Home > The State Bank of Conway Springs > Securities
The State Bank of Conway Springs, Securities
| 2013-09-30 | Rank | |
| Total securities | $4,634,000 | 6,117 |
| U.S. Government securities | $2,424,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,424,000 | 5,878 |
| Securities issued by states & political subdivisions | $2,210,000 | 4,490 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,514,000 | 5,259 |
| Mortgage-backed securities | $433,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $433,000 | 4,929 |
| Issued or guaranteed by U.S. | $433,000 | 4,923 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $4,634,000 | 5,725 |
| Total debt securities | $4,634,000 | 6,087 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,173 |
| Fair value | $296,000 | 2,180 |
| 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 | $4,656,000 | 6,131 |
| U.S. Government securities | $2,719,000 | 5,939 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,719,000 | 5,836 |
| Securities issued by states & political subdivisions | $1,937,000 | 4,583 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,000 | 5,191 |
| Mortgage-backed securities | $472,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $472,000 | 4,896 |
| Issued or guaranteed by U.S. | $472,000 | 4,892 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,656,000 | 5,739 |
| Total debt securities | $4,655,000 | 6,104 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,166 |
| Fair value | $297,000 | 2,169 |
| 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 | $3,554,000 | 6,305 |
| U.S. Government securities | $2,808,000 | 5,961 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,808,000 | 5,853 |
| Securities issued by states & political subdivisions | $746,000 | 5,093 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,373,000 | 5,053 |
| Mortgage-backed securities | $539,000 | 5,192 |
| Certificates of participation in pools of residential mortgages | $539,000 | 4,902 |
| Issued or guaranteed by U.S. | $539,000 | 4,900 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,554,000 | 5,914 |
| Total debt securities | $3,554,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,217 |
| Fair value | $299,000 | 2,227 |
| 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 | $3,813,000 | 6,325 |
| U.S. Government securities | $3,383,000 | 5,875 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,383,000 | 5,772 |
| Securities issued by states & political subdivisions | $430,000 | 5,310 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,942,000 | 4,887 |
| Mortgage-backed securities | $605,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $605,000 | 4,902 |
| Issued or guaranteed by U.S. | $605,000 | 4,901 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,813,000 | 5,930 |
| Total debt securities | $3,814,000 | 6,297 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,261 |
| Fair value | $300,000 | 2,274 |
| 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 | $3,674,000 | 6,430 |
| U.S. Government securities | $3,187,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,187,000 | 5,929 |
| Securities issued by states & political subdivisions | $487,000 | 5,325 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,080,000 | 4,886 |
| Mortgage-backed securities | $698,000 | 5,273 |
| Certificates of participation in pools of residential mortgages | $679,000 | 4,974 |
| Issued or guaranteed by U.S. | $679,000 | 4,971 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,615 |
| 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) | $3,674,000 | 6,021 |
| Total debt securities | $3,674,000 | 6,401 |
| 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 | $3,988,000 | 6,458 |
| U.S. Government securities | $3,501,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,501,000 | 5,961 |
| Securities issued by states & political subdivisions | $487,000 | 5,326 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,378,000 | 4,842 |
| Mortgage-backed securities | $802,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $759,000 | 4,962 |
| Issued or guaranteed by U.S. | $759,000 | 4,959 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,572 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,988,000 | 6,039 |
| Total debt securities | $3,987,000 | 6,431 |
| 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 | $4,618,000 | 6,436 |
| U.S. Government securities | $4,130,000 | 6,012 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,130,000 | 5,915 |
| Securities issued by states & political subdivisions | $488,000 | 5,316 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,493,000 | 4,840 |
| Mortgage-backed securities | $915,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $840,000 | 4,932 |
| Issued or guaranteed by U.S. | $840,000 | 4,930 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $75,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,551 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,618,000 | 6,019 |
| Total debt securities | $4,619,000 | 6,404 |
| 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 | $4,782,000 | 6,437 |
| U.S. Government securities | $4,294,000 | 5,996 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,294,000 | 5,900 |
| Securities issued by states & political subdivisions | $488,000 | 5,317 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,138,000 | 4,730 |
| Mortgage-backed securities | $1,064,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $940,000 | 4,846 |
| Issued or guaranteed by U.S. | $940,000 | 4,839 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $124,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,372 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,782,000 | 5,987 |
| Total debt securities | $4,782,000 | 6,408 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,051,000 | 6,448 |
| U.S. Government securities | $4,546,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,546,000 | 5,873 |
| Securities issued by states & political subdivisions | $505,000 | 5,292 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,286,000 | 4,689 |
| Mortgage-backed securities | $1,201,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,030,000 | 4,788 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $171,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 3,326 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,051,000 | 5,992 |
| Total debt securities | $5,051,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,189,000 | 6,519 |
| U.S. Government securities | $4,689,000 | 6,091 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,689,000 | 5,970 |
| Securities issued by states & political subdivisions | $500,000 | 5,271 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,884,000 | 5,228 |
| Mortgage-backed securities | $1,336,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $1,117,000 | 4,748 |
| Issued or guaranteed by U.S. | $1,117,000 | 4,740 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $219,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 3,267 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,189,000 | 6,052 |
| Total debt securities | $5,189,000 | 6,485 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,613,000 | 6,944 |
| U.S. Government securities | $2,526,000 | 6,566 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,526,000 | 6,450 |
| Securities issued by states & political subdivisions | $87,000 | 5,702 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 5,297 |
| Mortgage-backed securities | $1,463,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $1,191,000 | 4,679 |
| Issued or guaranteed by U.S. | $1,191,000 | 4,672 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $272,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,169 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,613,000 | 6,457 |
| Total debt securities | $2,613,000 | 6,905 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,789,000 | 6,932 |
| U.S. Government securities | $2,702,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,702,000 | 6,355 |
| Securities issued by states & political subdivisions | $87,000 | 5,728 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,906,000 | 5,272 |
| Mortgage-backed securities | $1,630,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,294,000 | 4,540 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $336,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 3,116 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,789,000 | 6,427 |
| Total debt securities | $2,789,000 | 6,892 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,078,000 | 6,928 |
| U.S. Government securities | $2,945,000 | 6,451 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,945,000 | 6,326 |
| Securities issued by states & political subdivisions | $133,000 | 5,664 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,662,000 | 5,024 |
| Mortgage-backed securities | $1,859,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 4,467 |
| Issued or guaranteed by U.S. | $1,446,000 | 4,460 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $413,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 3,044 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,078,000 | 6,398 |
| Total debt securities | $3,078,000 | 6,891 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,271,000 | 6,982 |
| U.S. Government securities | $3,138,000 | 6,517 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,138,000 | 6,393 |
| Securities issued by states & political subdivisions | $133,000 | 5,639 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,838,000 | 5,023 |
| Mortgage-backed securities | $2,049,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,571,000 | 4,473 |
| Issued or guaranteed by U.S. | $1,571,000 | 4,465 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $478,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,908 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,271,000 | 6,451 |
| Total debt securities | $3,271,000 | 6,944 |
| 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 | $3,842,000 | 6,936 |
| U.S. Government securities | $3,708,000 | 6,476 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,708,000 | 6,360 |
| Securities issued by states & political subdivisions | $134,000 | 5,665 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,957,000 | 5,050 |
| Mortgage-backed securities | $2,221,000 | 4,834 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,548 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $548,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,804 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,842,000 | 6,419 |
| Total debt securities | $3,842,000 | 6,897 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,049,000 | 6,913 |
| U.S. Government securities | $3,915,000 | 6,399 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,915,000 | 6,305 |
| Securities issued by states & political subdivisions | $134,000 | 5,700 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,150,000 | 5,000 |
| Mortgage-backed securities | $2,419,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $1,791,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,791,000 | 4,582 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $628,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,757 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,049,000 | 6,392 |
| Total debt securities | $4,049,000 | 6,872 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,404,000 | 6,905 |
| U.S. Government securities | $4,249,000 | 6,361 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,249,000 | 6,267 |
| Securities issued by states & political subdivisions | $155,000 | 5,714 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,370,000 | 4,949 |
| Mortgage-backed securities | $2,643,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,939,000 | 4,620 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $704,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,708 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,404,000 | 6,380 |
| Total debt securities | $4,404,000 | 6,867 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,586,000 | 6,884 |
| U.S. Government securities | $4,432,000 | 6,318 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,432,000 | 6,229 |
| Securities issued by states & political subdivisions | $154,000 | 5,758 |
| 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 | $3,544,000 | 4,901 |
| Mortgage-backed securities | $2,824,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 4,634 |
| Issued or guaranteed by U.S. | $2,041,000 | 4,620 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $783,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $783,000 | 2,663 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,586,000 | 6,353 |
| Total debt securities | $4,587,000 | 6,845 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,825,000 | 6,884 |
| U.S. Government securities | $4,670,000 | 6,385 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,670,000 | 6,303 |
| Securities issued by states & political subdivisions | $155,000 | 5,699 |
| 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 | $3,758,000 | 4,893 |
| Mortgage-backed securities | $3,060,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $2,196,000 | 4,671 |
| Issued or guaranteed by U.S. | $2,196,000 | 4,658 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $864,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $864,000 | 2,647 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,825,000 | 6,329 |
| Total debt securities | $4,825,000 | 6,844 |
| 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 | $5,015,000 | 6,928 |
| U.S. Government securities | $4,861,000 | 6,448 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,861,000 | 6,354 |
| Securities issued by states & political subdivisions | $154,000 | 5,672 |
| 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 | $3,594,000 | 5,000 |
| Mortgage-backed securities | $3,229,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $2,301,000 | 4,610 |
| Issued or guaranteed by U.S. | $2,301,000 | 4,597 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $928,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,577 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,015,000 | 6,361 |
| Total debt securities | $5,014,000 | 6,892 |
| 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 | $5,101,000 | 6,891 |
| U.S. Government securities | $4,908,000 | 6,421 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,908,000 | 6,326 |
| Securities issued by states & political subdivisions | $193,000 | 5,644 |
| 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 | $3,705,000 | 4,957 |
| Mortgage-backed securities | $3,351,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $2,367,000 | 4,541 |
| Issued or guaranteed by U.S. | $2,367,000 | 4,528 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $984,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,444 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,101,000 | 6,298 |
| Total debt securities | $5,100,000 | 6,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,267,000 | 6,921 |
| U.S. Government securities | $5,074,000 | 6,413 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,074,000 | 6,328 |
| Securities issued by states & political subdivisions | $193,000 | 5,698 |
| 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 | $3,880,000 | 4,902 |
| Mortgage-backed securities | $3,527,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $2,484,000 | 4,510 |
| Issued or guaranteed by U.S. | $2,484,000 | 4,492 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,043,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $1,043,000 | 2,390 |
| 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) | $5,267,000 | 6,343 |
| Total debt securities | $5,267,000 | 6,864 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,592,000 | 6,876 |
| U.S. Government securities | $5,397,000 | 6,354 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,397,000 | 6,258 |
| Securities issued by states & political subdivisions | $195,000 | 5,695 |
| 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 | $4,157,000 | 4,771 |
| Mortgage-backed securities | $3,800,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $2,669,000 | 4,334 |
| Issued or guaranteed by U.S. | $2,669,000 | 4,317 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,131,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,348 |
| 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) | $5,592,000 | 6,297 |
| Total debt securities | $5,593,000 | 6,811 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,675,000 | 6,929 |
| U.S. Government securities | $5,482,000 | 6,446 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,482,000 | 6,347 |
| Securities issued by states & political subdivisions | $193,000 | 5,727 |
| 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 | $3,920,000 | 4,875 |
| Mortgage-backed securities | $3,935,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $2,749,000 | 4,017 |
| Issued or guaranteed by U.S. | $2,749,000 | 4,001 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,186,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $1,186,000 | 2,236 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,675,000 | 6,313 |
| Total debt securities | $5,675,000 | 6,874 |
| 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 | $4,831,000 | 7,174 |
| U.S. Government securities | $4,619,000 | 6,781 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,619,000 | 6,672 |
| Securities issued by states & political subdivisions | $212,000 | 5,717 |
| 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 | $3,981,000 | 4,879 |
| Mortgage-backed securities | $4,116,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $2,870,000 | 3,819 |
| Issued or guaranteed by U.S. | $2,870,000 | 3,803 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,246,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000 | 2,155 |
| 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) | $4,831,000 | 6,523 |
| Total debt securities | $4,831,000 | 7,126 |
| 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 | $4,969,000 | 7,188 |
| U.S. Government securities | $4,757,000 | 6,797 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,757,000 | 6,676 |
| Securities issued by states & political subdivisions | $212,000 | 5,755 |
| 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 | $4,105,000 | 4,856 |
| Mortgage-backed securities | $4,263,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 3,738 |
| Issued or guaranteed by U.S. | $2,955,000 | 3,725 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,308,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,308,000 | 2,109 |
| 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) | $4,969,000 | 6,519 |
| Total debt securities | $4,969,000 | 7,143 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,169,000 | 7,182 |
| U.S. Government securities | $4,956,000 | 6,788 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,956,000 | 6,652 |
| Securities issued by states & political subdivisions | $213,000 | 5,809 |
| 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 | $4,367,000 | 4,783 |
| Mortgage-backed securities | $4,557,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $3,157,000 | 3,647 |
| Issued or guaranteed by U.S. | $3,157,000 | 3,630 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,400,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 2,043 |
| 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) | $5,169,000 | 6,501 |
| Total debt securities | $5,169,000 | 7,139 |
| 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 | $5,373,000 | 7,178 |
| U.S. Government securities | $5,160,000 | 6,760 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,160,000 | 6,633 |
| Securities issued by states & political subdivisions | $213,000 | 5,855 |
| 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 | $3,451,000 | 5,141 |
| Mortgage-backed securities | $4,763,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $3,297,000 | 3,591 |
| Issued or guaranteed by U.S. | $3,297,000 | 3,579 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,466,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $1,466,000 | 2,024 |
| 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) | $5,373,000 | 6,475 |
| Total debt securities | $5,373,000 | 7,132 |
| 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 | $5,566,000 | 7,212 |
| U.S. Government securities | $5,342,000 | 6,768 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,342,000 | 6,634 |
| Securities issued by states & political subdivisions | $224,000 | 5,901 |
| 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 | $3,584,000 | 5,100 |
| Mortgage-backed securities | $4,947,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $3,411,000 | 3,541 |
| Issued or guaranteed by U.S. | $3,411,000 | 3,522 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,536,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,536,000 | 1,974 |
| 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) | $5,566,000 | 6,478 |
| Total debt securities | $5,566,000 | 7,156 |
| 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 | $5,754,000 | 7,185 |
| U.S. Government securities | $5,531,000 | 6,731 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,531,000 | 6,594 |
| Securities issued by states & political subdivisions | $223,000 | 5,936 |
| 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 | $3,714,000 | 5,069 |
| Mortgage-backed securities | $5,143,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $3,535,000 | 3,478 |
| Issued or guaranteed by U.S. | $3,535,000 | 3,465 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,608,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,608,000 | 1,940 |
| 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) | $5,754,000 | 6,442 |
| Total debt securities | $5,754,000 | 7,131 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,132,000 | 7,148 |
| U.S. Government securities | $5,908,000 | 6,649 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,908,000 | 6,503 |
| Securities issued by states & political subdivisions | $224,000 | 5,962 |
| 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 | $4,447,000 | 4,794 |
| Mortgage-backed securities | $5,514,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $3,805,000 | 3,415 |
| Issued or guaranteed by U.S. | $3,805,000 | 3,401 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,709,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 1,916 |
| 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) | $6,132,000 | 6,423 |
| Total debt securities | $6,132,000 | 7,093 |
| 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 | $6,409,000 | 7,124 |
| U.S. Government securities | $6,184,000 | 6,588 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,184,000 | 6,448 |
| Securities issued by states & political subdivisions | $225,000 | 5,989 |
| 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 | $4,662,000 | 4,707 |
| Mortgage-backed securities | $5,788,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $3,997,000 | 3,378 |
| Issued or guaranteed by U.S. | $3,997,000 | 3,365 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,791,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $1,791,000 | 1,892 |
| 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) | $6,409,000 | 6,391 |
| Total debt securities | $6,409,000 | 7,070 |
| 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 | $6,831,000 | 7,054 |
| U.S. Government securities | $6,559,000 | 6,473 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,559,000 | 6,346 |
| Securities issued by states & political subdivisions | $272,000 | 5,943 |
| 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 | $4,959,000 | 4,617 |
| Mortgage-backed securities | $6,158,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $4,247,000 | 3,341 |
| Issued or guaranteed by U.S. | $4,247,000 | 3,326 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,911,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $1,911,000 | 1,862 |
| 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) | $6,831,000 | 6,285 |
| Total debt securities | $6,831,000 | 6,997 |
| 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 | $6,887,000 | 7,090 |
| U.S. Government securities | $6,543,000 | 6,537 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,543,000 | 6,398 |
| Securities issued by states & political subdivisions | $344,000 | 5,821 |
| 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 | $5,333,000 | 4,489 |
| Mortgage-backed securities | $6,543,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $4,517,000 | 3,330 |
| Issued or guaranteed by U.S. | $4,517,000 | 3,316 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,026,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,026,000 | 1,868 |
| 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) | $6,887,000 | 6,309 |
| Total debt securities | $6,887,000 | 7,030 |
| 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 | $7,130,000 | 7,079 |
| U.S. Government securities | $6,786,000 | 6,534 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,786,000 | 6,390 |
| Securities issued by states & political subdivisions | $344,000 | 5,850 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,587,000 | 5,141 |
| Mortgage-backed securities | $6,786,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $4,671,000 | 3,364 |
| Issued or guaranteed by U.S. | $4,671,000 | 3,355 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,115,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,115,000 | 1,889 |
| 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) | $7,130,000 | 6,295 |
| Total debt securities | $7,131,000 | 7,024 |
| 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 | $7,930,000 | 6,905 |
| U.S. Government securities | $7,580,000 | 6,305 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,580,000 | 6,160 |
| Securities issued by states & political subdivisions | $350,000 | 5,886 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,773,000 | 5,043 |
| Mortgage-backed securities | $7,154,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $4,925,000 | 3,331 |
| Issued or guaranteed by U.S. | $4,925,000 | 3,318 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,229,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 1,888 |
| 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) | $7,930,000 | 6,128 |
| Total debt securities | $7,930,000 | 6,848 |
| 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 | $8,296,000 | 6,868 |
| U.S. Government securities | $7,935,000 | 6,230 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,935,000 | 6,081 |
| Securities issued by states & political subdivisions | $361,000 | 5,906 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,472,000 | 5,663 |
| Mortgage-backed securities | $7,507,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $5,176,000 | 3,273 |
| Issued or guaranteed by U.S. | $5,176,000 | 3,267 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,331,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,331,000 | 1,857 |
| 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) | $8,296,000 | 6,086 |
| Total debt securities | $8,295,000 | 6,806 |
| 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 | $8,376,000 | 6,922 |
| U.S. Government securities | $8,020,000 | 6,278 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,020,000 | 6,120 |
| Securities issued by states & political subdivisions | $356,000 | 5,957 |
| 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 | $2,506,000 | 5,652 |
| Mortgage-backed securities | $7,602,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $5,229,000 | 3,332 |
| Issued or guaranteed by U.S. | $5,229,000 | 3,325 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,373,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,373,000 | 1,886 |
| 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) | $8,376,000 | 6,174 |
| Total debt securities | $8,376,000 | 6,854 |
| 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 | $8,552,000 | 6,866 |
| U.S. Government securities | $8,184,000 | 6,187 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,184,000 | 6,024 |
| Securities issued by states & political subdivisions | $368,000 | 5,948 |
| 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 | $2,691,000 | 5,527 |
| Mortgage-backed securities | $7,750,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $5,211,000 | 3,381 |
| Issued or guaranteed by U.S. | $5,211,000 | 3,372 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,539,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 1,886 |
| 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) | $8,552,000 | 6,116 |
| Total debt securities | $8,552,000 | 6,793 |
| 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 | $8,620,000 | 6,919 |
| U.S. Government securities | $8,256,000 | 6,236 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,256,000 | 6,066 |
| Securities issued by states & political subdivisions | $364,000 | 6,002 |
| 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 | $2,242,000 | 5,691 |
| Mortgage-backed securities | $7,587,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $5,020,000 | 3,408 |
| Issued or guaranteed by U.S. | $5,020,000 | 3,397 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,567,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $2,567,000 | 1,980 |
| 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) | $8,620,000 | 6,154 |
| Total debt securities | $8,620,000 | 6,836 |
| 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 | $7,147,000 | 7,219 |
| U.S. Government securities | $6,727,000 | 6,564 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,727,000 | 6,381 |
| Securities issued by states & political subdivisions | $420,000 | 5,957 |
| 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 | $136,000 | 7,228 |
| Mortgage-backed securities | $5,864,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,545 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,532 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,276,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,509 |
| 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) | $7,147,000 | 6,416 |
| Total debt securities | $7,147,000 | 7,126 |
| 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 | $6,352,000 | 7,399 |
| U.S. Government securities | $5,934,000 | 6,754 |
| U.S. Treasury securities | $252,000 | 2,103 |
| U.S. Government agency obligations | $5,682,000 | 6,659 |
| Securities issued by states & political subdivisions | $418,000 | 5,953 |
| 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 | $1,395,000 | 6,255 |
| Mortgage-backed securities | $4,644,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $4,644,000 | 3,542 |
| Issued or guaranteed by U.S. | $4,644,000 | 3,531 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,352,000 | 6,579 |
| Total debt securities | $6,352,000 | 7,307 |
| 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 | $6,198,000 | 7,479 |
| U.S. Government securities | $5,777,000 | 6,867 |
| U.S. Treasury securities | $254,000 | 2,145 |
| U.S. Government agency obligations | $5,523,000 | 6,758 |
| Securities issued by states & political subdivisions | $421,000 | 5,923 |
| 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 | $1,720,000 | 6,056 |
| Mortgage-backed securities | $4,229,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $4,229,000 | 3,684 |
| Issued or guaranteed by U.S. | $4,229,000 | 3,673 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,198,000 | 6,649 |
| Total debt securities | $6,198,000 | 7,385 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,656,000 | 7,624 |
| U.S. Government securities | $5,237,000 | 7,075 |
| U.S. Treasury securities | $256,000 | 2,281 |
| U.S. Government agency obligations | $4,981,000 | 6,970 |
| Securities issued by states & political subdivisions | $419,000 | 5,944 |
| 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 | $2,055,000 | 5,834 |
| Mortgage-backed securities | $3,628,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $3,628,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,628,000 | 3,863 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,656,000 | 6,766 |
| Total debt securities | $5,656,000 | 7,543 |
| 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 | $5,704,000 | 7,725 |
| U.S. Government securities | $5,049,000 | 7,220 |
| U.S. Treasury securities | $260,000 | 2,801 |
| U.S. Government agency obligations | $4,789,000 | 7,069 |
| Securities issued by states & political subdivisions | $655,000 | 5,688 |
| 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 | $2,666,000 | 5,535 |
| Mortgage-backed securities | $3,018,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $3,018,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,018,000 | 3,857 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,704,000 | 6,795 |
| Total debt securities | $5,704,000 | 7,615 |
| 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 | $4,170,000 | 8,642 |
| U.S. Government securities | $3,616,000 | 8,354 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $3,366,000 | 8,112 |
| Securities issued by states & political subdivisions | $491,000 | 6,102 |
| 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 | $63,000 | 7,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,280,000 | 6,090 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,170,000 | 7,498 |
| Total debt securities | $4,107,000 | 8,553 |
| 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 | $5,067,000 | 8,648 |
| U.S. Government securities | $4,280,000 | 8,371 |
| U.S. Treasury securities | $741,000 | 4,105 |
| U.S. Government agency obligations | $3,539,000 | 8,210 |
| Securities issued by states & political subdivisions | $725,000 | 6,038 |
| 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 | $62,000 | 7,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,598,000 | 5,951 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,067,000 | 7,397 |
| Total debt securities | $5,005,000 | 8,550 |
| 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 | $5,554,000 | 8,561 |
| U.S. Government securities | $4,834,000 | 8,123 |
| U.S. Treasury securities | $1,412,000 | 4,541 |
| U.S. Government agency obligations | $3,422,000 | 7,981 |
| Securities issued by states & political subdivisions | $660,000 | 6,287 |
| 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 | $60,000 | 6,962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,425,000 | 5,823 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,554,000 | 7,165 |
| Total debt securities | $5,494,000 | 8,465 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $250,000 | 1,352 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,422,000 | 8,660 |
| U.S. Government securities | $5,913,000 | 8,128 |
| U.S. Treasury securities | $2,501,000 | 4,709 |
| U.S. Government agency obligations | $3,412,000 | 8,159 |
| Securities issued by states & political subdivisions | $500,000 | 6,731 |
| 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 | $9,000 | 7,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,415,000 | 5,374 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,422,000 | 6,902 |
| Total debt securities | $6,413,000 | 8,532 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $250,000 | 2,440 |
| 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 | $7,179,000 | 8,904 |
| U.S. Government securities | $6,797,000 | 8,339 |
| U.S. Treasury securities | $3,096,000 | 4,940 |
| U.S. Government agency obligations | $3,701,000 | 8,389 |
| Securities issued by states & political subdivisions | $373,000 | 7,376 |
| 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 | $9,000 | 8,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,214,000 | 5,689 |
| Mortgage-backed securities | $46,000 | 8,741 |
| Certificates of participation in pools of residential mortgages | $46,000 | 8,162 |
| Issued or guaranteed by U.S. | $46,000 | 8,139 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $7,179,000 | 6,918 |
| Total debt securities | $7,170,000 | 8,814 |
| 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 | $5,989,000 | 9,774 |
| U.S. Government securities | $5,490,000 | 9,317 |
| U.S. Treasury securities | $3,104,000 | 5,885 |
| U.S. Government agency obligations | $2,386,000 | 9,449 |
| Securities issued by states & political subdivisions | $490,000 | 7,374 |
| 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 | $9,000 | 8,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,004,000 | 5,952 |
| Mortgage-backed securities | $71,000 | 9,150 |
| Certificates of participation in pools of residential mortgages | $71,000 | 8,454 |
| Issued or guaranteed by U.S. | $71,000 | 8,419 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,989,000 | 7,577 |
| Total debt securities | $5,980,000 | 9,676 |
| 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 | $6,173,000 | 10,292 |
| U.S. Government securities | $5,684,000 | 9,798 |
| U.S. Treasury securities | $2,098,000 | 8,078 |
| U.S. Government agency obligations | $3,586,000 | 8,674 |
| Securities issued by states & political subdivisions | $480,000 | 7,760 |
| 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 | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,761,000 | 7,345 |
| Mortgage-backed securities | $97,000 | 9,617 |
| Certificates of participation in pools of residential mortgages | $97,000 | 8,832 |
| Issued or guaranteed by U.S. | $97,000 | 8,803 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,826,000 | 7,548 |
| Available-for-sale securities (fair market value) | $347,000 | 10,309 |
| Total debt securities | $6,164,000 | 10,200 |
| 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 | $5,054,000 | 11,245 |
| U.S. Government securities | $4,970,000 | 10,552 |
| U.S. Treasury securities | $2,760,000 | 7,621 |
| U.S. Government agency obligations | $2,210,000 | 10,053 |
| Securities issued by states & political subdivisions | $75,000 | 9,446 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,000 | 8,396 |
| Mortgage-backed securities | $110,000 | 10,227 |
| Certificates of participation in pools of residential mortgages | $110,000 | 9,363 |
| Issued or guaranteed by U.S. | $110,000 | 9,314 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,045,000 | 11,117 |
| 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 | $5,498,000 | 11,329 |
| U.S. Government securities | $5,458,000 | 10,499 |
| U.S. Treasury securities | $4,127,000 | 6,423 |
| U.S. Government agency obligations | $1,331,000 | 11,202 |
| Securities issued by states & political subdivisions | $40,000 | 9,669 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $866,000 | 8,996 |
| Mortgage-backed securities | $182,000 | 10,537 |
| Certificates of participation in pools of residential mortgages | $120,000 | 9,718 |
| Issued or guaranteed by U.S. | $120,000 | 9,645 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $62,000 | 7,095 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 6,488 |
| 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 | $5,498,000 | 11,190 |
| 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 |