Home > The Troy State Bank > Securities
The Troy State Bank, Securities
| 2012-09-30 | Rank | |
| Total securities | $10,225,000 | 5,606 |
| U.S. Government securities | $9,109,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,109,000 | 4,838 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,931 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,319,000 | 4,503 |
| Mortgage-backed securities | $3,795,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 4,432 |
| Issued or guaranteed by U.S. | $2,042,000 | 4,430 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,753,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,711 |
| 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) | $163,000 | 2,413 |
| Available-for-sale securities (fair market value) | $10,062,000 | 5,247 |
| Total debt securities | $10,225,000 | 5,574 |
| 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 | $12,598,000 | 5,369 |
| U.S. Government securities | $10,910,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,910,000 | 4,656 |
| Securities issued by states & political subdivisions | $1,688,000 | 4,675 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,518,000 | 4,495 |
| Mortgage-backed securities | $4,238,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $2,255,000 | 4,395 |
| Issued or guaranteed by U.S. | $2,255,000 | 4,394 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,983,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,983,000 | 2,644 |
| 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) | $172,000 | 2,427 |
| Available-for-sale securities (fair market value) | $12,426,000 | 5,001 |
| Total debt securities | $12,598,000 | 5,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,195,000 | 5,339 |
| U.S. Government securities | $11,518,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,518,000 | 4,658 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,642 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,282,000 | 4,570 |
| Mortgage-backed securities | $4,645,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $2,503,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,503,000 | 4,338 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,142,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 2,634 |
| 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) | $172,000 | 2,480 |
| Available-for-sale securities (fair market value) | $13,023,000 | 4,962 |
| Total debt securities | $13,195,000 | 5,308 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,800,000 | 5,635 |
| U.S. Government securities | $8,816,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,816,000 | 5,042 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,507 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,836,000 | 4,226 |
| Mortgage-backed securities | $2,171,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,850 |
| Issued or guaranteed by U.S. | $933,000 | 4,843 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,238,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $1,238,000 | 2,787 |
| 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) | $172,000 | 2,583 |
| Available-for-sale securities (fair market value) | $10,628,000 | 5,235 |
| Total debt securities | $10,800,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $10,974,000 | 5,601 |
| U.S. Government securities | $8,720,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,720,000 | 5,040 |
| Securities issued by states & political subdivisions | $2,254,000 | 4,356 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,713,000 | 4,279 |
| Mortgage-backed securities | $2,789,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,328,000 | 4,656 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,461,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,705 |
| 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) | $172,000 | 2,608 |
| Available-for-sale securities (fair market value) | $10,802,000 | 5,194 |
| Total debt securities | $10,973,000 | 5,561 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,693,000 | 5,582 |
| U.S. Government securities | $9,685,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,685,000 | 4,973 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,442 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,661,000 | 4,327 |
| Mortgage-backed securities | $3,101,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,564,000 | 4,550 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,537,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,642 |
| 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) | $180,000 | 2,646 |
| Available-for-sale securities (fair market value) | $11,513,000 | 5,171 |
| Total debt securities | $11,692,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,469,000 | 5,578 |
| U.S. Government securities | $9,474,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,474,000 | 5,001 |
| Securities issued by states & political subdivisions | $1,995,000 | 4,429 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,754,000 | 4,297 |
| Mortgage-backed securities | $2,771,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,495 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,154,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,690 |
| 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) | $180,000 | 2,659 |
| Available-for-sale securities (fair market value) | $11,289,000 | 5,181 |
| Total debt securities | $11,469,000 | 5,545 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $9,816,000 | 5,733 |
| U.S. Government securities | $7,818,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,818,000 | 5,183 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,413 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,313,000 | 4,409 |
| Mortgage-backed securities | $1,755,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $526,000 | 4,996 |
| Issued or guaranteed by U.S. | $526,000 | 4,983 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,229,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,623 |
| 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) | $180,000 | 2,695 |
| Available-for-sale securities (fair market value) | $9,636,000 | 5,322 |
| Total debt securities | $9,818,000 | 5,695 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,078 |
| Fair value | $100,000 | 3,080 |
| 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 | $8,935,000 | 5,850 |
| U.S. Government securities | $6,447,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,447,000 | 5,436 |
| Securities issued by states & political subdivisions | $2,488,000 | 4,149 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,204,000 | 4,489 |
| Mortgage-backed securities | $1,785,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,051 |
| Issued or guaranteed by U.S. | $472,000 | 5,038 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,313,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,560 |
| 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) | $180,000 | 2,758 |
| Available-for-sale securities (fair market value) | $8,755,000 | 5,412 |
| Total debt securities | $8,935,000 | 5,812 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,120 |
| Fair value | $101,000 | 3,122 |
| 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 | $9,847,000 | 5,754 |
| U.S. Government securities | $7,492,000 | 5,463 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,492,000 | 5,346 |
| Securities issued by states & political subdivisions | $2,355,000 | 4,153 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,274,000 | 4,521 |
| Mortgage-backed securities | $2,227,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,718 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,711 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,178,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $1,178,000 | 2,524 |
| 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) | $188,000 | 2,814 |
| Available-for-sale securities (fair market value) | $9,659,000 | 5,318 |
| Total debt securities | $9,847,000 | 5,719 |
| Structured notes | ||
| Amortized cost | $932,000 | 2,683 |
| Fair value | $932,000 | 2,679 |
| 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 | $10,427,000 | 5,714 |
| U.S. Government securities | $8,063,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,063,000 | 5,300 |
| Securities issued by states & political subdivisions | $2,364,000 | 4,127 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,347,000 | 4,553 |
| Mortgage-backed securities | $2,371,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 4,798 |
| Issued or guaranteed by U.S. | $1,157,000 | 4,788 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,214,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $1,214,000 | 2,460 |
| 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) | $188,000 | 2,872 |
| Available-for-sale securities (fair market value) | $10,239,000 | 5,271 |
| Total debt securities | $10,426,000 | 5,672 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 2,191 |
| Fair value | $1,182,000 | 2,197 |
| 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 | $9,856,000 | 5,823 |
| U.S. Government securities | $6,964,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,964,000 | 5,512 |
| Securities issued by states & political subdivisions | $2,892,000 | 3,944 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,376,000 | 4,576 |
| Mortgage-backed securities | $2,034,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $1,290,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,290,000 | 4,810 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $744,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 2,696 |
| 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) | $188,000 | 2,925 |
| Available-for-sale securities (fair market value) | $9,668,000 | 5,378 |
| Total debt securities | $9,856,000 | 5,786 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,326 |
| Fair value | $684,000 | 2,331 |
| 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 | $9,900,000 | 5,853 |
| U.S. Government securities | $6,881,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,881,000 | 5,582 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,915 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,431,000 | 4,570 |
| Mortgage-backed securities | $2,175,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,875 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,862 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $790,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $790,000 | 2,660 |
| 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) | $188,000 | 3,004 |
| Available-for-sale securities (fair market value) | $9,712,000 | 5,381 |
| Total debt securities | $9,900,000 | 5,811 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $504,000 | 2,019 |
| 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 | $10,142,000 | 5,793 |
| U.S. Government securities | $7,150,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,150,000 | 5,510 |
| Securities issued by states & political subdivisions | $2,992,000 | 3,895 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,558,000 | 4,897 |
| Mortgage-backed securities | $2,322,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $1,484,000 | 4,890 |
| Issued or guaranteed by U.S. | $1,484,000 | 4,876 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $838,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $838,000 | 2,631 |
| 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) | $195,000 | 3,040 |
| Available-for-sale securities (fair market value) | $9,947,000 | 5,334 |
| Total debt securities | $10,141,000 | 5,750 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $500,000 | 1,569 |
| 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 | $9,737,000 | 5,933 |
| U.S. Government securities | $6,631,000 | 5,863 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,631,000 | 5,784 |
| Securities issued by states & political subdivisions | $3,106,000 | 3,764 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,660,000 | 4,928 |
| Mortgage-backed securities | $2,218,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 5,013 |
| Issued or guaranteed by U.S. | $1,328,000 | 4,997 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $890,000 | 3,005 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,624 |
| 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) | $195,000 | 3,080 |
| Available-for-sale securities (fair market value) | $9,542,000 | 5,455 |
| Total debt securities | $9,738,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $994,000 | 1,024 |
| 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 | $8,773,000 | 6,163 |
| U.S. Government securities | $5,623,000 | 6,214 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,623,000 | 6,131 |
| Securities issued by states & political subdivisions | $3,150,000 | 3,705 |
| 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 | $3,801,000 | 4,927 |
| Mortgage-backed securities | $2,332,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 4,975 |
| Issued or guaranteed by U.S. | $1,406,000 | 4,960 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $926,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,579 |
| 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) | $195,000 | 3,102 |
| Available-for-sale securities (fair market value) | $8,578,000 | 5,665 |
| Total debt securities | $8,773,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,003,000 | 1,007 |
| 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 | $8,154,000 | 6,238 |
| U.S. Government securities | $4,836,000 | 6,444 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,836,000 | 6,349 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,623 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,270,000 | 5,118 |
| Mortgage-backed securities | $1,721,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $773,000 | 5,319 |
| Issued or guaranteed by U.S. | $773,000 | 5,302 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $948,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $948,000 | 2,472 |
| 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) | $195,000 | 3,124 |
| Available-for-sale securities (fair market value) | $7,959,000 | 5,725 |
| Total debt securities | $8,163,000 | 6,195 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $952,000 | 1,075 |
| 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 | $8,821,000 | 6,150 |
| U.S. Government securities | $5,406,000 | 6,318 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,406,000 | 6,231 |
| Securities issued by states & political subdivisions | $3,415,000 | 3,609 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,772,000 | 4,940 |
| Mortgage-backed securities | $1,761,000 | 5,257 |
| Certificates of participation in pools of residential mortgages | $792,000 | 5,317 |
| Issued or guaranteed by U.S. | $792,000 | 5,294 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $969,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,454 |
| 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) | $203,000 | 3,122 |
| Available-for-sale securities (fair market value) | $8,618,000 | 5,661 |
| Total debt securities | $8,821,000 | 6,083 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $955,000 | 1,140 |
| 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 | $9,080,000 | 6,123 |
| U.S. Government securities | $5,590,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,590,000 | 6,184 |
| Securities issued by states & political subdivisions | $3,490,000 | 3,597 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,190,000 | 4,753 |
| Mortgage-backed securities | $1,742,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $667,000 | 5,342 |
| Issued or guaranteed by U.S. | $667,000 | 5,316 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,075,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,374 |
| 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) | $203,000 | 3,166 |
| Available-for-sale securities (fair market value) | $8,877,000 | 5,614 |
| Total debt securities | $9,079,000 | 6,050 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $995,000 | 1,232 |
| 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 | $7,762,000 | 6,481 |
| U.S. Government securities | $4,327,000 | 6,806 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,327,000 | 6,695 |
| Securities issued by states & political subdivisions | $3,435,000 | 3,607 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,567,000 | 5,007 |
| Mortgage-backed securities | $1,125,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,146 |
| Issued or guaranteed by U.S. | $18,000 | 6,125 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,107,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,270 |
| 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) | $203,000 | 3,218 |
| Available-for-sale securities (fair market value) | $7,559,000 | 5,926 |
| Total debt securities | $7,762,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,338 |
| Fair value | $200,000 | 2,345 |
| 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 | $6,463,000 | 6,818 |
| U.S. Government securities | $3,065,000 | 7,218 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,065,000 | 7,100 |
| Securities issued by states & political subdivisions | $3,398,000 | 3,616 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,547,000 | 5,020 |
| Mortgage-backed securities | $678,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,100 |
| Issued or guaranteed by U.S. | $19,000 | 6,077 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $659,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,495 |
| 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) | $203,000 | 3,285 |
| Available-for-sale securities (fair market value) | $6,260,000 | 6,234 |
| Total debt securities | $6,463,000 | 6,768 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,068 |
| Fair value | $698,000 | 2,074 |
| 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 | $6,443,000 | 6,863 |
| U.S. Government securities | $3,080,000 | 7,287 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,080,000 | 7,157 |
| Securities issued by states & political subdivisions | $3,363,000 | 3,634 |
| 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 | $3,368,000 | 5,135 |
| Mortgage-backed securities | $720,000 | 5,485 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,096 |
| Issued or guaranteed by U.S. | $24,000 | 6,075 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $696,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,454 |
| 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) | $210,000 | 3,314 |
| Available-for-sale securities (fair market value) | $6,233,000 | 6,255 |
| Total debt securities | $6,443,000 | 6,813 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,162 |
| Fair value | $689,000 | 2,168 |
| 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 | $6,579,000 | 6,870 |
| U.S. Government securities | $3,167,000 | 7,297 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,167,000 | 7,165 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,641 |
| 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 | $3,333,000 | 5,158 |
| Mortgage-backed securities | $791,000 | 5,443 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,099 |
| Issued or guaranteed by U.S. | $27,000 | 6,077 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $764,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,413 |
| 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) | $210,000 | 3,380 |
| Available-for-sale securities (fair market value) | $6,369,000 | 6,243 |
| Total debt securities | $6,579,000 | 6,822 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,224 |
| Fair value | $691,000 | 2,236 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,950,000 | 7,044 |
| U.S. Government securities | $2,534,000 | 7,528 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,534,000 | 7,408 |
| Securities issued by states & political subdivisions | $3,416,000 | 3,646 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,456,000 | 5,139 |
| Mortgage-backed securities | $660,000 | 5,559 |
| Certificates of participation in pools of residential mortgages | $356,000 | 5,434 |
| Issued or guaranteed by U.S. | $356,000 | 5,413 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $304,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 2,774 |
| 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) | $210,000 | 3,465 |
| Available-for-sale securities (fair market value) | $5,740,000 | 6,403 |
| Total debt securities | $5,950,000 | 6,996 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,328 |
| Fair value | $689,000 | 2,341 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,421,000 | 7,241 |
| U.S. Government securities | $2,004,000 | 7,768 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,004,000 | 7,636 |
| Securities issued by states & political subdivisions | $3,417,000 | 3,605 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 5,337 |
| Mortgage-backed securities | $370,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,428 |
| Issued or guaranteed by U.S. | $370,000 | 5,402 |
| 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) | $210,000 | 3,539 |
| Available-for-sale securities (fair market value) | $5,211,000 | 6,560 |
| Total debt securities | $5,419,000 | 7,189 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,452 |
| Fair value | $686,000 | 2,466 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,454,000 | 7,256 |
| U.S. Government securities | $2,022,000 | 7,801 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,022,000 | 7,671 |
| Securities issued by states & political subdivisions | $3,432,000 | 3,607 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,960,000 | 4,977 |
| Mortgage-backed securities | $407,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $407,000 | 5,424 |
| Issued or guaranteed by U.S. | $407,000 | 5,399 |
| 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) | $216,000 | 3,586 |
| Available-for-sale securities (fair market value) | $5,238,000 | 6,563 |
| Total debt securities | $5,454,000 | 7,203 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,509 |
| Fair value | $672,000 | 2,535 |
| 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 | $5,642,000 | 7,251 |
| U.S. Government securities | $2,064,000 | 7,850 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,064,000 | 7,714 |
| Securities issued by states & political subdivisions | $3,578,000 | 3,571 |
| 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 | $3,642,000 | 5,098 |
| Mortgage-backed securities | $444,000 | 5,816 |
| Certificates of participation in pools of residential mortgages | $444,000 | 5,408 |
| Issued or guaranteed by U.S. | $444,000 | 5,386 |
| 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) | $5,642,000 | 6,513 |
| Total debt securities | $5,642,000 | 7,194 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,512 |
| Fair value | $679,000 | 2,529 |
| 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 | $5,740,000 | 7,289 |
| U.S. Government securities | $2,090,000 | 7,872 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,090,000 | 7,741 |
| Securities issued by states & political subdivisions | $3,650,000 | 3,563 |
| 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 | $3,594,000 | 5,120 |
| Mortgage-backed securities | $473,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $473,000 | 5,408 |
| Issued or guaranteed by U.S. | $473,000 | 5,383 |
| 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) | $5,740,000 | 6,541 |
| Total debt securities | $5,740,000 | 7,234 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,505 |
| Fair value | $679,000 | 2,523 |
| 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 | $5,831,000 | 7,298 |
| U.S. Government securities | $2,143,000 | 7,878 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,143,000 | 7,747 |
| Securities issued by states & political subdivisions | $3,688,000 | 3,532 |
| 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 | $3,649,000 | 5,087 |
| Mortgage-backed securities | $510,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,396 |
| Issued or guaranteed by U.S. | $510,000 | 5,376 |
| 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) | $5,831,000 | 6,531 |
| Total debt securities | $5,830,000 | 7,239 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,466 |
| Fair value | $691,000 | 2,464 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,024,000 | 7,284 |
| U.S. Government securities | $2,201,000 | 7,903 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,201,000 | 7,760 |
| Securities issued by states & political subdivisions | $3,823,000 | 3,473 |
| 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 | $3,705,000 | 5,054 |
| Mortgage-backed securities | $561,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,392 |
| Issued or guaranteed by U.S. | $561,000 | 5,366 |
| 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) | $6,024,000 | 6,501 |
| Total debt securities | $6,024,000 | 7,216 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,434 |
| Fair value | $694,000 | 2,444 |
| 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 | $6,190,000 | 7,336 |
| U.S. Government securities | $2,423,000 | 7,901 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,423,000 | 7,742 |
| Securities issued by states & political subdivisions | $3,767,000 | 3,491 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,696,000 | 5,096 |
| Mortgage-backed securities | $804,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $804,000 | 5,249 |
| Issued or guaranteed by U.S. | $804,000 | 5,233 |
| 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) | $6,190,000 | 6,536 |
| Total debt securities | $6,190,000 | 7,267 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,419 |
| Fair value | $680,000 | 2,432 |
| 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 | $6,109,000 | 7,367 |
| U.S. Government securities | $2,498,000 | 7,903 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,498,000 | 7,753 |
| Securities issued by states & political subdivisions | $3,611,000 | 3,559 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,573,000 | 5,136 |
| Mortgage-backed securities | $862,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,239 |
| Issued or guaranteed by U.S. | $862,000 | 5,223 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,109,000 | 6,566 |
| Total debt securities | $6,109,000 | 7,294 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,367 |
| Fair value | $686,000 | 2,370 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,045,000 | 7,429 |
| U.S. Government securities | $2,629,000 | 7,899 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,629,000 | 7,745 |
| Securities issued by states & political subdivisions | $3,416,000 | 3,643 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,030,000 | 5,398 |
| Mortgage-backed securities | $940,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,189 |
| Issued or guaranteed by U.S. | $940,000 | 5,176 |
| 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) | $6,045,000 | 6,610 |
| Total debt securities | $6,044,000 | 7,353 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,357 |
| Fair value | $692,000 | 2,357 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,512,000 | 7,393 |
| U.S. Government securities | $3,068,000 | 7,827 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,068,000 | 7,664 |
| Securities issued by states & political subdivisions | $3,444,000 | 3,638 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,563,000 | 5,622 |
| Mortgage-backed securities | $1,419,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $1,419,000 | 4,916 |
| Issued or guaranteed by U.S. | $1,419,000 | 4,903 |
| 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) | $6,512,000 | 6,569 |
| Total debt securities | $6,511,000 | 7,314 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,323 |
| Fair value | $661,000 | 2,325 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,008,000 | 7,259 |
| U.S. Government securities | $3,386,000 | 7,679 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,386,000 | 7,519 |
| Securities issued by states & political subdivisions | $3,622,000 | 3,568 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,738,000 | 5,503 |
| Mortgage-backed securities | $1,678,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,786 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,772 |
| 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) | $7,008,000 | 6,449 |
| Total debt securities | $7,008,000 | 7,172 |
| Structured notes | ||
| Amortized cost | $699,000 | 2,105 |
| Fair value | $698,000 | 2,104 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,587,000 | 7,423 |
| U.S. Government securities | $3,516,000 | 7,709 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,516,000 | 7,527 |
| Securities issued by states & political subdivisions | $3,071,000 | 3,837 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,588,000 | 5,528 |
| Mortgage-backed securities | $1,837,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 4,693 |
| Issued or guaranteed by U.S. | $1,837,000 | 4,674 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,587,000 | 6,600 |
| Total debt securities | $6,586,000 | 7,343 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,971 |
| Fair value | $675,000 | 1,972 |
| 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 | $6,466,000 | 7,415 |
| U.S. Government securities | $3,701,000 | 7,568 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,701,000 | 7,381 |
| Securities issued by states & political subdivisions | $2,765,000 | 3,983 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,462,000 | 5,565 |
| Mortgage-backed securities | $2,033,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 4,562 |
| Issued or guaranteed by U.S. | $2,033,000 | 4,541 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,466,000 | 6,591 |
| Total debt securities | $6,466,000 | 7,329 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,537 |
| Fair value | $966,000 | 1,583 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,665,000 | 7,311 |
| U.S. Government securities | $3,964,000 | 7,457 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,964,000 | 7,274 |
| Securities issued by states & political subdivisions | $2,701,000 | 3,980 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,924,000 | 5,329 |
| Mortgage-backed securities | $2,552,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 4,352 |
| Issued or guaranteed by U.S. | $2,552,000 | 4,334 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,665,000 | 6,495 |
| Total debt securities | $6,665,000 | 7,221 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,506 |
| Fair value | $699,000 | 1,508 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,257,000 | 7,467 |
| U.S. Government securities | $4,142,000 | 7,464 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,142,000 | 7,271 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,220 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,698,000 | 5,470 |
| Mortgage-backed securities | $3,215,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $3,215,000 | 4,072 |
| Issued or guaranteed by U.S. | $3,215,000 | 4,057 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,257,000 | 6,635 |
| Total debt securities | $6,257,000 | 7,371 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,558,000 | 7,383 |
| U.S. Government securities | $5,330,000 | 7,030 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,330,000 | 6,829 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,924 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,361,000 | 5,682 |
| Mortgage-backed securities | $3,079,000 | 4,834 |
| Certificates of participation in pools of residential mortgages | $3,079,000 | 4,132 |
| Issued or guaranteed by U.S. | $3,079,000 | 4,119 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,558,000 | 6,542 |
| Total debt securities | $6,558,000 | 7,297 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $496,000 | 1,330 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,642,000 | 7,752 |
| U.S. Government securities | $5,072,000 | 7,202 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,072,000 | 6,958 |
| Securities issued by states & political subdivisions | $570,000 | 5,811 |
| 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 | $3,611,000 | 5,012 |
| Mortgage-backed securities | $2,628,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,102 |
| Issued or guaranteed by U.S. | $2,628,000 | 4,085 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,642,000 | 6,805 |
| Total debt securities | $5,642,000 | 7,644 |
| 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 | $5,330,000 | 8,242 |
| U.S. Government securities | $2,338,000 | 8,855 |
| U.S. Treasury securities | $805,000 | 2,973 |
| U.S. Government agency obligations | $1,533,000 | 8,873 |
| Securities issued by states & political subdivisions | $2,918,000 | 3,751 |
| 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 | $74,000 | 7,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,751,000 | 5,245 |
| Mortgage-backed securities | $293,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,839 |
| Issued or guaranteed by U.S. | $293,000 | 5,818 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,330,000 | 7,125 |
| Total debt securities | $5,256,000 | 8,147 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,767,000 | 8,411 |
| U.S. Government securities | $2,860,000 | 8,986 |
| U.S. Treasury securities | $1,895,000 | 2,906 |
| U.S. Government agency obligations | $965,000 | 9,397 |
| Securities issued by states & political subdivisions | $2,834,000 | 4,028 |
| 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 | $73,000 | 7,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,282,000 | 4,951 |
| Mortgage-backed securities | $9,000 | 7,776 |
| Certificates of participation in pools of residential mortgages | $9,000 | 7,354 |
| Issued or guaranteed by U.S. | $9,000 | 7,333 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,767,000 | 7,172 |
| Total debt securities | $5,694,000 | 8,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,000,000 | 8,772 |
| U.S. Government securities | $2,745,000 | 9,123 |
| U.S. Treasury securities | $2,024,000 | 3,857 |
| U.S. Government agency obligations | $721,000 | 9,488 |
| Securities issued by states & political subdivisions | $2,186,000 | 4,562 |
| 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 | $69,000 | 6,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,716,000 | 4,953 |
| Mortgage-backed securities | $14,000 | 7,971 |
| Certificates of participation in pools of residential mortgages | $14,000 | 7,529 |
| Issued or guaranteed by U.S. | $14,000 | 7,505 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,000,000 | 7,363 |
| Total debt securities | $4,931,000 | 8,680 |
| 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 | $4,556,000 | 9,396 |
| U.S. Government securities | $3,686,000 | 9,231 |
| U.S. Treasury securities | $2,323,000 | 4,828 |
| U.S. Government agency obligations | $1,363,000 | 9,480 |
| Securities issued by states & political subdivisions | $851,000 | 6,081 |
| 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 | $19,000 | 7,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,011,000 | 5,001 |
| Mortgage-backed securities | $21,000 | 8,309 |
| Certificates of participation in pools of residential mortgages | $21,000 | 7,784 |
| Issued or guaranteed by U.S. | $21,000 | 7,757 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,556,000 | 7,649 |
| Total debt securities | $4,537,000 | 9,292 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,132,000 | 9,724 |
| U.S. Government securities | $5,111,000 | 9,092 |
| U.S. Treasury securities | $2,596,000 | 5,386 |
| U.S. Government agency obligations | $2,515,000 | 9,131 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,387,000 | 5,588 |
| Mortgage-backed securities | $26,000 | 8,856 |
| Certificates of participation in pools of residential mortgages | $26,000 | 8,304 |
| Issued or guaranteed by U.S. | $26,000 | 8,278 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,132,000 | 7,710 |
| Total debt securities | $5,111,000 | 9,618 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,707,000 | 10,340 |
| U.S. Government securities | $4,685,000 | 9,712 |
| U.S. Treasury securities | $2,512,000 | 6,512 |
| U.S. Government agency obligations | $2,173,000 | 9,596 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,707,000 | 6,201 |
| Mortgage-backed securities | $36,000 | 9,301 |
| Certificates of participation in pools of residential mortgages | $36,000 | 8,637 |
| Issued or guaranteed by U.S. | $36,000 | 8,603 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,707,000 | 8,174 |
| Total debt securities | $4,685,000 | 10,240 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,890,000 | 11,301 |
| U.S. Government securities | $3,873,000 | 10,760 |
| U.S. Treasury securities | $2,777,000 | 7,394 |
| U.S. Government agency obligations | $1,096,000 | 10,772 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 8,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,128,000 | 6,907 |
| Mortgage-backed securities | $40,000 | 9,847 |
| Certificates of participation in pools of residential mortgages | $40,000 | 9,120 |
| Issued or guaranteed by U.S. | $40,000 | 9,091 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $3,890,000 | 7,535 |
| Total debt securities | $3,873,000 | 11,212 |
| 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 | $3,833,000 | 11,800 |
| U.S. Government securities | $3,816,000 | 11,203 |
| U.S. Treasury securities | $2,133,000 | 8,239 |
| U.S. Government agency obligations | $1,683,000 | 10,541 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $17,000 | 7,924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,139,000 | 6,815 |
| Mortgage-backed securities | $273,000 | 9,750 |
| Certificates of participation in pools of residential mortgages | $55,000 | 9,604 |
| Issued or guaranteed by U.S. | $55,000 | 9,553 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $218,000 | 6,307 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 6,025 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,816,000 | 11,689 |
| 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 | $3,509,000 | 12,350 |
| U.S. Government securities | $3,492,000 | 11,782 |
| U.S. Treasury securities | $1,551,000 | 9,395 |
| U.S. Government agency obligations | $1,941,000 | 10,615 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $17,000 | 7,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 7,424 |
| Mortgage-backed securities | $435,000 | 9,935 |
| Certificates of participation in pools of residential mortgages | $76,000 | 9,896 |
| Issued or guaranteed by U.S. | $76,000 | 9,821 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $359,000 | 6,206 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 5,780 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,492,000 | 12,241 |
| 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 |