Home > Bank of Commerce > Securities
Bank of Commerce, Securities
| 2023-12-31 | Rank | |
| Total securities | $114,292,000 | 1,550 |
| U.S. Government securities | $60,635,000 | 1,654 |
| U.S. Treasury securities | $25,190,000 | 782 |
| U.S. Government agency obligations | $35,445,000 | 1,983 |
| Securities issued by states & political subdivisions | $51,657,000 | 862 |
| Other domestic debt securities | $2,000,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,000,000 | 1,334 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,538,000 | 1,035 |
| Mortgage-backed securities | $6,631,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,631,000 | 2,374 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $110,123,000 | 353 |
| Available-for-sale securities (fair market value) | $4,169,000 | 4,008 |
| Total debt securities | $114,292,000 | 1,537 |
| Structured notes | ||
| Amortized cost | $1,731,000 | 653 |
| Fair value | $1,546,000 | 648 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $109,077,000 | 1,598 |
| U.S. Government securities | $56,206,000 | 1,713 |
| U.S. Treasury securities | $20,099,000 | 945 |
| U.S. Government agency obligations | $36,107,000 | 1,939 |
| Securities issued by states & political subdivisions | $50,789,000 | 859 |
| Other domestic debt securities | $2,000,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,000,000 | 1,328 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,191,000 | 1,031 |
| Mortgage-backed securities | $7,204,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,204,000 | 2,302 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $106,424,000 | 375 |
| Available-for-sale securities (fair market value) | $2,571,000 | 4,089 |
| Total debt securities | $108,994,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $1,731,000 | 675 |
| Fair value | $1,478,000 | 676 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $95,198,000 | 1,801 |
| U.S. Government securities | $41,513,000 | 2,130 |
| U.S. Treasury securities | $4,866,000 | 1,926 |
| U.S. Government agency obligations | $36,647,000 | 1,975 |
| Securities issued by states & political subdivisions | $51,685,000 | 885 |
| Other domestic debt securities | $2,000,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,000,000 | 1,340 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,660,000 | 1,058 |
| Mortgage-backed securities | $7,168,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,168,000 | 2,348 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $92,410,000 | 403 |
| Available-for-sale securities (fair market value) | $2,788,000 | 4,110 |
| Total debt securities | $95,198,000 | 1,783 |
| Structured notes | ||
| Amortized cost | $1,731,000 | 712 |
| Fair value | $1,504,000 | 715 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $102,306,000 | 1,776 |
| U.S. Government securities | $48,206,000 | 2,042 |
| U.S. Treasury securities | $9,968,000 | 1,508 |
| U.S. Government agency obligations | $38,238,000 | 1,936 |
| Securities issued by states & political subdivisions | $52,100,000 | 923 |
| Other domestic debt securities | $2,000,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,000,000 | 1,378 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,323,000 | 958 |
| Mortgage-backed securities | $7,447,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,447,000 | 2,377 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $102,306,000 | 392 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $102,306,000 | 1,757 |
| Structured notes | ||
| Amortized cost | $1,731,000 | 745 |
| Fair value | $1,514,000 | 744 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $104,024,000 | 1,787 |
| U.S. Government securities | $49,443,000 | 2,026 |
| U.S. Treasury securities | $7,728,000 | 1,747 |
| U.S. Government agency obligations | $41,715,000 | 1,839 |
| Securities issued by states & political subdivisions | $52,581,000 | 940 |
| Other domestic debt securities | $2,000,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,000,000 | 1,393 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,072,000 | 869 |
| Mortgage-backed securities | $7,677,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,677,000 | 2,377 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $104,024,000 | 396 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $104,024,000 | 1,771 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 643 |
| Fair value | $1,874,000 | 670 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $110,235,000 | 1,716 |
| U.S. Government securities | $54,106,000 | 1,925 |
| U.S. Treasury securities | $9,977,000 | 1,581 |
| U.S. Government agency obligations | $44,129,000 | 1,812 |
| Securities issued by states & political subdivisions | $54,129,000 | 922 |
| Other domestic debt securities | $2,000,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,000,000 | 1,398 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,632,000 | 845 |
| Mortgage-backed securities | $7,991,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,991,000 | 2,357 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $110,235,000 | 378 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $110,235,000 | 1,699 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 633 |
| Fair value | $1,877,000 | 659 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $112,403,000 | 1,715 |
| U.S. Government securities | $56,392,000 | 1,893 |
| U.S. Treasury securities | $13,513,000 | 1,354 |
| U.S. Government agency obligations | $42,879,000 | 1,859 |
| Securities issued by states & political subdivisions | $54,011,000 | 964 |
| Other domestic debt securities | $2,000,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,000,000 | 1,395 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,176,000 | 796 |
| Mortgage-backed securities | $8,392,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $8,392,000 | 2,426 |
| Issued or guaranteed by U.S. | $8,392,000 | 2,362 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $112,403,000 | 338 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $112,403,000 | 1,702 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 612 |
| Fair value | $1,968,000 | 630 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $106,878,000 | 1,751 |
| U.S. Government securities | $52,247,000 | 1,951 |
| U.S. Treasury securities | $8,283,000 | 1,513 |
| U.S. Government agency obligations | $43,964,000 | 1,842 |
| Securities issued by states & political subdivisions | $52,631,000 | 995 |
| Other domestic debt securities | $2,000,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,000,000 | 1,376 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,348,000 | 797 |
| Mortgage-backed securities | $8,859,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $8,859,000 | 2,382 |
| Issued or guaranteed by U.S. | $8,859,000 | 2,324 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $106,878,000 | 313 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $106,878,000 | 1,735 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 534 |
| Fair value | $2,051,000 | 535 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $108,981,000 | 1,663 |
| U.S. Government securities | $52,282,000 | 1,808 |
| U.S. Treasury securities | $5,582,000 | 1,331 |
| U.S. Government agency obligations | $46,700,000 | 1,737 |
| Securities issued by states & political subdivisions | $54,699,000 | 979 |
| Other domestic debt securities | $2,000,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,000,000 | 1,322 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,364,000 | 757 |
| Mortgage-backed securities | $9,459,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $9,459,000 | 2,330 |
| Issued or guaranteed by U.S. | $9,459,000 | 2,265 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $108,981,000 | 254 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $108,982,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 464 |
| Fair value | $2,192,000 | 464 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $111,587,000 | 1,570 |
| U.S. Government securities | $56,651,000 | 1,668 |
| U.S. Treasury securities | $6,830,000 | 1,021 |
| U.S. Government agency obligations | $49,821,000 | 1,648 |
| Securities issued by states & political subdivisions | $52,936,000 | 991 |
| Other domestic debt securities | $2,000,000 | 1,577 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,000,000 | 1,258 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,397,000 | 840 |
| Mortgage-backed securities | $10,443,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $10,443,000 | 2,253 |
| Issued or guaranteed by U.S. | $10,443,000 | 2,198 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $111,587,000 | 225 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $111,585,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 410 |
| Fair value | $2,216,000 | 410 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $111,592,000 | 1,518 |
| U.S. Government securities | $61,051,000 | 1,518 |
| U.S. Treasury securities | $7,826,000 | 883 |
| U.S. Government agency obligations | $53,225,000 | 1,517 |
| Securities issued by states & political subdivisions | $50,541,000 | 994 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,438,000 | 758 |
| Mortgage-backed securities | $11,561,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $11,561,000 | 2,138 |
| Issued or guaranteed by U.S. | $11,561,000 | 2,081 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $111,592,000 | 210 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $111,592,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 261 |
| Fair value | $3,485,000 | 266 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $106,136,000 | 1,467 |
| U.S. Government securities | $60,632,000 | 1,428 |
| U.S. Treasury securities | $8,572,000 | 649 |
| U.S. Government agency obligations | $52,060,000 | 1,473 |
| Securities issued by states & political subdivisions | $45,504,000 | 1,040 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,111,000 | 748 |
| Mortgage-backed securities | $12,120,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $12,120,000 | 2,024 |
| Issued or guaranteed by U.S. | $12,120,000 | 1,966 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $106,136,000 | 203 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $106,136,000 | 1,452 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $488,000 | 509 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $106,765,000 | 1,354 |
| U.S. Government securities | $56,212,000 | 1,378 |
| U.S. Treasury securities | $9,224,000 | 452 |
| U.S. Government agency obligations | $46,988,000 | 1,489 |
| Securities issued by states & political subdivisions | $43,647,000 | 1,046 |
| Other domestic debt securities | $6,906,000 | 938 |
| Privately issued residential mortgage-backed securities | $6,906,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,450,000 | 657 |
| Mortgage-backed securities | $13,009,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $13,009,000 | 1,867 |
| Issued or guaranteed by U.S. | $6,103,000 | 2,470 |
| Privately issued | $6,906,000 | 84 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $106,765,000 | 180 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $106,765,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $103,550,000 | 1,322 |
| U.S. Government securities | $58,967,000 | 1,282 |
| U.S. Treasury securities | $10,967,000 | 388 |
| U.S. Government agency obligations | $48,000,000 | 1,418 |
| Securities issued by states & political subdivisions | $39,496,000 | 1,060 |
| Other domestic debt securities | $5,087,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $5,087,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,941,000 | 719 |
| Mortgage-backed securities | $11,386,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $11,386,000 | 1,956 |
| Issued or guaranteed by U.S. | $6,299,000 | 2,407 |
| Privately issued | $5,087,000 | 103 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $103,550,000 | 181 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $103,541,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $99,671,000 | 1,301 |
| U.S. Government securities | $57,439,000 | 1,284 |
| U.S. Treasury securities | $12,460,000 | 373 |
| U.S. Government agency obligations | $44,979,000 | 1,467 |
| Securities issued by states & political subdivisions | $39,117,000 | 987 |
| Other domestic debt securities | $3,115,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $3,115,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,737,000 | 746 |
| Mortgage-backed securities | $4,171,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 2,791 |
| Issued or guaranteed by U.S. | $1,056,000 | 3,414 |
| Privately issued | $3,115,000 | 118 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $99,671,000 | 190 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $99,671,000 | 1,286 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $82,139,000 | 1,464 |
| U.S. Government securities | $51,745,000 | 1,397 |
| U.S. Treasury securities | $14,650,000 | 346 |
| U.S. Government agency obligations | $37,095,000 | 1,675 |
| Securities issued by states & political subdivisions | $30,394,000 | 1,125 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,340,000 | 803 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $82,139,000 | 218 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $82,139,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $52,090,000 | 2,039 |
| U.S. Government securities | $33,850,000 | 1,917 |
| U.S. Treasury securities | $7,478,000 | 545 |
| U.S. Government agency obligations | $26,372,000 | 2,101 |
| Securities issued by states & political subdivisions | $18,240,000 | 1,635 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,628,000 | 975 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $52,090,000 | 296 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $52,090,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $52,261,000 | 2,044 |
| U.S. Government securities | $33,601,000 | 1,939 |
| U.S. Treasury securities | $6,974,000 | 577 |
| U.S. Government agency obligations | $26,627,000 | 2,104 |
| Securities issued by states & political subdivisions | $18,660,000 | 1,603 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,227,000 | 1,144 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $52,261,000 | 309 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $52,261,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $53,264,000 | 2,025 |
| U.S. Government securities | $38,006,000 | 1,821 |
| U.S. Treasury securities | $12,216,000 | 400 |
| U.S. Government agency obligations | $25,790,000 | 2,186 |
| Securities issued by states & political subdivisions | $15,258,000 | 1,881 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,264,000 | 936 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $53,264,000 | 322 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $53,264,000 | 2,006 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $48,986,000 | 2,202 |
| U.S. Government securities | $37,663,000 | 1,850 |
| U.S. Treasury securities | $11,722,000 | 420 |
| U.S. Government agency obligations | $25,941,000 | 2,199 |
| Securities issued by states & political subdivisions | $11,323,000 | 2,293 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,986,000 | 1,017 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $48,986,000 | 344 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $48,986,000 | 2,182 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $49,660,000 | 2,204 |
| U.S. Government securities | $40,537,000 | 1,763 |
| U.S. Treasury securities | $14,224,000 | 361 |
| U.S. Government agency obligations | $26,313,000 | 2,195 |
| Securities issued by states & political subdivisions | $9,123,000 | 2,609 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,660,000 | 1,023 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $49,660,000 | 363 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $49,660,000 | 2,185 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $52,036,000 | 2,132 |
| U.S. Government securities | $41,129,000 | 1,750 |
| U.S. Treasury securities | $10,492,000 | 413 |
| U.S. Government agency obligations | $30,637,000 | 2,028 |
| Securities issued by states & political subdivisions | $10,907,000 | 2,422 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,793,000 | 1,027 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $52,036,000 | 363 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $52,036,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $59,608,000 | 1,949 |
| U.S. Government securities | $46,933,000 | 1,560 |
| U.S. Treasury securities | $12,246,000 | 361 |
| U.S. Government agency obligations | $34,687,000 | 1,854 |
| Securities issued by states & political subdivisions | $12,675,000 | 2,291 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,015,000 | 946 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $59,608,000 | 330 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $59,608,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $59,134,000 | 2,006 |
| U.S. Government securities | $47,320,000 | 1,596 |
| U.S. Treasury securities | $13,750,000 | 342 |
| U.S. Government agency obligations | $33,570,000 | 1,947 |
| Securities issued by states & political subdivisions | $11,814,000 | 2,409 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,740,000 | 1,006 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $59,134,000 | 339 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $59,134,000 | 1,987 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $61,625,000 | 1,967 |
| U.S. Government securities | $50,289,000 | 1,540 |
| U.S. Treasury securities | $15,275,000 | 304 |
| U.S. Government agency obligations | $35,014,000 | 1,906 |
| Securities issued by states & political subdivisions | $11,336,000 | 2,514 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,231,000 | 1,098 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $61,625,000 | 334 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $61,625,000 | 1,949 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $62,676,000 | 1,954 |
| U.S. Government securities | $52,120,000 | 1,506 |
| U.S. Treasury securities | $15,527,000 | 292 |
| U.S. Government agency obligations | $36,593,000 | 1,862 |
| Securities issued by states & political subdivisions | $10,556,000 | 2,641 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,459,000 | 1,056 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $62,676,000 | 338 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $62,676,000 | 1,937 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $67,127,000 | 1,896 |
| U.S. Government securities | $54,476,000 | 1,490 |
| U.S. Treasury securities | $15,780,000 | 301 |
| U.S. Government agency obligations | $38,696,000 | 1,824 |
| Securities issued by states & political subdivisions | $12,651,000 | 2,463 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,646,000 | 1,010 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $67,127,000 | 329 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $67,127,000 | 1,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $63,193,000 | 2,029 |
| U.S. Government securities | $52,381,000 | 1,566 |
| U.S. Treasury securities | $15,531,000 | 306 |
| U.S. Government agency obligations | $36,850,000 | 1,913 |
| Securities issued by states & political subdivisions | $10,812,000 | 2,665 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,221,000 | 1,063 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $63,193,000 | 352 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $63,193,000 | 2,008 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $64,918,000 | 1,966 |
| U.S. Government securities | $54,736,000 | 1,481 |
| U.S. Treasury securities | $15,783,000 | 303 |
| U.S. Government agency obligations | $38,953,000 | 1,810 |
| Securities issued by states & political subdivisions | $10,182,000 | 2,766 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,238,000 | 1,029 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $64,918,000 | 341 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $64,918,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $70,377,000 | 1,843 |
| U.S. Government securities | $59,398,000 | 1,381 |
| U.S. Treasury securities | $16,033,000 | 269 |
| U.S. Government agency obligations | $43,365,000 | 1,688 |
| Securities issued by states & political subdivisions | $10,979,000 | 2,669 |
| 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 | $59,516,000 | 948 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $70,377,000 | 329 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $70,377,000 | 1,820 |
| 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 | $74,914,000 | 1,773 |
| U.S. Government securities | $62,984,000 | 1,335 |
| U.S. Treasury securities | $16,283,000 | 266 |
| U.S. Government agency obligations | $46,701,000 | 1,635 |
| Securities issued by states & political subdivisions | $11,930,000 | 2,567 |
| 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 | $63,248,000 | 921 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $74,914,000 | 329 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $74,914,000 | 1,752 |
| 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 | $77,131,000 | 1,761 |
| U.S. Government securities | $65,840,000 | 1,335 |
| U.S. Treasury securities | $16,884,000 | 272 |
| U.S. Government agency obligations | $48,956,000 | 1,619 |
| Securities issued by states & political subdivisions | $11,291,000 | 2,625 |
| 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 | $65,173,000 | 898 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| 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) | $77,131,000 | 324 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $77,131,000 | 1,740 |
| 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 | $77,750,000 | 1,752 |
| U.S. Government securities | $66,427,000 | 1,335 |
| U.S. Treasury securities | $15,846,000 | 306 |
| U.S. Government agency obligations | $50,581,000 | 1,591 |
| Securities issued by states & political subdivisions | $11,323,000 | 2,658 |
| 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 | $64,562,000 | 927 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| 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) | $77,750,000 | 333 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $77,750,000 | 1,729 |
| 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 | $80,077,000 | 1,721 |
| U.S. Government securities | $66,211,000 | 1,346 |
| U.S. Treasury securities | $14,574,000 | 300 |
| U.S. Government agency obligations | $51,637,000 | 1,588 |
| Securities issued by states & political subdivisions | $13,866,000 | 2,396 |
| 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 | $61,537,000 | 959 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| 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) | $80,077,000 | 333 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $80,077,000 | 1,700 |
| 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 | $76,783,000 | 1,812 |
| U.S. Government securities | $65,098,000 | 1,414 |
| U.S. Treasury securities | $13,820,000 | 306 |
| U.S. Government agency obligations | $51,278,000 | 1,651 |
| Securities issued by states & political subdivisions | $11,685,000 | 2,628 |
| 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 | $59,414,000 | 996 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $76,783,000 | 333 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $76,783,000 | 1,793 |
| 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 | $69,176,000 | 2,022 |
| U.S. Government securities | $57,519,000 | 1,600 |
| U.S. Treasury securities | $10,305,000 | 351 |
| U.S. Government agency obligations | $47,214,000 | 1,809 |
| Securities issued by states & political subdivisions | $11,657,000 | 2,611 |
| 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 | $53,078,000 | 1,126 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $69,176,000 | 355 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $69,176,000 | 2,001 |
| 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 | $65,826,000 | 2,118 |
| U.S. Government securities | $54,393,000 | 1,673 |
| U.S. Treasury securities | $8,535,000 | 424 |
| U.S. Government agency obligations | $45,858,000 | 1,874 |
| Securities issued by states & political subdivisions | $11,433,000 | 2,648 |
| 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 | $51,516,000 | 1,144 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $65,826,000 | 366 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $65,826,000 | 2,098 |
| 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 | $68,161,000 | 2,077 |
| U.S. Government securities | $55,495,000 | 1,694 |
| U.S. Treasury securities | $7,547,000 | 450 |
| U.S. Government agency obligations | $47,948,000 | 1,848 |
| Securities issued by states & political subdivisions | $12,666,000 | 2,534 |
| 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 | $53,088,000 | 1,117 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $68,161,000 | 357 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $68,161,000 | 2,056 |
| 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 | $68,228,000 | 2,091 |
| U.S. Government securities | $55,032,000 | 1,726 |
| U.S. Treasury securities | $5,576,000 | 476 |
| U.S. Government agency obligations | $49,456,000 | 1,820 |
| Securities issued by states & political subdivisions | $13,196,000 | 2,481 |
| 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 | $54,298,000 | 1,108 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $68,228,000 | 354 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $68,228,000 | 2,063 |
| 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 | $69,301,000 | 2,077 |
| U.S. Government securities | $57,845,000 | 1,651 |
| U.S. Treasury securities | $5,081,000 | 452 |
| U.S. Government agency obligations | $52,764,000 | 1,732 |
| Securities issued by states & political subdivisions | $11,456,000 | 2,697 |
| 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 | $45,659,000 | 1,254 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $69,301,000 | 336 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $69,301,000 | 2,052 |
| 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 | $70,839,000 | 2,035 |
| U.S. Government securities | $60,189,000 | 1,581 |
| U.S. Treasury securities | $3,846,000 | 510 |
| U.S. Government agency obligations | $56,343,000 | 1,623 |
| Securities issued by states & political subdivisions | $10,650,000 | 2,804 |
| 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 | $48,088,000 | 1,203 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $70,839,000 | 326 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $70,839,000 | 2,009 |
| 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 | $76,907,000 | 1,922 |
| U.S. Government securities | $65,457,000 | 1,494 |
| U.S. Treasury securities | $3,846,000 | 504 |
| U.S. Government agency obligations | $61,611,000 | 1,523 |
| Securities issued by states & political subdivisions | $11,450,000 | 2,692 |
| 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 | $49,798,000 | 1,163 |
| Mortgage-backed securities | $3,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,453 |
| Issued or guaranteed by U.S. | $3,000 | 5,444 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $76,907,000 | 300 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $76,907,000 | 1,896 |
| 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 | $73,817,000 | 1,970 |
| U.S. Government securities | $61,413,000 | 1,569 |
| U.S. Treasury securities | $4,345,000 | 476 |
| U.S. Government agency obligations | $57,068,000 | 1,623 |
| Securities issued by states & political subdivisions | $12,404,000 | 2,545 |
| 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 | $55,914,000 | 1,024 |
| Mortgage-backed securities | $10,000 | 5,585 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,391 |
| Issued or guaranteed by U.S. | $10,000 | 5,382 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $73,817,000 | 289 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $73,817,000 | 1,944 |
| 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 | $63,536,000 | 2,239 |
| U.S. Government securities | $51,774,000 | 1,850 |
| U.S. Treasury securities | $4,497,000 | 486 |
| U.S. Government agency obligations | $47,277,000 | 1,930 |
| Securities issued by states & political subdivisions | $11,762,000 | 2,619 |
| 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 | $48,045,000 | 1,180 |
| Mortgage-backed securities | $18,000 | 5,609 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,402 |
| Issued or guaranteed by U.S. | $18,000 | 5,395 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $63,536,000 | 287 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $63,536,000 | 2,218 |
| 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 | $60,618,000 | 2,278 |
| U.S. Government securities | $49,490,000 | 1,876 |
| U.S. Treasury securities | $5,247,000 | 433 |
| U.S. Government agency obligations | $44,243,000 | 2,001 |
| Securities issued by states & political subdivisions | $11,128,000 | 2,679 |
| 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 | $44,040,000 | 1,251 |
| Mortgage-backed securities | $27,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,398 |
| Issued or guaranteed by U.S. | $27,000 | 5,393 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $60,618,000 | 295 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $60,618,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $66,312,000 | 2,133 |
| U.S. Government securities | $54,963,000 | 1,764 |
| U.S. Treasury securities | $5,747,000 | 379 |
| U.S. Government agency obligations | $49,216,000 | 1,883 |
| Securities issued by states & political subdivisions | $11,349,000 | 2,609 |
| 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 | $51,063,000 | 1,102 |
| Mortgage-backed securities | $39,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,474 |
| Issued or guaranteed by U.S. | $39,000 | 5,464 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $66,312,000 | 279 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $66,312,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,749 |
| Fair value | $1,003,000 | 1,811 |
| 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 | $71,189,000 | 2,003 |
| U.S. Government securities | $59,008,000 | 1,688 |
| U.S. Treasury securities | $6,500,000 | 358 |
| U.S. Government agency obligations | $52,508,000 | 1,789 |
| Securities issued by states & political subdivisions | $12,181,000 | 2,462 |
| 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 | $57,702,000 | 1,002 |
| Mortgage-backed securities | $56,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,476 |
| Issued or guaranteed by U.S. | $56,000 | 5,466 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $71,189,000 | 267 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $71,189,000 | 1,987 |
| Structured notes | ||
| Amortized cost | $1,754,000 | 1,651 |
| Fair value | $1,754,000 | 1,653 |
| 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 | $67,902,000 | 2,082 |
| U.S. Government securities | $57,333,000 | 1,759 |
| U.S. Treasury securities | $6,753,000 | 362 |
| U.S. Government agency obligations | $50,580,000 | 1,900 |
| Securities issued by states & political subdivisions | $10,569,000 | 2,583 |
| 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 | $49,182,000 | 1,155 |
| Mortgage-backed securities | $76,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,476 |
| Issued or guaranteed by U.S. | $76,000 | 5,467 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $67,902,000 | 278 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $67,902,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $1,258,000 | 2,062 |
| Fair value | $1,259,000 | 2,067 |
| 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 | $62,860,000 | 2,173 |
| U.S. Government securities | $52,451,000 | 1,834 |
| U.S. Treasury securities | $7,007,000 | 329 |
| U.S. Government agency obligations | $45,444,000 | 1,987 |
| Securities issued by states & political subdivisions | $10,409,000 | 2,576 |
| 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 | $47,249,000 | 1,115 |
| Mortgage-backed securities | $94,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,438 |
| Issued or guaranteed by U.S. | $94,000 | 5,424 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $62,860,000 | 290 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $62,860,000 | 2,156 |
| Structured notes | ||
| Amortized cost | $1,011,000 | 2,130 |
| Fair value | $1,012,000 | 2,157 |
| 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 | $60,192,000 | 2,175 |
| U.S. Government securities | $49,177,000 | 1,857 |
| U.S. Treasury securities | $6,759,000 | 351 |
| U.S. Government agency obligations | $42,418,000 | 2,040 |
| Securities issued by states & political subdivisions | $11,015,000 | 2,441 |
| 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 | $47,555,000 | 1,089 |
| Mortgage-backed securities | $112,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,422 |
| Issued or guaranteed by U.S. | $112,000 | 5,406 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $60,192,000 | 295 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $60,192,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,006,000 | 2,275 |
| 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 | $61,844,000 | 2,140 |
| U.S. Government securities | $51,492,000 | 1,810 |
| U.S. Treasury securities | $7,013,000 | 393 |
| U.S. Government agency obligations | $44,479,000 | 1,966 |
| Securities issued by states & political subdivisions | $10,352,000 | 2,461 |
| 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 | $53,359,000 | 1,003 |
| Mortgage-backed securities | $133,000 | 5,698 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,410 |
| Issued or guaranteed by U.S. | $133,000 | 5,399 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $61,844,000 | 289 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $61,844,000 | 2,118 |
| Structured notes | ||
| Amortized cost | $2,251,000 | 1,879 |
| Fair value | $2,259,000 | 1,880 |
| 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 | $57,594,000 | 2,240 |
| U.S. Government securities | $47,757,000 | 1,929 |
| U.S. Treasury securities | $6,766,000 | 427 |
| U.S. Government agency obligations | $40,991,000 | 2,108 |
| Securities issued by states & political subdivisions | $9,837,000 | 2,507 |
| 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 | $46,905,000 | 1,121 |
| Mortgage-backed securities | $159,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $159,000 | 5,371 |
| Issued or guaranteed by U.S. | $159,000 | 5,357 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $57,594,000 | 296 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $57,594,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,823 |
| Fair value | $2,511,000 | 1,824 |
| 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 | $55,033,000 | 2,248 |
| U.S. Government securities | $45,758,000 | 1,912 |
| U.S. Treasury securities | $6,521,000 | 435 |
| U.S. Government agency obligations | $39,237,000 | 2,064 |
| Securities issued by states & political subdivisions | $9,275,000 | 2,570 |
| 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 | $45,167,000 | 1,125 |
| Mortgage-backed securities | $184,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $184,000 | 5,318 |
| Issued or guaranteed by U.S. | $184,000 | 5,304 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $55,033,000 | 298 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $55,033,000 | 2,222 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,678 |
| Fair value | $2,513,000 | 1,681 |
| 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 | $44,293,000 | 2,648 |
| U.S. Government securities | $35,499,000 | 2,296 |
| U.S. Treasury securities | $6,024,000 | 406 |
| U.S. Government agency obligations | $29,475,000 | 2,579 |
| Securities issued by states & political subdivisions | $8,794,000 | 2,574 |
| 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 | $30,418,000 | 1,584 |
| Mortgage-backed securities | $213,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,309 |
| Issued or guaranteed by U.S. | $213,000 | 5,297 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $44,293,000 | 364 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $44,293,000 | 2,620 |
| Structured notes | ||
| Amortized cost | $4,003,000 | 1,297 |
| Fair value | $4,025,000 | 1,317 |
| 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 | $32,112,000 | 3,324 |
| U.S. Government securities | $26,214,000 | 2,932 |
| U.S. Treasury securities | $2,999,000 | 577 |
| U.S. Government agency obligations | $23,215,000 | 3,084 |
| Securities issued by states & political subdivisions | $5,898,000 | 3,035 |
| 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 | $21,332,000 | 2,069 |
| Mortgage-backed securities | $244,000 | 5,709 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,335 |
| Issued or guaranteed by U.S. | $244,000 | 5,323 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $32,112,000 | 487 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $32,112,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $3,254,000 | 1,565 |
| Fair value | $3,260,000 | 1,573 |
| 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 | $28,134,000 | 3,635 |
| U.S. Government securities | $22,928,000 | 3,252 |
| U.S. Treasury securities | $2,246,000 | 624 |
| U.S. Government agency obligations | $20,682,000 | 3,393 |
| Securities issued by states & political subdivisions | $5,206,000 | 3,197 |
| 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 | $19,737,000 | 2,227 |
| Mortgage-backed securities | $422,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,281 |
| Issued or guaranteed by U.S. | $422,000 | 5,270 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $28,134,000 | 563 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $28,134,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,162 |
| Fair value | $1,251,000 | 2,167 |
| 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 | $29,464,000 | 3,523 |
| U.S. Government securities | $24,329,000 | 3,090 |
| U.S. Treasury securities | $2,246,000 | 574 |
| U.S. Government agency obligations | $22,083,000 | 3,231 |
| Securities issued by states & political subdivisions | $5,135,000 | 3,215 |
| 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 | $20,518,000 | 2,192 |
| Mortgage-backed securities | $545,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,249 |
| Issued or guaranteed by U.S. | $545,000 | 5,235 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $29,464,000 | 554 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $29,464,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $253,000 | 2,671 |
| 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 | $33,937,000 | 3,216 |
| U.S. Government securities | $26,165,000 | 2,933 |
| U.S. Treasury securities | $2,247,000 | 529 |
| U.S. Government agency obligations | $23,918,000 | 3,046 |
| Securities issued by states & political subdivisions | $7,772,000 | 2,627 |
| 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 | $22,542,000 | 2,041 |
| Mortgage-backed securities | $601,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,308 |
| Issued or guaranteed by U.S. | $601,000 | 5,292 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $33,937,000 | 514 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $33,937,000 | 3,177 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $500,000 | 2,092 |
| 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 | $33,402,000 | 3,191 |
| U.S. Government securities | $26,818,000 | 2,847 |
| U.S. Treasury securities | $2,248,000 | 498 |
| U.S. Government agency obligations | $24,570,000 | 2,970 |
| Securities issued by states & political subdivisions | $6,584,000 | 2,832 |
| 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 | $25,187,000 | 1,897 |
| Mortgage-backed securities | $658,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $658,000 | 5,329 |
| Issued or guaranteed by U.S. | $658,000 | 5,309 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $33,402,000 | 512 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $33,402,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $250,000 | 1,839 |
| 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 | $35,304,000 | 3,080 |
| U.S. Government securities | $29,338,000 | 2,720 |
| U.S. Treasury securities | $2,748,000 | 435 |
| U.S. Government agency obligations | $26,590,000 | 2,855 |
| Securities issued by states & political subdivisions | $5,966,000 | 2,911 |
| 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 | $24,598,000 | 1,967 |
| Mortgage-backed securities | $755,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,346 |
| Issued or guaranteed by U.S. | $755,000 | 5,328 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,304,000 | 489 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $35,304,000 | 3,045 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $250,000 | 1,581 |
| 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 | $42,880,000 | 2,611 |
| U.S. Government securities | $37,323,000 | 2,204 |
| U.S. Treasury securities | $2,997,000 | 400 |
| U.S. Government agency obligations | $34,326,000 | 2,325 |
| Securities issued by states & political subdivisions | $5,557,000 | 2,979 |
| 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 | $30,042,000 | 1,687 |
| Mortgage-backed securities | $821,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $821,000 | 5,306 |
| Issued or guaranteed by U.S. | $821,000 | 5,290 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,880,000 | 407 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $42,880,000 | 2,582 |
| 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 | $43,853,000 | 2,532 |
| U.S. Government securities | $38,466,000 | 2,094 |
| U.S. Treasury securities | $3,247,000 | 376 |
| U.S. Government agency obligations | $35,219,000 | 2,209 |
| Securities issued by states & political subdivisions | $5,387,000 | 2,986 |
| 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 | $31,283,000 | 1,599 |
| Mortgage-backed securities | $866,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $866,000 | 5,265 |
| Issued or guaranteed by U.S. | $866,000 | 5,248 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,853,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $43,853,000 | 2,499 |
| 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 | $40,943,000 | 2,722 |
| U.S. Government securities | $35,168,000 | 2,296 |
| U.S. Treasury securities | $2,997,000 | 396 |
| U.S. Government agency obligations | $32,171,000 | 2,436 |
| Securities issued by states & political subdivisions | $5,775,000 | 2,904 |
| 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 | $31,258,000 | 1,577 |
| Mortgage-backed securities | $1,032,000 | 5,561 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,032,000 | 5,127 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,943,000 | 416 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $40,943,000 | 2,682 |
| 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 | $37,592,000 | 2,902 |
| U.S. Government securities | $31,364,000 | 2,533 |
| U.S. Treasury securities | $2,747,000 | 434 |
| U.S. Government agency obligations | $28,617,000 | 2,672 |
| Securities issued by states & political subdivisions | $6,228,000 | 2,810 |
| 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 | $28,795,000 | 1,669 |
| Mortgage-backed securities | $1,264,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 4,978 |
| Issued or guaranteed by U.S. | $1,264,000 | 4,955 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,592,000 | 432 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $37,592,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $266,000 | 1,788 |
| 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 | $40,289,000 | 2,751 |
| U.S. Government securities | $34,034,000 | 2,382 |
| U.S. Treasury securities | $2,747,000 | 482 |
| U.S. Government agency obligations | $31,287,000 | 2,521 |
| Securities issued by states & political subdivisions | $6,255,000 | 2,788 |
| 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 | $32,884,000 | 1,493 |
| Mortgage-backed securities | $1,021,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,914 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,892 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,289,000 | 419 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $40,289,000 | 2,708 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,284 |
| Fair value | $258,000 | 2,281 |
| 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 | $44,199,000 | 2,563 |
| U.S. Government securities | $37,381,000 | 2,200 |
| U.S. Treasury securities | $2,996,000 | 480 |
| U.S. Government agency obligations | $34,385,000 | 2,330 |
| Securities issued by states & political subdivisions | $6,818,000 | 2,622 |
| 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 | $32,944,000 | 1,439 |
| Mortgage-backed securities | $1,131,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,131,000 | 4,693 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,199,000 | 412 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $44,199,000 | 2,522 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,510 |
| Fair value | $254,000 | 2,508 |
| 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 | $45,213,000 | 2,485 |
| U.S. Government securities | $38,719,000 | 2,139 |
| U.S. Treasury securities | $2,747,000 | 570 |
| U.S. Government agency obligations | $35,972,000 | 2,217 |
| Securities issued by states & political subdivisions | $6,494,000 | 2,689 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,347,000 | 1,375 |
| Mortgage-backed securities | $1,227,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,631 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,618 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,213,000 | 412 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $45,213,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,585 |
| Fair value | $248,000 | 2,606 |
| 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 | $42,576,000 | 2,649 |
| U.S. Government securities | $36,579,000 | 2,284 |
| U.S. Treasury securities | $2,497,000 | 632 |
| U.S. Government agency obligations | $34,082,000 | 2,357 |
| Securities issued by states & political subdivisions | $5,997,000 | 2,817 |
| 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 | $32,190,000 | 1,474 |
| Mortgage-backed securities | $1,317,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,317,000 | 4,563 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,576,000 | 455 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $42,576,000 | 2,609 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $41,032,000 | 2,739 |
| U.S. Government securities | $35,221,000 | 2,413 |
| U.S. Treasury securities | $2,246,000 | 710 |
| U.S. Government agency obligations | $32,975,000 | 2,475 |
| Securities issued by states & political subdivisions | $5,811,000 | 2,883 |
| 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 | $33,494,000 | 1,422 |
| Mortgage-backed securities | $797,000 | 5,443 |
| Certificates of participation in pools of residential mortgages | $797,000 | 4,988 |
| Issued or guaranteed by U.S. | $797,000 | 4,971 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,032,000 | 472 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $41,032,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $249,000 | 2,756 |
| 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 | $40,983,000 | 2,766 |
| U.S. Government securities | $34,610,000 | 2,452 |
| U.S. Treasury securities | $1,996,000 | 768 |
| U.S. Government agency obligations | $32,614,000 | 2,521 |
| Securities issued by states & political subdivisions | $6,373,000 | 2,714 |
| 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 | $29,976,000 | 1,533 |
| Mortgage-backed securities | $853,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $853,000 | 4,937 |
| Issued or guaranteed by U.S. | $853,000 | 4,914 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,983,000 | 502 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $40,983,000 | 2,727 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,869 |
| Fair value | $248,000 | 2,880 |
| 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 | $42,001,000 | 2,713 |
| U.S. Government securities | $35,259,000 | 2,422 |
| U.S. Treasury securities | $1,746,000 | 900 |
| U.S. Government agency obligations | $33,513,000 | 2,459 |
| Securities issued by states & political subdivisions | $6,742,000 | 2,610 |
| 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 | $31,527,000 | 1,458 |
| Mortgage-backed securities | $920,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,926 |
| Issued or guaranteed by U.S. | $920,000 | 4,905 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,001,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $42,001,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $246,000 | 2,939 |
| 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 | $39,880,000 | 2,866 |
| U.S. Government securities | $33,136,000 | 2,578 |
| U.S. Treasury securities | $1,247,000 | 1,039 |
| U.S. Government agency obligations | $31,889,000 | 2,576 |
| Securities issued by states & political subdivisions | $6,744,000 | 2,599 |
| 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 | $30,844,000 | 1,494 |
| Mortgage-backed securities | $982,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $982,000 | 4,905 |
| Issued or guaranteed by U.S. | $982,000 | 4,886 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,880,000 | 530 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $39,880,000 | 2,822 |
| Structured notes | ||
| Amortized cost | $745,000 | 2,492 |
| Fair value | $732,000 | 2,483 |
| 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 | $38,222,000 | 2,942 |
| U.S. Government securities | $31,784,000 | 2,648 |
| U.S. Treasury securities | $998,000 | 1,121 |
| U.S. Government agency obligations | $30,786,000 | 2,636 |
| Securities issued by states & political subdivisions | $6,438,000 | 2,666 |
| 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 | $24,830,000 | 1,796 |
| Mortgage-backed securities | $1,040,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $1,040,000 | 4,893 |
| Issued or guaranteed by U.S. | $1,040,000 | 4,875 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,222,000 | 565 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $38,222,000 | 2,900 |
| Structured notes | ||
| Amortized cost | $744,000 | 2,488 |
| Fair value | $733,000 | 2,481 |
| 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 | $37,156,000 | 2,981 |
| U.S. Government securities | $32,256,000 | 2,588 |
| U.S. Treasury securities | $748,000 | 1,293 |
| U.S. Government agency obligations | $31,508,000 | 2,553 |
| Securities issued by states & political subdivisions | $4,900,000 | 3,101 |
| 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 | $26,681,000 | 1,635 |
| Mortgage-backed securities | $1,368,000 | 5,215 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,368,000 | 4,681 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,156,000 | 583 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $37,156,000 | 2,934 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,298 |
| Fair value | $985,000 | 2,258 |
| 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 | $36,756,000 | 3,058 |
| U.S. Government securities | $31,732,000 | 2,675 |
| U.S. Treasury securities | $748,000 | 1,344 |
| U.S. Government agency obligations | $30,984,000 | 2,636 |
| Securities issued by states & political subdivisions | $5,024,000 | 3,044 |
| 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 | $27,904,000 | 1,558 |
| Mortgage-backed securities | $1,275,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,275,000 | 4,801 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,756,000 | 605 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $36,756,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,291 |
| Fair value | $988,000 | 2,254 |
| 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 | $38,043,000 | 3,006 |
| U.S. Government securities | $33,017,000 | 2,643 |
| U.S. Treasury securities | $498,000 | 1,579 |
| U.S. Government agency obligations | $32,519,000 | 2,570 |
| Securities issued by states & political subdivisions | $5,026,000 | 3,023 |
| 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 | $28,730,000 | 1,553 |
| Mortgage-backed securities | $619,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $619,000 | 5,411 |
| Issued or guaranteed by U.S. | $619,000 | 5,392 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,043,000 | 595 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $38,043,000 | 2,956 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,919 |
| Fair value | $1,233,000 | 1,932 |
| 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 | $36,863,000 | 3,106 |
| U.S. Government securities | $31,814,000 | 2,735 |
| U.S. Treasury securities | $249,000 | 1,783 |
| U.S. Government agency obligations | $31,565,000 | 2,645 |
| Securities issued by states & political subdivisions | $5,049,000 | 3,054 |
| 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 | $26,987,000 | 1,621 |
| Mortgage-backed securities | $667,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $667,000 | 5,399 |
| Issued or guaranteed by U.S. | $667,000 | 5,381 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,863,000 | 615 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $36,863,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,873 |
| Fair value | $1,245,000 | 1,885 |
| 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 | $39,173,000 | 2,937 |
| U.S. Government securities | $33,282,000 | 2,609 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,282,000 | 2,512 |
| Securities issued by states & political subdivisions | $5,891,000 | 2,806 |
| 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 | $25,772,000 | 1,632 |
| Mortgage-backed securities | $730,000 | 5,854 |
| Certificates of participation in pools of residential mortgages | $730,000 | 5,373 |
| Issued or guaranteed by U.S. | $730,000 | 5,359 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,173,000 | 580 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $39,173,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,870 |
| Fair value | $1,252,000 | 1,868 |
| 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 | $40,102,000 | 2,940 |
| U.S. Government securities | $34,089,000 | 2,578 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $34,089,000 | 2,479 |
| Securities issued by states & political subdivisions | $6,013,000 | 2,749 |
| 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 | $26,123,000 | 1,609 |
| Mortgage-backed securities | $810,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $810,000 | 5,375 |
| Issued or guaranteed by U.S. | $810,000 | 5,359 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,102,000 | 571 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $40,102,000 | 2,880 |
| 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 | $36,228,000 | 3,169 |
| U.S. Government securities | $30,213,000 | 2,798 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,213,000 | 2,702 |
| Securities issued by states & political subdivisions | $6,015,000 | 2,760 |
| 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 | $29,402,000 | 1,455 |
| Mortgage-backed securities | $921,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $921,000 | 5,331 |
| Issued or guaranteed by U.S. | $921,000 | 5,313 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,228,000 | 604 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $36,228,000 | 3,107 |
| 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 | $36,107,000 | 3,231 |
| U.S. Government securities | $30,066,000 | 2,906 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,066,000 | 2,798 |
| Securities issued by states & political subdivisions | $6,041,000 | 2,780 |
| 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 | $26,905,000 | 1,529 |
| Mortgage-backed securities | $992,000 | 5,781 |
| Certificates of participation in pools of residential mortgages | $992,000 | 5,288 |
| Issued or guaranteed by U.S. | $992,000 | 5,266 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,107,000 | 619 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $36,107,000 | 3,170 |
| 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 | $38,282,000 | 3,044 |
| U.S. Government securities | $31,397,000 | 2,733 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $31,397,000 | 2,640 |
| Securities issued by states & political subdivisions | $6,885,000 | 2,566 |
| 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 | $26,996,000 | 1,469 |
| Mortgage-backed securities | $1,067,000 | 5,743 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 5,236 |
| Issued or guaranteed by U.S. | $1,067,000 | 5,213 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,282,000 | 576 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $38,282,000 | 2,968 |
| 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 | $40,815,000 | 2,827 |
| U.S. Government securities | $33,716,000 | 2,501 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $33,716,000 | 2,403 |
| Securities issued by states & political subdivisions | $7,099,000 | 2,470 |
| 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 | $28,646,000 | 1,369 |
| Mortgage-backed securities | $1,251,000 | 5,735 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 5,146 |
| Issued or guaranteed by U.S. | $1,251,000 | 5,125 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,815,000 | 516 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $40,815,000 | 2,750 |
| 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 | $40,689,000 | 2,800 |
| U.S. Government securities | $34,221,000 | 2,446 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $34,221,000 | 2,351 |
| Securities issued by states & political subdivisions | $6,468,000 | 2,543 |
| 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 | $22,655,000 | 1,662 |
| Mortgage-backed securities | $1,058,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 5,311 |
| Issued or guaranteed by U.S. | $1,058,000 | 5,291 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,689,000 | 508 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $40,689,000 | 2,720 |
| 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 | $42,002,000 | 2,687 |
| U.S. Government securities | $35,384,000 | 2,369 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,384,000 | 2,275 |
| Securities issued by states & political subdivisions | $6,618,000 | 2,490 |
| 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 | $25,378,000 | 1,494 |
| Mortgage-backed securities | $36,000 | 7,155 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,777 |
| Issued or guaranteed by U.S. | $36,000 | 6,758 |
| 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) | $42,002,000 | 489 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $42,002,000 | 2,613 |
| 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 | $45,682,000 | 2,382 |
| U.S. Government securities | $38,331,000 | 2,055 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $38,331,000 | 1,937 |
| Securities issued by states & political subdivisions | $7,351,000 | 2,220 |
| 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 | $24,327,000 | 1,461 |
| Mortgage-backed securities | $57,000 | 7,119 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,683 |
| Issued or guaranteed by U.S. | $57,000 | 6,661 |
| 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) | $45,682,000 | 443 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $45,682,000 | 2,310 |
| 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 | $34,971,000 | 3,042 |
| U.S. Government securities | $30,207,000 | 2,618 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $30,207,000 | 2,424 |
| Securities issued by states & political subdivisions | $4,406,000 | 3,036 |
| 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 | $0 | 313 |
| Equity securities | $358,000 | 4,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,946,000 | 1,851 |
| Mortgage-backed securities | $81,000 | 6,958 |
| Certificates of participation in pools of residential mortgages | $81,000 | 6,467 |
| Issued or guaranteed by U.S. | $81,000 | 6,446 |
| 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) | $34,613,000 | 726 |
| Available-for-sale securities (fair market value) | $358,000 | 8,818 |
| Total debt securities | $34,613,000 | 2,951 |
| 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 | $39,238,000 | 2,848 |
| U.S. Government securities | $36,972,000 | 2,271 |
| U.S. Treasury securities | $2,999,000 | 2,206 |
| U.S. Government agency obligations | $33,973,000 | 2,193 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,691 |
| 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 | $0 | 343 |
| Equity securities | $358,000 | 4,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,289,000 | 1,893 |
| Mortgage-backed securities | $102,000 | 7,265 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,734 |
| Issued or guaranteed by U.S. | $102,000 | 6,716 |
| 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) | $38,880,000 | 696 |
| Available-for-sale securities (fair market value) | $358,000 | 9,091 |
| Total debt securities | $38,880,000 | 2,787 |
| 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 | $38,205,000 | 2,962 |
| U.S. Government securities | $37,412,000 | 2,302 |
| U.S. Treasury securities | $4,008,000 | 2,668 |
| U.S. Government agency obligations | $33,404,000 | 2,149 |
| Securities issued by states & political subdivisions | $435,000 | 6,728 |
| 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 | $0 | 363 |
| Equity securities | $358,000 | 4,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,099,000 | 1,516 |
| Mortgage-backed securities | $223,000 | 7,167 |
| Certificates of participation in pools of residential mortgages | $223,000 | 6,564 |
| Issued or guaranteed by U.S. | $223,000 | 6,542 |
| 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) | $37,847,000 | 776 |
| Available-for-sale securities (fair market value) | $358,000 | 9,221 |
| Total debt securities | $37,847,000 | 2,894 |
| 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 | $38,579,000 | 2,920 |
| U.S. Government securities | $37,844,000 | 2,366 |
| U.S. Treasury securities | $5,506,000 | 2,973 |
| U.S. Government agency obligations | $32,338,000 | 2,144 |
| Securities issued by states & political subdivisions | $449,000 | 6,838 |
| 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 | $0 | 390 |
| Equity securities | $286,000 | 4,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,461,000 | 1,629 |
| Mortgage-backed securities | $505,000 | 6,962 |
| Certificates of participation in pools of residential mortgages | $505,000 | 6,144 |
| Issued or guaranteed by U.S. | $505,000 | 6,124 |
| 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) | $38,293,000 | 925 |
| Available-for-sale securities (fair market value) | $286,000 | 9,646 |
| Total debt securities | $38,293,000 | 2,846 |
| 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 | $41,951,000 | 2,875 |
| U.S. Government securities | $34,886,000 | 2,774 |
| U.S. Treasury securities | $3,986,000 | 4,428 |
| U.S. Government agency obligations | $30,900,000 | 2,315 |
| Securities issued by states & political subdivisions | $6,796,000 | 2,156 |
| 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 | $0 | 466 |
| Equity securities | $269,000 | 4,734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,743,000 | 2,117 |
| Mortgage-backed securities | $908,000 | 6,990 |
| Certificates of participation in pools of residential mortgages | $908,000 | 5,968 |
| Issued or guaranteed by U.S. | $908,000 | 5,953 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,682,000 | 988 |
| Available-for-sale securities (fair market value) | $269,000 | 10,003 |
| Total debt securities | $41,682,000 | 2,805 |
| 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 | $39,042,000 | 3,238 |
| U.S. Government securities | $31,807,000 | 3,179 |
| U.S. Treasury securities | $8,492,000 | 3,108 |
| U.S. Government agency obligations | $23,315,000 | 2,931 |
| Securities issued by states & political subdivisions | $6,935,000 | 2,115 |
| Other domestic debt securities | $42,000 | 4,840 |
| Privately issued residential mortgage-backed securities | $42,000 | 2,208 |
| 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 | $0 | 553 |
| Equity securities | $258,000 | 4,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,475,000 | 1,919 |
| Mortgage-backed securities | $1,317,000 | 6,921 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 5,723 |
| Issued or guaranteed by U.S. | $1,275,000 | 5,692 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $42,000 | 5,935 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $42,000 | 1,885 |
| 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) | $38,784,000 | 1,119 |
| Available-for-sale securities (fair market value) | $258,000 | 10,461 |
| Total debt securities | $38,784,000 | 3,172 |
| 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 | $40,132,000 | 3,283 |
| U.S. Government securities | $32,763,000 | 3,192 |
| U.S. Treasury securities | $12,678,000 | 2,745 |
| U.S. Government agency obligations | $20,085,000 | 3,179 |
| Securities issued by states & political subdivisions | $7,298,000 | 2,093 |
| Other domestic debt securities | $53,000 | 5,343 |
| Privately issued residential mortgage-backed securities | $53,000 | 2,423 |
| 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 | $0 | 600 |
| Equity securities | $18,000 | 7,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,861,000 | 1,860 |
| Mortgage-backed securities | $1,417,000 | 7,241 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 5,911 |
| Issued or guaranteed by U.S. | $1,364,000 | 5,884 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $53,000 | 6,370 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $53,000 | 2,101 |
| 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) | $40,114,000 | 1,847 |
| Available-for-sale securities (fair market value) | $18,000 | 11,092 |
| Total debt securities | $40,114,000 | 3,218 |
| 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 | $39,632,000 | 3,497 |
| U.S. Government securities | $30,817,000 | 3,509 |
| U.S. Treasury securities | $15,372,000 | 2,393 |
| U.S. Government agency obligations | $15,445,000 | 4,074 |
| Securities issued by states & political subdivisions | $8,653,000 | 1,794 |
| Other domestic debt securities | $144,000 | 5,583 |
| Privately issued residential mortgage-backed securities | $144,000 | 2,532 |
| 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 | $0 | 649 |
| Equity securities | $18,000 | 7,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,530,000 | 1,671 |
| Mortgage-backed securities | $1,808,000 | 7,478 |
| Certificates of participation in pools of residential mortgages | $1,664,000 | 6,125 |
| Issued or guaranteed by U.S. | $1,664,000 | 6,072 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $144,000 | 6,509 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $144,000 | 2,132 |
| 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 | $39,614,000 | 3,427 |
| 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 | $43,280,000 | 3,147 |
| U.S. Government securities | $34,680,000 | 3,105 |
| U.S. Treasury securities | $19,201,000 | 1,953 |
| U.S. Government agency obligations | $15,479,000 | 4,011 |
| Securities issued by states & political subdivisions | $8,215,000 | 1,677 |
| Other domestic debt securities | $385,000 | 5,483 |
| Privately issued residential mortgage-backed securities | $367,000 | 2,611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,000 | 5,680 |
| Foreign debt securities | $0 | 699 |
| 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 | $15,883,000 | 1,808 |
| Mortgage-backed securities | $3,703,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 5,367 |
| Issued or guaranteed by U.S. | $2,766,000 | 5,308 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $937,000 | 5,203 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 5,255 |
| Privately issued | $367,000 | 2,214 |
| 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 | $43,280,000 | 3,071 |
| 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 |