $5,138,000 | 4,200 |
| Mortgage-backed securities | $3,316,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $3,316,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,316,000 | 3,878 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,498,000 | 5,553 |
| Total debt securities | $5,498,000 | 5,922 |
| 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 | $5,675,000 | 5,983 |
| U.S. Government securities | $4,162,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,162,000 | 5,551 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,753 |
| 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 | $5,653,000 | 4,108 |
| Mortgage-backed securities | $3,566,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $3,566,000 | 3,834 |
| Issued or guaranteed by U.S. | $3,566,000 | 3,828 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $250,000 | 2,314 |
| Available-for-sale securities (fair market value) | $5,425,000 | 5,621 |
| Total debt securities | $5,675,000 | 5,960 |
| 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 | $5,639,000 | 5,992 |
| U.S. Government securities | $4,491,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,491,000 | 5,477 |
| Securities issued by states & political subdivisions | $1,148,000 | 4,879 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,086,000 | 4,241 |
| Mortgage-backed securities | $3,871,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $3,871,000 | 3,744 |
| Issued or guaranteed by U.S. | $3,871,000 | 3,739 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $253,000 | 2,254 |
| Available-for-sale securities (fair market value) | $5,386,000 | 5,650 |
| Total debt securities | $5,641,000 | 5,965 |
| 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 | $5,849,000 | 6,016 |
| U.S. Government securities | $4,673,000 | 5,599 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,673,000 | 5,487 |
| Securities issued by states & political subdivisions | $1,176,000 | 4,859 |
| 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 | $5,524,000 | 4,173 |
| Mortgage-backed securities | $4,372,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $4,372,000 | 3,682 |
| Issued or guaranteed by U.S. | $4,372,000 | 3,678 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $256,000 | 2,245 |
| Available-for-sale securities (fair market value) | $5,593,000 | 5,678 |
| Total debt securities | $5,849,000 | 5,988 |
| 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 | $6,023,000 | 6,046 |
| U.S. Government securities | $4,632,000 | 5,635 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,632,000 | 5,518 |
| Securities issued by states & political subdivisions | $1,391,000 | 4,807 |
| 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 | $5,449,000 | 4,188 |
| Mortgage-backed securities | $4,320,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $4,320,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,320,000 | 3,677 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $259,000 | 2,271 |
| Available-for-sale securities (fair market value) | $5,764,000 | 5,694 |
| Total debt securities | $6,023,000 | 6,016 |
| 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 | $6,512,000 | 6,078 |
| U.S. Government securities | $5,113,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,113,000 | 5,553 |
| Securities issued by states & political subdivisions | $1,399,000 | 4,812 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,918,000 | 4,120 |
| Mortgage-backed securities | $4,801,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $4,801,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,801,000 | 3,731 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $262,000 | 2,316 |
| Available-for-sale securities (fair market value) | $6,250,000 | 5,714 |
| Total debt securities | $6,512,000 | 6,051 |
| 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 | $6,925,000 | 6,077 |
| U.S. Government securities | $5,521,000 | 5,672 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,521,000 | 5,566 |
| Securities issued by states & political subdivisions | $1,404,000 | 4,785 |
| 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 | $5,031,000 | 4,378 |
| Mortgage-backed securities | $5,208,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $5,208,000 | 3,645 |
| Issued or guaranteed by U.S. | $5,208,000 | 3,642 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $265,000 | 2,338 |
| Available-for-sale securities (fair market value) | $6,660,000 | 5,704 |
| Total debt securities | $6,925,000 | 6,050 |
| 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 | $7,319,000 | 6,077 |
| U.S. Government securities | $5,924,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,924,000 | 5,577 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,752 |
| 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 | $4,890,000 | 4,430 |
| Mortgage-backed securities | $5,610,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $5,610,000 | 3,568 |
| Issued or guaranteed by U.S. | $5,610,000 | 3,564 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $268,000 | 2,393 |
| Available-for-sale securities (fair market value) | $7,051,000 | 5,687 |
| Total debt securities | $7,318,000 | 6,052 |
| 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 | $7,299,000 | 6,089 |
| U.S. Government securities | $5,245,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,245,000 | 5,696 |
| Securities issued by states & political subdivisions | $2,054,000 | 4,471 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,883,000 | 4,219 |
| Mortgage-backed securities | $4,930,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $4,930,000 | 3,622 |
| Issued or guaranteed by U.S. | $4,930,000 | 3,618 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $270,000 | 2,489 |
| Available-for-sale securities (fair market value) | $7,029,000 | 5,688 |
| Total debt securities | $7,299,000 | 6,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $7,611,000 | 6,056 |
| U.S. Government securities | $5,800,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,800,000 | 5,610 |
| Securities issued by states & political subdivisions | $1,811,000 | 4,521 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,928,000 | 4,230 |
| Mortgage-backed securities | $5,484,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $5,484,000 | 3,443 |
| Issued or guaranteed by U.S. | $5,484,000 | 3,438 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $24,000 | 2,847 |
| Available-for-sale securities (fair market value) | $7,587,000 | 5,618 |
| Total debt securities | $7,611,000 | 6,018 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $8,178,000 | 6,077 |
| U.S. Government securities | $6,383,000 | 5,734 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,383,000 | 5,614 |
| Securities issued by states & political subdivisions | $1,795,000 | 4,514 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,413,000 | 4,135 |
| Mortgage-backed securities | $5,850,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $5,850,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,850,000 | 3,331 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $26,000 | 2,890 |
| Available-for-sale securities (fair market value) | $8,152,000 | 5,625 |
| Total debt securities | $8,178,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $8,029,000 | 6,085 |
| U.S. Government securities | $6,252,000 | 5,760 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,252,000 | 5,633 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,508 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,075,000 | 4,201 |
| Mortgage-backed securities | $6,048,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $6,048,000 | 3,232 |
| Issued or guaranteed by U.S. | $6,048,000 | 3,225 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $29,000 | 2,909 |
| Available-for-sale securities (fair market value) | $8,000,000 | 5,628 |
| Total debt securities | $8,029,000 | 6,053 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,773,000 | 6,218 |
| U.S. Government securities | $4,711,000 | 5,984 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,711,000 | 5,854 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,382 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,080,000 | 4,178 |
| Mortgage-backed securities | $4,505,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $4,505,000 | 3,475 |
| Issued or guaranteed by U.S. | $4,505,000 | 3,467 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $31,000 | 2,930 |
| Available-for-sale securities (fair market value) | $6,742,000 | 5,749 |
| Total debt securities | $6,773,000 | 6,187 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,357,000 | 6,490 |
| U.S. Government securities | $3,928,000 | 6,183 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,928,000 | 6,067 |
| Securities issued by states & political subdivisions | $1,429,000 | 4,608 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,160,000 | 4,189 |
| Mortgage-backed securities | $3,719,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $3,719,000 | 3,682 |
| Issued or guaranteed by U.S. | $3,719,000 | 3,675 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $34,000 | 3,001 |
| Available-for-sale securities (fair market value) | $5,323,000 | 5,988 |
| Total debt securities | $5,357,000 | 6,449 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,185,000 | 6,791 |
| U.S. Government securities | $2,757,000 | 6,636 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,757,000 | 6,517 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,577 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,036,000 | 4,596 |
| Mortgage-backed securities | $2,547,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $2,547,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,547,000 | 4,073 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $37,000 | 3,067 |
| Available-for-sale securities (fair market value) | $4,148,000 | 6,286 |
| Total debt securities | $4,185,000 | 6,748 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,545,000 | 6,804 |
| U.S. Government securities | $3,114,000 | 6,635 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,114,000 | 6,522 |
| Securities issued by states & political subdivisions | $1,431,000 | 4,584 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,419,000 | 4,535 |
| Mortgage-backed securities | $2,702,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 4,154 |
| Issued or guaranteed by U.S. | $2,702,000 | 4,147 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $39,000 | 3,112 |
| Available-for-sale securities (fair market value) | $4,506,000 | 6,293 |
| Total debt securities | $4,545,000 | 6,762 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,004,000 | 6,929 |
| U.S. Government securities | $2,109,000 | 6,931 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,109,000 | 6,833 |
| Securities issued by states & political subdivisions | $1,895,000 | 4,380 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,646,000 | 4,821 |
| Mortgage-backed securities | $1,694,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $1,694,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,694,000 | 4,620 |
| 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) | $42,000 | 3,169 |
| Available-for-sale securities (fair market value) | $3,962,000 | 6,420 |
| Total debt securities | $4,004,000 | 6,889 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,014,000 | 6,977 |
| U.S. Government securities | $1,964,000 | 7,045 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,964,000 | 6,947 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,343 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,943,000 | 4,746 |
| Mortgage-backed securities | $1,546,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,792 |
| 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) | $44,000 | 3,251 |
| Available-for-sale securities (fair market value) | $3,970,000 | 6,463 |
| Total debt securities | $4,014,000 | 6,939 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,495,000 | 6,897 |
| U.S. Government securities | $2,307,000 | 6,966 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,307,000 | 6,874 |
| Securities issued by states & political subdivisions | $2,188,000 | 4,249 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,108,000 | 4,684 |
| Mortgage-backed securities | $1,689,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 4,805 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,790 |
| 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) | $46,000 | 3,296 |
| Available-for-sale securities (fair market value) | $4,449,000 | 6,379 |
| Total debt securities | $4,495,000 | 6,859 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,664,000 | 6,916 |
| U.S. Government securities | $2,471,000 | 7,015 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,471,000 | 6,923 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,177 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,397,000 | 4,678 |
| Mortgage-backed securities | $1,851,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,851,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,851,000 | 4,801 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,000 | 3,328 |
| Available-for-sale securities (fair market value) | $4,615,000 | 6,368 |
| Total debt securities | $4,664,000 | 6,877 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,571,000 | 6,994 |
| U.S. Government securities | $2,392,000 | 7,157 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,392,000 | 7,070 |
| Securities issued by states & political subdivisions | $2,179,000 | 4,117 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,518,000 | 4,684 |
| Mortgage-backed securities | $1,767,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,848 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,833 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,000 | 3,337 |
| Available-for-sale securities (fair market value) | $4,519,000 | 6,445 |
| Total debt securities | $4,571,000 | 6,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,978,000 | 6,922 |
| U.S. Government securities | $2,678,000 | 7,099 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,678,000 | 7,001 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,051 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,923,000 | 4,550 |
| Mortgage-backed securities | $1,868,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $1,868,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,868,000 | 4,750 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,000 | 3,359 |
| Available-for-sale securities (fair market value) | $4,924,000 | 6,342 |
| Total debt securities | $4,978,000 | 6,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,076,000 | 6,966 |
| U.S. Government securities | $2,788,000 | 7,135 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,788,000 | 7,038 |
| Securities issued by states & political subdivisions | $2,288,000 | 4,103 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,020,000 | 4,518 |
| Mortgage-backed securities | $1,981,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,694 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,000 | 3,373 |
| Available-for-sale securities (fair market value) | $5,020,000 | 6,401 |
| Total debt securities | $5,076,000 | 6,911 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,336,000 | 6,932 |
| U.S. Government securities | $3,009,000 | 7,070 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,009,000 | 6,967 |
| Securities issued by states & political subdivisions | $2,327,000 | 4,101 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,082,000 | 4,461 |
| Mortgage-backed securities | $2,191,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $2,191,000 | 4,537 |
| Issued or guaranteed by U.S. | $2,191,000 | 4,516 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,000 | 3,415 |
| Available-for-sale securities (fair market value) | $5,277,000 | 6,363 |
| Total debt securities | $5,336,000 | 6,865 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,264,000 | 7,012 |
| U.S. Government securities | $3,091,000 | 7,165 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,091,000 | 7,052 |
| Securities issued by states & political subdivisions | $2,173,000 | 4,190 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,203,000 | 4,450 |
| Mortgage-backed securities | $2,289,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,289,000 | 4,222 |
| Issued or guaranteed by U.S. | $2,289,000 | 4,206 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,000 | 3,463 |
| Available-for-sale securities (fair market value) | $5,203,000 | 6,398 |
| Total debt securities | $5,264,000 | 6,960 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,322,000 | 7,073 |
| U.S. Government securities | $3,174,000 | 7,189 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,174,000 | 7,073 |
| Securities issued by states & political subdivisions | $2,148,000 | 4,194 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,259,000 | 4,461 |
| Mortgage-backed securities | $2,185,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,096 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,000 | 3,525 |
| Available-for-sale securities (fair market value) | $5,259,000 | 6,440 |
| Total debt securities | $5,322,000 | 7,021 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,497,000 | 7,055 |
| U.S. Government securities | $3,265,000 | 7,236 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,265,000 | 7,108 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,149 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,763,000 | 4,647 |
| Mortgage-backed securities | $2,291,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $2,291,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,291,000 | 4,010 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,000 | 3,559 |
| Available-for-sale securities (fair market value) | $5,432,000 | 6,427 |
| Total debt securities | $5,497,000 | 7,019 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,876,000 | 7,032 |
| U.S. Government securities | $3,559,000 | 7,182 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,559,000 | 7,051 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,120 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,178,000 | 4,515 |
| Mortgage-backed securities | $2,480,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $2,480,000 | 3,937 |
| Issued or guaranteed by U.S. | $2,480,000 | 3,919 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,000 | 3,625 |
| Available-for-sale securities (fair market value) | $5,809,000 | 6,368 |
| Total debt securities | $5,876,000 | 6,985 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,008,000 | 7,029 |
| U.S. Government securities | $3,690,000 | 7,181 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,690,000 | 7,065 |
| Securities issued by states & political subdivisions | $2,318,000 | 4,139 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,308,000 | 4,484 |
| Mortgage-backed securities | $2,616,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $2,616,000 | 3,879 |
| Issued or guaranteed by U.S. | $2,616,000 | 3,867 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70,000 | 3,709 |
| Available-for-sale securities (fair market value) | $5,938,000 | 6,355 |
| Total debt securities | $6,008,000 | 6,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,215,000 | 7,051 |
| U.S. Government securities | $3,838,000 | 7,223 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,838,000 | 7,091 |
| Securities issued by states & political subdivisions | $2,377,000 | 4,097 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,510,000 | 4,456 |
| Mortgage-backed securities | $2,768,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,802 |
| Issued or guaranteed by U.S. | $2,768,000 | 3,780 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,000 | 3,790 |
| Available-for-sale securities (fair market value) | $6,141,000 | 6,351 |
| Total debt securities | $6,215,000 | 6,995 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,095,000 | 7,102 |
| U.S. Government securities | $3,645,000 | 7,317 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,645,000 | 7,180 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,048 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,393,000 | 4,498 |
| Mortgage-backed securities | $2,877,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $2,877,000 | 3,767 |
| Issued or guaranteed by U.S. | $2,877,000 | 3,751 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $85,000 | 3,816 |
| Available-for-sale securities (fair market value) | $6,010,000 | 6,381 |
| Total debt securities | $6,095,000 | 7,047 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,433,000 | 7,094 |
| U.S. Government securities | $3,879,000 | 7,283 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,879,000 | 7,141 |
| Securities issued by states & political subdivisions | $2,554,000 | 4,029 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,792,000 | 4,388 |
| Mortgage-backed securities | $3,107,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $3,107,000 | 3,685 |
| Issued or guaranteed by U.S. | $3,107,000 | 3,669 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,000 | 3,868 |
| Available-for-sale securities (fair market value) | $6,338,000 | 6,380 |
| Total debt securities | $6,433,000 | 7,038 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $7,006,000 | 6,998 |
| U.S. Government securities | $4,340,000 | 7,153 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,340,000 | 7,001 |
| Securities issued by states & political subdivisions | $2,666,000 | 3,980 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,889,000 | 4,318 |
| Mortgage-backed securities | $3,316,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $3,316,000 | 3,614 |
| Issued or guaranteed by U.S. | $3,316,000 | 3,599 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,000 | 3,918 |
| Available-for-sale securities (fair market value) | $6,901,000 | 6,274 |
| Total debt securities | $7,006,000 | 6,937 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,888,000 | 6,804 |
| U.S. Government securities | $5,188,000 | 6,897 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,188,000 | 6,753 |
| Securities issued by states & political subdivisions | $2,700,000 | 3,966 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,759,000 | 4,076 |
| Mortgage-backed securities | $3,558,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,576 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,562 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,000 | 3,963 |
| Available-for-sale securities (fair market value) | $7,774,000 | 6,099 |
| Total debt securities | $7,888,000 | 6,743 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,216,000 | 6,776 |
| U.S. Government securities | $5,482,000 | 6,852 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,482,000 | 6,707 |
| Securities issued by states & political subdivisions | $2,734,000 | 3,930 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,855,000 | 4,036 |
| Mortgage-backed securities | $3,841,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $3,841,000 | 3,571 |
| Issued or guaranteed by U.S. | $3,841,000 | 3,555 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,000 | 3,997 |
| Available-for-sale securities (fair market value) | $8,092,000 | 6,057 |
| Total debt securities | $8,216,000 | 6,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,397,000 | 6,789 |
| U.S. Government securities | $5,851,000 | 6,823 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,851,000 | 6,670 |
| Securities issued by states & political subdivisions | $2,546,000 | 4,031 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,011,000 | 4,024 |
| Mortgage-backed securities | $4,020,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $4,020,000 | 3,591 |
| Issued or guaranteed by U.S. | $4,020,000 | 3,581 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $133,000 | 4,048 |
| Available-for-sale securities (fair market value) | $8,264,000 | 6,066 |
| Total debt securities | $8,397,000 | 6,735 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,418,000 | 6,783 |
| U.S. Government securities | $5,934,000 | 6,811 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,934,000 | 6,655 |
| Securities issued by states & political subdivisions | $2,484,000 | 4,069 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,292,000 | 3,937 |
| Mortgage-backed securities | $4,080,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $4,080,000 | 3,601 |
| Issued or guaranteed by U.S. | $4,080,000 | 3,593 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,000 | 4,084 |
| Available-for-sale securities (fair market value) | $8,275,000 | 6,049 |
| Total debt securities | $8,418,000 | 6,727 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,642,000 | 7,280 |
| U.S. Government securities | $4,450,000 | 7,307 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,450,000 | 7,155 |
| Securities issued by states & political subdivisions | $2,192,000 | 4,236 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,418,000 | 4,469 |
| Mortgage-backed securities | $3,787,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $3,787,000 | 3,735 |
| Issued or guaranteed by U.S. | $3,787,000 | 3,729 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,000 | 4,111 |
| Available-for-sale securities (fair market value) | $6,490,000 | 6,512 |
| Total debt securities | $6,642,000 | 7,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,795,000 | 7,323 |
| U.S. Government securities | $4,597,000 | 7,336 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,597,000 | 7,182 |
| Securities issued by states & political subdivisions | $2,198,000 | 4,225 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,136,000 | 4,532 |
| Mortgage-backed securities | $3,935,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $3,935,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,935,000 | 3,741 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,000 | 4,164 |
| Available-for-sale securities (fair market value) | $6,635,000 | 6,533 |
| Total debt securities | $6,795,000 | 7,246 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,665,000 | 7,080 |
| U.S. Government securities | $5,242,000 | 7,096 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,242,000 | 6,924 |
| Securities issued by states & political subdivisions | $2,423,000 | 4,097 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,987,000 | 4,552 |
| Mortgage-backed securities | $4,359,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,639 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,630 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $170,000 | 4,180 |
| Available-for-sale securities (fair market value) | $7,495,000 | 6,344 |
| Total debt securities | $7,665,000 | 7,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,848,000 | 7,367 |
| U.S. Government securities | $4,787,000 | 7,302 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,787,000 | 7,124 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,357 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,817,000 | 4,548 |
| Mortgage-backed securities | $3,905,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,749 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $179,000 | 4,231 |
| Available-for-sale securities (fair market value) | $6,669,000 | 6,575 |
| Total debt securities | $6,848,000 | 7,287 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,827,000 | 7,574 |
| U.S. Government securities | $3,688,000 | 7,572 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,688,000 | 7,384 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,320 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,309,000 | 4,304 |
| Mortgage-backed securities | $2,395,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,395,000 | 4,358 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,000 | 4,245 |
| Available-for-sale securities (fair market value) | $5,640,000 | 6,809 |
| Total debt securities | $5,827,000 | 7,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,589,000 | 7,609 |
| U.S. Government securities | $3,517,000 | 7,624 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,517,000 | 7,432 |
| Securities issued by states & political subdivisions | $2,072,000 | 4,325 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,970,000 | 4,418 |
| Mortgage-backed securities | $2,204,000 | 5,203 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 4,548 |
| Issued or guaranteed by U.S. | $2,204,000 | 4,531 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $196,000 | 4,287 |
| Available-for-sale securities (fair market value) | $5,393,000 | 6,833 |
| Total debt securities | $5,589,000 | 7,509 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,201,000 | 7,748 |
| U.S. Government securities | $3,565,000 | 7,691 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,565,000 | 7,494 |
| Securities issued by states & political subdivisions | $1,636,000 | 4,558 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,032,000 | 4,422 |
| Mortgage-backed securities | $1,204,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $1,204,000 | 5,194 |
| Issued or guaranteed by U.S. | $1,204,000 | 5,176 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $205,000 | 4,322 |
| Available-for-sale securities (fair market value) | $4,996,000 | 6,962 |
| Total debt securities | $5,201,000 | 7,665 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,444,000 | 7,983 |
| U.S. Government securities | $2,837,000 | 8,006 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,837,000 | 7,804 |
| Securities issued by states & political subdivisions | $1,607,000 | 4,590 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,344,000 | 4,674 |
| Mortgage-backed securities | $413,000 | 6,442 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,937 |
| Issued or guaranteed by U.S. | $413,000 | 5,917 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $213,000 | 4,392 |
| Available-for-sale securities (fair market value) | $4,231,000 | 7,157 |
| Total debt securities | $4,444,000 | 7,905 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,602,000 | 8,385 |
| U.S. Government securities | $1,490,000 | 8,704 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,490,000 | 8,517 |
| Securities issued by states & political subdivisions | $1,726,000 | 4,528 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $386,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,112,000 | 5,274 |
| Mortgage-backed securities | $225,000 | 6,735 |
| Certificates of participation in pools of residential mortgages | $225,000 | 6,185 |
| Issued or guaranteed by U.S. | $225,000 | 6,162 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $245,000 | 4,601 |
| Available-for-sale securities (fair market value) | $3,357,000 | 7,500 |
| Total debt securities | $3,216,000 | 8,412 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,352,000 | 9,178 |
| U.S. Government securities | $296,000 | 9,522 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $296,000 | 9,332 |
| Securities issued by states & political subdivisions | $1,596,000 | 4,735 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $460,000 | 4,014 |
| 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 | $296,000 | 6,434 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,832 |
| Issued or guaranteed by U.S. | $296,000 | 5,811 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $415,000 | 5,024 |
| Available-for-sale securities (fair market value) | $1,937,000 | 8,197 |
| Total debt securities | $1,892,000 | 9,207 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,368,000 | 9,522 |
| U.S. Government securities | $348,000 | 9,863 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $348,000 | 9,608 |
| Securities issued by states & political subdivisions | $1,572,000 | 5,009 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $448,000 | 3,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,752,000 | 6,546 |
| Mortgage-backed securities | $348,000 | 6,693 |
| Certificates of participation in pools of residential mortgages | $348,000 | 6,028 |
| Issued or guaranteed by U.S. | $348,000 | 6,014 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $530,000 | 5,309 |
| Available-for-sale securities (fair market value) | $1,838,000 | 8,481 |
| Total debt securities | $1,920,000 | 9,566 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,153,000 | 9,430 |
| U.S. Government securities | $1,399,000 | 9,687 |
| U.S. Treasury securities | $557,000 | 5,726 |
| U.S. Government agency obligations | $842,000 | 9,427 |
| Securities issued by states & political subdivisions | $1,349,000 | 5,340 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $405,000 | 4,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,746,000 | 5,578 |
| Mortgage-backed securities | $742,000 | 6,374 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,642 |
| Issued or guaranteed by U.S. | $710,000 | 5,625 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $32,000 | 4,696 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 4,458 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $637,000 | 5,732 |
| Available-for-sale securities (fair market value) | $2,516,000 | 8,292 |
| Total debt securities | $2,748,000 | 9,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,896,000 | 10,014 |
| U.S. Government securities | $1,785,000 | 10,133 |
| U.S. Treasury securities | $559,000 | 7,012 |
| U.S. Government agency obligations | $1,226,000 | 9,557 |
| Securities issued by states & political subdivisions | $709,000 | 6,337 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $402,000 | 4,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,836,000 | 6,638 |
| Mortgage-backed securities | $1,127,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,463 |
| Issued or guaranteed by U.S. | $947,000 | 5,442 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $180,000 | 4,585 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 4,417 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $609,000 | 6,658 |
| Available-for-sale securities (fair market value) | $2,287,000 | 8,605 |
| Total debt securities | $2,494,000 | 10,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,874,000 | 10,226 |
| U.S. Government securities | $2,391,000 | 10,433 |
| U.S. Treasury securities | $552,000 | 7,914 |
| U.S. Government agency obligations | $1,839,000 | 9,604 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,955 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $398,000 | 3,969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 7,146 |
| Mortgage-backed securities | $1,743,000 | 6,089 |
| Certificates of participation in pools of residential mortgages | $1,542,000 | 5,159 |
| Issued or guaranteed by U.S. | $1,542,000 | 5,141 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $201,000 | 5,006 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 4,818 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $698,000 | 7,266 |
| Available-for-sale securities (fair market value) | $3,176,000 | 8,517 |
| Total debt securities | $3,476,000 | 10,286 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,568,000 | 10,792 |
| U.S. Government securities | $1,760,000 | 11,206 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,760,000 | 9,933 |
| Securities issued by states & political subdivisions | $831,000 | 6,655 |
| Other domestic debt securities | $444,000 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $444,000 | 2,634 |
| Foreign debt securities | NA | NA |
| Equity securities | $533,000 | 3,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,641,000 | 7,266 |
| Mortgage-backed securities | $1,760,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $1,558,000 | 5,384 |
| Issued or guaranteed by U.S. | $1,558,000 | 5,355 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $202,000 | 5,465 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 5,235 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $391,000 | 7,930 |
| Available-for-sale securities (fair market value) | $3,177,000 | 8,853 |
| Total debt securities | $3,035,000 | 10,904 |
| Structured notes | ||
| Amortized cost | $284,000 | 4,106 |
| Fair value | $270,000 | 4,107 |
| 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 | $3,803,000 | 11,336 |
| U.S. Government securities | $1,922,000 | 11,811 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,922,000 | 10,034 |
| Securities issued by states & political subdivisions | $942,000 | 6,772 |
| Other domestic debt securities | $453,000 | 3,761 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $453,000 | 3,017 |
| Foreign debt securities | NA | NA |
| Equity securities | $486,000 | 3,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,661,000 | 7,458 |
| Mortgage-backed securities | $1,922,000 | 6,739 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 5,486 |
| Issued or guaranteed by U.S. | $1,734,000 | 5,460 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $188,000 | 5,945 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 5,682 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,064,000 | 9,266 |
| Available-for-sale securities (fair market value) | $739,000 | 9,905 |
| Total debt securities | $3,317,000 | 11,479 |
| 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 | $4,451,000 | 11,538 |
| U.S. Government securities | $2,391,000 | 11,994 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,391,000 | 9,907 |
| Securities issued by states & political subdivisions | $849,000 | 7,116 |
| Other domestic debt securities | $175,000 | 5,468 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 4,298 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,036,000 | 2,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,000 | 8,071 |
| Mortgage-backed securities | $2,391,000 | 6,901 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 5,562 |
| Issued or guaranteed by U.S. | $2,183,000 | 5,520 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $208,000 | 6,326 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 6,046 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,415,000 | 11,869 |
| 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 | $4,897,000 | 11,657 |
| U.S. Government securities | $2,973,000 | 12,126 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,973,000 | 9,596 |
| Securities issued by states & political subdivisions | $863,000 | 6,850 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,061,000 | 1,805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,357,000 | 8,063 |
| Mortgage-backed securities | $2,973,000 | 6,798 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 5,637 |
| Issued or guaranteed by U.S. | $2,461,000 | 5,574 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $512,000 | 5,792 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 5,362 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,836,000 | 12,091 |
| 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 |