Home > Ulster Savings Bank > Securities
Ulster Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $175,163,000 | 1,090 |
| U.S. Government securities | $165,993,000 | 760 |
| U.S. Treasury securities | $2,439,000 | 2,204 |
| U.S. Government agency obligations | $163,554,000 | 673 |
| Securities issued by states & political subdivisions | $2,359,000 | 3,272 |
| Other domestic debt securities | $6,811,000 | 1,212 |
| 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 | $6,811,000 | 818 |
| 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 | $51,435,000 | 1,464 |
| Mortgage-backed securities | $104,072,000 | 755 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,324,000 | 710 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,748,000 | 440 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $175,163,000 | 929 |
| Total debt securities | $175,162,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $171,027,000 | 1,102 |
| U.S. Government securities | $162,195,000 | 776 |
| U.S. Treasury securities | $4,400,000 | 1,955 |
| U.S. Government agency obligations | $157,795,000 | 691 |
| Securities issued by states & political subdivisions | $2,176,000 | 3,317 |
| Other domestic debt securities | $6,656,000 | 1,213 |
| 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 | $6,656,000 | 827 |
| 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 | $40,004,000 | 1,612 |
| Mortgage-backed securities | $100,984,000 | 757 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,653,000 | 728 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,331,000 | 434 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $171,027,000 | 938 |
| Total debt securities | $171,028,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $180,133,000 | 1,090 |
| U.S. Government securities | $171,294,000 | 757 |
| U.S. Treasury securities | $4,376,000 | 2,002 |
| U.S. Government agency obligations | $166,918,000 | 672 |
| Securities issued by states & political subdivisions | $2,371,000 | 3,330 |
| Other domestic debt securities | $6,468,000 | 1,241 |
| 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 | $6,468,000 | 854 |
| 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 | $41,585,000 | 1,565 |
| Mortgage-backed securities | $107,990,000 | 738 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,328,000 | 705 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,662,000 | 425 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $180,133,000 | 933 |
| Total debt securities | $180,134,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $186,638,000 | 1,103 |
| U.S. Government securities | $176,652,000 | 774 |
| U.S. Treasury securities | $4,395,000 | 2,075 |
| U.S. Government agency obligations | $172,257,000 | 654 |
| Securities issued by states & political subdivisions | $2,421,000 | 3,385 |
| Other domestic debt securities | $7,565,000 | 1,212 |
| 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 | $7,565,000 | 808 |
| 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 | $19,391,000 | 2,285 |
| Mortgage-backed securities | $112,655,000 | 756 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,715,000 | 717 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,940,000 | 437 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $186,638,000 | 954 |
| Total debt securities | $186,637,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $189,687,000 | 1,103 |
| U.S. Government securities | $177,778,000 | 772 |
| U.S. Treasury securities | $4,366,000 | 2,127 |
| U.S. Government agency obligations | $173,412,000 | 648 |
| Securities issued by states & political subdivisions | $2,306,000 | 3,447 |
| Other domestic debt securities | $9,603,000 | 1,113 |
| 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 | $9,603,000 | 715 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $113,705,000 | 755 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,877,000 | 720 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $46,828,000 | 439 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $189,687,000 | 949 |
| Total debt securities | $189,686,000 | 1,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $187,970,000 | 1,122 |
| U.S. Government securities | $176,249,000 | 783 |
| U.S. Treasury securities | $4,362,000 | 2,171 |
| U.S. Government agency obligations | $171,887,000 | 662 |
| Securities issued by states & political subdivisions | $2,109,000 | 3,509 |
| Other domestic debt securities | $9,612,000 | 1,070 |
| 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 | $9,612,000 | 705 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $112,031,000 | 767 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,647,000 | 725 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,384,000 | 458 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $187,970,000 | 970 |
| Total debt securities | $187,970,000 | 1,107 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $178,330,000 | 1,212 |
| U.S. Government securities | $166,331,000 | 828 |
| U.S. Treasury securities | $495,000 | 2,823 |
| U.S. Government agency obligations | $165,836,000 | 686 |
| Securities issued by states & political subdivisions | $2,273,000 | 3,521 |
| Other domestic debt securities | $9,726,000 | 1,015 |
| 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 | $9,726,000 | 711 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $116,597,000 | 780 |
| Certificates of participation in pools of residential mortgages | $74,151,000 | 714 |
| Issued or guaranteed by U.S. | $74,151,000 | 704 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $42,446,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $42,446,000 | 479 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $178,330,000 | 1,073 |
| Total debt securities | $178,329,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $187,576,000 | 1,136 |
| U.S. Government securities | $175,208,000 | 786 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $175,208,000 | 662 |
| Securities issued by states & political subdivisions | $2,411,000 | 3,516 |
| Other domestic debt securities | $9,957,000 | 972 |
| 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 | $9,957,000 | 690 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $128,074,000 | 735 |
| Certificates of participation in pools of residential mortgages | $80,774,000 | 683 |
| Issued or guaranteed by U.S. | $80,774,000 | 675 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $47,300,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $47,300,000 | 443 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $187,576,000 | 1,024 |
| Total debt securities | $187,576,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $188,844,000 | 1,094 |
| U.S. Government securities | $183,470,000 | 721 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $183,470,000 | 642 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,490 |
| Other domestic debt securities | $2,549,000 | 1,539 |
| 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 | $2,549,000 | 1,214 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $137,540,000 | 684 |
| Certificates of participation in pools of residential mortgages | $89,836,000 | 623 |
| Issued or guaranteed by U.S. | $89,836,000 | 614 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $47,704,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $47,704,000 | 438 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $188,844,000 | 997 |
| Total debt securities | $188,846,000 | 1,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $170,673,000 | 1,134 |
| U.S. Government securities | $167,270,000 | 737 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $167,270,000 | 669 |
| Securities issued by states & political subdivisions | $833,000 | 3,902 |
| Other domestic debt securities | $2,570,000 | 1,475 |
| 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 | $2,570,000 | 1,151 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $136,097,000 | 672 |
| Certificates of participation in pools of residential mortgages | $94,780,000 | 579 |
| Issued or guaranteed by U.S. | $94,780,000 | 570 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $41,317,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $41,317,000 | 476 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $170,673,000 | 1,045 |
| Total debt securities | $170,673,000 | 1,122 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $153,032,000 | 1,187 |
| U.S. Government securities | $149,570,000 | 766 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $149,570,000 | 703 |
| Securities issued by states & political subdivisions | $879,000 | 3,899 |
| Other domestic debt securities | $2,583,000 | 1,433 |
| 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 | $2,583,000 | 1,094 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $137,933,000 | 630 |
| Certificates of participation in pools of residential mortgages | $100,823,000 | 524 |
| Issued or guaranteed by U.S. | $100,823,000 | 515 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $37,110,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $37,110,000 | 486 |
| 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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $153,032,000 | 1,087 |
| Total debt securities | $153,032,000 | 1,169 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $151,356,000 | 1,112 |
| U.S. Government securities | $148,797,000 | 712 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $148,797,000 | 661 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $2,559,000 | 1,399 |
| 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 | $2,559,000 | 1,038 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $142,285,000 | 579 |
| Certificates of participation in pools of residential mortgages | $104,399,000 | 481 |
| Issued or guaranteed by U.S. | $104,399,000 | 472 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $37,886,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $37,886,000 | 459 |
| 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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $151,356,000 | 1,032 |
| Total debt securities | $151,355,000 | 1,098 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $116,311,000 | 1,254 |
| U.S. Government securities | $113,712,000 | 798 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $113,712,000 | 760 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $2,599,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,599,000 | 997 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $106,457,000 | 675 |
| Certificates of participation in pools of residential mortgages | $82,942,000 | 515 |
| Issued or guaranteed by U.S. | $82,942,000 | 509 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $23,515,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $23,515,000 | 640 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $116,311,000 | 1,168 |
| Total debt securities | $116,310,000 | 1,237 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $127,301,000 | 1,123 |
| U.S. Government securities | $124,688,000 | 693 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $124,688,000 | 650 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $2,613,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,613,000 | 964 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $117,387,000 | 594 |
| Certificates of participation in pools of residential mortgages | $86,944,000 | 472 |
| Issued or guaranteed by U.S. | $86,944,000 | 462 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $30,443,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $30,443,000 | 536 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $127,301,000 | 1,033 |
| Total debt securities | $127,300,000 | 1,107 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $66,658,000 | 1,766 |
| U.S. Government securities | $64,036,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $64,036,000 | 1,113 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $2,622,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,622,000 | 918 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $61,649,000 | 985 |
| Certificates of participation in pools of residential mortgages | $41,988,000 | 816 |
| Issued or guaranteed by U.S. | $41,988,000 | 800 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,661,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $19,661,000 | 762 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $66,658,000 | 1,649 |
| Total debt securities | $66,658,000 | 1,748 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $66,613,000 | 1,711 |
| U.S. Government securities | $63,987,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $63,987,000 | 1,122 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,626,000 | 1,203 |
| 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 | $2,626,000 | 852 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $61,557,000 | 983 |
| Certificates of participation in pools of residential mortgages | $28,437,000 | 1,067 |
| Issued or guaranteed by U.S. | $28,437,000 | 1,037 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $33,120,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $33,120,000 | 535 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $66,613,000 | 1,585 |
| Total debt securities | $66,613,000 | 1,693 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $67,937,000 | 1,691 |
| U.S. Government securities | $65,361,000 | 1,195 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $65,361,000 | 1,120 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,576,000 | 1,173 |
| 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 | $2,576,000 | 825 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $62,415,000 | 942 |
| Certificates of participation in pools of residential mortgages | $29,138,000 | 1,035 |
| Issued or guaranteed by U.S. | $29,138,000 | 1,011 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $33,277,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $33,277,000 | 536 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $67,937,000 | 1,560 |
| Total debt securities | $67,938,000 | 1,670 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $68,444,000 | 1,667 |
| U.S. Government securities | $65,868,000 | 1,171 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $65,868,000 | 1,107 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $2,571,000 | 1,181 |
| 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 | $2,571,000 | 831 |
| Foreign debt securities | $5,000 | 293 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $62,757,000 | 930 |
| Certificates of participation in pools of residential mortgages | $29,831,000 | 978 |
| Issued or guaranteed by U.S. | $29,831,000 | 951 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $32,926,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $32,926,000 | 542 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $68,444,000 | 1,545 |
| Total debt securities | $68,442,000 | 1,651 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $68,329,000 | 1,692 |
| U.S. Government securities | $57,957,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $57,957,000 | 1,231 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,297 |
| Other domestic debt securities | $6,661,000 | 773 |
| 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 | $6,661,000 | 529 |
| Foreign debt securities | $30,000 | 308 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $54,691,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $36,816,000 | 829 |
| Issued or guaranteed by U.S. | $36,816,000 | 822 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $17,875,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $17,875,000 | 798 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $68,329,000 | 1,559 |
| Total debt securities | $68,329,000 | 1,672 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $71,090,000 | 1,657 |
| U.S. Government securities | $64,466,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $64,466,000 | 1,149 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $6,594,000 | 772 |
| 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 | $6,594,000 | 533 |
| Foreign debt securities | $30,000 | 323 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $60,454,000 | 932 |
| Certificates of participation in pools of residential mortgages | $41,428,000 | 761 |
| Issued or guaranteed by U.S. | $41,428,000 | 755 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $19,026,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $19,026,000 | 768 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $71,090,000 | 1,525 |
| Total debt securities | $71,091,000 | 1,643 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $77,839,000 | 1,568 |
| U.S. Government securities | $59,779,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $59,779,000 | 1,219 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $6,586,000 | 747 |
| 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 | $6,586,000 | 528 |
| Foreign debt securities | $30,000 | 323 |
| Equity securities | $11,444,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $55,302,000 | 982 |
| Certificates of participation in pools of residential mortgages | $35,748,000 | 866 |
| Issued or guaranteed by U.S. | $35,748,000 | 859 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,554,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $19,554,000 | 746 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $77,839,000 | 1,442 |
| Total debt securities | $66,395,000 | 1,751 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $75,799,000 | 1,601 |
| U.S. Government securities | $58,252,000 | 1,321 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $58,252,000 | 1,249 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $6,498,000 | 724 |
| 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 | $6,498,000 | 532 |
| Foreign debt securities | $30,000 | 322 |
| Equity securities | $11,019,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $53,438,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $33,163,000 | 915 |
| Issued or guaranteed by U.S. | $33,163,000 | 911 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,275,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $20,275,000 | 710 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $75,799,000 | 1,467 |
| Total debt securities | $64,782,000 | 1,790 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $70,506,000 | 1,715 |
| U.S. Government securities | $54,846,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $54,846,000 | 1,311 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $4,579,000 | 982 |
| 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 | $4,579,000 | 636 |
| Foreign debt securities | $30,000 | 325 |
| Equity securities | $11,051,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $49,372,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $27,935,000 | 1,082 |
| Issued or guaranteed by U.S. | $27,935,000 | 1,052 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $21,437,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $21,437,000 | 684 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $70,506,000 | 1,576 |
| Total debt securities | $59,454,000 | 1,937 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $69,213,000 | 1,759 |
| U.S. Government securities | $54,533,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $54,533,000 | 1,360 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $3,550,000 | 961 |
| 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 | $3,550,000 | 735 |
| Foreign debt securities | $30,000 | 315 |
| Equity securities | $11,100,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $48,919,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $26,016,000 | 1,156 |
| Issued or guaranteed by U.S. | $26,016,000 | 1,153 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,903,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $22,903,000 | 648 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $69,213,000 | 1,617 |
| Total debt securities | $58,114,000 | 2,012 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $72,748,000 | 1,726 |
| U.S. Government securities | $57,967,000 | 1,360 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $57,967,000 | 1,302 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $3,523,000 | 958 |
| 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 | $3,523,000 | 746 |
| Foreign debt securities | $30,000 | 312 |
| Equity securities | $11,228,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $52,109,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $27,489,000 | 1,139 |
| Issued or guaranteed by U.S. | $27,489,000 | 1,137 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $24,620,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $24,620,000 | 619 |
| 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) | $30,000 | 2,009 |
| Available-for-sale securities (fair market value) | $72,718,000 | 1,595 |
| Total debt securities | $61,519,000 | 1,953 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $78,709,000 | 1,641 |
| U.S. Government securities | $61,772,000 | 1,324 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $61,772,000 | 1,263 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $3,523,000 | 983 |
| 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 | $3,523,000 | 772 |
| Foreign debt securities | $210,000 | 310 |
| Equity securities | $13,204,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $55,131,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $28,784,000 | 1,117 |
| Issued or guaranteed by U.S. | $28,784,000 | 1,116 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $26,347,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $26,347,000 | 592 |
| 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) | $210,000 | 1,929 |
| Available-for-sale securities (fair market value) | $78,499,000 | 1,506 |
| Total debt securities | $65,504,000 | 1,869 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $80,285,000 | 1,650 |
| U.S. Government securities | $64,752,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $64,752,000 | 1,244 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $2,018,000 | 1,235 |
| 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 | $2,018,000 | 1,000 |
| Foreign debt securities | $235,000 | 320 |
| Equity securities | $13,280,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,000 | 4,916 |
| Mortgage-backed securities | $57,774,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $32,340,000 | 1,043 |
| Issued or guaranteed by U.S. | $32,340,000 | 1,043 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,434,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $25,434,000 | 604 |
| 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) | $9,026,000 | 991 |
| Available-for-sale securities (fair market value) | $71,259,000 | 1,671 |
| Total debt securities | $67,006,000 | 1,878 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $82,974,000 | 1,623 |
| U.S. Government securities | $67,353,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $67,353,000 | 1,217 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,000,000 | 1,272 |
| 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 | $2,000,000 | 1,022 |
| Foreign debt securities | $285,000 | 301 |
| Equity securities | $13,336,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,000 | 4,974 |
| Mortgage-backed securities | $60,235,000 | 985 |
| Certificates of participation in pools of residential mortgages | $33,550,000 | 1,047 |
| Issued or guaranteed by U.S. | $33,550,000 | 1,047 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,685,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $26,685,000 | 589 |
| 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) | $9,451,000 | 993 |
| Available-for-sale securities (fair market value) | $73,523,000 | 1,631 |
| Total debt securities | $69,638,000 | 1,846 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $84,110,000 | 1,599 |
| U.S. Government securities | $70,442,000 | 1,208 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $70,442,000 | 1,158 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $285,000 | 296 |
| Equity securities | $13,383,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,000 | 5,024 |
| Mortgage-backed securities | $62,786,000 | 940 |
| Certificates of participation in pools of residential mortgages | $34,849,000 | 1,011 |
| Issued or guaranteed by U.S. | $34,849,000 | 1,010 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $27,937,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $27,937,000 | 563 |
| 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) | $9,919,000 | 983 |
| Available-for-sale securities (fair market value) | $74,191,000 | 1,613 |
| Total debt securities | $70,727,000 | 1,815 |
| 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 | $91,468,000 | 1,490 |
| U.S. Government securities | $77,708,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $77,708,000 | 1,067 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $285,000 | 287 |
| Equity securities | $13,475,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,777,000 | 1,364 |
| Mortgage-backed securities | $67,774,000 | 893 |
| Certificates of participation in pools of residential mortgages | $37,594,000 | 973 |
| Issued or guaranteed by U.S. | $37,594,000 | 973 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,180,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $30,180,000 | 535 |
| 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) | $10,553,000 | 954 |
| Available-for-sale securities (fair market value) | $80,915,000 | 1,484 |
| Total debt securities | $77,992,000 | 1,664 |
| 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 | $97,200,000 | 1,415 |
| U.S. Government securities | $82,447,000 | 1,076 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $82,447,000 | 1,030 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $285,000 | 288 |
| Equity securities | $14,468,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,629,000 | 1,333 |
| Mortgage-backed securities | $72,010,000 | 852 |
| Certificates of participation in pools of residential mortgages | $39,593,000 | 944 |
| Issued or guaranteed by U.S. | $39,593,000 | 941 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $32,417,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $32,417,000 | 530 |
| 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) | $11,155,000 | 963 |
| Available-for-sale securities (fair market value) | $86,045,000 | 1,424 |
| Total debt securities | $82,732,000 | 1,614 |
| 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 | $100,851,000 | 1,379 |
| U.S. Government securities | $86,085,000 | 1,057 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $86,085,000 | 999 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $285,000 | 285 |
| Equity securities | $14,481,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,384,000 | 1,297 |
| Mortgage-backed securities | $75,498,000 | 821 |
| Certificates of participation in pools of residential mortgages | $41,315,000 | 915 |
| Issued or guaranteed by U.S. | $41,315,000 | 915 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,183,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $34,183,000 | 526 |
| 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) | $11,771,000 | 964 |
| Available-for-sale securities (fair market value) | $89,080,000 | 1,383 |
| Total debt securities | $86,370,000 | 1,570 |
| 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 | $103,308,000 | 1,357 |
| U.S. Government securities | $88,505,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $88,505,000 | 990 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $285,000 | 273 |
| Equity securities | $14,518,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,157,000 | 1,255 |
| Mortgage-backed securities | $77,356,000 | 796 |
| Certificates of participation in pools of residential mortgages | $42,309,000 | 900 |
| Issued or guaranteed by U.S. | $42,309,000 | 899 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $35,047,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $35,047,000 | 530 |
| 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) | $12,230,000 | 969 |
| Available-for-sale securities (fair market value) | $91,078,000 | 1,362 |
| Total debt securities | $88,789,000 | 1,545 |
| 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 | $108,746,000 | 1,302 |
| U.S. Government securities | $92,807,000 | 1,003 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $92,807,000 | 955 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $285,000 | 274 |
| Equity securities | $15,654,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,526,000 | 1,228 |
| Mortgage-backed securities | $81,315,000 | 767 |
| Certificates of participation in pools of residential mortgages | $44,226,000 | 861 |
| Issued or guaranteed by U.S. | $44,226,000 | 861 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $37,089,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $37,089,000 | 510 |
| 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) | $12,677,000 | 972 |
| Available-for-sale securities (fair market value) | $96,069,000 | 1,296 |
| Total debt securities | $93,091,000 | 1,478 |
| 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 | $112,178,000 | 1,288 |
| U.S. Government securities | $96,219,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $96,219,000 | 967 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $285,000 | 281 |
| Equity securities | $15,674,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,898,000 | 1,187 |
| Mortgage-backed securities | $84,448,000 | 748 |
| Certificates of participation in pools of residential mortgages | $45,681,000 | 872 |
| Issued or guaranteed by U.S. | $45,681,000 | 871 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,767,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $38,767,000 | 511 |
| 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) | $13,234,000 | 962 |
| Available-for-sale securities (fair market value) | $98,944,000 | 1,278 |
| Total debt securities | $96,504,000 | 1,463 |
| 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 | $121,123,000 | 1,208 |
| U.S. Government securities | $105,103,000 | 936 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $105,103,000 | 896 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $285,000 | 277 |
| Equity securities | $15,735,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,225,000 | 1,176 |
| Mortgage-backed securities | $91,686,000 | 714 |
| Certificates of participation in pools of residential mortgages | $49,251,000 | 835 |
| Issued or guaranteed by U.S. | $49,251,000 | 835 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $42,435,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $42,435,000 | 493 |
| 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) | $14,041,000 | 938 |
| Available-for-sale securities (fair market value) | $107,082,000 | 1,187 |
| Total debt securities | $105,388,000 | 1,343 |
| 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 | $128,792,000 | 1,151 |
| U.S. Government securities | $112,752,000 | 889 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $112,752,000 | 852 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $285,000 | 264 |
| Equity securities | $15,755,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,141,000 | 1,109 |
| Mortgage-backed securities | $99,139,000 | 678 |
| Certificates of participation in pools of residential mortgages | $55,524,000 | 768 |
| Issued or guaranteed by U.S. | $55,524,000 | 764 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $43,615,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $43,615,000 | 481 |
| 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) | $14,741,000 | 921 |
| Available-for-sale securities (fair market value) | $114,051,000 | 1,115 |
| Total debt securities | $113,036,000 | 1,263 |
| 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 | $141,520,000 | 1,058 |
| U.S. Government securities | $124,502,000 | 824 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $124,502,000 | 792 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $285,000 | 259 |
| Equity securities | $16,733,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,202,000 | 1,638 |
| Mortgage-backed securities | $110,852,000 | 616 |
| Certificates of participation in pools of residential mortgages | $60,447,000 | 727 |
| Issued or guaranteed by U.S. | $60,447,000 | 726 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $50,405,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $50,405,000 | 451 |
| 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) | $15,300,000 | 913 |
| Available-for-sale securities (fair market value) | $126,220,000 | 1,040 |
| Total debt securities | $124,788,000 | 1,183 |
| 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 | $152,659,000 | 998 |
| U.S. Government securities | $135,641,000 | 767 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $135,641,000 | 735 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $285,000 | 261 |
| Equity securities | $16,733,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,452,000 | 1,322 |
| Mortgage-backed securities | $122,609,000 | 573 |
| Certificates of participation in pools of residential mortgages | $66,476,000 | 673 |
| Issued or guaranteed by U.S. | $66,476,000 | 672 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $56,133,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $56,133,000 | 418 |
| 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) | $15,933,000 | 889 |
| Available-for-sale securities (fair market value) | $136,726,000 | 975 |
| Total debt securities | $135,927,000 | 1,112 |
| 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 | $105,866,000 | 1,405 |
| U.S. Government securities | $88,848,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $88,848,000 | 1,100 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $285,000 | 260 |
| Equity securities | $16,733,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,756,000 | 1,253 |
| Mortgage-backed securities | $75,632,000 | 879 |
| Certificates of participation in pools of residential mortgages | $40,138,000 | 1,039 |
| Issued or guaranteed by U.S. | $40,138,000 | 1,038 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $35,494,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $35,494,000 | 587 |
| 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) | $792,000 | 2,052 |
| Available-for-sale securities (fair market value) | $105,074,000 | 1,259 |
| Total debt securities | $89,133,000 | 1,647 |
| 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 | $104,817,000 | 1,415 |
| U.S. Government securities | $82,739,000 | 1,195 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $82,739,000 | 1,153 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $5,038,000 | 981 |
| 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 | $5,038,000 | 704 |
| Foreign debt securities | $285,000 | 262 |
| Equity securities | $16,755,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,206,000 | 4,412 |
| Mortgage-backed securities | $69,263,000 | 939 |
| Certificates of participation in pools of residential mortgages | $38,136,000 | 1,084 |
| Issued or guaranteed by U.S. | $38,136,000 | 1,084 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $31,127,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $31,127,000 | 642 |
| 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) | $848,000 | 2,033 |
| Available-for-sale securities (fair market value) | $103,969,000 | 1,262 |
| Total debt securities | $88,063,000 | 1,650 |
| 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 | $109,573,000 | 1,372 |
| U.S. Government securities | $85,486,000 | 1,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $85,486,000 | 1,130 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $5,023,000 | 1,027 |
| 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 | $5,023,000 | 728 |
| Foreign debt securities | $285,000 | 267 |
| Equity securities | $18,779,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,018,000 | 4,023 |
| Mortgage-backed securities | $71,710,000 | 915 |
| Certificates of participation in pools of residential mortgages | $50,043,000 | 865 |
| Issued or guaranteed by U.S. | $50,043,000 | 865 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,667,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $21,667,000 | 834 |
| 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) | $940,000 | 1,992 |
| Available-for-sale securities (fair market value) | $108,633,000 | 1,220 |
| Total debt securities | $90,795,000 | 1,620 |
| 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 | $83,831,000 | 1,772 |
| U.S. Government securities | $60,064,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,064,000 | 1,558 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $5,018,000 | 1,041 |
| 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 | $5,018,000 | 736 |
| Foreign debt securities | $285,000 | 258 |
| Equity securities | $18,464,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,399,000 | 3,952 |
| Mortgage-backed securities | $46,096,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $32,591,000 | 1,217 |
| Issued or guaranteed by U.S. | $32,591,000 | 1,215 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,505,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $13,505,000 | 1,125 |
| 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) | $1,055,000 | 1,888 |
| Available-for-sale securities (fair market value) | $82,776,000 | 1,606 |
| Total debt securities | $65,367,000 | 2,157 |
| 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 | $73,718,000 | 1,989 |
| U.S. Government securities | $49,767,000 | 1,918 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $49,767,000 | 1,862 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $5,032,000 | 1,045 |
| 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 | $5,032,000 | 728 |
| Foreign debt securities | $285,000 | 264 |
| Equity securities | $18,634,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,682,000 | 3,933 |
| Mortgage-backed securities | $35,414,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $26,933,000 | 1,475 |
| Issued or guaranteed by U.S. | $26,933,000 | 1,473 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,481,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $8,481,000 | 1,481 |
| 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) | $1,227,000 | 1,838 |
| Available-for-sale securities (fair market value) | $72,491,000 | 1,841 |
| Total debt securities | $55,081,000 | 2,481 |
| 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 | $70,795,000 | 2,022 |
| U.S. Government securities | $46,814,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $46,814,000 | 1,912 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $5,014,000 | 1,018 |
| 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 | $5,014,000 | 711 |
| Foreign debt securities | $285,000 | 261 |
| Equity securities | $18,682,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,097,000 | 3,815 |
| Mortgage-backed securities | $33,390,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $27,481,000 | 1,423 |
| Issued or guaranteed by U.S. | $27,481,000 | 1,420 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,909,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $5,909,000 | 1,823 |
| 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) | $1,390,000 | 1,802 |
| Available-for-sale securities (fair market value) | $69,405,000 | 1,869 |
| Total debt securities | $52,112,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $73,871,000 | 1,964 |
| U.S. Government securities | $49,777,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $49,777,000 | 1,852 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $5,006,000 | 1,059 |
| 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 | $5,006,000 | 747 |
| Foreign debt securities | $285,000 | 249 |
| Equity securities | $18,803,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,524,000 | 3,777 |
| Mortgage-backed securities | $35,255,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $29,257,000 | 1,415 |
| Issued or guaranteed by U.S. | $29,257,000 | 1,413 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,998,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $5,998,000 | 1,868 |
| 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) | $1,638,000 | 1,769 |
| Available-for-sale securities (fair market value) | $72,233,000 | 1,805 |
| Total debt securities | $55,068,000 | 2,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $55,127,000 | 2,473 |
| U.S. Government securities | $31,153,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $31,153,000 | 2,705 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $4,910,000 | 1,087 |
| 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 | $4,910,000 | 767 |
| Foreign debt securities | $285,000 | 243 |
| Equity securities | $18,779,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,793,000 | 3,770 |
| Mortgage-backed securities | $21,148,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $21,148,000 | 1,799 |
| Issued or guaranteed by U.S. | $21,148,000 | 1,797 |
| 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) | $1,982,000 | 1,706 |
| Available-for-sale securities (fair market value) | $53,145,000 | 2,340 |
| Total debt securities | $36,348,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $47,191,000 | 2,794 |
| U.S. Government securities | $23,161,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,161,000 | 3,337 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $4,966,000 | 1,073 |
| 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 | $4,966,000 | 754 |
| Foreign debt securities | $285,000 | 178 |
| Equity securities | $18,779,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,958,000 | 3,755 |
| Mortgage-backed securities | $17,835,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $17,835,000 | 2,035 |
| Issued or guaranteed by U.S. | $17,835,000 | 2,032 |
| 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) | $2,281,000 | 1,671 |
| Available-for-sale securities (fair market value) | $44,910,000 | 2,680 |
| Total debt securities | $28,412,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $47,912,000 | 2,683 |
| U.S. Government securities | $24,081,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,081,000 | 3,182 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,767,000 | 1,067 |
| 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 | $4,767,000 | 712 |
| Foreign debt securities | $285,000 | 128 |
| Equity securities | $18,779,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,109,000 | 3,542 |
| Mortgage-backed securities | $18,768,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $18,768,000 | 1,866 |
| Issued or guaranteed by U.S. | $18,768,000 | 1,865 |
| 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) | $2,416,000 | 1,700 |
| Available-for-sale securities (fair market value) | $45,496,000 | 2,559 |
| Total debt securities | $29,132,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $48,844,000 | 2,573 |
| U.S. Government securities | $25,297,000 | 3,078 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,297,000 | 3,003 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,810,000 | 1,066 |
| 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 | $4,810,000 | 678 |
| Foreign debt securities | $285,000 | 126 |
| Equity securities | $18,452,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,293,000 | 3,484 |
| Mortgage-backed securities | $19,973,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $19,973,000 | 1,724 |
| Issued or guaranteed by U.S. | $19,973,000 | 1,719 |
| 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) | $2,708,000 | 1,671 |
| Available-for-sale securities (fair market value) | $46,136,000 | 2,449 |
| Total debt securities | $30,392,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $52,169,000 | 2,466 |
| U.S. Government securities | $28,413,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $28,413,000 | 2,826 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,995,000 | 1,023 |
| 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 | $4,995,000 | 626 |
| Foreign debt securities | $285,000 | 120 |
| Equity securities | $18,476,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,629,000 | 3,447 |
| Mortgage-backed securities | $21,218,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $21,218,000 | 1,591 |
| Issued or guaranteed by U.S. | $21,218,000 | 1,588 |
| 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) | $2,956,000 | 1,673 |
| Available-for-sale securities (fair market value) | $49,213,000 | 2,356 |
| Total debt securities | $33,693,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $50,375,000 | 2,510 |
| U.S. Government securities | $26,644,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,644,000 | 2,948 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,994,000 | 1,055 |
| 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 | $4,994,000 | 619 |
| Foreign debt securities | $285,000 | 115 |
| Equity securities | $18,452,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,930,000 | 3,421 |
| Mortgage-backed securities | $22,572,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $22,572,000 | 1,487 |
| Issued or guaranteed by U.S. | $22,572,000 | 1,483 |
| 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) | $3,288,000 | 1,626 |
| Available-for-sale securities (fair market value) | $47,087,000 | 2,389 |
| Total debt securities | $31,924,000 | 3,463 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $55,695,000 | 2,224 |
| U.S. Government securities | $28,807,000 | 2,737 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,807,000 | 2,653 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,945,000 | 1,123 |
| 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 | $4,945,000 | 619 |
| Foreign debt securities | $285,000 | 107 |
| Equity securities | $21,658,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,418,000 | 3,264 |
| Mortgage-backed securities | $24,738,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $24,738,000 | 1,350 |
| Issued or guaranteed by U.S. | $24,738,000 | 1,343 |
| 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) | $3,864,000 | 1,558 |
| Available-for-sale securities (fair market value) | $51,831,000 | 2,116 |
| Total debt securities | $34,036,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $61,070,000 | 2,022 |
| U.S. Government securities | $34,255,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $34,255,000 | 2,281 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $4,962,000 | 1,148 |
| 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 | $4,962,000 | 610 |
| Foreign debt securities | $285,000 | 104 |
| Equity securities | $21,568,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,895,000 | 3,240 |
| Mortgage-backed securities | $27,102,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $27,102,000 | 1,228 |
| Issued or guaranteed by U.S. | $27,102,000 | 1,219 |
| 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) | $4,590,000 | 1,501 |
| Available-for-sale securities (fair market value) | $56,480,000 | 1,933 |
| Total debt securities | $39,503,000 | 2,862 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $45,184,000 | 2,594 |
| U.S. Government securities | $23,800,000 | 3,117 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,800,000 | 3,028 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $285,000 | 102 |
| Equity securities | $21,099,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,427,000 | 3,163 |
| Mortgage-backed securities | $21,727,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $21,727,000 | 1,453 |
| Issued or guaranteed by U.S. | $21,727,000 | 1,448 |
| 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) | $5,567,000 | 1,444 |
| Available-for-sale securities (fair market value) | $39,617,000 | 2,566 |
| Total debt securities | $24,084,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $45,182,000 | 2,606 |
| U.S. Government securities | $23,683,000 | 3,190 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,683,000 | 3,112 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $285,000 | 106 |
| Equity securities | $21,214,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,267,000 | 3,129 |
| Mortgage-backed securities | $23,683,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $23,683,000 | 1,432 |
| Issued or guaranteed by U.S. | $23,683,000 | 1,427 |
| 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) | $6,431,000 | 1,364 |
| Available-for-sale securities (fair market value) | $38,751,000 | 2,624 |
| Total debt securities | $23,967,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $47,983,000 | 2,459 |
| U.S. Government securities | $26,673,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,673,000 | 2,837 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $285,000 | 103 |
| Equity securities | $21,025,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,001,000 | 3,035 |
| Mortgage-backed securities | $26,673,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $26,673,000 | 1,349 |
| Issued or guaranteed by U.S. | $26,673,000 | 1,343 |
| 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) | $8,162,000 | 1,192 |
| Available-for-sale securities (fair market value) | $39,821,000 | 2,559 |
| Total debt securities | $26,958,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $51,647,000 | 2,321 |
| U.S. Government securities | $30,571,000 | 2,642 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,571,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $285,000 | 106 |
| Equity securities | $20,791,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,528,000 | 2,956 |
| Mortgage-backed securities | $30,571,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $30,571,000 | 1,243 |
| Issued or guaranteed by U.S. | $30,571,000 | 1,233 |
| 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) | $10,888,000 | 1,082 |
| Available-for-sale securities (fair market value) | $40,759,000 | 2,500 |
| Total debt securities | $30,856,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $55,149,000 | 2,151 |
| U.S. Government securities | $34,994,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,994,000 | 2,248 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $285,000 | 107 |
| Equity securities | $19,870,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,573,000 | 2,844 |
| Mortgage-backed securities | $34,994,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $34,994,000 | 1,137 |
| Issued or guaranteed by U.S. | $34,994,000 | 1,129 |
| 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) | $13,733,000 | 950 |
| Available-for-sale securities (fair market value) | $41,416,000 | 2,400 |
| Total debt securities | $35,281,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $63,243,000 | 1,914 |
| U.S. Government securities | $43,241,000 | 1,936 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $43,241,000 | 1,894 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $285,000 | 104 |
| Equity securities | $19,717,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,685,000 | 2,566 |
| Mortgage-backed securities | $43,241,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $43,241,000 | 980 |
| Issued or guaranteed by U.S. | $43,241,000 | 970 |
| 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) | $18,807,000 | 775 |
| Available-for-sale securities (fair market value) | $44,436,000 | 2,280 |
| Total debt securities | $43,527,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $71,199,000 | 1,705 |
| U.S. Government securities | $46,958,000 | 1,795 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $46,958,000 | 1,767 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $285,000 | 97 |
| Equity securities | $23,956,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,601,000 | 2,411 |
| Mortgage-backed securities | $46,958,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $46,958,000 | 889 |
| Issued or guaranteed by U.S. | $46,958,000 | 881 |
| 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) | $20,329,000 | 745 |
| Available-for-sale securities (fair market value) | $50,870,000 | 2,001 |
| Total debt securities | $47,244,000 | 2,397 |
| 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 | $56,414,000 | 2,044 |
| U.S. Government securities | $29,609,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,609,000 | 2,565 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $285,000 | 104 |
| Equity securities | $26,520,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,036,000 | 2,265 |
| Mortgage-backed securities | $29,609,000 | 1,693 |
| Certificates of participation in pools of residential mortgages | $29,609,000 | 1,238 |
| Issued or guaranteed by U.S. | $29,609,000 | 1,225 |
| 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) | $294,000 | 3,019 |
| Available-for-sale securities (fair market value) | $56,120,000 | 1,804 |
| Total debt securities | $29,895,000 | 3,369 |
| 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 | $59,609,000 | 1,983 |
| U.S. Government securities | $31,007,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,007,000 | 2,511 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $285,000 | 106 |
| Equity securities | $28,317,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,034,000 | 2,162 |
| Mortgage-backed securities | $31,007,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $31,007,000 | 1,178 |
| Issued or guaranteed by U.S. | $31,007,000 | 1,164 |
| 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) | $295,000 | 3,027 |
| Available-for-sale securities (fair market value) | $59,314,000 | 1,743 |
| Total debt securities | $31,289,000 | 3,297 |
| 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 | $64,291,000 | 1,840 |
| U.S. Government securities | $33,858,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,858,000 | 2,313 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $285,000 | 120 |
| Equity securities | $30,148,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,972,000 | 2,024 |
| Mortgage-backed securities | $33,858,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $33,858,000 | 1,046 |
| Issued or guaranteed by U.S. | $33,858,000 | 1,035 |
| 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) | $297,000 | 3,067 |
| Available-for-sale securities (fair market value) | $63,994,000 | 1,630 |
| Total debt securities | $34,143,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $65,943,000 | 1,772 |
| U.S. Government securities | $35,351,000 | 2,301 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $35,351,000 | 2,252 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $285,000 | 124 |
| Equity securities | $30,307,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,594,000 | 1,953 |
| Mortgage-backed securities | $35,351,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $35,351,000 | 912 |
| Issued or guaranteed by U.S. | $35,351,000 | 901 |
| 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) | $297,000 | 3,109 |
| Available-for-sale securities (fair market value) | $65,646,000 | 1,551 |
| Total debt securities | $35,636,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $66,683,000 | 1,768 |
| U.S. Government securities | $36,552,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,552,000 | 2,192 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $260,000 | 126 |
| Equity securities | $29,871,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,083,000 | 1,891 |
| Mortgage-backed securities | $36,552,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $36,552,000 | 840 |
| Issued or guaranteed by U.S. | $36,552,000 | 831 |
| 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) | $273,000 | 3,204 |
| Available-for-sale securities (fair market value) | $66,410,000 | 1,532 |
| Total debt securities | $36,812,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $68,095,000 | 1,714 |
| U.S. Government securities | $38,283,000 | 2,159 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,283,000 | 2,096 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $260,000 | 128 |
| Equity securities | $29,552,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,911,000 | 1,817 |
| Mortgage-backed securities | $38,283,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $38,283,000 | 806 |
| Issued or guaranteed by U.S. | $38,283,000 | 796 |
| 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) | $274,000 | 3,233 |
| Available-for-sale securities (fair market value) | $67,821,000 | 1,490 |
| Total debt securities | $38,543,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $70,420,000 | 1,672 |
| U.S. Government securities | $40,963,000 | 2,059 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $40,963,000 | 2,000 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $260,000 | 135 |
| Equity securities | $29,197,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,312,000 | 1,750 |
| Mortgage-backed securities | $40,963,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $40,963,000 | 765 |
| Issued or guaranteed by U.S. | $40,963,000 | 756 |
| 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) | $275,000 | 3,301 |
| Available-for-sale securities (fair market value) | $70,145,000 | 1,444 |
| Total debt securities | $41,223,000 | 2,676 |
| 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 | $77,474,000 | 1,567 |
| U.S. Government securities | $48,650,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $48,650,000 | 1,744 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $260,000 | 135 |
| Equity securities | $28,564,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,764,000 | 1,676 |
| Mortgage-backed securities | $43,650,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $43,650,000 | 744 |
| Issued or guaranteed by U.S. | $43,650,000 | 736 |
| 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) | $276,000 | 3,381 |
| Available-for-sale securities (fair market value) | $77,198,000 | 1,367 |
| Total debt securities | $48,910,000 | 2,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $79,177,000 | 1,539 |
| U.S. Government securities | $50,506,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $50,506,000 | 1,721 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $215,000 | 151 |
| Equity securities | $28,456,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,816,000 | 1,590 |
| Mortgage-backed securities | $45,506,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $45,506,000 | 734 |
| Issued or guaranteed by U.S. | $45,506,000 | 722 |
| 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) | $231,000 | 3,513 |
| Available-for-sale securities (fair market value) | $78,946,000 | 1,332 |
| Total debt securities | $50,721,000 | 2,268 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $80,912,000 | 1,506 |
| U.S. Government securities | $52,873,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $52,873,000 | 1,646 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $215,000 | 159 |
| Equity securities | $27,824,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,529,000 | 1,497 |
| Mortgage-backed securities | $47,873,000 | 958 |
| Certificates of participation in pools of residential mortgages | $47,873,000 | 706 |
| Issued or guaranteed by U.S. | $47,873,000 | 699 |
| 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) | $232,000 | 3,564 |
| Available-for-sale securities (fair market value) | $80,680,000 | 1,291 |
| Total debt securities | $53,089,000 | 2,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $84,675,000 | 1,454 |
| U.S. Government securities | $56,742,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $56,742,000 | 1,545 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $215,000 | 162 |
| Equity securities | $27,718,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,694,000 | 1,426 |
| Mortgage-backed securities | $51,754,000 | 920 |
| Certificates of participation in pools of residential mortgages | $51,754,000 | 678 |
| Issued or guaranteed by U.S. | $51,754,000 | 668 |
| 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) | $233,000 | 3,628 |
| Available-for-sale securities (fair market value) | $84,442,000 | 1,258 |
| Total debt securities | $56,957,000 | 2,063 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $86,328,000 | 1,419 |
| U.S. Government securities | $58,832,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $58,832,000 | 1,503 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $215,000 | 157 |
| Equity securities | $27,281,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,896,000 | 1,671 |
| Mortgage-backed securities | $53,837,000 | 888 |
| Certificates of participation in pools of residential mortgages | $53,837,000 | 657 |
| Issued or guaranteed by U.S. | $53,837,000 | 650 |
| 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) | $233,000 | 3,698 |
| Available-for-sale securities (fair market value) | $86,095,000 | 1,212 |
| Total debt securities | $59,053,000 | 1,996 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $90,563,000 | 1,357 |
| U.S. Government securities | $63,130,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $63,130,000 | 1,380 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $215,000 | 161 |
| Equity securities | $27,218,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,400,000 | 1,516 |
| Mortgage-backed securities | $58,130,000 | 839 |
| Certificates of participation in pools of residential mortgages | $58,130,000 | 629 |
| Issued or guaranteed by U.S. | $58,130,000 | 621 |
| 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) | $234,000 | 3,755 |
| Available-for-sale securities (fair market value) | $90,329,000 | 1,159 |
| Total debt securities | $63,346,000 | 1,852 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $95,673,000 | 1,289 |
| U.S. Government securities | $68,328,000 | 1,333 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $68,328,000 | 1,282 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $215,000 | 162 |
| Equity securities | $27,130,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,380,000 | 1,145 |
| Mortgage-backed securities | $63,328,000 | 795 |
| Certificates of participation in pools of residential mortgages | $63,328,000 | 597 |
| Issued or guaranteed by U.S. | $63,328,000 | 588 |
| 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) | $235,000 | 3,805 |
| Available-for-sale securities (fair market value) | $95,438,000 | 1,099 |
| Total debt securities | $68,543,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $99,199,000 | 1,274 |
| U.S. Government securities | $71,987,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $71,987,000 | 1,229 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $215,000 | 166 |
| Equity securities | $26,997,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,470,000 | 1,105 |
| Mortgage-backed securities | $66,987,000 | 799 |
| Certificates of participation in pools of residential mortgages | $66,987,000 | 586 |
| Issued or guaranteed by U.S. | $66,987,000 | 580 |
| 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) | $238,000 | 3,862 |
| Available-for-sale securities (fair market value) | $98,961,000 | 1,091 |
| Total debt securities | $72,202,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $103,572,000 | 1,240 |
| U.S. Government securities | $76,489,000 | 1,216 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $76,489,000 | 1,174 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $225,000 | 162 |
| Equity securities | $26,858,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,162,000 | 1,059 |
| Mortgage-backed securities | $71,489,000 | 784 |
| Certificates of participation in pools of residential mortgages | $71,489,000 | 581 |
| Issued or guaranteed by U.S. | $71,489,000 | 578 |
| 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) | $249,000 | 3,911 |
| Available-for-sale securities (fair market value) | $103,323,000 | 1,060 |
| Total debt securities | $76,714,000 | 1,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $107,427,000 | 1,197 |
| U.S. Government securities | $80,552,000 | 1,156 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $80,552,000 | 1,114 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $175,000 | 180 |
| Equity securities | $26,700,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,114,000 | 1,003 |
| Mortgage-backed securities | $75,552,000 | 752 |
| Certificates of participation in pools of residential mortgages | $75,552,000 | 559 |
| Issued or guaranteed by U.S. | $75,552,000 | 555 |
| 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) | $200,000 | 4,030 |
| Available-for-sale securities (fair market value) | $107,227,000 | 1,014 |
| Total debt securities | $80,727,000 | 1,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $85,642,000 | 1,509 |
| U.S. Government securities | $58,809,000 | 1,613 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $58,809,000 | 1,552 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $175,000 | 181 |
| Equity securities | $26,658,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,999,000 | 2,931 |
| Mortgage-backed securities | $53,809,000 | 983 |
| Certificates of participation in pools of residential mortgages | $53,809,000 | 711 |
| Issued or guaranteed by U.S. | $53,809,000 | 708 |
| 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) | $200,000 | 4,077 |
| Available-for-sale securities (fair market value) | $85,442,000 | 1,292 |
| Total debt securities | $58,984,000 | 2,066 |
| 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 | $91,864,000 | 1,433 |
| U.S. Government securities | $49,720,000 | 1,855 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $49,720,000 | 1,795 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $175,000 | 189 |
| Equity securities | $41,969,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,302,000 | 4,095 |
| Mortgage-backed securities | $44,720,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $44,720,000 | 848 |
| Issued or guaranteed by U.S. | $44,720,000 | 842 |
| 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) | $201,000 | 4,127 |
| Available-for-sale securities (fair market value) | $91,663,000 | 1,223 |
| Total debt securities | $49,895,000 | 2,389 |
| 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 | $69,028,000 | 1,865 |
| U.S. Government securities | $30,523,000 | 2,869 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,523,000 | 2,769 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $175,000 | 200 |
| Equity securities | $38,330,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,175,000 | 3,803 |
| Mortgage-backed securities | $30,523,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $30,523,000 | 1,143 |
| Issued or guaranteed by U.S. | $30,523,000 | 1,135 |
| 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) | $202,000 | 4,193 |
| Available-for-sale securities (fair market value) | $68,826,000 | 1,589 |
| Total debt securities | $30,698,000 | 3,596 |
| 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 | $63,032,000 | 2,008 |
| U.S. Government securities | $25,393,000 | 3,206 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,393,000 | 3,087 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $155,000 | 211 |
| Equity securities | $37,484,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,686,000 | 3,597 |
| Mortgage-backed securities | $25,393,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $25,393,000 | 1,278 |
| Issued or guaranteed by U.S. | $25,393,000 | 1,275 |
| 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) | $182,000 | 4,248 |
| Available-for-sale securities (fair market value) | $62,850,000 | 1,704 |
| Total debt securities | $25,548,000 | 3,994 |
| 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 | $58,895,000 | 2,077 |
| U.S. Government securities | $31,293,000 | 2,646 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $31,293,000 | 2,556 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $155,000 | 210 |
| Equity securities | $27,447,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,059,000 | 2,707 |
| Mortgage-backed securities | $31,293,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $31,293,000 | 1,094 |
| Issued or guaranteed by U.S. | $31,293,000 | 1,090 |
| 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) | $184,000 | 4,298 |
| Available-for-sale securities (fair market value) | $58,711,000 | 1,771 |
| Total debt securities | $31,448,000 | 3,351 |
| 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 | $45,275,000 | 2,567 |
| U.S. Government securities | $25,233,000 | 3,103 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,233,000 | 2,967 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $155,000 | 206 |
| Equity securities | $19,887,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,156,000 | 2,292 |
| Mortgage-backed securities | $25,233,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $25,233,000 | 1,275 |
| Issued or guaranteed by U.S. | $25,233,000 | 1,271 |
| 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) | $192,000 | 4,353 |
| Available-for-sale securities (fair market value) | $45,083,000 | 2,200 |
| Total debt securities | $25,388,000 | 3,888 |
| 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 | $38,503,000 | 2,899 |
| U.S. Government securities | $18,410,000 | 3,917 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,410,000 | 3,748 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $155,000 | 207 |
| Equity securities | $19,938,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,879,000 | 2,024 |
| Mortgage-backed securities | $18,410,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $18,410,000 | 1,562 |
| Issued or guaranteed by U.S. | $18,410,000 | 1,555 |
| 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) | $191,000 | 4,433 |
| Available-for-sale securities (fair market value) | $38,312,000 | 2,481 |
| Total debt securities | $18,565,000 | 4,776 |
| 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 | $20,713,000 | 4,420 |
| U.S. Government securities | $18,789,000 | 3,701 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,789,000 | 3,517 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $36,000 | 282 |
| Equity securities | $1,888,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,433,000 | 1,865 |
| Mortgage-backed securities | $18,789,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $18,789,000 | 1,363 |
| Issued or guaranteed by U.S. | $18,789,000 | 1,355 |
| 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) | $36,000 | 4,980 |
| Available-for-sale securities (fair market value) | $20,677,000 | 3,746 |
| Total debt securities | $18,825,000 | 4,614 |
| 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 | $32,390,000 | 3,246 |
| U.S. Government securities | $30,292,000 | 2,613 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $30,292,000 | 2,418 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $145,000 | 211 |
| Equity securities | $1,953,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $30,292,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $30,292,000 | 793 |
| Issued or guaranteed by U.S. | $30,292,000 | 786 |
| 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) | $188,000 | 5,313 |
| Available-for-sale securities (fair market value) | $32,202,000 | 2,621 |
| Total debt securities | $30,437,000 | 3,299 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $27,895,000 | 3,805 |
| U.S. Government securities | $26,745,000 | 3,062 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $26,745,000 | 2,743 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $150,000 | 224 |
| Equity securities | $1,000,000 | 2,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $26,745,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $26,745,000 | 931 |
| Issued or guaranteed by U.S. | $26,745,000 | 918 |
| 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) | $206,000 | 5,698 |
| Available-for-sale securities (fair market value) | $27,689,000 | 3,015 |
| Total debt securities | $26,895,000 | 3,815 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $5,491,000 | 8,587 |
| U.S. Government securities | $2,731,000 | 9,126 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,731,000 | 8,370 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $150,000 | 230 |
| Equity securities | $2,610,000 | 1,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $2,731,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $2,731,000 | 3,950 |
| Issued or guaranteed by U.S. | $2,731,000 | 3,930 |
| 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) | $209,000 | 6,238 |
| Available-for-sale securities (fair market value) | $5,282,000 | 7,263 |
| Total debt securities | $2,881,000 | 9,419 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $6,577,000 | 8,594 |
| U.S. Government securities | $3,844,000 | 9,153 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,844,000 | 7,919 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $155,000 | 246 |
| Equity securities | $2,578,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $3,844,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $3,844,000 | 3,332 |
| Issued or guaranteed by U.S. | $3,844,000 | 3,317 |
| 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) | $220,000 | 7,051 |
| Available-for-sale securities (fair market value) | $6,357,000 | 6,936 |
| Total debt securities | $3,999,000 | 9,510 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $9,268,000 | 8,184 |
| U.S. Government securities | $6,713,000 | 8,380 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $6,713,000 | 6,825 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $164,000 | 270 |
| Equity securities | $2,391,000 | 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 | $0 | 9,225 |
| Mortgage-backed securities | $6,713,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $6,713,000 | 2,732 |
| Issued or guaranteed by U.S. | $6,713,000 | 2,712 |
| 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) | $241,000 | 7,692 |
| Available-for-sale securities (fair market value) | $9,027,000 | 6,288 |
| Total debt securities | $7,107,000 | 8,844 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $10,223,000 | 8,201 |
| U.S. Government securities | $7,469,000 | 8,405 |
| U.S. Treasury securities | $55,000 | 10,160 |
| U.S. Government agency obligations | $7,414,000 | 6,514 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $114,000 | 357 |
| Equity securities | $2,640,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $7,414,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $7,414,000 | 2,612 |
| Issued or guaranteed by U.S. | $7,414,000 | 2,589 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $261,000 | 8,069 |
| Available-for-sale securities (fair market value) | $9,962,000 | 6,162 |
| Total debt securities | $7,687,000 | 9,010 |
| 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 | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $3,518,000 | 11,476 |
| U.S. Government securities | $111,000 | 12,393 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $111,000 | 11,653 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $113,000 | 377 |
| Equity securities | $3,294,000 | 905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $111,000 | 9,555 |
| Certificates of participation in pools of residential mortgages | $111,000 | 8,762 |
| Issued or guaranteed by U.S. | $111,000 | 8,733 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $224,000 | 11,303 |
| Available-for-sale securities (fair market value) | $3,294,000 | 7,924 |
| Total debt securities | $224,000 | 12,392 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $4,674,000 | 11,437 |
| U.S. Government securities | $129,000 | 12,987 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $129,000 | 12,078 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $89,000 | 424 |
| Equity securities | $4,456,000 | 818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $129,000 | 10,176 |
| Certificates of participation in pools of residential mortgages | $129,000 | 9,294 |
| Issued or guaranteed by U.S. | $129,000 | 9,243 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $218,000 | 13,003 |
| 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 | $4,889,000 | 11,662 |
| U.S. Government securities | $133,000 | 13,564 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $133,000 | 12,517 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $64,000 | 463 |
| Equity securities | $4,692,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $133,000 | 10,666 |
| Certificates of participation in pools of residential mortgages | $133,000 | 9,675 |
| Issued or guaranteed by U.S. | $133,000 | 9,601 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $197,000 | 13,608 |
| 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 |