Home > The Olpe State Bank > Securities
The Olpe State Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $12,136,000 | 4,027 |
| U.S. Government securities | $4,228,000 | 4,071 |
| U.S. Treasury securities | $1,115,000 | 1,704 |
| U.S. Government agency obligations | $3,113,000 | 3,987 |
| Securities issued by states & political subdivisions | $7,830,000 | 2,895 |
| 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 | $5,336,000 | 3,103 |
| Mortgage-backed securities | $1,928,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $482,000 | 3,692 |
| Issued or guaranteed by U.S. | $482,000 | 3,611 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,446,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,446,000 | 2,139 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $12,058,000 | 3,821 |
| Total debt securities | $12,059,000 | 4,009 |
| 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 | $12,599,000 | 3,983 |
| U.S. Government securities | $4,575,000 | 4,033 |
| U.S. Treasury securities | $1,117,000 | 1,596 |
| U.S. Government agency obligations | $3,458,000 | 3,957 |
| Securities issued by states & political subdivisions | $7,946,000 | 2,875 |
| 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 | $5,161,000 | 3,123 |
| Mortgage-backed securities | $2,274,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $537,000 | 3,687 |
| Issued or guaranteed by U.S. | $537,000 | 3,597 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,737,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,737,000 | 2,051 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $12,521,000 | 3,777 |
| Total debt securities | $12,521,000 | 3,965 |
| 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 | $12,930,000 | 3,908 |
| U.S. Government securities | $5,107,000 | 3,887 |
| U.S. Treasury securities | $1,118,000 | 1,295 |
| U.S. Government agency obligations | $3,989,000 | 3,847 |
| Securities issued by states & political subdivisions | $7,747,000 | 2,869 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $2,806,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $604,000 | 3,665 |
| Issued or guaranteed by U.S. | $604,000 | 3,574 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,202,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,202,000 | 1,903 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,854,000 | 3,686 |
| Total debt securities | $12,854,000 | 3,885 |
| 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 | $13,105,000 | 3,826 |
| U.S. Government securities | $4,845,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,845,000 | 3,671 |
| Securities issued by states & political subdivisions | $8,184,000 | 2,801 |
| 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 | $3,822,000 | 3,309 |
| Mortgage-backed securities | $3,649,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $677,000 | 3,623 |
| Issued or guaranteed by U.S. | $677,000 | 3,539 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,972,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $2,972,000 | 1,794 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,029,000 | 3,609 |
| Total debt securities | $13,029,000 | 3,805 |
| 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 | $10,610,000 | 3,956 |
| U.S. Government securities | $4,561,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,561,000 | 3,710 |
| Securities issued by states & political subdivisions | $5,974,000 | 2,965 |
| 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 | $3,753,000 | 3,343 |
| Mortgage-backed securities | $4,561,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $742,000 | 3,607 |
| Issued or guaranteed by U.S. | $742,000 | 3,515 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,819,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,819,000 | 1,684 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $10,535,000 | 3,733 |
| Total debt securities | $10,535,000 | 3,939 |
| 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 | $10,731,000 | 3,942 |
| U.S. Government securities | $4,682,000 | 3,871 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,682,000 | 3,712 |
| Securities issued by states & political subdivisions | $5,975,000 | 2,922 |
| 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 | $4,169,000 | 3,300 |
| Mortgage-backed securities | $4,682,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $816,000 | 3,580 |
| Issued or guaranteed by U.S. | $816,000 | 3,486 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,866,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $3,866,000 | 1,715 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,657,000 | 3,712 |
| Total debt securities | $10,656,000 | 3,923 |
| 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 | $8,608,000 | 4,144 |
| U.S. Government securities | $4,391,000 | 3,959 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,391,000 | 3,798 |
| Securities issued by states & political subdivisions | $4,217,000 | 3,130 |
| 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 | $4,166,000 | 3,307 |
| Mortgage-backed securities | $4,391,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 3,490 |
| Issued or guaranteed by U.S. | $1,109,000 | 3,388 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,282,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $3,282,000 | 1,799 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,608,000 | 3,892 |
| Total debt securities | $8,608,000 | 4,118 |
| 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 | $7,889,000 | 4,258 |
| U.S. Government securities | $3,934,000 | 4,113 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,934,000 | 3,947 |
| Securities issued by states & political subdivisions | $3,955,000 | 3,184 |
| 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 | $3,936,000 | 3,400 |
| Mortgage-backed securities | $3,384,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 3,462 |
| Issued or guaranteed by U.S. | $1,172,000 | 3,366 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,212,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $2,212,000 | 2,009 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $7,889,000 | 4,008 |
| Total debt securities | $7,888,000 | 4,233 |
| 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 | $9,626,000 | 4,172 |
| U.S. Government securities | $4,876,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,876,000 | 3,897 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,057 |
| 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 | $4,936,000 | 3,301 |
| Mortgage-backed securities | $3,683,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 3,449 |
| Issued or guaranteed by U.S. | $1,266,000 | 3,358 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,417,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,417,000 | 1,988 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,626,000 | 3,910 |
| Total debt securities | $9,626,000 | 4,145 |
| 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 | $10,052,000 | 4,197 |
| U.S. Government securities | $5,442,000 | 4,044 |
| U.S. Treasury securities | $300,000 | 1,403 |
| U.S. Government agency obligations | $5,142,000 | 3,927 |
| Securities issued by states & political subdivisions | $4,610,000 | 3,129 |
| 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 | $5,029,000 | 3,322 |
| Mortgage-backed securities | $3,644,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $1,358,000 | 3,427 |
| Issued or guaranteed by U.S. | $1,358,000 | 3,347 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,286,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,286,000 | 1,980 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,052,000 | 3,929 |
| Total debt securities | $10,051,000 | 4,175 |
| 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 | $10,313,000 | 4,229 |
| U.S. Government securities | $5,616,000 | 4,076 |
| U.S. Treasury securities | $599,000 | 1,330 |
| U.S. Government agency obligations | $5,017,000 | 4,005 |
| Securities issued by states & political subdivisions | $4,697,000 | 3,176 |
| 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 | $5,173,000 | 3,358 |
| Mortgage-backed securities | $3,529,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $1,438,000 | 3,426 |
| Issued or guaranteed by U.S. | $1,438,000 | 3,341 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,091,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,091,000 | 2,021 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,313,000 | 3,960 |
| Total debt securities | $10,312,000 | 4,208 |
| 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 | $10,225,000 | 4,276 |
| U.S. Government securities | $5,519,000 | 4,133 |
| U.S. Treasury securities | $597,000 | 1,342 |
| U.S. Government agency obligations | $4,922,000 | 4,057 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,234 |
| 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 | $4,976,000 | 3,424 |
| Mortgage-backed securities | $3,399,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 3,419 |
| Issued or guaranteed by U.S. | $1,509,000 | 3,349 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,890,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,890,000 | 2,062 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,225,000 | 3,996 |
| Total debt securities | $10,224,000 | 4,256 |
| 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 | $11,333,000 | 4,245 |
| U.S. Government securities | $6,007,000 | 4,118 |
| U.S. Treasury securities | $595,000 | 1,337 |
| U.S. Government agency obligations | $5,412,000 | 4,055 |
| Securities issued by states & political subdivisions | $5,326,000 | 3,169 |
| 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 | $5,673,000 | 3,331 |
| Mortgage-backed securities | $3,603,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 3,433 |
| Issued or guaranteed by U.S. | $1,604,000 | 3,405 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,999,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 2,022 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,333,000 | 3,965 |
| Total debt securities | $11,334,000 | 4,225 |
| 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 | $11,896,000 | 4,256 |
| U.S. Government securities | $6,285,000 | 4,105 |
| U.S. Treasury securities | $594,000 | 1,296 |
| U.S. Government agency obligations | $5,691,000 | 4,039 |
| Securities issued by states & political subdivisions | $5,611,000 | 3,175 |
| 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 | $6,025,000 | 3,320 |
| Mortgage-backed securities | $3,877,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 3,449 |
| Issued or guaranteed by U.S. | $1,722,000 | 3,285 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,155,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,155,000 | 2,001 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,896,000 | 3,978 |
| Total debt securities | $11,896,000 | 4,231 |
| 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 | $12,176,000 | 4,267 |
| U.S. Government securities | $6,561,000 | 4,136 |
| U.S. Treasury securities | $594,000 | 1,257 |
| U.S. Government agency obligations | $5,967,000 | 4,072 |
| Securities issued by states & political subdivisions | $5,615,000 | 3,228 |
| 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 | $5,911,000 | 3,392 |
| Mortgage-backed securities | $4,150,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 3,465 |
| Issued or guaranteed by U.S. | $1,834,000 | 3,458 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,316,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,316,000 | 1,955 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $12,176,000 | 3,983 |
| Total debt securities | $12,176,000 | 4,243 |
| 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 | $11,812,000 | 4,343 |
| U.S. Government securities | $6,295,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,295,000 | 4,072 |
| Securities issued by states & political subdivisions | $5,517,000 | 3,300 |
| 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 | $5,742,000 | 3,460 |
| Mortgage-backed securities | $4,463,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 3,466 |
| Issued or guaranteed by U.S. | $1,976,000 | 3,458 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,487,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,487,000 | 1,893 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,812,000 | 4,059 |
| Total debt securities | $11,812,000 | 4,321 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $11,703,000 | 4,399 |
| U.S. Government securities | $5,926,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,926,000 | 4,212 |
| Securities issued by states & political subdivisions | $5,777,000 | 3,295 |
| 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 | $6,220,000 | 3,435 |
| Mortgage-backed securities | $4,081,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $1,930,000 | 3,539 |
| Issued or guaranteed by U.S. | $1,930,000 | 3,533 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,151,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,151,000 | 1,990 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,703,000 | 4,118 |
| Total debt securities | $11,703,000 | 4,378 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $10,352,000 | 4,590 |
| U.S. Government securities | $3,590,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,590,000 | 4,589 |
| Securities issued by states & political subdivisions | $6,762,000 | 3,164 |
| 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 | $4,137,000 | 3,814 |
| Mortgage-backed securities | $2,941,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $1,213,000 | 3,833 |
| Issued or guaranteed by U.S. | $1,213,000 | 3,827 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,728,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,728,000 | 2,131 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $10,352,000 | 4,287 |
| Total debt securities | $10,353,000 | 4,564 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,862,000 | 4,666 |
| U.S. Government securities | $3,131,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,131,000 | 4,716 |
| Securities issued by states & political subdivisions | $6,731,000 | 3,214 |
| 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 | $3,923,000 | 3,910 |
| Mortgage-backed securities | $3,131,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $1,292,000 | 3,872 |
| Issued or guaranteed by U.S. | $1,292,000 | 3,868 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,839,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,839,000 | 2,129 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,862,000 | 4,364 |
| Total debt securities | $9,862,000 | 4,643 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,177,000 | 4,753 |
| U.S. Government securities | $3,132,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,132,000 | 4,740 |
| Securities issued by states & political subdivisions | $6,045,000 | 3,331 |
| 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 | $3,726,000 | 3,967 |
| Mortgage-backed securities | $3,132,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $1,154,000 | 3,937 |
| Issued or guaranteed by U.S. | $1,154,000 | 3,930 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,978,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,089 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,177,000 | 4,438 |
| Total debt securities | $9,177,000 | 4,729 |
| 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 | $9,164,000 | 4,781 |
| U.S. Government securities | $3,199,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,199,000 | 4,781 |
| Securities issued by states & political subdivisions | $5,965,000 | 3,365 |
| 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 | $3,852,000 | 3,999 |
| Mortgage-backed securities | $3,199,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $1,563,000 | 3,849 |
| Issued or guaranteed by U.S. | $1,563,000 | 3,846 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,636,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,636,000 | 2,227 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,164,000 | 4,443 |
| Total debt securities | $9,165,000 | 4,754 |
| 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 | $8,935,000 | 4,875 |
| U.S. Government securities | $2,812,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,812,000 | 4,956 |
| Securities issued by states & political subdivisions | $6,123,000 | 3,358 |
| 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 | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,887,000 | 4,064 |
| Mortgage-backed securities | $2,812,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 3,935 |
| Issued or guaranteed by U.S. | $1,373,000 | 3,930 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,439,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $1,439,000 | 2,308 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,935,000 | 4,527 |
| Total debt securities | $8,936,000 | 4,850 |
| 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 | $9,107,000 | 4,924 |
| U.S. Government securities | $3,223,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,223,000 | 4,981 |
| Securities issued by states & political subdivisions | $5,884,000 | 3,373 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,636,000 | 4,174 |
| Mortgage-backed securities | $2,974,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $1,450,000 | 3,945 |
| Issued or guaranteed by U.S. | $1,450,000 | 3,941 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,524,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,302 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,107,000 | 4,569 |
| Total debt securities | $9,106,000 | 4,901 |
| 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 | $8,928,000 | 5,015 |
| U.S. Government securities | $3,015,000 | 5,190 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,015,000 | 5,079 |
| Securities issued by states & political subdivisions | $5,913,000 | 3,386 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,535,000 | 4,231 |
| Mortgage-backed securities | $2,765,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 3,940 |
| Issued or guaranteed by U.S. | $1,521,000 | 3,936 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,244,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $1,244,000 | 2,423 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,928,000 | 4,654 |
| Total debt securities | $8,927,000 | 4,993 |
| 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 | $9,661,000 | 5,030 |
| U.S. Government securities | $3,346,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,346,000 | 5,125 |
| Securities issued by states & political subdivisions | $6,315,000 | 3,358 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,888,000 | 4,198 |
| Mortgage-backed securities | $2,496,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $1,761,000 | 3,918 |
| Issued or guaranteed by U.S. | $1,761,000 | 3,913 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $735,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $735,000 | 2,672 |
| 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) | $9,661,000 | 4,668 |
| Total debt securities | $9,660,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,618 |
| Fair value | $299,000 | 1,631 |
| 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 | $9,637,000 | 5,114 |
| U.S. Government securities | $3,751,000 | 5,264 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,751,000 | 5,148 |
| Securities issued by states & political subdivisions | $5,886,000 | 3,452 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,826,000 | 4,269 |
| Mortgage-backed securities | $2,660,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 3,961 |
| Issued or guaranteed by U.S. | $1,876,000 | 3,956 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $784,000 | 2,783 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,698 |
| 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) | $9,637,000 | 4,746 |
| Total debt securities | $9,637,000 | 5,092 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,540 |
| Fair value | $543,000 | 1,545 |
| 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 | $9,643,000 | 5,169 |
| U.S. Government securities | $3,901,000 | 5,313 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,901,000 | 5,204 |
| Securities issued by states & political subdivisions | $5,742,000 | 3,471 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,929,000 | 4,306 |
| Mortgage-backed securities | $2,855,000 | 4,129 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,018,000 | 3,979 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $837,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 2,716 |
| 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) | $9,643,000 | 4,805 |
| Total debt securities | $9,643,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,818 |
| Fair value | $447,000 | 1,819 |
| 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 | $10,334,000 | 5,178 |
| U.S. Government securities | $4,493,000 | 5,308 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,493,000 | 5,194 |
| Securities issued by states & political subdivisions | $5,841,000 | 3,495 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,878,000 | 4,388 |
| Mortgage-backed securities | $3,501,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,023 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,017 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,378,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,541 |
| 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) | $10,334,000 | 4,793 |
| Total debt securities | $10,334,000 | 5,155 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,079 |
| Fair value | $197,000 | 2,090 |
| 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 | $9,657,000 | 5,339 |
| U.S. Government securities | $3,481,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,481,000 | 5,462 |
| Securities issued by states & political subdivisions | $6,176,000 | 3,462 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,775,000 | 4,459 |
| Mortgage-backed securities | $2,491,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $2,323,000 | 4,045 |
| Issued or guaranteed by U.S. | $2,323,000 | 4,042 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $168,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,180 |
| 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) | $9,657,000 | 4,953 |
| Total debt securities | $9,658,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,180 |
| Fair value | $198,000 | 2,190 |
| 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 | $9,940,000 | 5,365 |
| U.S. Government securities | $3,108,000 | 5,684 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,108,000 | 5,579 |
| Securities issued by states & political subdivisions | $6,832,000 | 3,397 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,340,000 | 4,364 |
| Mortgage-backed securities | $2,312,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $2,084,000 | 4,183 |
| Issued or guaranteed by U.S. | $2,084,000 | 4,181 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $228,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 3,173 |
| 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) | $9,940,000 | 4,974 |
| Total debt securities | $9,940,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $10,487,000 | 5,362 |
| U.S. Government securities | $3,679,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,679,000 | 5,534 |
| Securities issued by states & political subdivisions | $6,808,000 | 3,419 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,293,000 | 4,398 |
| Mortgage-backed securities | $2,482,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 4,181 |
| Issued or guaranteed by U.S. | $2,192,000 | 4,179 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $290,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,160 |
| 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) | $10,487,000 | 4,964 |
| Total debt securities | $10,485,000 | 5,340 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,300 |
| Fair value | $200,000 | 2,305 |
| 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 | $10,145,000 | 5,419 |
| U.S. Government securities | $3,649,000 | 5,674 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,649,000 | 5,583 |
| Securities issued by states & political subdivisions | $6,496,000 | 3,478 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,828,000 | 4,510 |
| Mortgage-backed securities | $2,660,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,165 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $355,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 3,115 |
| 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) | $10,145,000 | 5,031 |
| Total debt securities | $10,144,000 | 5,393 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,295 |
| Fair value | $199,000 | 2,299 |
| 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 | $9,450,000 | 5,550 |
| U.S. Government securities | $2,965,000 | 5,875 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,965,000 | 5,774 |
| Securities issued by states & political subdivisions | $6,446,000 | 3,500 |
| Other domestic debt securities | $39,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $39,000 | 440 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,749,000 | 4,585 |
| Mortgage-backed securities | $2,260,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $1,823,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,823,000 | 4,347 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $437,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,098 |
| 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) | $9,450,000 | 5,167 |
| Total debt securities | $9,412,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $9,752,000 | 5,526 |
| U.S. Government securities | $2,674,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,674,000 | 5,842 |
| Securities issued by states & political subdivisions | $7,036,000 | 3,384 |
| Other domestic debt securities | $42,000 | 2,727 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $42,000 | 449 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,751,000 | 4,594 |
| Mortgage-backed securities | $1,871,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,506 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,502 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $546,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 3,047 |
| 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) | $9,752,000 | 5,147 |
| Total debt securities | $9,710,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,490,000 | 5,499 |
| U.S. Government securities | $3,099,000 | 5,902 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,099,000 | 5,795 |
| Securities issued by states & political subdivisions | $7,345,000 | 3,306 |
| Other domestic debt securities | $46,000 | 2,722 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $46,000 | 445 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,992,000 | 4,578 |
| Mortgage-backed securities | $2,093,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,517,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,517,000 | 4,472 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $576,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 3,054 |
| 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) | $10,490,000 | 5,127 |
| Total debt securities | $10,444,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,436,000 | 5,495 |
| U.S. Government securities | $3,309,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,309,000 | 5,783 |
| Securities issued by states & political subdivisions | $7,081,000 | 3,324 |
| Other domestic debt securities | $46,000 | 2,718 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $46,000 | 420 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,000 | 4,571 |
| Mortgage-backed securities | $2,302,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 4,435 |
| Issued or guaranteed by U.S. | $1,698,000 | 4,434 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $604,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 3,089 |
| 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) | $10,436,000 | 5,122 |
| Total debt securities | $10,391,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,803,000 | 5,544 |
| U.S. Government securities | $3,846,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,846,000 | 5,805 |
| Securities issued by states & political subdivisions | $6,901,000 | 3,339 |
| Other domestic debt securities | $56,000 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $56,000 | 407 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,913,000 | 4,641 |
| Mortgage-backed securities | $2,536,000 | 4,729 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,489 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $633,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $633,000 | 3,150 |
| 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) | $10,803,000 | 5,157 |
| Total debt securities | $10,747,000 | 5,519 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,053,000 | 5,565 |
| U.S. Government securities | $4,050,000 | 5,947 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,050,000 | 5,848 |
| Securities issued by states & political subdivisions | $6,947,000 | 3,281 |
| Other domestic debt securities | $56,000 | 2,791 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $56,000 | 365 |
| 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 | $3,916,000 | 4,667 |
| Mortgage-backed securities | $2,738,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,462 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,461 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $658,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 3,153 |
| 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) | $145,000 | 2,451 |
| Available-for-sale securities (fair market value) | $10,908,000 | 5,192 |
| Total debt securities | $10,997,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,887,000 | 5,504 |
| U.S. Government securities | $4,875,000 | 5,897 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,875,000 | 5,794 |
| Securities issued by states & political subdivisions | $6,953,000 | 3,182 |
| Other domestic debt securities | $59,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $59,000 | 319 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 4,617 |
| Mortgage-backed securities | $2,960,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,420 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,417 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $689,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 3,164 |
| 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) | $145,000 | 2,506 |
| Available-for-sale securities (fair market value) | $11,742,000 | 5,112 |
| Total debt securities | $11,830,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,253,000 | 5,315 |
| U.S. Government securities | $5,747,000 | 5,712 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,747,000 | 5,603 |
| Securities issued by states & political subdivisions | $7,430,000 | 3,060 |
| Other domestic debt securities | $76,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $76,000 | 242 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,050,000 | 4,451 |
| Mortgage-backed securities | $3,222,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,509,000 | 4,283 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $713,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 3,008 |
| 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) | $145,000 | 2,613 |
| Available-for-sale securities (fair market value) | $13,108,000 | 4,917 |
| Total debt securities | $13,253,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,812 |
| Fair value | $301,000 | 2,825 |
| 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 | $13,697,000 | 5,228 |
| U.S. Government securities | $6,333,000 | 5,600 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,333,000 | 5,483 |
| Securities issued by states & political subdivisions | $7,284,000 | 3,020 |
| Other domestic debt securities | $80,000 | 2,748 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $80,000 | 230 |
| 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 | $3,880,000 | 4,509 |
| Mortgage-backed securities | $3,491,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,138 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $740,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,983 |
| 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) | $145,000 | 2,638 |
| Available-for-sale securities (fair market value) | $13,552,000 | 4,825 |
| Total debt securities | $13,617,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,889 |
| Fair value | $303,000 | 2,892 |
| 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 | $13,430,000 | 5,323 |
| U.S. Government securities | $6,733,000 | 5,667 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,733,000 | 5,548 |
| Securities issued by states & political subdivisions | $6,617,000 | 3,109 |
| Other domestic debt securities | $80,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $80,000 | 229 |
| 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 | $3,768,000 | 4,591 |
| Mortgage-backed securities | $2,474,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $2,345,000 | 4,260 |
| Issued or guaranteed by U.S. | $2,345,000 | 4,247 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $129,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,344 |
| 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) | $295,000 | 2,530 |
| Available-for-sale securities (fair market value) | $13,135,000 | 4,932 |
| Total debt securities | $13,354,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $503,000 | 2,846 |
| 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 | $12,925,000 | 5,398 |
| U.S. Government securities | $7,030,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,030,000 | 5,471 |
| Securities issued by states & political subdivisions | $5,810,000 | 3,261 |
| Other domestic debt securities | $85,000 | 2,753 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $85,000 | 226 |
| 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 | $3,656,000 | 4,622 |
| Mortgage-backed securities | $1,860,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,720,000 | 4,446 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $140,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 3,295 |
| 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) | $295,000 | 2,525 |
| Available-for-sale securities (fair market value) | $12,630,000 | 4,987 |
| Total debt securities | $12,840,000 | 5,379 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,720 |
| Fair value | $799,000 | 2,724 |
| 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 | $13,887,000 | 5,177 |
| U.S. Government securities | $7,289,000 | 5,400 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,289,000 | 5,284 |
| Securities issued by states & political subdivisions | $6,506,000 | 3,070 |
| Other domestic debt securities | $92,000 | 2,895 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $92,000 | 208 |
| 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 | $3,910,000 | 4,533 |
| Mortgage-backed securities | $1,768,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,611,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,611,000 | 4,404 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $157,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,253 |
| 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) | $295,000 | 2,557 |
| Available-for-sale securities (fair market value) | $13,592,000 | 4,782 |
| Total debt securities | $13,795,000 | 5,154 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $498,000 | 2,810 |
| 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 | $12,321,000 | 5,338 |
| U.S. Government securities | $7,991,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,991,000 | 5,091 |
| Securities issued by states & political subdivisions | $4,238,000 | 3,558 |
| Other domestic debt securities | $92,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $92,000 | 200 |
| 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 | $4,261,000 | 4,466 |
| Mortgage-backed securities | $1,704,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,525,000 | 4,433 |
| Issued or guaranteed by U.S. | $1,525,000 | 4,426 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $179,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 3,210 |
| 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) | $295,000 | 2,625 |
| Available-for-sale securities (fair market value) | $12,026,000 | 4,928 |
| Total debt securities | $12,229,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $506,000 | 2,821 |
| 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 | $12,012,000 | 5,404 |
| U.S. Government securities | $8,108,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,108,000 | 5,204 |
| Securities issued by states & political subdivisions | $3,810,000 | 3,617 |
| Other domestic debt securities | $94,000 | 2,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $94,000 | 197 |
| 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 | $3,852,000 | 4,671 |
| Mortgage-backed securities | $1,677,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $1,462,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,462,000 | 4,528 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $215,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,101 |
| 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) | $295,000 | 2,695 |
| Available-for-sale securities (fair market value) | $11,717,000 | 5,000 |
| Total debt securities | $11,918,000 | 5,389 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,615,000 | 5,522 |
| U.S. Government securities | $8,853,000 | 5,246 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,853,000 | 5,136 |
| Securities issued by states & political subdivisions | $2,665,000 | 4,007 |
| Other domestic debt securities | $97,000 | 3,025 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $97,000 | 200 |
| 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 | $3,869,000 | 4,723 |
| Mortgage-backed securities | $1,841,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,604,000 | 4,577 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $237,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 3,051 |
| 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) | $295,000 | 2,752 |
| Available-for-sale securities (fair market value) | $11,320,000 | 5,102 |
| Total debt securities | $11,517,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,885 |
| Fair value | $306,000 | 2,882 |
| 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 | $11,822,000 | 5,470 |
| U.S. Government securities | $9,295,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,295,000 | 5,015 |
| Securities issued by states & political subdivisions | $2,430,000 | 4,126 |
| Other domestic debt securities | $97,000 | 3,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $97,000 | 221 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,994,000 | 4,712 |
| Mortgage-backed securities | $2,029,000 | 4,988 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,745,000 | 4,600 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $284,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,010 |
| 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) | $295,000 | 2,808 |
| Available-for-sale securities (fair market value) | $11,527,000 | 5,057 |
| Total debt securities | $11,724,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,633 |
| Fair value | $304,000 | 2,633 |
| 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 | $11,744,000 | 5,525 |
| U.S. Government securities | $10,129,000 | 4,985 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,129,000 | 4,889 |
| Securities issued by states & political subdivisions | $1,514,000 | 4,604 |
| Other domestic debt securities | $101,000 | 3,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $101,000 | 232 |
| 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 | $4,032,000 | 4,713 |
| Mortgage-backed securities | $1,895,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $1,603,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,603,000 | 4,770 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $292,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,016 |
| 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) | $294,000 | 2,886 |
| Available-for-sale securities (fair market value) | $11,450,000 | 5,109 |
| Total debt securities | $11,643,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,522,000 | 5,567 |
| U.S. Government securities | $9,920,000 | 4,998 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,920,000 | 4,902 |
| Securities issued by states & political subdivisions | $1,602,000 | 4,536 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,245,000 | 4,638 |
| Mortgage-backed securities | $2,048,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,756 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $296,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 3,005 |
| 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) | $295,000 | 2,927 |
| Available-for-sale securities (fair market value) | $11,227,000 | 5,126 |
| Total debt securities | $11,521,000 | 5,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,934,000 | 5,553 |
| U.S. Government securities | $10,620,000 | 4,968 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,620,000 | 4,879 |
| Securities issued by states & political subdivisions | $1,314,000 | 4,638 |
| 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 | $3,970,000 | 4,828 |
| Mortgage-backed securities | $2,243,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,943,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,943,000 | 4,764 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $300,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,028 |
| 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) | $294,000 | 2,962 |
| Available-for-sale securities (fair market value) | $11,640,000 | 5,109 |
| Total debt securities | $11,940,000 | 5,509 |
| 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 | $13,427,000 | 5,338 |
| U.S. Government securities | $12,219,000 | 4,732 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,219,000 | 4,647 |
| Securities issued by states & political subdivisions | $1,208,000 | 4,667 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,192,000 | 4,794 |
| Mortgage-backed securities | $2,375,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,709 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,695 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $301,000 | 3,340 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,010 |
| 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) | $294,000 | 2,997 |
| Available-for-sale securities (fair market value) | $13,133,000 | 4,879 |
| Total debt securities | $13,428,000 | 5,299 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $12,188,000 | 5,503 |
| U.S. Government securities | $10,895,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,895,000 | 4,827 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,600 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,363,000 | 4,725 |
| Mortgage-backed securities | $1,236,000 | 5,455 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 5,047 |
| Issued or guaranteed by U.S. | $1,217,000 | 5,033 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,245 |
| 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) | $294,000 | 3,019 |
| Available-for-sale securities (fair market value) | $11,894,000 | 5,036 |
| Total debt securities | $12,187,000 | 5,465 |
| 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 | $12,067,000 | 5,572 |
| U.S. Government securities | $10,974,000 | 4,934 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,974,000 | 4,853 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,773 |
| 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 | $4,458,000 | 4,692 |
| Mortgage-backed securities | $1,309,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 5,019 |
| Issued or guaranteed by U.S. | $1,269,000 | 5,000 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $40,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,234 |
| 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) | $12,067,000 | 5,071 |
| Total debt securities | $12,068,000 | 5,513 |
| 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 | $12,809,000 | 5,461 |
| U.S. Government securities | $11,704,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,704,000 | 4,711 |
| Securities issued by states & political subdivisions | $1,105,000 | 4,783 |
| 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 | $4,569,000 | 4,616 |
| Mortgage-backed securities | $1,444,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,380,000 | 4,920 |
| Issued or guaranteed by U.S. | $1,380,000 | 4,898 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $64,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,178 |
| 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) | $12,809,000 | 4,969 |
| Total debt securities | $12,810,000 | 5,390 |
| 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 | $12,359,000 | 5,615 |
| U.S. Government securities | $11,266,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,266,000 | 4,906 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,812 |
| 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 | $4,482,000 | 4,673 |
| Mortgage-backed securities | $1,198,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 4,853 |
| Issued or guaranteed by U.S. | $1,114,000 | 4,833 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $84,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,082 |
| 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) | $12,359,000 | 5,047 |
| Total debt securities | $12,359,000 | 5,560 |
| 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 | $12,171,000 | 5,699 |
| U.S. Government securities | $11,192,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,192,000 | 5,019 |
| Securities issued by states & political subdivisions | $979,000 | 4,924 |
| 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 | $4,264,000 | 4,762 |
| Mortgage-backed securities | $1,047,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $942,000 | 4,852 |
| Issued or guaranteed by U.S. | $942,000 | 4,837 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $105,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,009 |
| 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) | $12,171,000 | 5,122 |
| Total debt securities | $12,171,000 | 5,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,446,000 | 5,832 |
| U.S. Government securities | $10,171,000 | 5,352 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,171,000 | 5,246 |
| Securities issued by states & political subdivisions | $1,275,000 | 4,689 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,232,000 | 4,807 |
| Mortgage-backed securities | $650,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $522,000 | 5,226 |
| Issued or guaranteed by U.S. | $522,000 | 5,208 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $128,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,958 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,446,000 | 5,239 |
| Total debt securities | $11,445,000 | 5,774 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,734,000 | 5,976 |
| U.S. Government securities | $9,454,000 | 5,552 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,454,000 | 5,432 |
| Securities issued by states & political subdivisions | $1,280,000 | 4,724 |
| 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 | $4,442,000 | 4,755 |
| Mortgage-backed securities | $211,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,959 |
| Issued or guaranteed by U.S. | $61,000 | 5,934 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $150,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,930 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,734,000 | 5,345 |
| Total debt securities | $10,734,000 | 5,920 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $11,834,000 | 5,812 |
| U.S. Government securities | $10,452,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,452,000 | 5,257 |
| Securities issued by states & political subdivisions | $1,382,000 | 4,676 |
| 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 | $4,236,000 | 4,828 |
| Mortgage-backed securities | $238,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,958 |
| Issued or guaranteed by U.S. | $65,000 | 5,932 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $173,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 2,917 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,834,000 | 5,198 |
| Total debt securities | $11,835,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,621,000 | 5,725 |
| U.S. Government securities | $10,699,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,699,000 | 5,241 |
| Securities issued by states & political subdivisions | $1,922,000 | 4,354 |
| 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 | $4,349,000 | 4,825 |
| Mortgage-backed securities | $272,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,971 |
| Issued or guaranteed by U.S. | $75,000 | 5,939 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $197,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,859 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,621,000 | 5,086 |
| Total debt securities | $12,620,000 | 5,673 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $10,779,000 | 6,076 |
| U.S. Government securities | $8,555,000 | 5,897 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,555,000 | 5,760 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,174 |
| 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 | $4,484,000 | 4,790 |
| Mortgage-backed securities | $307,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $88,000 | 5,974 |
| Issued or guaranteed by U.S. | $88,000 | 5,946 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $219,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,819 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $10,779,000 | 5,405 |
| Total debt securities | $10,779,000 | 6,017 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $11,753,000 | 5,931 |
| U.S. Government securities | $9,002,000 | 5,837 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,002,000 | 5,696 |
| Securities issued by states & political subdivisions | $2,751,000 | 3,923 |
| 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 | $4,011,000 | 4,941 |
| Mortgage-backed securities | $343,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,976 |
| Issued or guaranteed by U.S. | $99,000 | 5,952 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $244,000 | 3,099 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,797 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,753,000 | 5,257 |
| Total debt securities | $11,753,000 | 5,873 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,321,000 | 6,056 |
| U.S. Government securities | $8,262,000 | 5,994 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,262,000 | 5,841 |
| Securities issued by states & political subdivisions | $3,059,000 | 3,805 |
| 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 | $4,019,000 | 4,935 |
| Mortgage-backed securities | $381,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,006 |
| Issued or guaranteed by U.S. | $111,000 | 5,980 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $270,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,785 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,321,000 | 5,355 |
| Total debt securities | $11,319,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,817,000 | 5,952 |
| U.S. Government securities | $8,435,000 | 5,951 |
| U.S. Treasury securities | $200,000 | 1,641 |
| U.S. Government agency obligations | $8,235,000 | 5,860 |
| Securities issued by states & political subdivisions | $3,382,000 | 3,660 |
| 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 | $4,492,000 | 4,766 |
| Mortgage-backed securities | $427,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,993 |
| Issued or guaranteed by U.S. | $129,000 | 5,973 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $298,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,777 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,817,000 | 5,245 |
| Total debt securities | $11,817,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,679,000 | 6,025 |
| U.S. Government securities | $7,784,000 | 6,186 |
| U.S. Treasury securities | $199,000 | 1,714 |
| U.S. Government agency obligations | $7,585,000 | 6,102 |
| Securities issued by states & political subdivisions | $3,895,000 | 3,447 |
| 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 | $4,552,000 | 4,732 |
| Mortgage-backed securities | $608,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,995 |
| Issued or guaranteed by U.S. | $151,000 | 5,967 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $457,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,693 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,679,000 | 5,296 |
| Total debt securities | $11,679,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,483,000 | 6,155 |
| U.S. Government securities | $7,589,000 | 6,301 |
| U.S. Treasury securities | $198,000 | 1,838 |
| U.S. Government agency obligations | $7,391,000 | 6,211 |
| Securities issued by states & political subdivisions | $3,894,000 | 3,439 |
| 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 | $4,534,000 | 4,772 |
| Mortgage-backed securities | $767,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $175,000 | 6,017 |
| Issued or guaranteed by U.S. | $175,000 | 5,992 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $592,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 2,614 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,483,000 | 5,406 |
| Total debt securities | $11,483,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,807,000 | 6,124 |
| U.S. Government securities | $7,698,000 | 6,268 |
| U.S. Treasury securities | $198,000 | 1,845 |
| U.S. Government agency obligations | $7,500,000 | 6,178 |
| Securities issued by states & political subdivisions | $4,109,000 | 3,371 |
| 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 | $4,574,000 | 4,753 |
| Mortgage-backed securities | $808,000 | 5,775 |
| Certificates of participation in pools of residential mortgages | $196,000 | 6,012 |
| Issued or guaranteed by U.S. | $196,000 | 5,994 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $612,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,647 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,807,000 | 5,360 |
| Total debt securities | $11,807,000 | 6,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,697,000 | 6,351 |
| U.S. Government securities | $5,938,000 | 6,843 |
| U.S. Treasury securities | $199,000 | 1,864 |
| U.S. Government agency obligations | $5,739,000 | 6,745 |
| Securities issued by states & political subdivisions | $4,759,000 | 3,136 |
| 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 | $4,282,000 | 4,853 |
| Mortgage-backed securities | $842,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,996 |
| Issued or guaranteed by U.S. | $226,000 | 5,981 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $616,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 2,665 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,697,000 | 5,593 |
| Total debt securities | $10,697,000 | 6,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,652,000 | 6,440 |
| U.S. Government securities | $5,546,000 | 7,032 |
| U.S. Treasury securities | $199,000 | 1,982 |
| U.S. Government agency obligations | $5,347,000 | 6,933 |
| Securities issued by states & political subdivisions | $5,106,000 | 3,035 |
| 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 | $4,350,000 | 4,826 |
| Mortgage-backed securities | $878,000 | 5,819 |
| Certificates of participation in pools of residential mortgages | $265,000 | 6,001 |
| Issued or guaranteed by U.S. | $265,000 | 5,988 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $613,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,715 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,652,000 | 5,687 |
| Total debt securities | $10,651,000 | 6,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,610,000 | 6,658 |
| U.S. Government securities | $4,899,000 | 7,201 |
| U.S. Treasury securities | $202,000 | 1,941 |
| U.S. Government agency obligations | $4,697,000 | 7,111 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,188 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,443,000 | 4,745 |
| Mortgage-backed securities | $962,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,914 |
| Issued or guaranteed by U.S. | $337,000 | 5,898 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $625,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 2,767 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,610,000 | 5,919 |
| Total debt securities | $9,610,000 | 6,570 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,434,000 | 6,522 |
| U.S. Government securities | $5,845,000 | 6,987 |
| U.S. Treasury securities | $200,000 | 2,093 |
| U.S. Government agency obligations | $5,645,000 | 6,856 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,247 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,626,000 | 4,618 |
| Mortgage-backed securities | $1,011,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,888 |
| Issued or guaranteed by U.S. | $394,000 | 5,869 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $617,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,910 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,434,000 | 5,772 |
| Total debt securities | $10,434,000 | 6,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,659,000 | 6,400 |
| U.S. Government securities | $5,387,000 | 7,019 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,387,000 | 6,838 |
| Securities issued by states & political subdivisions | $5,272,000 | 3,012 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,595,000 | 4,589 |
| Mortgage-backed securities | $1,128,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,801 |
| Issued or guaranteed by U.S. | $498,000 | 5,777 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $630,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,940 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,659,000 | 5,677 |
| Total debt securities | $10,658,000 | 6,311 |
| 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 | $10,542,000 | 6,352 |
| U.S. Government securities | $4,917,000 | 7,123 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,917,000 | 6,941 |
| Securities issued by states & political subdivisions | $5,625,000 | 2,860 |
| 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 | $5,076,000 | 4,361 |
| Mortgage-backed securities | $1,037,000 | 5,908 |
| Certificates of participation in pools of residential mortgages | $713,000 | 5,624 |
| Issued or guaranteed by U.S. | $713,000 | 5,603 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $324,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,464 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,542,000 | 5,613 |
| Total debt securities | $10,540,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $10,965,000 | 6,303 |
| U.S. Government securities | $5,757,000 | 6,878 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,757,000 | 6,680 |
| Securities issued by states & political subdivisions | $5,208,000 | 2,867 |
| 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 | $4,832,000 | 4,502 |
| Mortgage-backed securities | $1,322,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $985,000 | 5,393 |
| Issued or guaranteed by U.S. | $985,000 | 5,373 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $337,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,569 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $10,965,000 | 5,528 |
| Total debt securities | $10,965,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,684 |
| Fair value | $200,000 | 1,698 |
| 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 | $9,814,000 | 6,552 |
| U.S. Government securities | $4,616,000 | 7,308 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,616,000 | 7,103 |
| Securities issued by states & political subdivisions | $5,198,000 | 2,858 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,846,000 | 4,481 |
| Mortgage-backed securities | $868,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $838,000 | 5,501 |
| Issued or guaranteed by U.S. | $838,000 | 5,483 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $30,000 | 4,277 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 4,088 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,814,000 | 5,760 |
| Total debt securities | $9,814,000 | 6,449 |
| 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 | $10,074,000 | 6,500 |
| U.S. Government securities | $5,496,000 | 7,040 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,496,000 | 6,808 |
| Securities issued by states & political subdivisions | $4,578,000 | 3,027 |
| 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 | $5,390,000 | 4,267 |
| Mortgage-backed securities | $698,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,533 |
| Issued or guaranteed by U.S. | $654,000 | 5,511 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $44,000 | 4,359 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 4,168 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,074,000 | 5,620 |
| Total debt securities | $10,073,000 | 6,401 |
| 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 | $12,329,000 | 6,159 |
| U.S. Government securities | $8,085,000 | 6,479 |
| U.S. Treasury securities | $299,000 | 3,735 |
| U.S. Government agency obligations | $7,786,000 | 6,245 |
| Securities issued by states & political subdivisions | $4,242,000 | 3,100 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,956,000 | 3,676 |
| Mortgage-backed securities | $555,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,586 |
| Issued or guaranteed by U.S. | $422,000 | 5,566 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $133,000 | 3,883 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,701 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,329,000 | 5,153 |
| Total debt securities | $12,327,000 | 6,033 |
| 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 | $15,388,000 | 5,712 |
| U.S. Government securities | $11,190,000 | 5,746 |
| U.S. Treasury securities | $796,000 | 4,025 |
| U.S. Government agency obligations | $10,394,000 | 5,464 |
| Securities issued by states & political subdivisions | $4,196,000 | 3,272 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,163,000 | 3,883 |
| Mortgage-backed securities | $969,000 | 5,878 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,581 |
| Issued or guaranteed by U.S. | $599,000 | 5,569 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $370,000 | 3,731 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,567 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,388,000 | 4,680 |
| Total debt securities | $15,386,000 | 5,617 |
| 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 | $11,382,000 | 6,698 |
| U.S. Government securities | $7,474,000 | 6,966 |
| U.S. Treasury securities | $3,023,000 | 3,148 |
| U.S. Government agency obligations | $4,451,000 | 7,487 |
| Securities issued by states & political subdivisions | $3,906,000 | 3,451 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,172,000 | 4,713 |
| Mortgage-backed securities | $693,000 | 6,433 |
| Certificates of participation in pools of residential mortgages | $288,000 | 6,400 |
| Issued or guaranteed by U.S. | $288,000 | 6,381 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $405,000 | 3,928 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,772 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,382,000 | 5,415 |
| Total debt securities | $11,380,000 | 6,563 |
| 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 | $12,455,000 | 6,672 |
| U.S. Government securities | $9,539,000 | 6,634 |
| U.S. Treasury securities | $6,016,000 | 2,769 |
| U.S. Government agency obligations | $3,523,000 | 8,083 |
| Securities issued by states & political subdivisions | $2,914,000 | 3,896 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,533,000 | 4,721 |
| Mortgage-backed securities | $155,000 | 7,708 |
| 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 | $155,000 | 4,629 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 4,454 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $12,455,000 | 5,046 |
| Total debt securities | $12,453,000 | 6,547 |
| 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 | $11,396,000 | 7,475 |
| U.S. Government securities | $8,692,000 | 7,532 |
| U.S. Treasury securities | $6,399,000 | 3,197 |
| U.S. Government agency obligations | $2,293,000 | 9,277 |
| Securities issued by states & political subdivisions | $2,702,000 | 4,178 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,982,000 | 5,908 |
| Mortgage-backed securities | $448,000 | 7,671 |
| Certificates of participation in pools of residential mortgages | $27,000 | 8,293 |
| Issued or guaranteed by U.S. | $27,000 | 8,267 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $421,000 | 4,608 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 4,440 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $11,396,000 | 5,579 |
| Total debt securities | $11,394,000 | 7,340 |
| 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 | $9,494,000 | 8,450 |
| U.S. Government securities | $7,101,000 | 8,568 |
| U.S. Treasury securities | $5,128,000 | 4,470 |
| U.S. Government agency obligations | $1,973,000 | 9,769 |
| Securities issued by states & political subdivisions | $2,391,000 | 4,503 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,443,000 | 5,621 |
| Mortgage-backed securities | $561,000 | 7,895 |
| Certificates of participation in pools of residential mortgages | $42,000 | 8,602 |
| Issued or guaranteed by U.S. | $42,000 | 8,569 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $519,000 | 4,832 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 4,640 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,494,000 | 6,296 |
| Total debt securities | $9,492,000 | 8,330 |
| 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 | $8,517,000 | 9,332 |
| U.S. Government securities | $5,576,000 | 9,856 |
| U.S. Treasury securities | $4,789,000 | 5,713 |
| U.S. Government agency obligations | $787,000 | 11,078 |
| Securities issued by states & political subdivisions | $2,939,000 | 4,254 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,760,000 | 6,287 |
| Mortgage-backed securities | $589,000 | 8,371 |
| Certificates of participation in pools of residential mortgages | $47,000 | 9,084 |
| Issued or guaranteed by U.S. | $47,000 | 9,055 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $542,000 | 5,160 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 4,932 |
| 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) | $6,945,000 | 6,940 |
| Available-for-sale securities (fair market value) | $1,572,000 | 9,191 |
| Total debt securities | $8,515,000 | 9,231 |
| 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 | $9,713,000 | 9,195 |
| U.S. Government securities | $6,174,000 | 9,845 |
| U.S. Treasury securities | $5,302,000 | 5,469 |
| U.S. Government agency obligations | $872,000 | 11,339 |
| Securities issued by states & political subdivisions | $3,435,000 | 3,945 |
| Other domestic debt securities | $102,000 | 5,751 |
| 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 | $102,000 | 4,481 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,907,000 | 6,089 |
| Mortgage-backed securities | $672,000 | 8,935 |
| Certificates of participation in pools of residential mortgages | $74,000 | 9,513 |
| Issued or guaranteed by U.S. | $74,000 | 9,463 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $598,000 | 5,516 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 5,275 |
| 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 | $9,711,000 | 9,060 |
| 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 | $10,478,000 | 8,946 |
| U.S. Government securities | $7,359,000 | 9,344 |
| U.S. Treasury securities | $6,474,000 | 4,894 |
| U.S. Government agency obligations | $885,000 | 11,734 |
| Securities issued by states & political subdivisions | $3,013,000 | 4,053 |
| Other domestic debt securities | $104,000 | 6,605 |
| 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 | $104,000 | 5,104 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,311,000 | 5,674 |
| Mortgage-backed securities | $584,000 | 9,608 |
| Certificates of participation in pools of residential mortgages | $164,000 | 9,589 |
| Issued or guaranteed by U.S. | $164,000 | 9,516 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $420,000 | 6,070 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 5,664 |
| 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 | $10,478,000 | 8,819 |
| 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 |