Home > The State Bank of Lima > Securities
The State Bank of Lima, Securities
| 2015-06-30 | Rank | |
| Total securities | $5,076,000 | 5,587 |
| U.S. Government securities | $863,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $863,000 | 5,718 |
| Securities issued by states & political subdivisions | $4,213,000 | 3,783 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 5,331 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,076,000 | 5,216 |
| Total debt securities | $5,077,000 | 5,562 |
| Structured notes | ||
| Amortized cost | $191,000 | 1,864 |
| Fair value | $199,000 | 1,858 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $14,172,000 | 4,730 |
| U.S. Government securities | $2,224,000 | 5,610 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,224,000 | 5,517 |
| Securities issued by states & political subdivisions | $10,268,000 | 2,793 |
| Other domestic debt securities | $1,680,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,680,000 | 1,117 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,000 | 5,014 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $14,172,000 | 4,362 |
| Total debt securities | $14,172,000 | 4,709 |
| Structured notes | ||
| Amortized cost | $191,000 | 1,995 |
| Fair value | $199,000 | 1,988 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $13,978,000 | 4,815 |
| U.S. Government securities | $2,185,000 | 5,709 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,185,000 | 5,613 |
| Securities issued by states & political subdivisions | $10,150,000 | 2,816 |
| Other domestic debt securities | $1,643,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,643,000 | 1,134 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,219,000 | 5,095 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,978,000 | 4,439 |
| Total debt securities | $13,977,000 | 4,796 |
| Structured notes | ||
| Amortized cost | $190,000 | 2,093 |
| Fair value | $195,000 | 2,092 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $14,237,000 | 4,891 |
| U.S. Government securities | $2,162,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,162,000 | 5,709 |
| Securities issued by states & political subdivisions | $10,441,000 | 2,808 |
| Other domestic debt securities | $1,634,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,634,000 | 1,154 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,000 | 5,167 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,237,000 | 4,506 |
| Total debt securities | $14,237,000 | 4,866 |
| Structured notes | ||
| Amortized cost | $190,000 | 2,202 |
| Fair value | $193,000 | 2,200 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,314,000 | 4,939 |
| U.S. Government securities | $2,164,000 | 5,874 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,164,000 | 5,775 |
| Securities issued by states & political subdivisions | $10,510,000 | 2,825 |
| Other domestic debt securities | $1,640,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,640,000 | 1,196 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,193,000 | 5,229 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,314,000 | 4,540 |
| Total debt securities | $14,314,000 | 4,916 |
| Structured notes | ||
| Amortized cost | $189,000 | 2,263 |
| Fair value | $193,000 | 2,260 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,716,000 | 5,056 |
| U.S. Government securities | $2,124,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,124,000 | 5,828 |
| Securities issued by states & political subdivisions | $10,272,000 | 2,861 |
| Other domestic debt securities | $1,320,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,320,000 | 1,320 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,164,000 | 5,273 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,716,000 | 4,653 |
| Total debt securities | $13,716,000 | 5,032 |
| Structured notes | ||
| Amortized cost | $189,000 | 2,322 |
| Fair value | $193,000 | 2,316 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,751,000 | 5,161 |
| U.S. Government securities | $2,074,000 | 5,982 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,074,000 | 5,884 |
| Securities issued by states & political subdivisions | $9,397,000 | 2,987 |
| Other domestic debt securities | $1,280,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,280,000 | 1,353 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,000 | 5,348 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,751,000 | 4,760 |
| Total debt securities | $12,752,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $189,000 | 2,308 |
| Fair value | $189,000 | 2,307 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,052,000 | 5,295 |
| U.S. Government securities | $2,359,000 | 5,988 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,359,000 | 5,895 |
| Securities issued by states & political subdivisions | $8,398,000 | 3,158 |
| Other domestic debt securities | $1,295,000 | 1,787 |
| 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 | $1,295,000 | 1,381 |
| 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 | $1,159,000 | 5,397 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| 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) | $12,052,000 | 4,899 |
| Total debt securities | $12,052,000 | 5,261 |
| Structured notes | ||
| Amortized cost | $189,000 | 2,307 |
| Fair value | $192,000 | 2,304 |
| 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 | $15,188,000 | 4,970 |
| U.S. Government securities | $1,172,000 | 6,255 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,172,000 | 6,153 |
| Securities issued by states & political subdivisions | $13,291,000 | 2,437 |
| Other domestic debt securities | $725,000 | 2,178 |
| 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 | $725,000 | 1,708 |
| 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 | $1,172,000 | 5,416 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| 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) | $15,188,000 | 4,587 |
| Total debt securities | $15,188,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,142,000 | 5,089 |
| U.S. Government securities | $1,492,000 | 6,246 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,492,000 | 6,140 |
| Securities issued by states & political subdivisions | $12,231,000 | 2,567 |
| Other domestic debt securities | $419,000 | 2,402 |
| 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 | $419,000 | 1,892 |
| 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 | $1,492,000 | 5,347 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| 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) | $14,142,000 | 4,728 |
| Total debt securities | $14,142,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $12,915,000 | 5,210 |
| U.S. Government securities | $1,756,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,756,000 | 6,128 |
| Securities issued by states & political subdivisions | $10,947,000 | 2,708 |
| Other domestic debt securities | $212,000 | 2,576 |
| 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 | $212,000 | 1,995 |
| 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 | $1,756,000 | 5,290 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| 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) | $12,915,000 | 4,829 |
| Total debt securities | $12,915,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,252,000 | 5,378 |
| U.S. Government securities | $1,258,000 | 6,443 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,258,000 | 6,343 |
| Securities issued by states & political subdivisions | $10,781,000 | 2,690 |
| Other domestic debt securities | $213,000 | 2,664 |
| 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 | $213,000 | 2,070 |
| 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 | $758,000 | 5,766 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,252,000 | 4,973 |
| Total debt securities | $12,252,000 | 5,351 |
| 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 | $12,555,000 | 5,373 |
| U.S. Government securities | $1,760,000 | 6,439 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,760,000 | 6,337 |
| Securities issued by states & political subdivisions | $10,592,000 | 2,664 |
| Other domestic debt securities | $203,000 | 2,669 |
| 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 | $203,000 | 2,068 |
| 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 | $1,004,000 | 5,730 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,555,000 | 4,985 |
| Total debt securities | $12,555,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,743 |
| Fair value | $250,000 | 2,761 |
| 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 | $10,914,000 | 5,628 |
| U.S. Government securities | $1,738,000 | 6,520 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,738,000 | 6,423 |
| Securities issued by states & political subdivisions | $8,976,000 | 2,834 |
| Other domestic debt securities | $200,000 | 2,658 |
| 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 | $200,000 | 2,071 |
| 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 | $994,000 | 5,778 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,914,000 | 5,234 |
| Total debt securities | $10,914,000 | 5,603 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,972 |
| Fair value | $248,000 | 3,005 |
| 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 | $9,851,000 | 5,750 |
| U.S. Government securities | $1,752,000 | 6,544 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,752,000 | 6,450 |
| Securities issued by states & political subdivisions | $7,707,000 | 3,004 |
| Other domestic debt securities | $392,000 | 2,449 |
| 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 | $392,000 | 1,847 |
| 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 | $1,256,000 | 5,385 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,851,000 | 5,335 |
| Total debt securities | $9,851,000 | 5,723 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,718 |
| Fair value | $501,000 | 2,629 |
| 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 | $9,616,000 | 5,770 |
| U.S. Government securities | $1,511,000 | 6,654 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,511,000 | 6,556 |
| Securities issued by states & political subdivisions | $7,712,000 | 2,942 |
| Other domestic debt securities | $393,000 | 2,449 |
| 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 | $393,000 | 1,826 |
| 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 | $1,258,000 | 5,397 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,616,000 | 5,343 |
| Total debt securities | $9,616,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,546 |
| Fair value | $752,000 | 2,531 |
| 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 | $11,282,000 | 5,649 |
| U.S. Government securities | $1,759,000 | 6,712 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,759,000 | 6,603 |
| Securities issued by states & political subdivisions | $9,121,000 | 2,651 |
| Other domestic debt securities | $402,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $402,000 | 1,736 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,527,000 | 5,315 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,282,000 | 5,205 |
| Total debt securities | $11,282,000 | 5,614 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,586 |
| Fair value | $997,000 | 2,586 |
| 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 | $10,701,000 | 5,688 |
| U.S. Government securities | $1,723,000 | 6,749 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,723,000 | 6,654 |
| Securities issued by states & political subdivisions | $8,584,000 | 2,705 |
| Other domestic debt securities | $394,000 | 2,452 |
| 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 | $394,000 | 1,793 |
| 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 | $1,444,000 | 5,395 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,701,000 | 5,262 |
| Total debt securities | $10,701,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,631 |
| Fair value | $967,000 | 2,649 |
| 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 | $9,834,000 | 5,728 |
| U.S. Government securities | $1,976,000 | 6,685 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,976,000 | 6,570 |
| Securities issued by states & political subdivisions | $7,464,000 | 2,895 |
| Other domestic debt securities | $394,000 | 2,603 |
| 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 | $394,000 | 1,805 |
| 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 | $1,524,000 | 5,405 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,834,000 | 5,285 |
| Total debt securities | $9,834,000 | 5,691 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,495 |
| Fair value | $967,000 | 2,509 |
| 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 | $9,571,000 | 5,731 |
| U.S. Government securities | $2,272,000 | 6,631 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,272,000 | 6,511 |
| Securities issued by states & political subdivisions | $6,897,000 | 2,918 |
| Other domestic debt securities | $402,000 | 2,674 |
| 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 | $402,000 | 1,815 |
| 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 | $1,756,000 | 5,397 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,571,000 | 5,280 |
| Total debt securities | $9,571,000 | 5,699 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,547 |
| Fair value | $1,002,000 | 2,508 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,046,000 | 6,259 |
| U.S. Government securities | $2,707,000 | 6,650 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,707,000 | 6,533 |
| Securities issued by states & political subdivisions | $4,139,000 | 3,528 |
| Other domestic debt securities | $200,000 | 2,847 |
| 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 | $200,000 | 1,928 |
| 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 | $1,968,000 | 5,380 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,046,000 | 5,760 |
| Total debt securities | $7,046,000 | 6,222 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $249,000 | 3,139 |
| 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 | $5,747,000 | 6,581 |
| U.S. Government securities | $1,764,000 | 7,001 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,764,000 | 6,896 |
| Securities issued by states & political subdivisions | $3,783,000 | 3,616 |
| Other domestic debt securities | $200,000 | 2,902 |
| 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 | $200,000 | 1,948 |
| 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 | $2,269,000 | 5,309 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,747,000 | 6,057 |
| Total debt securities | $5,747,000 | 6,540 |
| 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 | $5,468,000 | 6,640 |
| U.S. Government securities | $2,285,000 | 6,879 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,285,000 | 6,782 |
| Securities issued by states & political subdivisions | $2,983,000 | 3,905 |
| Other domestic debt securities | $200,000 | 2,963 |
| 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 | $200,000 | 1,994 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 5,234 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,468,000 | 6,113 |
| Total debt securities | $5,468,000 | 6,603 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $248,000 | 2,694 |
| 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 | $6,905,000 | 6,398 |
| U.S. Government securities | $3,309,000 | 6,629 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,309,000 | 6,534 |
| Securities issued by states & political subdivisions | $3,131,000 | 3,882 |
| Other domestic debt securities | $465,000 | 2,827 |
| 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 | $465,000 | 1,877 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,812,000 | 5,178 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,905,000 | 5,883 |
| Total debt securities | $6,905,000 | 6,356 |
| 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 | $8,125,000 | 6,163 |
| U.S. Government securities | $4,507,000 | 6,299 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,507,000 | 6,207 |
| Securities issued by states & political subdivisions | $3,171,000 | 3,821 |
| Other domestic debt securities | $447,000 | 2,901 |
| 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 | $447,000 | 1,945 |
| 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 | $3,274,000 | 5,006 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,125,000 | 5,655 |
| Total debt securities | $8,125,000 | 6,119 |
| 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 | $7,190,000 | 6,415 |
| U.S. Government securities | $5,811,000 | 6,078 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,811,000 | 5,998 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,777 |
| Other domestic debt securities | $280,000 | 2,973 |
| 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 | $280,000 | 2,185 |
| 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 | $3,563,000 | 4,972 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,190,000 | 5,880 |
| Total debt securities | $7,190,000 | 6,370 |
| 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 | $6,646,000 | 6,579 |
| U.S. Government securities | $5,694,000 | 6,192 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,694,000 | 6,111 |
| Securities issued by states & political subdivisions | $952,000 | 4,853 |
| 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 | $3,415,000 | 5,054 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,646,000 | 6,027 |
| Total debt securities | $6,646,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $253,000 | 1,597 |
| 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 | $6,388,000 | 6,619 |
| U.S. Government securities | $5,446,000 | 6,256 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,446,000 | 6,165 |
| Securities issued by states & political subdivisions | $942,000 | 4,850 |
| 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 | $2,729,000 | 5,351 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,388,000 | 6,039 |
| Total debt securities | $6,388,000 | 6,577 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $249,000 | 1,621 |
| 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 | $5,852,000 | 6,795 |
| U.S. Government securities | $4,919,000 | 6,478 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,919,000 | 6,392 |
| Securities issued by states & political subdivisions | $933,000 | 4,901 |
| 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 | $2,220,000 | 5,526 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,852,000 | 6,209 |
| Total debt securities | $5,852,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $250,000 | 1,653 |
| 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 | $5,121,000 | 6,971 |
| U.S. Government securities | $4,292,000 | 6,691 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,292,000 | 6,585 |
| Securities issued by states & political subdivisions | $829,000 | 4,995 |
| 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 | $1,282,000 | 5,942 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,121,000 | 6,388 |
| Total debt securities | $5,121,000 | 6,907 |
| 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 | $5,007,000 | 7,080 |
| U.S. Government securities | $4,190,000 | 6,836 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,190,000 | 6,722 |
| Securities issued by states & political subdivisions | $817,000 | 5,029 |
| 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 | $1,220,000 | 6,052 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,007,000 | 6,451 |
| Total debt securities | $5,007,000 | 7,025 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,844 |
| Fair value | $700,000 | 1,851 |
| 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 | $4,840,000 | 7,169 |
| U.S. Government securities | $4,030,000 | 6,945 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,030,000 | 6,840 |
| Securities issued by states & political subdivisions | $810,000 | 5,059 |
| 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 | $1,191,000 | 6,093 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,840,000 | 6,519 |
| Total debt securities | $4,840,000 | 7,123 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,652 |
| Fair value | $1,098,000 | 1,658 |
| 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 | $4,547,000 | 7,275 |
| U.S. Government securities | $3,745,000 | 7,088 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,745,000 | 6,962 |
| Securities issued by states & political subdivisions | $802,000 | 5,092 |
| 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 | $1,178,000 | 6,145 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,547,000 | 6,615 |
| Total debt securities | $4,547,000 | 7,228 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,734 |
| Fair value | $1,088,000 | 1,736 |
| 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 | $3,841,000 | 7,496 |
| U.S. Government securities | $3,027,000 | 7,325 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,027,000 | 7,197 |
| Securities issued by states & political subdivisions | $814,000 | 5,126 |
| 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 | $1,186,000 | 6,151 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,841,000 | 6,797 |
| Total debt securities | $3,841,000 | 7,452 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,810 |
| Fair value | $1,092,000 | 1,815 |
| 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 | $3,436,000 | 7,623 |
| U.S. Government securities | $2,521,000 | 7,532 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,521,000 | 7,412 |
| Securities issued by states & political subdivisions | $915,000 | 5,061 |
| 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 | $1,183,000 | 6,180 |
| Mortgage-backed securities | $1,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,420 |
| Issued or guaranteed by U.S. | $1,000 | 6,394 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,436,000 | 6,905 |
| Total debt securities | $3,436,000 | 7,575 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,909 |
| Fair value | $1,090,000 | 1,913 |
| 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 | $3,423,000 | 7,706 |
| U.S. Government securities | $2,510,000 | 7,605 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,510,000 | 7,482 |
| Securities issued by states & political subdivisions | $913,000 | 5,091 |
| 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 | $1,677,000 | 5,982 |
| Mortgage-backed securities | $1,000 | 6,729 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,473 |
| Issued or guaranteed by U.S. | $1,000 | 6,446 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,423,000 | 6,977 |
| Total debt securities | $3,422,000 | 7,656 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,015 |
| Fair value | $1,085,000 | 2,021 |
| 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 | $3,496,000 | 7,723 |
| U.S. Government securities | $2,485,000 | 7,670 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,485,000 | 7,538 |
| Securities issued by states & political subdivisions | $1,011,000 | 5,029 |
| 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 | $1,666,000 | 6,010 |
| Mortgage-backed securities | $1,000 | 6,799 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,544 |
| Issued or guaranteed by U.S. | $1,000 | 6,522 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,496,000 | 6,969 |
| Total debt securities | $3,496,000 | 7,677 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,068 |
| Fair value | $1,075,000 | 2,071 |
| 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 | $3,533,000 | 7,768 |
| U.S. Government securities | $2,508,000 | 7,721 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,508,000 | 7,590 |
| Securities issued by states & political subdivisions | $1,025,000 | 5,031 |
| 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 | $1,178,000 | 6,277 |
| Mortgage-backed securities | $1,000 | 6,844 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,581 |
| Issued or guaranteed by U.S. | $1,000 | 6,562 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,533,000 | 7,001 |
| Total debt securities | $3,533,000 | 7,718 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,065 |
| Fair value | $1,083,000 | 2,065 |
| 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 | $3,571,000 | 7,804 |
| U.S. Government securities | $2,514,000 | 7,743 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,514,000 | 7,614 |
| Securities issued by states & political subdivisions | $1,057,000 | 5,028 |
| 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 | $1,181,000 | 6,297 |
| Mortgage-backed securities | $1,000 | 6,922 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,644 |
| Issued or guaranteed by U.S. | $1,000 | 6,627 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,571,000 | 7,028 |
| Total debt securities | $3,571,000 | 7,752 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,057 |
| Fair value | $1,085,000 | 2,058 |
| 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 | $3,350,000 | 7,890 |
| U.S. Government securities | $2,287,000 | 7,837 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,287,000 | 7,710 |
| Securities issued by states & political subdivisions | $1,063,000 | 5,032 |
| 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 | $693,000 | 6,643 |
| Mortgage-backed securities | $1,000 | 6,961 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,692 |
| Issued or guaranteed by U.S. | $1,000 | 6,673 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,350,000 | 7,108 |
| Total debt securities | $3,349,000 | 7,839 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,364 |
| Fair value | $845,000 | 2,364 |
| 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 | $3,514,000 | 7,892 |
| U.S. Government securities | $2,294,000 | 7,881 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,294,000 | 7,741 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,900 |
| 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 | $696,000 | 6,635 |
| Mortgage-backed securities | $1,000 | 6,997 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,739 |
| Issued or guaranteed by U.S. | $1,000 | 6,719 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,514,000 | 7,100 |
| Total debt securities | $3,515,000 | 7,832 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,357 |
| Fair value | $847,000 | 2,357 |
| 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 | $3,493,000 | 7,975 |
| U.S. Government securities | $2,277,000 | 7,944 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,277,000 | 7,789 |
| Securities issued by states & political subdivisions | $1,216,000 | 4,916 |
| 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 | $691,000 | 6,685 |
| Mortgage-backed securities | $1,000 | 7,076 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,815 |
| Issued or guaranteed by U.S. | $1,000 | 6,797 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,493,000 | 7,174 |
| Total debt securities | $3,493,000 | 7,919 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,349 |
| Fair value | $843,000 | 2,349 |
| 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 | $4,066,000 | 7,882 |
| U.S. Government securities | $1,967,000 | 8,081 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,967,000 | 7,943 |
| Securities issued by states & political subdivisions | $1,263,000 | 4,893 |
| Other domestic debt securities | $836,000 | 2,453 |
| 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 | $836,000 | 2,048 |
| 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 | $703,000 | 6,685 |
| Mortgage-backed securities | $165,000 | 6,456 |
| Certificates of participation in pools of residential mortgages | $164,000 | 6,083 |
| Issued or guaranteed by U.S. | $164,000 | 6,064 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,449 |
| 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) | $4,066,000 | 7,080 |
| Total debt securities | $4,066,000 | 7,818 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,398 |
| Fair value | $599,000 | 2,391 |
| 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 | $3,988,000 | 7,926 |
| U.S. Government securities | $1,814,000 | 8,165 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,814,000 | 8,031 |
| Securities issued by states & political subdivisions | $1,314,000 | 4,859 |
| Other domestic debt securities | $860,000 | 2,466 |
| 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 | $860,000 | 2,092 |
| 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 | $740,000 | 6,700 |
| Mortgage-backed securities | $4,000 | 7,111 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,829 |
| Issued or guaranteed by U.S. | $4,000 | 6,817 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,988,000 | 7,134 |
| Total debt securities | $3,988,000 | 7,865 |
| Structured notes | ||
| Amortized cost | $598,000 | 2,388 |
| Fair value | $600,000 | 2,381 |
| 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 | $4,024,000 | 7,974 |
| U.S. Government securities | $1,895,000 | 8,222 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,895,000 | 8,075 |
| Securities issued by states & political subdivisions | $1,282,000 | 4,890 |
| Other domestic debt securities | $847,000 | 2,584 |
| 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 | $847,000 | 2,203 |
| 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 | $730,000 | 6,725 |
| Mortgage-backed securities | $133,000 | 6,641 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,265 |
| Issued or guaranteed by U.S. | $133,000 | 6,247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,024,000 | 7,186 |
| Total debt securities | $4,024,000 | 7,910 |
| Structured notes | ||
| Amortized cost | $596,000 | 2,352 |
| Fair value | $586,000 | 2,349 |
| 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 | $2,214,000 | 8,420 |
| U.S. Government securities | $870,000 | 8,532 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $870,000 | 8,414 |
| Securities issued by states & political subdivisions | $1,344,000 | 4,852 |
| 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 | $318,000 | 7,030 |
| Mortgage-backed securities | $153,000 | 6,623 |
| Certificates of participation in pools of residential mortgages | $153,000 | 6,232 |
| Issued or guaranteed by U.S. | $153,000 | 6,210 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,214,000 | 7,619 |
| Total debt securities | $2,214,000 | 8,358 |
| 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 | $2,289,000 | 8,472 |
| U.S. Government securities | $940,000 | 8,590 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $940,000 | 8,458 |
| Securities issued by states & political subdivisions | $1,349,000 | 4,881 |
| 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 | $329,000 | 7,034 |
| Mortgage-backed securities | $173,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $170,000 | 6,254 |
| Issued or guaranteed by U.S. | $170,000 | 6,229 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 4,017 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,800 |
| 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) | $2,289,000 | 7,652 |
| Total debt securities | $2,288,000 | 8,402 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $251,000 | 2,329 |
| 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 | $2,215,000 | 8,508 |
| U.S. Government securities | $1,014,000 | 8,563 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,014,000 | 8,418 |
| Securities issued by states & political subdivisions | $933,000 | 5,319 |
| Other domestic debt securities | $268,000 | 3,467 |
| 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 | $268,000 | 3,093 |
| 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 | $385,000 | 7,040 |
| Mortgage-backed securities | $241,000 | 6,566 |
| Certificates of participation in pools of residential mortgages | $206,000 | 6,229 |
| Issued or guaranteed by U.S. | $206,000 | 6,201 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $35,000 | 3,964 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,764 |
| 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) | $2,215,000 | 7,681 |
| Total debt securities | $2,215,000 | 8,432 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $252,000 | 2,078 |
| 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 | $2,349,000 | 8,494 |
| U.S. Government securities | $1,437,000 | 8,420 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,437,000 | 8,268 |
| Securities issued by states & political subdivisions | $640,000 | 5,629 |
| Other domestic debt securities | $272,000 | 3,514 |
| 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 | $272,000 | 3,123 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $401,000 | 6,421 |
| Certificates of participation in pools of residential mortgages | $297,000 | 6,103 |
| Issued or guaranteed by U.S. | $297,000 | 6,083 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $104,000 | 3,968 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,778 |
| 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) | $2,349,000 | 7,662 |
| Total debt securities | $2,349,000 | 8,412 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,860 |
| Fair value | $254,000 | 1,870 |
| 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 | $2,803,000 | 8,428 |
| U.S. Government securities | $1,911,000 | 8,333 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,911,000 | 8,151 |
| Securities issued by states & political subdivisions | $639,000 | 5,595 |
| Other domestic debt securities | $253,000 | 3,595 |
| 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 | $253,000 | 3,189 |
| 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 | $779,000 | 6,753 |
| Mortgage-backed securities | $557,000 | 6,291 |
| Certificates of participation in pools of residential mortgages | $370,000 | 6,008 |
| Issued or guaranteed by U.S. | $370,000 | 5,989 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $187,000 | 3,929 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,745 |
| 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) | $2,803,000 | 7,573 |
| Total debt securities | $2,802,000 | 8,349 |
| Structured notes | ||
| Amortized cost | $570,000 | 1,271 |
| Fair value | $575,000 | 1,272 |
| 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 | $2,667,000 | 8,519 |
| U.S. Government securities | $2,012,000 | 8,322 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,012,000 | 8,142 |
| Securities issued by states & political subdivisions | $655,000 | 5,577 |
| 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 | $1,034,000 | 6,560 |
| Mortgage-backed securities | $723,000 | 6,152 |
| Certificates of participation in pools of residential mortgages | $450,000 | 5,893 |
| Issued or guaranteed by U.S. | $450,000 | 5,873 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $273,000 | 3,841 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 3,674 |
| 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) | $2,667,000 | 7,633 |
| Total debt securities | $2,666,000 | 8,427 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $255,000 | 1,427 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,550,000 | 8,406 |
| U.S. Government securities | $2,839,000 | 8,137 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,839,000 | 7,925 |
| Securities issued by states & political subdivisions | $711,000 | 5,627 |
| 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 | $1,211,000 | 6,541 |
| Mortgage-backed securities | $1,131,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,987 |
| Issued or guaranteed by U.S. | $322,000 | 5,963 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $809,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 3,297 |
| 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) | $3,550,000 | 7,443 |
| Total debt securities | $3,549,000 | 8,309 |
| 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 | $3,240,000 | 8,939 |
| U.S. Government securities | $2,579,000 | 8,765 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,579,000 | 8,443 |
| Securities issued by states & political subdivisions | $554,000 | 5,984 |
| 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 | $107,000 | 6,731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,297,000 | 6,805 |
| Mortgage-backed securities | $1,282,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,629 |
| Issued or guaranteed by U.S. | $401,000 | 5,608 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $881,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $881,000 | 2,826 |
| 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) | $3,240,000 | 7,800 |
| Total debt securities | $3,133,000 | 8,859 |
| 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 | $3,018,000 | 9,324 |
| U.S. Government securities | $2,369,000 | 9,185 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,369,000 | 8,741 |
| Securities issued by states & political subdivisions | $542,000 | 6,314 |
| 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 | $107,000 | 6,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,000 | 7,349 |
| Mortgage-backed securities | $1,353,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,792 |
| Issued or guaranteed by U.S. | $477,000 | 5,779 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $876,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 3,011 |
| 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) | $3,018,000 | 8,076 |
| Total debt securities | $2,911,000 | 9,264 |
| 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 | $2,201,000 | 9,735 |
| U.S. Government securities | $1,548,000 | 9,619 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,548,000 | 9,005 |
| Securities issued by states & political subdivisions | $547,000 | 6,478 |
| 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 | $106,000 | 6,417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $942,000 | 7,287 |
| Mortgage-backed securities | $1,548,000 | 5,634 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,806 |
| Issued or guaranteed by U.S. | $606,000 | 5,790 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $942,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 3,209 |
| 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) | $2,201,000 | 8,400 |
| Total debt securities | $2,095,000 | 9,654 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,597,000 | 10,120 |
| U.S. Government securities | $1,862,000 | 10,093 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,862,000 | 9,143 |
| Securities issued by states & political subdivisions | $629,000 | 6,484 |
| 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 | $106,000 | 6,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $955,000 | 7,646 |
| Mortgage-backed securities | $1,665,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,809 |
| Issued or guaranteed by U.S. | $710,000 | 5,790 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $955,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 3,365 |
| 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) | $2,597,000 | 8,478 |
| Total debt securities | $2,491,000 | 10,061 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $197,000 | 2,728 |
| 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 | $4,959,000 | 9,799 |
| U.S. Government securities | $4,275,000 | 9,543 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,275,000 | 8,055 |
| Securities issued by states & political subdivisions | $637,000 | 6,767 |
| 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 | $47,000 | 7,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 6,772 |
| Mortgage-backed securities | $1,992,000 | 5,886 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 5,710 |
| Issued or guaranteed by U.S. | $1,080,000 | 5,694 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $912,000 | 3,949 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 3,801 |
| 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) | $4,959,000 | 7,797 |
| Total debt securities | $4,912,000 | 9,701 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $192,000 | 3,479 |
| 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 | $5,660,000 | 9,916 |
| U.S. Government securities | $4,949,000 | 9,595 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,949,000 | 7,738 |
| Securities issued by states & political subdivisions | $672,000 | 6,951 |
| 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 | $39,000 | 7,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,153,000 | 6,718 |
| Mortgage-backed securities | $2,187,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 5,722 |
| Issued or guaranteed by U.S. | $1,276,000 | 5,691 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $911,000 | 4,380 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 4,215 |
| 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) | $5,660,000 | 7,730 |
| Total debt securities | $5,621,000 | 9,823 |
| Structured notes | ||
| Amortized cost | $850,000 | 3,008 |
| Fair value | $831,000 | 3,023 |
| 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 | $5,669,000 | 10,543 |
| U.S. Government securities | $4,977,000 | 10,181 |
| U.S. Treasury securities | $201,000 | 10,928 |
| U.S. Government agency obligations | $4,776,000 | 7,843 |
| Securities issued by states & political subdivisions | $653,000 | 7,323 |
| 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 | $39,000 | 7,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,000 | 6,615 |
| Mortgage-backed securities | $2,159,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 6,124 |
| Issued or guaranteed by U.S. | $1,202,000 | 6,100 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $957,000 | 4,600 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 4,403 |
| 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) | $1,032,000 | 10,725 |
| Available-for-sale securities (fair market value) | $4,637,000 | 7,096 |
| Total debt securities | $5,630,000 | 10,441 |
| 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 | $7,218,000 | 10,214 |
| U.S. Government securities | $6,522,000 | 9,674 |
| U.S. Treasury securities | $205,000 | 11,336 |
| U.S. Government agency obligations | $6,317,000 | 7,168 |
| Securities issued by states & political subdivisions | $657,000 | 7,498 |
| 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 | $39,000 | 7,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $1,705,000 | 7,588 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 6,086 |
| Issued or guaranteed by U.S. | $1,705,000 | 6,035 |
| 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 | $7,179,000 | 10,097 |
| 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 | $8,059,000 | 10,001 |
| U.S. Government securities | $7,361,000 | 9,341 |
| U.S. Treasury securities | $207,000 | 11,854 |
| U.S. Government agency obligations | $7,154,000 | 6,732 |
| Securities issued by states & political subdivisions | $662,000 | 7,297 |
| 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 | $36,000 | 6,874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,912,000 | 7,756 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 6,251 |
| Issued or guaranteed by U.S. | $1,912,000 | 6,185 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,023,000 | 9,892 |
| 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 |