Home > Wilburton State Bank > Securities
Wilburton State Bank, Securities
| 2016-09-30 | Rank | |
| Total securities | $16,618,000 | 4,125 |
| U.S. Government securities | $10,226,000 | 3,821 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,226,000 | 3,695 |
| Securities issued by states & political subdivisions | $6,392,000 | 3,301 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,000 | 4,508 |
| Mortgage-backed securities | $9,668,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $9,239,000 | 2,356 |
| Issued or guaranteed by U.S. | $9,239,000 | 2,356 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $429,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,704 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,618,000 | 3,799 |
| Total debt securities | $16,617,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,668,000 | 4,100 |
| U.S. Government securities | $11,005,000 | 3,836 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,005,000 | 3,713 |
| Securities issued by states & political subdivisions | $6,663,000 | 3,276 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,843,000 | 4,595 |
| Mortgage-backed securities | $10,444,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $9,980,000 | 2,326 |
| Issued or guaranteed by U.S. | $9,980,000 | 2,322 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $464,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,714 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,668,000 | 3,769 |
| Total debt securities | $17,668,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $17,650,000 | 4,163 |
| U.S. Government securities | $11,213,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,213,000 | 3,773 |
| Securities issued by states & political subdivisions | $6,437,000 | 3,294 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,844,000 | 4,640 |
| Mortgage-backed securities | $10,667,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $10,667,000 | 2,268 |
| Issued or guaranteed by U.S. | $10,667,000 | 2,267 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,650,000 | 3,825 |
| Total debt securities | $17,648,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,728,000 | 4,204 |
| U.S. Government securities | $11,301,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,301,000 | 3,775 |
| Securities issued by states & political subdivisions | $6,427,000 | 3,306 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,392,000 | 4,806 |
| Mortgage-backed securities | $10,772,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $10,772,000 | 2,242 |
| Issued or guaranteed by U.S. | $10,772,000 | 2,240 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $17,728,000 | 3,856 |
| Total debt securities | $17,726,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,554,000 | 4,216 |
| U.S. Government securities | $12,109,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,109,000 | 3,793 |
| Securities issued by states & political subdivisions | $6,445,000 | 3,327 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,419,000 | 4,861 |
| Mortgage-backed securities | $11,579,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $11,579,000 | 2,192 |
| Issued or guaranteed by U.S. | $11,579,000 | 2,191 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $18,554,000 | 3,857 |
| Total debt securities | $18,555,000 | 4,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $17,568,000 | 4,369 |
| U.S. Government securities | $11,850,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,850,000 | 3,949 |
| Securities issued by states & political subdivisions | $5,718,000 | 3,479 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,000 | 4,972 |
| Mortgage-backed securities | $11,328,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $11,283,000 | 2,281 |
| Issued or guaranteed by U.S. | $11,283,000 | 2,279 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,158 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $17,568,000 | 4,011 |
| Total debt securities | $17,568,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,044,000 | 4,557 |
| U.S. Government securities | $11,531,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,531,000 | 4,056 |
| Securities issued by states & political subdivisions | $4,513,000 | 3,713 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,000 | 5,017 |
| Mortgage-backed securities | $10,992,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $10,835,000 | 2,366 |
| Issued or guaranteed by U.S. | $10,835,000 | 2,366 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $157,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 3,092 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,044,000 | 4,197 |
| Total debt securities | $16,044,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $15,815,000 | 4,634 |
| U.S. Government securities | $11,312,000 | 4,271 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,312,000 | 4,160 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,762 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,000 | 5,057 |
| Mortgage-backed securities | $10,783,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $10,529,000 | 2,456 |
| Issued or guaranteed by U.S. | $10,529,000 | 2,453 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $254,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,078 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $15,815,000 | 4,264 |
| Total debt securities | $15,815,000 | 4,614 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $13,975,000 | 4,914 |
| U.S. Government securities | $9,139,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,139,000 | 4,541 |
| Securities issued by states & political subdivisions | $4,836,000 | 3,731 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,378,000 | 5,110 |
| Mortgage-backed securities | $8,619,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $8,282,000 | 2,831 |
| Issued or guaranteed by U.S. | $8,282,000 | 2,828 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $337,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,070 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,975,000 | 4,528 |
| Total debt securities | $13,973,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,168,000 | 4,957 |
| U.S. Government securities | $9,602,000 | 4,656 |
| U.S. Treasury securities | $1,021,000 | 943 |
| U.S. Government agency obligations | $8,581,000 | 4,690 |
| Securities issued by states & political subdivisions | $4,566,000 | 3,825 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,000 | 5,204 |
| Mortgage-backed securities | $8,061,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | $7,708,000 | 2,974 |
| Issued or guaranteed by U.S. | $7,708,000 | 2,974 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $353,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 3,101 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,168,000 | 4,557 |
| Total debt securities | $14,168,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $14,608,000 | 4,973 |
| U.S. Government securities | $10,073,000 | 4,635 |
| U.S. Treasury securities | $1,006,000 | 855 |
| U.S. Government agency obligations | $9,067,000 | 4,673 |
| Securities issued by states & political subdivisions | $4,535,000 | 3,848 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,953,000 | 5,037 |
| Mortgage-backed securities | $8,558,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,920 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,920 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $381,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,109 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $14,608,000 | 4,576 |
| Total debt securities | $14,607,000 | 4,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $13,716,000 | 5,059 |
| U.S. Government securities | $9,554,000 | 4,678 |
| U.S. Treasury securities | $979,000 | 870 |
| U.S. Government agency obligations | $8,575,000 | 4,733 |
| Securities issued by states & political subdivisions | $4,162,000 | 3,957 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,975,000 | 5,065 |
| Mortgage-backed securities | $8,575,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $8,188,000 | 2,916 |
| Issued or guaranteed by U.S. | $8,188,000 | 2,914 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $387,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,099 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,716,000 | 4,662 |
| Total debt securities | $13,716,000 | 5,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $13,130,000 | 5,163 |
| U.S. Government securities | $9,005,000 | 4,811 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,005,000 | 4,713 |
| Securities issued by states & political subdivisions | $4,125,000 | 3,980 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,021,000 | 5,082 |
| Mortgage-backed securities | $9,005,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $8,604,000 | 2,859 |
| Issued or guaranteed by U.S. | $8,604,000 | 2,856 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $401,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 3,123 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,130,000 | 4,774 |
| Total debt securities | $13,130,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $12,383,000 | 5,253 |
| U.S. Government securities | $9,210,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,210,000 | 4,679 |
| Securities issued by states & political subdivisions | $3,173,000 | 4,225 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,339,000 | 5,002 |
| Mortgage-backed securities | $9,210,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $8,786,000 | 2,794 |
| Issued or guaranteed by U.S. | $8,786,000 | 2,792 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $424,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $424,000 | 3,126 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,383,000 | 4,873 |
| Total debt securities | $12,382,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,186,000 | 5,084 |
| U.S. Government securities | $10,533,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,533,000 | 4,544 |
| Securities issued by states & political subdivisions | $3,653,000 | 4,087 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,470,000 | 5,021 |
| Mortgage-backed securities | $10,533,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $9,747,000 | 2,700 |
| Issued or guaranteed by U.S. | $9,747,000 | 2,699 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $786,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,968 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,186,000 | 4,723 |
| Total debt securities | $14,185,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,307,000 | 5,045 |
| U.S. Government securities | $10,233,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,233,000 | 4,561 |
| Securities issued by states & political subdivisions | $4,074,000 | 3,980 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,527,000 | 5,019 |
| Mortgage-backed securities | $10,233,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $9,414,000 | 2,737 |
| Issued or guaranteed by U.S. | $9,414,000 | 2,735 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $819,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,987 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $405,000 | 2,173 |
| Available-for-sale securities (fair market value) | $13,902,000 | 4,723 |
| Total debt securities | $14,306,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $15,676,000 | 4,982 |
| U.S. Government securities | $11,087,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,087,000 | 4,534 |
| Securities issued by states & political subdivisions | $4,589,000 | 3,836 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,031,000 | 4,904 |
| Mortgage-backed securities | $11,087,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $10,229,000 | 2,750 |
| Issued or guaranteed by U.S. | $10,229,000 | 2,747 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $858,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 3,051 |
| 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) | $404,000 | 2,225 |
| Available-for-sale securities (fair market value) | $15,272,000 | 4,637 |
| Total debt securities | $15,675,000 | 4,955 |
| 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 | $15,696,000 | 4,991 |
| U.S. Government securities | $11,308,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,308,000 | 4,599 |
| Securities issued by states & political subdivisions | $4,388,000 | 3,825 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,078,000 | 4,938 |
| Mortgage-backed securities | $11,308,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $10,414,000 | 2,771 |
| Issued or guaranteed by U.S. | $10,414,000 | 2,771 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $894,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 3,044 |
| 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) | $703,000 | 2,077 |
| Available-for-sale securities (fair market value) | $14,993,000 | 4,686 |
| Total debt securities | $15,696,000 | 4,963 |
| 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 | $17,750,000 | 4,826 |
| U.S. Government securities | $12,645,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,645,000 | 4,478 |
| Securities issued by states & political subdivisions | $5,105,000 | 3,599 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,170,000 | 4,939 |
| Mortgage-backed securities | $11,640,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $10,713,000 | 2,746 |
| Issued or guaranteed by U.S. | $10,713,000 | 2,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $927,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 3,058 |
| 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) | $703,000 | 2,124 |
| Available-for-sale securities (fair market value) | $17,047,000 | 4,514 |
| Total debt securities | $17,749,000 | 4,799 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $502,000 | 2,709 |
| 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 | $17,857,000 | 4,783 |
| U.S. Government securities | $12,857,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,857,000 | 4,425 |
| Securities issued by states & political subdivisions | $5,000,000 | 3,593 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,208,000 | 4,712 |
| Mortgage-backed securities | $11,843,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $10,891,000 | 2,627 |
| Issued or guaranteed by U.S. | $10,891,000 | 2,625 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $952,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,903 |
| 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) | $893,000 | 2,147 |
| Available-for-sale securities (fair market value) | $16,964,000 | 4,468 |
| Total debt securities | $17,856,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $506,000 | 2,579 |
| 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 | $19,098,000 | 4,614 |
| U.S. Government securities | $13,825,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,825,000 | 4,229 |
| Securities issued by states & political subdivisions | $5,273,000 | 3,470 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,255,000 | 4,699 |
| Mortgage-backed securities | $12,807,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $11,815,000 | 2,442 |
| Issued or guaranteed by U.S. | $11,815,000 | 2,436 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $992,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,881 |
| 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) | $892,000 | 2,170 |
| Available-for-sale securities (fair market value) | $18,206,000 | 4,308 |
| Total debt securities | $19,097,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $508,000 | 2,639 |
| 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 | $19,353,000 | 4,635 |
| U.S. Government securities | $14,088,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,088,000 | 4,285 |
| Securities issued by states & political subdivisions | $5,265,000 | 3,436 |
| 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 | $3,318,000 | 4,732 |
| Mortgage-backed securities | $13,066,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $12,042,000 | 2,362 |
| Issued or guaranteed by U.S. | $12,042,000 | 2,355 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,024,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,811 |
| 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) | $1,143,000 | 2,082 |
| Available-for-sale securities (fair market value) | $18,210,000 | 4,362 |
| Total debt securities | $19,350,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $509,000 | 2,816 |
| 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 | $19,982,000 | 4,544 |
| U.S. Government securities | $14,179,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,179,000 | 4,232 |
| Securities issued by states & political subdivisions | $5,803,000 | 3,262 |
| 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 | $2,935,000 | 4,871 |
| Mortgage-backed securities | $13,162,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $12,142,000 | 2,290 |
| Issued or guaranteed by U.S. | $12,142,000 | 2,285 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,020,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,741 |
| 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) | $1,683,000 | 1,937 |
| Available-for-sale securities (fair market value) | $18,299,000 | 4,345 |
| Total debt securities | $19,981,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $505,000 | 2,894 |
| 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 | $19,845,000 | 4,418 |
| U.S. Government securities | $14,053,000 | 4,198 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,053,000 | 4,076 |
| Securities issued by states & political subdivisions | $5,792,000 | 3,236 |
| 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 | $2,997,000 | 4,862 |
| Mortgage-backed securities | $13,037,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $12,527,000 | 2,160 |
| Issued or guaranteed by U.S. | $12,527,000 | 2,154 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $510,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 2,994 |
| 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) | $1,683,000 | 1,967 |
| Available-for-sale securities (fair market value) | $18,162,000 | 4,231 |
| Total debt securities | $19,845,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $503,000 | 2,777 |
| 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 | $19,704,000 | 4,403 |
| U.S. Government securities | $13,856,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,856,000 | 4,083 |
| Securities issued by states & political subdivisions | $5,848,000 | 3,146 |
| 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 | $3,071,000 | 4,880 |
| Mortgage-backed securities | $12,825,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $12,271,000 | 2,146 |
| Issued or guaranteed by U.S. | $12,271,000 | 2,140 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $554,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,941 |
| 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) | $1,684,000 | 2,011 |
| Available-for-sale securities (fair market value) | $18,020,000 | 4,190 |
| Total debt securities | $19,703,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $513,000 | 2,783 |
| 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 | $21,218,000 | 4,252 |
| U.S. Government securities | $14,689,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,689,000 | 4,039 |
| Securities issued by states & political subdivisions | $6,529,000 | 2,881 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,883,000 | 5,006 |
| Mortgage-backed securities | $13,669,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $12,847,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,847,000 | 2,107 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $822,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $822,000 | 2,696 |
| 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) | $1,684,000 | 2,081 |
| Available-for-sale securities (fair market value) | $19,534,000 | 4,042 |
| Total debt securities | $21,218,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $505,000 | 2,889 |
| 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 | $21,335,000 | 4,298 |
| U.S. Government securities | $15,390,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,390,000 | 3,989 |
| Securities issued by states & political subdivisions | $5,945,000 | 3,001 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,985,000 | 5,040 |
| Mortgage-backed securities | $14,393,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $14,006,000 | 2,092 |
| Issued or guaranteed by U.S. | $14,006,000 | 2,086 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $387,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 2,939 |
| 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) | $1,684,000 | 2,106 |
| Available-for-sale securities (fair market value) | $19,651,000 | 4,090 |
| Total debt securities | $21,335,000 | 4,260 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $492,000 | 2,804 |
| 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 | $21,110,000 | 4,286 |
| U.S. Government securities | $14,806,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,806,000 | 4,070 |
| Securities issued by states & political subdivisions | $6,304,000 | 2,916 |
| 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 | $2,989,000 | 5,084 |
| Mortgage-backed securities | $13,820,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $13,308,000 | 2,216 |
| Issued or guaranteed by U.S. | $13,308,000 | 2,208 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $512,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,845 |
| 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) | $2,056,000 | 2,033 |
| Available-for-sale securities (fair market value) | $19,054,000 | 4,088 |
| Total debt securities | $21,109,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $482,000 | 2,551 |
| 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 | $20,451,000 | 4,385 |
| U.S. Government securities | $13,396,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,396,000 | 4,288 |
| Securities issued by states & political subdivisions | $7,055,000 | 2,767 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,077,000 | 5,067 |
| Mortgage-backed securities | $13,396,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $12,758,000 | 2,314 |
| Issued or guaranteed by U.S. | $12,758,000 | 2,305 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $638,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,743 |
| 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) | $2,559,000 | 2,001 |
| Available-for-sale securities (fair market value) | $17,892,000 | 4,265 |
| Total debt securities | $20,447,000 | 4,350 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $21,428,000 | 4,265 |
| U.S. Government securities | $13,872,000 | 4,303 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,872,000 | 4,205 |
| Securities issued by states & political subdivisions | $7,556,000 | 2,621 |
| 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 | $3,237,000 | 5,027 |
| Mortgage-backed securities | $13,872,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $13,103,000 | 2,333 |
| Issued or guaranteed by U.S. | $13,103,000 | 2,324 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $769,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,679 |
| 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) | $2,562,000 | 2,005 |
| Available-for-sale securities (fair market value) | $18,866,000 | 4,125 |
| Total debt securities | $21,429,000 | 4,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,150,000 | 4,299 |
| U.S. Government securities | $14,634,000 | 4,248 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,634,000 | 4,167 |
| Securities issued by states & political subdivisions | $6,516,000 | 2,777 |
| 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 | $5,175,000 | 4,412 |
| Mortgage-backed securities | $12,626,000 | 3,073 |
| Certificates of participation in pools of residential mortgages | $11,718,000 | 2,542 |
| Issued or guaranteed by U.S. | $11,718,000 | 2,529 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $908,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 2,614 |
| 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) | $2,925,000 | 1,964 |
| Available-for-sale securities (fair market value) | $18,225,000 | 4,203 |
| Total debt securities | $21,147,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $23,818,000 | 4,014 |
| U.S. Government securities | $17,654,000 | 3,863 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,654,000 | 3,787 |
| Securities issued by states & political subdivisions | $6,164,000 | 2,821 |
| 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 | $3,768,000 | 4,941 |
| Mortgage-backed securities | $12,131,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $11,060,000 | 2,594 |
| Issued or guaranteed by U.S. | $11,060,000 | 2,579 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,071,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,462 |
| 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) | $2,929,000 | 1,972 |
| Available-for-sale securities (fair market value) | $20,889,000 | 3,886 |
| Total debt securities | $23,818,000 | 3,973 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $22,600,000 | 4,075 |
| U.S. Government securities | $17,064,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,064,000 | 3,820 |
| Securities issued by states & political subdivisions | $5,536,000 | 2,946 |
| 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 | $1,681,000 | 5,780 |
| Mortgage-backed securities | $12,539,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $11,340,000 | 2,478 |
| Issued or guaranteed by U.S. | $11,340,000 | 2,462 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,199,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,330 |
| 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) | $2,680,000 | 2,038 |
| Available-for-sale securities (fair market value) | $19,920,000 | 3,922 |
| Total debt securities | $22,601,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,107,000 | 4,817 |
| U.S. Government securities | $11,473,000 | 4,836 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,473,000 | 4,750 |
| Securities issued by states & political subdivisions | $5,634,000 | 2,936 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,784,000 | 5,318 |
| Mortgage-backed securities | $10,471,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $9,072,000 | 2,791 |
| Issued or guaranteed by U.S. | $9,072,000 | 2,776 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,399,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $1,399,000 | 2,249 |
| 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) | $3,033,000 | 1,949 |
| Available-for-sale securities (fair market value) | $14,074,000 | 4,750 |
| Total debt securities | $17,106,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $17,333,000 | 4,771 |
| U.S. Government securities | $11,883,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,883,000 | 4,684 |
| Securities issued by states & political subdivisions | $5,450,000 | 2,995 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,836,000 | 5,256 |
| Mortgage-backed securities | $10,874,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $9,234,000 | 2,661 |
| Issued or guaranteed by U.S. | $9,234,000 | 2,650 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,640,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,146 |
| 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) | $3,036,000 | 1,982 |
| Available-for-sale securities (fair market value) | $14,297,000 | 4,718 |
| Total debt securities | $17,333,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $19,491,000 | 4,527 |
| U.S. Government securities | $14,067,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,067,000 | 4,383 |
| Securities issued by states & political subdivisions | $5,424,000 | 2,995 |
| 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 | $3,247,000 | 5,118 |
| Mortgage-backed securities | $12,568,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $10,723,000 | 2,197 |
| Issued or guaranteed by U.S. | $10,723,000 | 2,184 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,845,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 1,986 |
| 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) | $3,040,000 | 2,048 |
| Available-for-sale securities (fair market value) | $16,451,000 | 4,403 |
| Total debt securities | $19,489,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $18,456,000 | 4,680 |
| U.S. Government securities | $14,093,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,093,000 | 4,442 |
| Securities issued by states & political subdivisions | $4,363,000 | 3,295 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,443,000 | 5,966 |
| Mortgage-backed securities | $10,623,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $8,573,000 | 2,329 |
| Issued or guaranteed by U.S. | $8,573,000 | 2,318 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,050,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 1,875 |
| 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) | $2,653,000 | 2,181 |
| Available-for-sale securities (fair market value) | $15,803,000 | 4,481 |
| Total debt securities | $18,455,000 | 4,631 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,427,000 | 4,971 |
| U.S. Government securities | $12,056,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,056,000 | 4,851 |
| Securities issued by states & political subdivisions | $4,371,000 | 3,275 |
| 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 | $2,726,000 | 5,413 |
| Mortgage-backed securities | $9,570,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $7,297,000 | 2,487 |
| Issued or guaranteed by U.S. | $7,297,000 | 2,475 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,273,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,273,000 | 1,795 |
| 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) | $2,906,000 | 2,149 |
| Available-for-sale securities (fair market value) | $13,521,000 | 4,857 |
| Total debt securities | $16,427,000 | 4,928 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $498,000 | 2,288 |
| 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 | $17,353,000 | 4,872 |
| U.S. Government securities | $13,512,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,512,000 | 4,581 |
| Securities issued by states & political subdivisions | $3,841,000 | 3,470 |
| 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 | $2,736,000 | 5,426 |
| Mortgage-backed securities | $8,028,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $5,619,000 | 2,837 |
| Issued or guaranteed by U.S. | $5,619,000 | 2,822 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,409,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 1,740 |
| 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) | $2,365,000 | 2,313 |
| Available-for-sale securities (fair market value) | $14,988,000 | 4,647 |
| Total debt securities | $17,353,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $497,000 | 2,398 |
| 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 | $17,369,000 | 4,929 |
| U.S. Government securities | $13,522,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,522,000 | 4,622 |
| Securities issued by states & political subdivisions | $3,847,000 | 3,483 |
| 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 | $3,180,000 | 5,248 |
| Mortgage-backed securities | $5,558,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $3,057,000 | 3,667 |
| Issued or guaranteed by U.S. | $3,057,000 | 3,656 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,501,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 1,726 |
| 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) | $2,369,000 | 2,360 |
| Available-for-sale securities (fair market value) | $15,000,000 | 4,682 |
| Total debt securities | $17,368,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $496,000 | 2,500 |
| 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 | $16,893,000 | 5,038 |
| U.S. Government securities | $14,985,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,985,000 | 4,410 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,364 |
| 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 | $3,310,000 | 5,214 |
| Mortgage-backed securities | $5,050,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 3,757 |
| Issued or guaranteed by U.S. | $2,872,000 | 3,735 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,178,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,178,000 | 1,768 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,438,000 | 2,734 |
| Available-for-sale securities (fair market value) | $15,455,000 | 4,629 |
| Total debt securities | $16,890,000 | 4,992 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $494,000 | 2,643 |
| 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 | $16,610,000 | 5,077 |
| U.S. Government securities | $14,916,000 | 4,528 |
| U.S. Treasury securities | $1,492,000 | 928 |
| U.S. Government agency obligations | $13,424,000 | 4,672 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,495 |
| 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 | $2,181,000 | 5,715 |
| Mortgage-backed securities | $3,559,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $1,353,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,353,000 | 4,558 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,206,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 1,762 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,225,000 | 2,844 |
| Available-for-sale securities (fair market value) | $15,385,000 | 4,607 |
| Total debt securities | $16,609,000 | 5,024 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $489,000 | 2,710 |
| 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 | $14,008,000 | 5,530 |
| U.S. Government securities | $12,687,000 | 5,002 |
| U.S. Treasury securities | $1,481,000 | 1,000 |
| U.S. Government agency obligations | $11,206,000 | 5,172 |
| Securities issued by states & political subdivisions | $1,321,000 | 4,795 |
| 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 | $2,194,000 | 5,707 |
| Mortgage-backed securities | $1,830,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $900,000 | 4,978 |
| Issued or guaranteed by U.S. | $900,000 | 4,959 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $930,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,267 |
| 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) | $1,321,000 | 2,863 |
| Available-for-sale securities (fair market value) | $12,687,000 | 5,101 |
| Total debt securities | $14,007,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $490,000 | 2,725 |
| 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 | $13,422,000 | 5,655 |
| U.S. Government securities | $12,399,000 | 5,045 |
| U.S. Treasury securities | $1,981,000 | 901 |
| U.S. Government agency obligations | $10,418,000 | 5,340 |
| Securities issued by states & political subdivisions | $1,023,000 | 5,064 |
| 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 | $2,216,000 | 5,711 |
| Mortgage-backed securities | $2,045,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $974,000 | 4,944 |
| Issued or guaranteed by U.S. | $974,000 | 4,925 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,071,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,175 |
| 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) | $1,023,000 | 3,050 |
| Available-for-sale securities (fair market value) | $12,399,000 | 5,153 |
| Total debt securities | $13,420,000 | 5,601 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $491,000 | 2,724 |
| 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 | $13,548,000 | 5,606 |
| U.S. Government securities | $12,645,000 | 4,975 |
| U.S. Treasury securities | $1,974,000 | 921 |
| U.S. Government agency obligations | $10,671,000 | 5,258 |
| Securities issued by states & political subdivisions | $903,000 | 5,188 |
| 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 | $2,240,000 | 5,719 |
| Mortgage-backed securities | $2,284,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 4,941 |
| Issued or guaranteed by U.S. | $1,023,000 | 4,923 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,261,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $1,261,000 | 2,104 |
| 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) | $903,000 | 3,178 |
| Available-for-sale securities (fair market value) | $12,645,000 | 5,091 |
| Total debt securities | $13,548,000 | 5,551 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $493,000 | 2,701 |
| 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 | $12,196,000 | 5,923 |
| U.S. Government securities | $11,901,000 | 5,160 |
| U.S. Treasury securities | $3,964,000 | 652 |
| U.S. Government agency obligations | $7,937,000 | 5,993 |
| Securities issued by states & political subdivisions | $295,000 | 5,920 |
| 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 | $2,308,000 | 5,678 |
| Mortgage-backed securities | $2,519,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,095,000 | 4,927 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,424,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,424,000 | 2,090 |
| 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) | $95,000 | 4,051 |
| Available-for-sale securities (fair market value) | $12,101,000 | 5,217 |
| Total debt securities | $12,195,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $10,560,000 | 6,340 |
| U.S. Government securities | $10,370,000 | 5,594 |
| U.S. Treasury securities | $4,940,000 | 629 |
| U.S. Government agency obligations | $5,430,000 | 6,790 |
| Securities issued by states & political subdivisions | $190,000 | 6,162 |
| 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 | $2,831,000 | 5,498 |
| Mortgage-backed securities | $2,030,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,402 |
| Issued or guaranteed by U.S. | $625,000 | 5,384 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,405,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $1,405,000 | 2,153 |
| 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) | $190,000 | 3,948 |
| Available-for-sale securities (fair market value) | $10,370,000 | 5,631 |
| Total debt securities | $10,560,000 | 6,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,713,000 | 6,140 |
| U.S. Government securities | $11,522,000 | 5,348 |
| U.S. Treasury securities | $5,966,000 | 555 |
| U.S. Government agency obligations | $5,556,000 | 6,758 |
| Securities issued by states & political subdivisions | $191,000 | 6,187 |
| 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 | $2,024,000 | 5,862 |
| Mortgage-backed securities | $2,118,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,376 |
| Issued or guaranteed by U.S. | $695,000 | 5,359 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,423,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $1,423,000 | 2,207 |
| 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) | $191,000 | 3,996 |
| Available-for-sale securities (fair market value) | $11,522,000 | 5,414 |
| Total debt securities | $11,714,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,848,000 | 6,132 |
| U.S. Government securities | $11,657,000 | 5,329 |
| U.S. Treasury securities | $5,972,000 | 540 |
| U.S. Government agency obligations | $5,685,000 | 6,764 |
| Securities issued by states & political subdivisions | $191,000 | 6,234 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,079,000 | 5,840 |
| Mortgage-backed securities | $2,229,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $794,000 | 5,324 |
| Issued or guaranteed by U.S. | $794,000 | 5,311 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,435,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,196 |
| 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) | $191,000 | 4,046 |
| Available-for-sale securities (fair market value) | $11,657,000 | 5,396 |
| Total debt securities | $11,847,000 | 6,065 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,924,000 | 6,385 |
| U.S. Government securities | $10,733,000 | 5,609 |
| U.S. Treasury securities | $4,979,000 | 665 |
| U.S. Government agency obligations | $5,754,000 | 6,806 |
| Securities issued by states & political subdivisions | $191,000 | 6,273 |
| 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 | $1,969,000 | 5,954 |
| Mortgage-backed securities | $2,340,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,301 |
| Issued or guaranteed by U.S. | $906,000 | 5,286 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,434,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,268 |
| 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) | $191,000 | 4,104 |
| Available-for-sale securities (fair market value) | $10,733,000 | 5,670 |
| Total debt securities | $10,922,000 | 6,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,401,000 | 6,278 |
| U.S. Government securities | $11,120,000 | 5,481 |
| U.S. Treasury securities | $5,027,000 | 631 |
| U.S. Government agency obligations | $6,093,000 | 6,648 |
| Securities issued by states & political subdivisions | $281,000 | 6,095 |
| 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 | $1,688,000 | 6,082 |
| Mortgage-backed securities | $2,588,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $1,624,000 | 4,830 |
| Issued or guaranteed by U.S. | $1,624,000 | 4,816 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $964,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,579 |
| 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) | $281,000 | 4,016 |
| Available-for-sale securities (fair market value) | $11,120,000 | 5,604 |
| Total debt securities | $11,401,000 | 6,195 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,563,000 | 6,289 |
| U.S. Government securities | $11,281,000 | 5,461 |
| U.S. Treasury securities | $6,509,000 | 553 |
| U.S. Government agency obligations | $4,772,000 | 7,126 |
| Securities issued by states & political subdivisions | $282,000 | 6,164 |
| 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 | $1,876,000 | 5,949 |
| Mortgage-backed securities | $2,302,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 5,030 |
| Issued or guaranteed by U.S. | $1,319,000 | 5,011 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $983,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,685 |
| 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) | $282,000 | 4,065 |
| Available-for-sale securities (fair market value) | $11,281,000 | 5,609 |
| Total debt securities | $11,564,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,871,000 | 5,741 |
| U.S. Government securities | $13,589,000 | 4,804 |
| U.S. Treasury securities | $6,518,000 | 537 |
| U.S. Government agency obligations | $7,071,000 | 6,257 |
| Securities issued by states & political subdivisions | $282,000 | 6,205 |
| 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 | $3,921,000 | 4,876 |
| Mortgage-backed securities | $2,584,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $1,573,000 | 4,877 |
| Issued or guaranteed by U.S. | $1,573,000 | 4,857 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,011,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,665 |
| 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) | $282,000 | 4,094 |
| Available-for-sale securities (fair market value) | $13,589,000 | 5,082 |
| Total debt securities | $13,871,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,420,000 | 6,633 |
| U.S. Government securities | $9,138,000 | 5,770 |
| U.S. Treasury securities | $3,508,000 | 834 |
| U.S. Government agency obligations | $5,630,000 | 6,677 |
| Securities issued by states & political subdivisions | $282,000 | 6,205 |
| 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 | $3,681,000 | 4,940 |
| Mortgage-backed securities | $2,605,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,612 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,595 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $505,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 3,262 |
| 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) | $282,000 | 4,142 |
| Available-for-sale securities (fair market value) | $9,138,000 | 5,931 |
| Total debt securities | $9,420,000 | 6,528 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,011,000 | 6,720 |
| U.S. Government securities | $8,728,000 | 5,926 |
| U.S. Treasury securities | $2,503,000 | 1,043 |
| U.S. Government agency obligations | $6,225,000 | 6,529 |
| Securities issued by states & political subdivisions | $283,000 | 6,199 |
| 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 | $2,130,000 | 5,768 |
| Mortgage-backed securities | $3,194,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,306 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $508,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 3,361 |
| 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) | $283,000 | 4,208 |
| Available-for-sale securities (fair market value) | $8,728,000 | 5,998 |
| Total debt securities | $9,011,000 | 6,622 |
| 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 | $7,290,000 | 7,208 |
| U.S. Government securities | $7,007,000 | 6,476 |
| U.S. Treasury securities | $4,510,000 | 770 |
| U.S. Government agency obligations | $2,497,000 | 7,935 |
| Securities issued by states & political subdivisions | $283,000 | 6,201 |
| 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 | $2,264,000 | 5,719 |
| Mortgage-backed securities | $1,453,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $1,453,000 | 5,000 |
| Issued or guaranteed by U.S. | $1,453,000 | 4,984 |
| 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) | $283,000 | 4,287 |
| Available-for-sale securities (fair market value) | $7,007,000 | 6,442 |
| Total debt securities | $7,290,000 | 7,122 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,945,000 | 7,337 |
| U.S. Government securities | $6,945,000 | 6,483 |
| U.S. Treasury securities | $4,055,000 | 919 |
| U.S. Government agency obligations | $2,890,000 | 7,903 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $3,387,000 | 5,132 |
| Mortgage-backed securities | $1,314,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,988 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,961 |
| 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) | $6,945,000 | 6,424 |
| Total debt securities | $6,945,000 | 7,236 |
| 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 | $5,600,000 | 8,157 |
| U.S. Government securities | $5,535,000 | 7,505 |
| U.S. Treasury securities | $3,515,000 | 1,377 |
| U.S. Government agency obligations | $2,020,000 | 8,679 |
| Securities issued by states & political subdivisions | $65,000 | 7,087 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,008,000 | 5,085 |
| Mortgage-backed securities | $2,020,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $2,020,000 | 3,957 |
| Issued or guaranteed by U.S. | $2,020,000 | 3,936 |
| 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) | $65,000 | 5,527 |
| Available-for-sale securities (fair market value) | $5,535,000 | 7,065 |
| Total debt securities | $5,600,000 | 8,022 |
| 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 | $4,141,000 | 8,963 |
| U.S. Government securities | $3,976,000 | 8,520 |
| U.S. Treasury securities | $1,997,000 | 2,763 |
| U.S. Government agency obligations | $1,979,000 | 8,938 |
| Securities issued by states & political subdivisions | $165,000 | 7,123 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,048,000 | 6,290 |
| Mortgage-backed securities | $1,979,000 | 5,088 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,214 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,194 |
| 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) | $165,000 | 5,784 |
| Available-for-sale securities (fair market value) | $3,976,000 | 7,760 |
| Total debt securities | $4,141,000 | 8,858 |
| 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 | $5,992,000 | 8,403 |
| U.S. Government securities | $5,772,000 | 7,683 |
| U.S. Treasury securities | $4,042,000 | 2,613 |
| U.S. Government agency obligations | $1,730,000 | 8,909 |
| Securities issued by states & political subdivisions | $220,000 | 7,200 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,115,000 | 6,984 |
| Mortgage-backed securities | $1,730,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,563 |
| 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) | $220,000 | 6,220 |
| Available-for-sale securities (fair market value) | $5,772,000 | 7,082 |
| Total debt securities | $5,992,000 | 8,279 |
| 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 | $5,193,000 | 9,143 |
| U.S. Government securities | $5,072,000 | 8,527 |
| U.S. Treasury securities | $3,993,000 | 3,725 |
| U.S. Government agency obligations | $1,079,000 | 9,640 |
| Securities issued by states & political subdivisions | $121,000 | 7,764 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,000 | 7,723 |
| Mortgage-backed securities | $1,079,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 5,267 |
| Issued or guaranteed by U.S. | $1,079,000 | 5,249 |
| 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) | $121,000 | 7,168 |
| Available-for-sale securities (fair market value) | $5,072,000 | 7,444 |
| Total debt securities | $5,193,000 | 9,017 |
| 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 | $4,286,000 | 10,069 |
| U.S. Government securities | $4,286,000 | 9,528 |
| U.S. Treasury securities | $2,989,000 | 5,134 |
| U.S. Government agency obligations | $1,297,000 | 9,954 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 8,874 |
| Mortgage-backed securities | $1,297,000 | 6,511 |
| Certificates of participation in pools of residential mortgages | $703,000 | 6,286 |
| Issued or guaranteed by U.S. | $703,000 | 6,270 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $594,000 | 4,299 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 4,149 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $4,286,000 | 8,096 |
| Total debt securities | $4,286,000 | 9,963 |
| 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 | $2,693,000 | 11,137 |
| U.S. Government securities | $2,693,000 | 10,758 |
| U.S. Treasury securities | $999,000 | 8,619 |
| U.S. Government agency obligations | $1,694,000 | 10,000 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,000 | 9,591 |
| Mortgage-backed securities | $1,694,000 | 6,548 |
| Certificates of participation in pools of residential mortgages | $971,000 | 6,123 |
| Issued or guaranteed by U.S. | $971,000 | 6,091 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $723,000 | 4,585 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 4,419 |
| 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) | $2,693,000 | 9,073 |
| Total debt securities | $2,693,000 | 11,036 |
| 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 | $5,892,000 | 10,443 |
| U.S. Government securities | $5,892,000 | 9,707 |
| U.S. Treasury securities | $4,008,000 | 6,233 |
| U.S. Government agency obligations | $1,884,000 | 10,063 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,000 | 9,076 |
| Mortgage-backed securities | $1,884,000 | 6,773 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 6,320 |
| Issued or guaranteed by U.S. | $1,064,000 | 6,293 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $820,000 | 4,800 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 4,605 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,892,000 | 7,511 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,892,000 | 10,337 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,725,000 | 9,996 |
| U.S. Government securities | $7,725,000 | 9,023 |
| U.S. Treasury securities | $5,536,000 | 5,334 |
| U.S. Government agency obligations | $2,189,000 | 10,071 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $620,000 | 9,248 |
| Mortgage-backed securities | $2,189,000 | 7,093 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 6,767 |
| Issued or guaranteed by U.S. | $1,188,000 | 6,721 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,001,000 | 4,982 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 4,767 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,725,000 | 9,852 |
| 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 | $7,704,000 | 10,166 |
| U.S. Government securities | $7,704,000 | 9,159 |
| U.S. Treasury securities | $7,434,000 | 4,428 |
| U.S. Government agency obligations | $270,000 | 12,364 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,000 | 9,369 |
| Mortgage-backed securities | $270,000 | 10,291 |
| Certificates of participation in pools of residential mortgages | $270,000 | 9,240 |
| Issued or guaranteed by U.S. | $270,000 | 9,168 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,704,000 | 10,029 |
| 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 |