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248
In millions of dollars at December 31, 2010 Level 1 Level 2 Level 3
Gross
inventory Netting (1)
Net
balance
Assets
Federal funds sold and securities borrowed or purchased under
agreements to resell           
Trading securities
Trading mortgage-backed securities
53æGOVERNMENTSPONSOREDæAGENCYæGUARANTEED     
0RIME     
!LT!     
3UBPRIME    
.ON53æRESIDENTIAL     
#OMMERCIAL     
Total trading mortgage-backed securities          
U.S. Treasury and federal agency securities
53æ4REASURY         
!GENCYæOBLIGATIONS     
Total U.S. Treasury and federal agency securities         
State and municipal         
Foreign government     
Corporate    
Equity securities      
Asset-backed securities    
Other debt securities    
Total trading securities        
Trading account derivatives
)NTERESTæRATEæCONTRACTS       
&OREIGNæEXCHANGEæCONTRACTS    
%QUITYæCONTRACTS    
#OMMODITYæCONTRACTS    
#REDITæDERIVATIVES   
Total trading account derivatives      
Gross cash collateral paid 
Netting agreements and market value adjustments  
Total trading account derivatives          
Investments
Mortgage-backed securities
53æGOVERNMENTSPONSOREDæAGENCYæGUARANTEED         
0RIME     
!LT!    
3UBPRIME     
.ON53æRESIDENTIAL     
#OMMERCIAL    
Total investment mortgage-backed securities         
U.S. Treasury and federal agency securities
53æ4REASURY         
!GENCYæOBLIGATIONS     
Total U.S. Treasury and federal agency         
State and municipal         
Foreign government     
Corporate     
Equity securities     
Asset-backed securities    
Other debt securities     
Non-marketable equity securities    
Total investments       