Home > The National Capital Bank of Washington > Securities
The National Capital Bank of Washington, Securities
| 2023-12-31 | Rank | |
| Total securities | $134,147,000 | 1,378 |
| U.S. Government securities | $102,799,000 | 1,138 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $102,799,000 | 956 |
| Securities issued by states & political subdivisions | $25,191,000 | 1,549 |
| Other domestic debt securities | $6,162,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,162,000 | 869 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,037,000 | 1,069 |
| Mortgage-backed securities | $100,310,000 | 779 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,675,000 | 844 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,047,000 | 501 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,397,000 | 703 |
| Other commercial mortgage-backed securities | $12,191,000 | 462 |
| Held to maturity securities (book value) | $67,114,000 | 471 |
| Available-for-sale securities (fair market value) | $67,038,000 | 1,999 |
| Total debt securities | $134,149,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $133,105,000 | 1,366 |
| U.S. Government securities | $102,730,000 | 1,133 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $102,730,000 | 948 |
| Securities issued by states & political subdivisions | $24,343,000 | 1,567 |
| Other domestic debt securities | $6,037,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,037,000 | 875 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,824,000 | 1,026 |
| Mortgage-backed securities | $100,063,000 | 763 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,107,000 | 837 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,864,000 | 482 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,383,000 | 699 |
| Other commercial mortgage-backed securities | $11,709,000 | 472 |
| Held to maturity securities (book value) | $68,328,000 | 479 |
| Available-for-sale securities (fair market value) | $64,782,000 | 2,012 |
| Total debt securities | $133,111,000 | 1,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $138,815,000 | 1,361 |
| U.S. Government securities | $107,599,000 | 1,115 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $107,599,000 | 935 |
| Securities issued by states & political subdivisions | $25,131,000 | 1,599 |
| Other domestic debt securities | $6,090,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $6,090,000 | 882 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,282,000 | 998 |
| Mortgage-backed securities | $104,802,000 | 759 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,829,000 | 833 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,894,000 | 483 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,646,000 | 683 |
| Other commercial mortgage-backed securities | $12,433,000 | 461 |
| Held to maturity securities (book value) | $69,848,000 | 471 |
| Available-for-sale securities (fair market value) | $68,972,000 | 1,987 |
| Total debt securities | $138,817,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $155,099,000 | 1,301 |
| U.S. Government securities | $118,510,000 | 1,083 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $118,510,000 | 872 |
| Securities issued by states & political subdivisions | $30,117,000 | 1,436 |
| Other domestic debt securities | $6,477,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,477,000 | 889 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,474,000 | 932 |
| Mortgage-backed securities | $115,427,000 | 738 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,505,000 | 799 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,897,000 | 498 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,180,000 | 621 |
| Other commercial mortgage-backed securities | $13,845,000 | 447 |
| Held to maturity securities (book value) | $71,245,000 | 484 |
| Available-for-sale securities (fair market value) | $83,859,000 | 1,818 |
| Total debt securities | $155,105,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $157,058,000 | 1,309 |
| U.S. Government securities | $120,668,000 | 1,079 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $120,668,000 | 863 |
| Securities issued by states & political subdivisions | $29,871,000 | 1,490 |
| Other domestic debt securities | $6,519,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $6,519,000 | 892 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,712,000 | 844 |
| Mortgage-backed securities | $117,440,000 | 727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,217,000 | 797 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,705,000 | 496 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,557,000 | 603 |
| Other commercial mortgage-backed securities | $13,961,000 | 438 |
| Held to maturity securities (book value) | $72,344,000 | 483 |
| Available-for-sale securities (fair market value) | $84,714,000 | 1,827 |
| Total debt securities | $157,053,000 | 1,293 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $166,603,000 | 1,268 |
| U.S. Government securities | $125,917,000 | 1,062 |
| U.S. Treasury securities | $3,758,000 | 2,256 |
| U.S. Government agency obligations | $122,159,000 | 866 |
| Securities issued by states & political subdivisions | $33,913,000 | 1,353 |
| Other domestic debt securities | $6,773,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $6,773,000 | 873 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,367,000 | 800 |
| Mortgage-backed securities | $118,550,000 | 733 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,890,000 | 823 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,848,000 | 491 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,749,000 | 552 |
| Other commercial mortgage-backed securities | $15,063,000 | 442 |
| Held to maturity securities (book value) | $73,900,000 | 474 |
| Available-for-sale securities (fair market value) | $92,703,000 | 1,718 |
| Total debt securities | $166,601,000 | 1,253 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $175,497,000 | 1,227 |
| U.S. Government securities | $134,222,000 | 1,011 |
| U.S. Treasury securities | $3,837,000 | 2,212 |
| U.S. Government agency obligations | $130,385,000 | 837 |
| Securities issued by states & political subdivisions | $35,110,000 | 1,378 |
| Other domestic debt securities | $6,165,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $6,165,000 | 924 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,574,000 | 762 |
| Mortgage-backed securities | $126,588,000 | 728 |
| Certificates of participation in pools of residential mortgages | $60,409,000 | 826 |
| Issued or guaranteed by U.S. | $60,409,000 | 812 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $41,506,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $41,506,000 | 485 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $24,673,000 | 533 |
| Commercial mortgage pass-through securities | $8,647,000 | 533 |
| Other commercial mortgage-backed securities | $16,026,000 | 478 |
| Held to maturity securities (book value) | $76,099,000 | 424 |
| Available-for-sale securities (fair market value) | $99,398,000 | 1,692 |
| Total debt securities | $175,494,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $185,900,000 | 1,146 |
| U.S. Government securities | $143,132,000 | 949 |
| U.S. Treasury securities | $3,872,000 | 1,976 |
| U.S. Government agency obligations | $139,260,000 | 798 |
| Securities issued by states & political subdivisions | $36,422,000 | 1,350 |
| Other domestic debt securities | $6,346,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $6,346,000 | 885 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,097,000 | 2,492 |
| Mortgage-backed securities | $135,243,000 | 699 |
| Certificates of participation in pools of residential mortgages | $64,837,000 | 801 |
| Issued or guaranteed by U.S. | $64,837,000 | 789 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $43,782,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $43,782,000 | 472 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $26,624,000 | 512 |
| Commercial mortgage pass-through securities | $9,235,000 | 522 |
| Other commercial mortgage-backed securities | $17,389,000 | 452 |
| Held to maturity securities (book value) | $79,105,000 | 372 |
| Available-for-sale securities (fair market value) | $106,795,000 | 1,604 |
| Total debt securities | $185,896,000 | 1,134 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $178,453,000 | 1,146 |
| U.S. Government securities | $138,023,000 | 916 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $138,023,000 | 816 |
| Securities issued by states & political subdivisions | $37,233,000 | 1,382 |
| Other domestic debt securities | $3,197,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,197,000 | 1,136 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,497,000 | 2,401 |
| Mortgage-backed securities | $134,757,000 | 701 |
| Certificates of participation in pools of residential mortgages | $59,634,000 | 838 |
| Issued or guaranteed by U.S. | $59,634,000 | 827 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $43,328,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $43,328,000 | 470 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $31,795,000 | 463 |
| Commercial mortgage pass-through securities | $10,519,000 | 481 |
| Other commercial mortgage-backed securities | $21,276,000 | 396 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $178,453,000 | 1,051 |
| Total debt securities | $178,450,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $161,056,000 | 1,180 |
| U.S. Government securities | $133,506,000 | 876 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $133,506,000 | 796 |
| Securities issued by states & political subdivisions | $27,550,000 | 1,670 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,100,000 | 2,255 |
| Mortgage-backed securities | $130,120,000 | 689 |
| Certificates of participation in pools of residential mortgages | $59,846,000 | 827 |
| Issued or guaranteed by U.S. | $59,846,000 | 813 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $39,308,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $39,308,000 | 491 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $30,966,000 | 467 |
| Commercial mortgage pass-through securities | $9,502,000 | 497 |
| Other commercial mortgage-backed securities | $21,464,000 | 383 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $161,056,000 | 1,092 |
| Total debt securities | $161,051,000 | 1,166 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $123,038,000 | 1,413 |
| U.S. Government securities | $99,446,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $99,446,000 | 969 |
| Securities issued by states & political subdivisions | $23,592,000 | 1,816 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,666,000 | 2,142 |
| Mortgage-backed securities | $95,766,000 | 838 |
| Certificates of participation in pools of residential mortgages | $44,251,000 | 979 |
| Issued or guaranteed by U.S. | $44,251,000 | 959 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $21,540,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $21,540,000 | 697 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $29,975,000 | 460 |
| Commercial mortgage pass-through securities | $7,330,000 | 584 |
| Other commercial mortgage-backed securities | $22,645,000 | 370 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $123,038,000 | 1,304 |
| Total debt securities | $123,033,000 | 1,398 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $112,424,000 | 1,410 |
| U.S. Government securities | $89,131,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $89,131,000 | 995 |
| Securities issued by states & political subdivisions | $23,293,000 | 1,778 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,463,000 | 2,267 |
| Mortgage-backed securities | $85,359,000 | 857 |
| Certificates of participation in pools of residential mortgages | $44,068,000 | 935 |
| Issued or guaranteed by U.S. | $44,068,000 | 913 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $10,597,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $10,597,000 | 1,041 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $30,694,000 | 425 |
| Commercial mortgage pass-through securities | $7,312,000 | 553 |
| Other commercial mortgage-backed securities | $23,382,000 | 344 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $112,424,000 | 1,309 |
| Total debt securities | $112,423,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $121,616,000 | 1,216 |
| U.S. Government securities | $97,735,000 | 890 |
| U.S. Treasury securities | $4,677,000 | 608 |
| U.S. Government agency obligations | $93,058,000 | 879 |
| Securities issued by states & political subdivisions | $23,881,000 | 1,701 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,324,000 | 1,659 |
| Mortgage-backed securities | $88,903,000 | 767 |
| Certificates of participation in pools of residential mortgages | $45,852,000 | 826 |
| Issued or guaranteed by U.S. | $45,852,000 | 813 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,822,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $12,822,000 | 952 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $30,229,000 | 399 |
| Commercial mortgage pass-through securities | $8,016,000 | 501 |
| Other commercial mortgage-backed securities | $22,213,000 | 335 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $121,616,000 | 1,133 |
| Total debt securities | $121,615,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $106,156,000 | 1,295 |
| U.S. Government securities | $88,799,000 | 906 |
| U.S. Treasury securities | $4,637,000 | 604 |
| U.S. Government agency obligations | $84,162,000 | 888 |
| Securities issued by states & political subdivisions | $17,357,000 | 1,942 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,750,000 | 1,541 |
| Mortgage-backed securities | $79,868,000 | 801 |
| Certificates of participation in pools of residential mortgages | $35,289,000 | 952 |
| Issued or guaranteed by U.S. | $35,289,000 | 930 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,767,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $15,767,000 | 845 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $28,812,000 | 403 |
| Commercial mortgage pass-through securities | $8,168,000 | 495 |
| Other commercial mortgage-backed securities | $20,644,000 | 327 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $106,156,000 | 1,204 |
| Total debt securities | $106,156,000 | 1,280 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $103,367,000 | 1,278 |
| U.S. Government securities | $85,298,000 | 918 |
| U.S. Treasury securities | $4,579,000 | 629 |
| U.S. Government agency obligations | $80,719,000 | 897 |
| Securities issued by states & political subdivisions | $18,069,000 | 1,805 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,403,000 | 1,456 |
| Mortgage-backed securities | $76,255,000 | 824 |
| Certificates of participation in pools of residential mortgages | $26,017,000 | 1,151 |
| Issued or guaranteed by U.S. | $26,017,000 | 1,118 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,431,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $18,431,000 | 802 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $31,807,000 | 374 |
| Commercial mortgage pass-through securities | $8,558,000 | 471 |
| Other commercial mortgage-backed securities | $23,249,000 | 311 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $103,367,000 | 1,184 |
| Total debt securities | $103,367,000 | 1,260 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $108,177,000 | 1,206 |
| U.S. Government securities | $96,011,000 | 861 |
| U.S. Treasury securities | $4,470,000 | 645 |
| U.S. Government agency obligations | $91,541,000 | 836 |
| Securities issued by states & political subdivisions | $12,166,000 | 2,112 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,573,000 | 1,313 |
| Mortgage-backed securities | $82,959,000 | 775 |
| Certificates of participation in pools of residential mortgages | $28,760,000 | 1,061 |
| Issued or guaranteed by U.S. | $28,760,000 | 1,031 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $20,913,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $20,913,000 | 759 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $33,286,000 | 356 |
| Commercial mortgage pass-through securities | $8,360,000 | 471 |
| Other commercial mortgage-backed securities | $24,926,000 | 301 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $108,177,000 | 1,104 |
| Total debt securities | $108,177,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $99,265,000 | 1,278 |
| U.S. Government securities | $98,149,000 | 860 |
| U.S. Treasury securities | $6,767,000 | 573 |
| U.S. Government agency obligations | $91,382,000 | 865 |
| Securities issued by states & political subdivisions | $1,116,000 | 3,813 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,057,000 | 1,694 |
| Mortgage-backed securities | $86,533,000 | 742 |
| Certificates of participation in pools of residential mortgages | $33,198,000 | 923 |
| Issued or guaranteed by U.S. | $33,198,000 | 901 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $19,377,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $19,377,000 | 791 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $33,958,000 | 346 |
| Commercial mortgage pass-through securities | $8,730,000 | 452 |
| Other commercial mortgage-backed securities | $25,228,000 | 282 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $99,265,000 | 1,170 |
| Total debt securities | $99,261,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $98,600,000 | 1,276 |
| U.S. Government securities | $97,477,000 | 871 |
| U.S. Treasury securities | $6,686,000 | 585 |
| U.S. Government agency obligations | $90,791,000 | 869 |
| Securities issued by states & political subdivisions | $1,123,000 | 3,851 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,084,000 | 1,457 |
| Mortgage-backed securities | $77,950,000 | 782 |
| Certificates of participation in pools of residential mortgages | $25,927,000 | 1,068 |
| Issued or guaranteed by U.S. | $25,927,000 | 1,037 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $18,291,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $18,291,000 | 816 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $33,732,000 | 348 |
| Commercial mortgage pass-through securities | $9,001,000 | 442 |
| Other commercial mortgage-backed securities | $24,731,000 | 279 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $98,600,000 | 1,160 |
| Total debt securities | $98,602,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $100,759,000 | 1,265 |
| U.S. Government securities | $99,653,000 | 866 |
| U.S. Treasury securities | $6,674,000 | 574 |
| U.S. Government agency obligations | $92,979,000 | 863 |
| Securities issued by states & political subdivisions | $1,106,000 | 3,925 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,735,000 | 1,469 |
| Mortgage-backed securities | $80,101,000 | 758 |
| Certificates of participation in pools of residential mortgages | $26,968,000 | 1,040 |
| Issued or guaranteed by U.S. | $26,968,000 | 1,029 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $19,260,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $19,260,000 | 772 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $33,873,000 | 340 |
| Commercial mortgage pass-through securities | $9,311,000 | 436 |
| Other commercial mortgage-backed securities | $24,562,000 | 271 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $100,759,000 | 1,144 |
| Total debt securities | $100,759,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $101,060,000 | 1,270 |
| U.S. Government securities | $99,982,000 | 865 |
| U.S. Treasury securities | $6,566,000 | 589 |
| U.S. Government agency obligations | $93,416,000 | 862 |
| Securities issued by states & political subdivisions | $1,078,000 | 3,993 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,086,000 | 1,482 |
| Mortgage-backed securities | $80,615,000 | 756 |
| Certificates of participation in pools of residential mortgages | $27,718,000 | 1,029 |
| Issued or guaranteed by U.S. | $27,718,000 | 1,018 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $19,731,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $19,731,000 | 745 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $33,166,000 | 322 |
| Commercial mortgage pass-through securities | $9,147,000 | 428 |
| Other commercial mortgage-backed securities | $24,019,000 | 258 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $101,060,000 | 1,148 |
| Total debt securities | $101,060,000 | 1,253 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $101,834,000 | 1,269 |
| U.S. Government securities | $100,788,000 | 862 |
| U.S. Treasury securities | $6,415,000 | 586 |
| U.S. Government agency obligations | $94,373,000 | 857 |
| Securities issued by states & political subdivisions | $1,046,000 | 4,064 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,075,000 | 774 |
| Mortgage-backed securities | $81,605,000 | 738 |
| Certificates of participation in pools of residential mortgages | $27,972,000 | 1,034 |
| Issued or guaranteed by U.S. | $27,972,000 | 1,026 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,841,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $19,841,000 | 738 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $33,792,000 | 312 |
| Commercial mortgage pass-through securities | $9,308,000 | 403 |
| Other commercial mortgage-backed securities | $24,484,000 | 249 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $101,834,000 | 1,152 |
| Total debt securities | $101,831,000 | 1,254 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $104,325,000 | 1,242 |
| U.S. Government securities | $103,294,000 | 834 |
| U.S. Treasury securities | $6,442,000 | 567 |
| U.S. Government agency obligations | $96,852,000 | 841 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,117 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,345,000 | 940 |
| Mortgage-backed securities | $82,153,000 | 735 |
| Certificates of participation in pools of residential mortgages | $28,437,000 | 1,032 |
| Issued or guaranteed by U.S. | $28,437,000 | 1,026 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,151,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $20,151,000 | 717 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $33,565,000 | 310 |
| Commercial mortgage pass-through securities | $9,375,000 | 399 |
| Other commercial mortgage-backed securities | $24,190,000 | 238 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $104,325,000 | 1,116 |
| Total debt securities | $104,322,000 | 1,217 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $109,310,000 | 1,214 |
| U.S. Government securities | $108,267,000 | 804 |
| U.S. Treasury securities | $6,452,000 | 545 |
| U.S. Government agency obligations | $101,815,000 | 800 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,165 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,608,000 | 1,214 |
| Mortgage-backed securities | $87,095,000 | 710 |
| Certificates of participation in pools of residential mortgages | $29,787,000 | 1,030 |
| Issued or guaranteed by U.S. | $29,787,000 | 1,005 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $21,199,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $21,199,000 | 690 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $36,109,000 | 285 |
| Commercial mortgage pass-through securities | $11,460,000 | 344 |
| Other commercial mortgage-backed securities | $24,649,000 | 227 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $109,310,000 | 1,090 |
| Total debt securities | $109,306,000 | 1,196 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $112,001,000 | 1,200 |
| U.S. Government securities | $110,950,000 | 805 |
| U.S. Treasury securities | $6,426,000 | 532 |
| U.S. Government agency obligations | $104,524,000 | 811 |
| Securities issued by states & political subdivisions | $1,051,000 | 4,199 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,074,000 | 1,207 |
| Mortgage-backed securities | $80,848,000 | 747 |
| Certificates of participation in pools of residential mortgages | $30,968,000 | 1,022 |
| Issued or guaranteed by U.S. | $30,968,000 | 1,021 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,153,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $22,153,000 | 657 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $27,727,000 | 307 |
| Commercial mortgage pass-through securities | $2,638,000 | 607 |
| Other commercial mortgage-backed securities | $25,089,000 | 223 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $112,001,000 | 1,076 |
| Total debt securities | $112,001,000 | 1,182 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $116,818,000 | 1,172 |
| U.S. Government securities | $115,735,000 | 781 |
| U.S. Treasury securities | $7,454,000 | 462 |
| U.S. Government agency obligations | $108,281,000 | 787 |
| Securities issued by states & political subdivisions | $1,083,000 | 4,257 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,886,000 | 1,121 |
| Mortgage-backed securities | $83,975,000 | 729 |
| Certificates of participation in pools of residential mortgages | $32,803,000 | 1,003 |
| Issued or guaranteed by U.S. | $32,803,000 | 1,003 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $23,434,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $23,434,000 | 639 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $27,738,000 | 305 |
| Commercial mortgage pass-through securities | $1,666,000 | 718 |
| Other commercial mortgage-backed securities | $26,072,000 | 209 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $116,818,000 | 1,044 |
| Total debt securities | $116,818,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $120,468,000 | 1,141 |
| U.S. Government securities | $119,394,000 | 769 |
| U.S. Treasury securities | $7,456,000 | 453 |
| U.S. Government agency obligations | $111,938,000 | 764 |
| Securities issued by states & political subdivisions | $1,074,000 | 4,319 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,243,000 | 1,035 |
| Mortgage-backed securities | $87,408,000 | 710 |
| Certificates of participation in pools of residential mortgages | $34,305,000 | 985 |
| Issued or guaranteed by U.S. | $34,305,000 | 985 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $24,774,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $24,774,000 | 613 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $28,329,000 | 289 |
| Commercial mortgage pass-through securities | $1,689,000 | 722 |
| Other commercial mortgage-backed securities | $26,640,000 | 199 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $120,468,000 | 1,004 |
| Total debt securities | $120,468,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $155,176,000 | 925 |
| U.S. Government securities | $152,355,000 | 620 |
| U.S. Treasury securities | $7,423,000 | 469 |
| U.S. Government agency obligations | $144,932,000 | 609 |
| Securities issued by states & political subdivisions | $2,821,000 | 3,875 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,988,000 | 976 |
| Mortgage-backed securities | $111,735,000 | 602 |
| Certificates of participation in pools of residential mortgages | $47,959,000 | 797 |
| Issued or guaranteed by U.S. | $47,959,000 | 797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,580,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $34,580,000 | 504 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $29,196,000 | 277 |
| Commercial mortgage pass-through securities | $1,705,000 | 705 |
| Other commercial mortgage-backed securities | $27,491,000 | 187 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $155,176,000 | 805 |
| Total debt securities | $155,176,000 | 911 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $161,331,000 | 901 |
| U.S. Government securities | $155,315,000 | 616 |
| U.S. Treasury securities | $12,772,000 | 349 |
| U.S. Government agency obligations | $142,543,000 | 636 |
| Securities issued by states & political subdivisions | $6,016,000 | 3,313 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,885,000 | 772 |
| Mortgage-backed securities | $114,443,000 | 594 |
| Certificates of participation in pools of residential mortgages | $51,807,000 | 759 |
| Issued or guaranteed by U.S. | $51,807,000 | 758 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $32,941,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $32,941,000 | 521 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $29,695,000 | 273 |
| Commercial mortgage pass-through securities | $1,703,000 | 678 |
| Other commercial mortgage-backed securities | $27,992,000 | 180 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $161,331,000 | 791 |
| Total debt securities | $161,331,000 | 887 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $164,271,000 | 878 |
| U.S. Government securities | $158,315,000 | 595 |
| U.S. Treasury securities | $12,622,000 | 342 |
| U.S. Government agency obligations | $145,693,000 | 612 |
| Securities issued by states & political subdivisions | $5,956,000 | 3,345 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,451,000 | 803 |
| Mortgage-backed securities | $117,345,000 | 564 |
| Certificates of participation in pools of residential mortgages | $52,810,000 | 750 |
| Issued or guaranteed by U.S. | $52,810,000 | 749 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $33,733,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $33,733,000 | 507 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $30,802,000 | 262 |
| Commercial mortgage pass-through securities | $1,710,000 | 647 |
| Other commercial mortgage-backed securities | $29,092,000 | 170 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $164,271,000 | 772 |
| Total debt securities | $164,271,000 | 867 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $158,485,000 | 902 |
| U.S. Government securities | $155,560,000 | 608 |
| U.S. Treasury securities | $12,745,000 | 304 |
| U.S. Government agency obligations | $142,815,000 | 625 |
| Securities issued by states & political subdivisions | $2,925,000 | 3,941 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,535,000 | 1,276 |
| Mortgage-backed securities | $108,673,000 | 614 |
| Certificates of participation in pools of residential mortgages | $48,797,000 | 795 |
| Issued or guaranteed by U.S. | $48,797,000 | 795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,611,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $29,611,000 | 542 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $30,265,000 | 256 |
| Commercial mortgage pass-through securities | $1,756,000 | 591 |
| Other commercial mortgage-backed securities | $28,509,000 | 166 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $158,485,000 | 791 |
| Total debt securities | $158,485,000 | 893 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $158,378,000 | 910 |
| U.S. Government securities | $148,469,000 | 639 |
| U.S. Treasury securities | $14,690,000 | 291 |
| U.S. Government agency obligations | $133,779,000 | 669 |
| Securities issued by states & political subdivisions | $2,945,000 | 3,962 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $6,964,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,548,000 | 1,337 |
| Mortgage-backed securities | $70,568,000 | 863 |
| Certificates of participation in pools of residential mortgages | $38,821,000 | 963 |
| Issued or guaranteed by U.S. | $38,821,000 | 959 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,290,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $10,290,000 | 1,093 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $21,457,000 | 287 |
| Commercial mortgage pass-through securities | $1,764,000 | 537 |
| Other commercial mortgage-backed securities | $19,693,000 | 190 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $158,378,000 | 798 |
| Total debt securities | $151,414,000 | 938 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $165,026,000 | 892 |
| U.S. Government securities | $157,173,000 | 636 |
| U.S. Treasury securities | $14,522,000 | 294 |
| U.S. Government agency obligations | $142,651,000 | 651 |
| Securities issued by states & political subdivisions | $598,000 | 4,731 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,255,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,762,000 | 1,218 |
| Mortgage-backed securities | $45,330,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $24,296,000 | 1,367 |
| Issued or guaranteed by U.S. | $24,296,000 | 1,366 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,536,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $8,536,000 | 1,215 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $12,498,000 | 368 |
| Commercial mortgage pass-through securities | $6,539,000 | 281 |
| Other commercial mortgage-backed securities | $5,959,000 | 346 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $165,026,000 | 776 |
| Total debt securities | $157,771,000 | 921 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $171,253,000 | 873 |
| U.S. Government securities | $163,627,000 | 619 |
| U.S. Treasury securities | $14,068,000 | 326 |
| U.S. Government agency obligations | $149,559,000 | 632 |
| Securities issued by states & political subdivisions | $594,000 | 4,762 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,032,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,267,000 | 1,253 |
| Mortgage-backed securities | $29,672,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $13,980,000 | 1,955 |
| Issued or guaranteed by U.S. | $13,980,000 | 1,953 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,076,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $5,076,000 | 1,566 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $10,616,000 | 385 |
| Commercial mortgage pass-through securities | $4,693,000 | 323 |
| Other commercial mortgage-backed securities | $5,923,000 | 318 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $171,253,000 | 751 |
| Total debt securities | $164,221,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $155,277,000 | 942 |
| U.S. Government securities | $148,222,000 | 677 |
| U.S. Treasury securities | $14,217,000 | 304 |
| U.S. Government agency obligations | $134,005,000 | 706 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $7,055,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,793,000 | 1,584 |
| Mortgage-backed securities | $904,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $904,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $904,000 | 2,598 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $155,277,000 | 826 |
| Total debt securities | $148,222,000 | 975 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 447 |
| Fair value | $4,971,000 | 475 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $159,164,000 | 941 |
| U.S. Government securities | $151,985,000 | 681 |
| U.S. Treasury securities | $14,306,000 | 298 |
| U.S. Government agency obligations | $137,679,000 | 703 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,179,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,563,000 | 1,603 |
| Mortgage-backed securities | $945,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $945,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,624 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $159,164,000 | 829 |
| Total debt securities | $151,985,000 | 972 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 367 |
| Fair value | $7,871,000 | 373 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $163,960,000 | 923 |
| U.S. Government securities | $156,642,000 | 673 |
| U.S. Treasury securities | $14,586,000 | 300 |
| U.S. Government agency obligations | $142,056,000 | 691 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $7,318,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,017,000 | 1,464 |
| Mortgage-backed securities | $982,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $982,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,638 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $163,960,000 | 811 |
| Total debt securities | $156,642,000 | 951 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 409 |
| Fair value | $7,986,000 | 414 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $156,590,000 | 964 |
| U.S. Government securities | $149,434,000 | 692 |
| U.S. Treasury securities | $13,385,000 | 317 |
| U.S. Government agency obligations | $136,049,000 | 721 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,156,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,410,000 | 1,409 |
| Mortgage-backed securities | $1,028,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,028,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,661 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $156,590,000 | 847 |
| Total debt securities | $149,434,000 | 990 |
| Structured notes | ||
| Amortized cost | $9,650,000 | 374 |
| Fair value | $9,527,000 | 373 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $152,975,000 | 997 |
| U.S. Government securities | $145,756,000 | 723 |
| U.S. Treasury securities | $13,368,000 | 307 |
| U.S. Government agency obligations | $132,388,000 | 757 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,219,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,660,000 | 1,380 |
| Mortgage-backed securities | $3,918,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $2,819,000 | 3,905 |
| Issued or guaranteed by U.S. | $2,819,000 | 3,903 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,099,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $1,099,000 | 2,669 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $152,975,000 | 874 |
| Total debt securities | $145,756,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $13,650,000 | 291 |
| Fair value | $13,400,000 | 292 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $141,334,000 | 1,076 |
| U.S. Government securities | $133,998,000 | 777 |
| U.S. Treasury securities | $13,527,000 | 287 |
| U.S. Government agency obligations | $120,471,000 | 820 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $7,336,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,850,000 | 1,711 |
| Mortgage-backed securities | $4,266,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $3,110,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,110,000 | 3,873 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,156,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $1,156,000 | 2,688 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $141,334,000 | 946 |
| Total debt securities | $133,998,000 | 1,125 |
| Structured notes | ||
| Amortized cost | $16,650,000 | 259 |
| Fair value | $16,276,000 | 258 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $135,532,000 | 1,126 |
| U.S. Government securities | $128,360,000 | 809 |
| U.S. Treasury securities | $13,103,000 | 277 |
| U.S. Government agency obligations | $115,257,000 | 863 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $7,172,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,663,000 | 1,720 |
| Mortgage-backed securities | $4,490,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $3,247,000 | 3,881 |
| Issued or guaranteed by U.S. | $3,247,000 | 3,881 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,243,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $1,243,000 | 2,668 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $135,532,000 | 990 |
| Total debt securities | $128,360,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $16,650,000 | 274 |
| Fair value | $15,988,000 | 275 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $118,459,000 | 1,263 |
| U.S. Government securities | $111,428,000 | 930 |
| U.S. Treasury securities | $12,885,000 | 261 |
| U.S. Government agency obligations | $98,543,000 | 990 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $7,031,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,425,000 | 1,801 |
| Mortgage-backed securities | $4,577,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $3,243,000 | 3,902 |
| Issued or guaranteed by U.S. | $3,243,000 | 3,897 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,334,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,334,000 | 2,615 |
| 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) | $118,459,000 | 1,113 |
| Total debt securities | $111,427,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $16,650,000 | 263 |
| Fair value | $15,686,000 | 262 |
| 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 | $133,151,000 | 1,151 |
| U.S. Government securities | $125,939,000 | 814 |
| U.S. Treasury securities | $16,496,000 | 203 |
| U.S. Government agency obligations | $109,443,000 | 900 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $7,212,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,977,000 | 1,772 |
| Mortgage-backed securities | $4,940,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $3,491,000 | 3,858 |
| Issued or guaranteed by U.S. | $3,491,000 | 3,852 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,449,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,596 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $133,151,000 | 1,018 |
| Total debt securities | $125,940,000 | 1,196 |
| Structured notes | ||
| Amortized cost | $16,649,000 | 262 |
| Fair value | $15,722,000 | 264 |
| 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 | $134,197,000 | 1,143 |
| U.S. Government securities | $127,021,000 | 798 |
| U.S. Treasury securities | $16,245,000 | 203 |
| U.S. Government agency obligations | $110,776,000 | 891 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $7,176,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,978,000 | 1,745 |
| Mortgage-backed securities | $5,381,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $3,840,000 | 3,756 |
| Issued or guaranteed by U.S. | $3,840,000 | 3,751 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,541,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,541,000 | 2,596 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $134,197,000 | 1,022 |
| Total debt securities | $127,021,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $16,648,000 | 251 |
| Fair value | $15,999,000 | 253 |
| 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 | $159,967,000 | 978 |
| U.S. Government securities | $153,247,000 | 690 |
| U.S. Treasury securities | $23,345,000 | 162 |
| U.S. Government agency obligations | $129,902,000 | 777 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $6,720,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,169,000 | 1,505 |
| Mortgage-backed securities | $5,625,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $3,988,000 | 3,776 |
| Issued or guaranteed by U.S. | $3,988,000 | 3,772 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,637,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $1,637,000 | 2,625 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $159,967,000 | 875 |
| Total debt securities | $153,248,000 | 1,005 |
| Structured notes | ||
| Amortized cost | $17,650,000 | 252 |
| Fair value | $17,587,000 | 253 |
| 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 | $163,525,000 | 925 |
| U.S. Government securities | $156,995,000 | 659 |
| U.S. Treasury securities | $23,536,000 | 161 |
| U.S. Government agency obligations | $133,459,000 | 742 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $6,530,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,002,000 | 1,527 |
| Mortgage-backed securities | $6,368,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $4,585,000 | 3,627 |
| Issued or guaranteed by U.S. | $4,585,000 | 3,625 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,783,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 2,618 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $163,525,000 | 829 |
| Total debt securities | $156,995,000 | 959 |
| Structured notes | ||
| Amortized cost | $15,650,000 | 286 |
| Fair value | $15,638,000 | 287 |
| 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 | $133,702,000 | 1,142 |
| U.S. Government securities | $129,644,000 | 816 |
| U.S. Treasury securities | $23,378,000 | 144 |
| U.S. Government agency obligations | $106,266,000 | 938 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $4,058,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,225,000 | 1,709 |
| Mortgage-backed securities | $6,851,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $4,895,000 | 3,708 |
| Issued or guaranteed by U.S. | $4,895,000 | 3,707 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,956,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 2,647 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $133,702,000 | 1,033 |
| Total debt securities | $129,644,000 | 1,168 |
| Structured notes | ||
| Amortized cost | $20,604,000 | 222 |
| Fair value | $20,591,000 | 222 |
| 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 | $118,521,000 | 1,294 |
| U.S. Government securities | $118,521,000 | 894 |
| U.S. Treasury securities | $18,680,000 | 177 |
| U.S. Government agency obligations | $99,841,000 | 1,010 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $69,935,000 | 850 |
| Mortgage-backed securities | $4,832,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $4,832,000 | 3,743 |
| Issued or guaranteed by U.S. | $4,832,000 | 3,741 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $118,521,000 | 1,166 |
| Total debt securities | $118,521,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $10,604,000 | 464 |
| Fair value | $10,620,000 | 464 |
| 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 | $102,058,000 | 1,482 |
| U.S. Government securities | $102,058,000 | 1,049 |
| U.S. Treasury securities | $15,116,000 | 206 |
| U.S. Government agency obligations | $86,942,000 | 1,186 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $78,536,000 | 786 |
| Mortgage-backed securities | $4,764,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $4,764,000 | 3,753 |
| Issued or guaranteed by U.S. | $4,764,000 | 3,749 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $102,058,000 | 1,345 |
| Total debt securities | $102,059,000 | 1,465 |
| Structured notes | ||
| Amortized cost | $7,348,000 | 778 |
| Fair value | $7,322,000 | 782 |
| 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 | $83,558,000 | 1,685 |
| U.S. Government securities | $83,558,000 | 1,219 |
| U.S. Treasury securities | $15,651,000 | 192 |
| U.S. Government agency obligations | $67,907,000 | 1,431 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $83,558,000 | 679 |
| Mortgage-backed securities | $826,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $826,000 | 4,899 |
| Issued or guaranteed by U.S. | $826,000 | 4,892 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $83,558,000 | 1,534 |
| Total debt securities | $83,558,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 663 |
| Fair value | $8,010,000 | 672 |
| 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 | $47,528,000 | 2,635 |
| U.S. Government securities | $47,528,000 | 1,910 |
| U.S. Treasury securities | $15,465,000 | 209 |
| U.S. Government agency obligations | $32,063,000 | 2,538 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $47,528,000 | 1,090 |
| Mortgage-backed securities | $984,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $984,000 | 4,829 |
| Issued or guaranteed by U.S. | $984,000 | 4,820 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $47,528,000 | 2,397 |
| Total debt securities | $47,528,000 | 2,609 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,433 |
| Fair value | $3,002,000 | 1,476 |
| 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 | $59,168,000 | 2,214 |
| U.S. Government securities | $59,168,000 | 1,628 |
| U.S. Treasury securities | $11,947,000 | 272 |
| U.S. Government agency obligations | $47,221,000 | 1,880 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $59,168,000 | 914 |
| Mortgage-backed securities | $1,226,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,690 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $59,168,000 | 1,995 |
| Total debt securities | $59,168,000 | 2,194 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 746 |
| Fair value | $8,997,000 | 761 |
| 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 | $56,861,000 | 2,274 |
| U.S. Government securities | $56,861,000 | 1,668 |
| U.S. Treasury securities | $6,488,000 | 440 |
| U.S. Government agency obligations | $50,373,000 | 1,795 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $56,861,000 | 938 |
| Mortgage-backed securities | $1,435,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $1,435,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,435,000 | 4,573 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $56,861,000 | 2,056 |
| Total debt securities | $56,861,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 715 |
| Fair value | $9,857,000 | 730 |
| 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 | $58,717,000 | 2,127 |
| U.S. Government securities | $58,717,000 | 1,538 |
| U.S. Treasury securities | $6,320,000 | 438 |
| U.S. Government agency obligations | $52,397,000 | 1,637 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $58,717,000 | 896 |
| Mortgage-backed securities | $1,440,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 4,484 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,479 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $58,717,000 | 1,925 |
| Total debt securities | $58,716,000 | 2,101 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 784 |
| Fair value | $7,916,000 | 796 |
| 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 | $57,647,000 | 2,120 |
| U.S. Government securities | $57,647,000 | 1,538 |
| U.S. Treasury securities | $3,244,000 | 557 |
| U.S. Government agency obligations | $54,403,000 | 1,556 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $54,641,000 | 943 |
| Mortgage-backed securities | $1,457,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $1,457,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,457,000 | 4,456 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $57,647,000 | 1,896 |
| Total debt securities | $57,647,000 | 2,092 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $4,028,000 | 1,316 |
| 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 | $31,504,000 | 3,370 |
| U.S. Government securities | $31,504,000 | 2,582 |
| U.S. Treasury securities | $3,221,000 | 542 |
| U.S. Government agency obligations | $28,283,000 | 2,703 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $31,504,000 | 1,549 |
| Mortgage-backed securities | $1,470,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,470,000 | 4,518 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $31,504,000 | 3,055 |
| Total debt securities | $31,505,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 899 |
| Fair value | $7,052,000 | 902 |
| 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 | $40,738,000 | 2,826 |
| U.S. Government securities | $40,738,000 | 2,116 |
| U.S. Treasury securities | $3,166,000 | 546 |
| U.S. Government agency obligations | $37,572,000 | 2,208 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $40,738,000 | 1,305 |
| Mortgage-backed securities | $1,641,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $1,641,000 | 4,574 |
| Issued or guaranteed by U.S. | $1,641,000 | 4,563 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $40,738,000 | 2,530 |
| Total debt securities | $40,739,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 594 |
| Fair value | $8,978,000 | 606 |
| 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 | $43,625,000 | 2,671 |
| U.S. Government securities | $43,625,000 | 1,961 |
| U.S. Treasury securities | $3,180,000 | 496 |
| U.S. Government agency obligations | $40,445,000 | 2,022 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $43,625,000 | 1,234 |
| Mortgage-backed securities | $1,639,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,639,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,639,000 | 4,642 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $43,625,000 | 2,384 |
| Total debt securities | $43,625,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,970,000 | 1,604 |
| 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 | $31,759,000 | 3,364 |
| U.S. Government securities | $31,759,000 | 2,560 |
| U.S. Treasury securities | $4,098,000 | 406 |
| U.S. Government agency obligations | $27,661,000 | 2,765 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $31,759,000 | 1,579 |
| Mortgage-backed securities | $1,644,000 | 5,225 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 4,760 |
| Issued or guaranteed by U.S. | $1,644,000 | 4,751 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,759,000 | 3,020 |
| Total debt securities | $31,758,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,004,000 | 1,132 |
| 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 | $33,814,000 | 3,169 |
| U.S. Government securities | $33,814,000 | 2,363 |
| U.S. Treasury securities | $5,017,000 | 349 |
| U.S. Government agency obligations | $28,797,000 | 2,653 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $33,814,000 | 1,497 |
| Mortgage-backed securities | $1,865,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $1,865,000 | 4,711 |
| Issued or guaranteed by U.S. | $1,865,000 | 4,696 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,814,000 | 2,831 |
| Total debt securities | $33,814,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,993,000 | 797 |
| 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 | $38,887,000 | 2,855 |
| U.S. Government securities | $38,887,000 | 2,137 |
| U.S. Treasury securities | $3,024,000 | 410 |
| U.S. Government agency obligations | $35,863,000 | 2,223 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $38,887,000 | 1,353 |
| Mortgage-backed securities | $1,892,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,786 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $38,887,000 | 2,550 |
| Total debt securities | $38,887,000 | 2,827 |
| 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 | $33,830,000 | 3,166 |
| U.S. Government securities | $33,830,000 | 2,400 |
| U.S. Treasury securities | $5,037,000 | 276 |
| U.S. Government agency obligations | $28,793,000 | 2,697 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $31,179,000 | 1,643 |
| Mortgage-backed securities | $2,051,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 4,720 |
| Issued or guaranteed by U.S. | $2,051,000 | 4,705 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,830,000 | 2,814 |
| Total debt securities | $33,829,000 | 3,121 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 621 |
| Fair value | $2,003,000 | 665 |
| 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 | $25,402,000 | 3,779 |
| U.S. Government securities | $25,402,000 | 2,923 |
| U.S. Treasury securities | $11,005,000 | 160 |
| U.S. Government agency obligations | $14,397,000 | 4,207 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $25,250,000 | 1,926 |
| Mortgage-backed securities | $2,002,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 4,694 |
| Issued or guaranteed by U.S. | $2,002,000 | 4,679 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $25,402,000 | 3,367 |
| Total debt securities | $25,401,000 | 3,746 |
| 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 | $25,234,000 | 3,853 |
| U.S. Government securities | $25,234,000 | 2,993 |
| U.S. Treasury securities | $11,006,000 | 160 |
| U.S. Government agency obligations | $14,228,000 | 4,279 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $25,082,000 | 1,893 |
| Mortgage-backed securities | $1,957,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,703 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $25,234,000 | 3,440 |
| Total debt securities | $25,234,000 | 3,806 |
| 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 | $18,621,000 | 4,600 |
| U.S. Government securities | $18,621,000 | 3,695 |
| U.S. Treasury securities | $9,328,000 | 193 |
| U.S. Government agency obligations | $9,293,000 | 5,181 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $18,467,000 | 2,346 |
| Mortgage-backed securities | $2,055,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $2,055,000 | 4,591 |
| Issued or guaranteed by U.S. | $2,055,000 | 4,570 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $18,621,000 | 4,123 |
| Total debt securities | $18,620,000 | 4,537 |
| 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 | $23,553,000 | 4,034 |
| U.S. Government securities | $23,553,000 | 3,211 |
| U.S. Treasury securities | $13,271,000 | 169 |
| U.S. Government agency obligations | $10,282,000 | 5,096 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $22,377,000 | 2,027 |
| Mortgage-backed securities | $2,139,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 4,288 |
| Issued or guaranteed by U.S. | $2,139,000 | 4,272 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $23,553,000 | 3,582 |
| Total debt securities | $23,553,000 | 3,984 |
| 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 | $26,385,000 | 3,743 |
| U.S. Government securities | $26,385,000 | 2,976 |
| U.S. Treasury securities | $15,208,000 | 150 |
| U.S. Government agency obligations | $11,177,000 | 5,024 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $25,200,000 | 1,815 |
| Mortgage-backed securities | $2,103,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $2,103,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,103,000 | 4,131 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $26,385,000 | 3,311 |
| Total debt securities | $26,384,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,863 |
| Fair value | $1,000,000 | 1,732 |
| 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 | $22,202,000 | 4,187 |
| U.S. Government securities | $22,202,000 | 3,387 |
| U.S. Treasury securities | $12,141,000 | 206 |
| U.S. Government agency obligations | $10,061,000 | 5,267 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $22,053,000 | 2,021 |
| Mortgage-backed securities | $2,071,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,115 |
| 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) | $1,000,000 | 2,750 |
| Available-for-sale securities (fair market value) | $21,202,000 | 3,805 |
| Total debt securities | $22,202,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $1,000,000 | 1,774 |
| 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 | $30,043,000 | 3,447 |
| U.S. Government securities | $30,043,000 | 2,692 |
| U.S. Treasury securities | $14,882,000 | 202 |
| U.S. Government agency obligations | $15,161,000 | 4,297 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $27,798,000 | 1,680 |
| Mortgage-backed securities | $2,156,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,156,000 | 4,072 |
| 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) | $1,000,000 | 2,791 |
| Available-for-sale securities (fair market value) | $29,043,000 | 3,074 |
| Total debt securities | $30,043,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,061 |
| Fair value | $2,998,000 | 1,029 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $29,485,000 | 3,517 |
| U.S. Government securities | $29,485,000 | 2,766 |
| U.S. Treasury securities | $12,855,000 | 236 |
| U.S. Government agency obligations | $16,630,000 | 4,106 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $26,738,000 | 1,734 |
| Mortgage-backed securities | $2,165,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $2,165,000 | 4,089 |
| Issued or guaranteed by U.S. | $2,165,000 | 4,077 |
| 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) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $28,485,000 | 3,144 |
| Total debt securities | $29,485,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,136 |
| Fair value | $2,996,000 | 1,099 |
| 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 | $25,458,000 | 3,919 |
| U.S. Government securities | $25,458,000 | 3,147 |
| U.S. Treasury securities | $6,960,000 | 369 |
| U.S. Government agency obligations | $18,498,000 | 3,854 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $22,689,000 | 1,982 |
| Mortgage-backed securities | $1,097,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $1,097,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,097,000 | 4,712 |
| 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) | $1,000,000 | 2,908 |
| Available-for-sale securities (fair market value) | $24,458,000 | 3,515 |
| Total debt securities | $25,458,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 974 |
| Fair value | $3,987,000 | 943 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $28,268,000 | 3,635 |
| U.S. Government securities | $28,268,000 | 2,896 |
| U.S. Treasury securities | $8,885,000 | 338 |
| U.S. Government agency obligations | $19,383,000 | 3,737 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $25,473,000 | 1,764 |
| Mortgage-backed securities | $1,166,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 4,724 |
| Issued or guaranteed by U.S. | $1,166,000 | 4,700 |
| 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) | $1,000,000 | 2,942 |
| Available-for-sale securities (fair market value) | $27,268,000 | 3,254 |
| Total debt securities | $28,268,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 866 |
| Fair value | $4,938,000 | 831 |
| 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 | $28,411,000 | 3,692 |
| U.S. Government securities | $28,411,000 | 2,927 |
| U.S. Treasury securities | $10,918,000 | 310 |
| U.S. Government agency obligations | $17,493,000 | 4,044 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $23,596,000 | 1,881 |
| Mortgage-backed securities | $1,205,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $1,205,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,205,000 | 4,704 |
| 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) | $4,987,000 | 1,934 |
| Available-for-sale securities (fair market value) | $23,424,000 | 3,643 |
| Total debt securities | $28,411,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,968,000 | 1,260 |
| 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 | $29,243,000 | 3,635 |
| U.S. Government securities | $29,243,000 | 2,853 |
| U.S. Treasury securities | $9,890,000 | 354 |
| U.S. Government agency obligations | $19,353,000 | 3,763 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $19,647,000 | 2,154 |
| Mortgage-backed securities | $1,218,000 | 5,273 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,738 |
| 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) | $6,939,000 | 1,705 |
| Available-for-sale securities (fair market value) | $22,304,000 | 3,740 |
| Total debt securities | $29,244,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 737 |
| Fair value | $5,941,000 | 729 |
| 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 | $29,423,000 | 3,595 |
| U.S. Government securities | $29,423,000 | 2,808 |
| U.S. Treasury securities | $9,933,000 | 339 |
| U.S. Government agency obligations | $19,490,000 | 3,706 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $19,768,000 | 2,121 |
| Mortgage-backed securities | $1,248,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $1,248,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,248,000 | 4,760 |
| 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) | $5,983,000 | 1,824 |
| Available-for-sale securities (fair market value) | $23,440,000 | 3,609 |
| Total debt securities | $29,424,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 723 |
| Fair value | $5,962,000 | 710 |
| 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 | $30,497,000 | 3,538 |
| U.S. Government securities | $30,497,000 | 2,769 |
| U.S. Treasury securities | $10,942,000 | 315 |
| U.S. Government agency obligations | $19,555,000 | 3,723 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $18,848,000 | 2,200 |
| Mortgage-backed securities | $1,268,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,268,000 | 4,805 |
| 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) | $6,998,000 | 1,738 |
| Available-for-sale securities (fair market value) | $23,499,000 | 3,637 |
| Total debt securities | $30,498,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 718 |
| Fair value | $5,974,000 | 711 |
| 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 | $30,337,000 | 3,590 |
| U.S. Government securities | $30,337,000 | 2,829 |
| U.S. Treasury securities | $11,930,000 | 328 |
| U.S. Government agency obligations | $18,407,000 | 3,952 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $17,792,000 | 2,291 |
| Mortgage-backed securities | $1,242,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,900 |
| 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) | $8,988,000 | 1,541 |
| Available-for-sale securities (fair market value) | $21,349,000 | 3,934 |
| Total debt securities | $30,337,000 | 3,533 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 720 |
| Fair value | $5,943,000 | 702 |
| 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 | $35,597,000 | 3,190 |
| U.S. Government securities | $35,597,000 | 2,488 |
| U.S. Treasury securities | $15,942,000 | 269 |
| U.S. Government agency obligations | $19,655,000 | 3,783 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $19,897,000 | 2,073 |
| Mortgage-backed securities | $1,271,000 | 5,464 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 4,923 |
| Issued or guaranteed by U.S. | $1,271,000 | 4,910 |
| 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) | $9,973,000 | 1,488 |
| Available-for-sale securities (fair market value) | $25,624,000 | 3,497 |
| Total debt securities | $35,597,000 | 3,141 |
| Structured notes | ||
| Amortized cost | $7,997,000 | 516 |
| Fair value | $7,984,000 | 509 |
| 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 | $36,710,000 | 3,112 |
| U.S. Government securities | $36,710,000 | 2,385 |
| U.S. Treasury securities | $17,953,000 | 242 |
| U.S. Government agency obligations | $18,757,000 | 3,855 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $20,940,000 | 1,959 |
| Mortgage-backed securities | $1,283,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $1,283,000 | 4,934 |
| Issued or guaranteed by U.S. | $1,283,000 | 4,923 |
| 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) | $12,972,000 | 1,280 |
| Available-for-sale securities (fair market value) | $23,738,000 | 3,679 |
| Total debt securities | $36,710,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 709 |
| Fair value | $5,998,000 | 702 |
| 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 | $35,366,000 | 3,236 |
| U.S. Government securities | $35,366,000 | 2,503 |
| U.S. Treasury securities | $16,935,000 | 272 |
| U.S. Government agency obligations | $18,431,000 | 3,966 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $16,860,000 | 2,314 |
| Mortgage-backed securities | $1,239,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $1,239,000 | 5,039 |
| Issued or guaranteed by U.S. | $1,239,000 | 5,026 |
| 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) | $12,963,000 | 1,287 |
| Available-for-sale securities (fair market value) | $22,403,000 | 3,878 |
| Total debt securities | $35,365,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 701 |
| Fair value | $5,946,000 | 679 |
| 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 | $33,355,000 | 3,377 |
| U.S. Government securities | $33,355,000 | 2,602 |
| U.S. Treasury securities | $14,996,000 | 289 |
| U.S. Government agency obligations | $18,359,000 | 3,918 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $18,023,000 | 2,187 |
| Mortgage-backed securities | $1,308,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $1,308,000 | 5,027 |
| Issued or guaranteed by U.S. | $1,308,000 | 5,013 |
| 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) | $10,985,000 | 1,375 |
| Available-for-sale securities (fair market value) | $22,370,000 | 3,885 |
| Total debt securities | $33,357,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 712 |
| Fair value | $5,013,000 | 704 |
| 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 | $33,971,000 | 3,393 |
| U.S. Government securities | $33,971,000 | 2,632 |
| U.S. Treasury securities | $13,994,000 | 325 |
| U.S. Government agency obligations | $19,977,000 | 3,780 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $16,001,000 | 2,346 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,989,000 | 1,471 |
| Available-for-sale securities (fair market value) | $23,982,000 | 3,747 |
| Total debt securities | $33,971,000 | 3,339 |
| 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 | $35,108,000 | 3,246 |
| U.S. Government securities | $35,108,000 | 2,521 |
| U.S. Treasury securities | $10,020,000 | 418 |
| U.S. Government agency obligations | $25,088,000 | 3,118 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $14,075,000 | 2,457 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,005,000 | 1,654 |
| Available-for-sale securities (fair market value) | $27,103,000 | 3,391 |
| Total debt securities | $35,108,000 | 3,174 |
| 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 | $32,178,000 | 3,371 |
| U.S. Government securities | $32,178,000 | 2,585 |
| U.S. Treasury securities | $9,037,000 | 445 |
| U.S. Government agency obligations | $23,141,000 | 3,197 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $12,118,000 | 2,700 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,022,000 | 1,776 |
| Available-for-sale securities (fair market value) | $25,156,000 | 3,478 |
| Total debt securities | $32,178,000 | 3,295 |
| 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 | $37,193,000 | 3,002 |
| U.S. Government securities | $37,193,000 | 2,297 |
| U.S. Treasury securities | $15,020,000 | 326 |
| U.S. Government agency obligations | $22,173,000 | 3,276 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $12,165,000 | 2,695 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,013,000 | 1,247 |
| Available-for-sale securities (fair market value) | $24,180,000 | 3,554 |
| Total debt securities | $37,193,000 | 2,919 |
| 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 | $30,233,000 | 3,512 |
| U.S. Government securities | $30,233,000 | 2,686 |
| U.S. Treasury securities | $12,040,000 | 389 |
| U.S. Government agency obligations | $18,193,000 | 3,780 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $12,193,000 | 2,689 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,019,000 | 1,278 |
| Available-for-sale securities (fair market value) | $17,214,000 | 4,381 |
| Total debt securities | $30,233,000 | 3,438 |
| 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 | $25,174,000 | 3,836 |
| U.S. Government securities | $23,171,000 | 3,142 |
| U.S. Treasury securities | $9,986,000 | 471 |
| U.S. Government agency obligations | $13,185,000 | 4,521 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,328 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,122,000 | 2,946 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,014,000 | 894 |
| Available-for-sale securities (fair market value) | $4,160,000 | 7,238 |
| Total debt securities | $25,174,000 | 3,751 |
| 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 | $43,953,000 | 2,454 |
| U.S. Government securities | $41,889,000 | 1,907 |
| U.S. Treasury securities | $17,947,000 | 384 |
| U.S. Government agency obligations | $23,942,000 | 2,943 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,396 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $56,000 | 7,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,007,000 | 3,666 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,954,000 | 858 |
| Available-for-sale securities (fair market value) | $15,999,000 | 4,426 |
| Total debt securities | $43,897,000 | 2,368 |
| 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 | $41,568,000 | 2,702 |
| U.S. Government securities | $35,491,000 | 2,345 |
| U.S. Treasury securities | $12,989,000 | 704 |
| U.S. Government agency obligations | $22,502,000 | 3,158 |
| Securities issued by states & political subdivisions | $6,019,000 | 2,576 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $58,000 | 7,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,000,000 | 3,662 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,007,000 | 1,080 |
| Available-for-sale securities (fair market value) | $17,561,000 | 4,254 |
| Total debt securities | $41,510,000 | 2,628 |
| 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 | $34,148,000 | 3,243 |
| U.S. Government securities | $31,072,000 | 2,738 |
| U.S. Treasury securities | $16,019,000 | 830 |
| U.S. Government agency obligations | $15,053,000 | 4,109 |
| Securities issued by states & political subdivisions | $3,005,000 | 3,975 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $71,000 | 6,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,500,000 | 2,515 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,005,000 | 1,574 |
| Available-for-sale securities (fair market value) | $17,143,000 | 4,243 |
| Total debt securities | $34,077,000 | 3,159 |
| 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 | $35,053,000 | 3,188 |
| U.S. Government securities | $34,993,000 | 2,561 |
| U.S. Treasury securities | $25,028,000 | 755 |
| U.S. Government agency obligations | $9,965,000 | 5,247 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 390 |
| Equity securities | $60,000 | 6,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000,000 | 2,669 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,011,000 | 1,796 |
| Available-for-sale securities (fair market value) | $17,042,000 | 4,082 |
| Total debt securities | $34,993,000 | 3,106 |
| 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 | $38,060,000 | 3,185 |
| U.S. Government securities | $38,000,000 | 2,544 |
| U.S. Treasury securities | $34,074,000 | 688 |
| U.S. Government agency obligations | $3,926,000 | 8,272 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $60,000 | 6,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 2,930 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,036,000 | 1,474 |
| Available-for-sale securities (fair market value) | $11,024,000 | 5,683 |
| Total debt securities | $38,000,000 | 3,081 |
| 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 | $47,166,000 | 2,684 |
| U.S. Government securities | $47,106,000 | 2,145 |
| U.S. Treasury securities | $47,106,000 | 600 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $60,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000,000 | 2,538 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,068,000 | 1,077 |
| Available-for-sale securities (fair market value) | $7,098,000 | 7,105 |
| Total debt securities | $47,106,000 | 2,607 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $50,124,000 | 2,613 |
| U.S. Government securities | $50,064,000 | 2,114 |
| U.S. Treasury securities | $50,064,000 | 694 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $60,000 | 6,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000,000 | 2,077 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,064,000 | 1,478 |
| Available-for-sale securities (fair market value) | $60,000 | 10,866 |
| Total debt securities | $50,064,000 | 2,551 |
| 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 | $48,307,000 | 2,884 |
| U.S. Government securities | $48,147,000 | 2,289 |
| U.S. Treasury securities | $48,147,000 | 780 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 2,757 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $48,247,000 | 2,806 |
| 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 | $43,441,000 | 3,136 |
| U.S. Government securities | $42,131,000 | 2,551 |
| U.S. Treasury securities | $42,131,000 | 889 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $1,250,000 | 6,106 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,685 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $43,381,000 | 3,063 |
| 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 |