Home > Bank of the San Juans > Securities
Bank of the San Juans, Securities
| 2012-03-31 | Rank | |
| Total securities | $70,968,000 | 2,019 |
| U.S. Government securities | $33,527,000 | 2,664 |
| U.S. Treasury securities | $206,000 | 1,083 |
| U.S. Government agency obligations | $33,321,000 | 2,625 |
| Securities issued by states & political subdivisions | $29,835,000 | 1,112 |
| Other domestic debt securities | $7,606,000 | 851 |
| 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 | $7,606,000 | 573 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,120,000 | 4,104 |
| Mortgage-backed securities | $32,224,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,497 |
| Issued or guaranteed by U.S. | $66,000 | 5,488 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $32,158,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $32,158,000 | 742 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $70,968,000 | 1,836 |
| Total debt securities | $70,969,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $1,072,000 | 2,142 |
| Fair value | $1,097,000 | 2,135 |
| 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 | $63,922,000 | 2,141 |
| U.S. Government securities | $33,284,000 | 2,586 |
| U.S. Treasury securities | $208,000 | 1,004 |
| U.S. Government agency obligations | $33,076,000 | 2,548 |
| Securities issued by states & political subdivisions | $30,638,000 | 1,054 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,212,000 | 3,892 |
| Mortgage-backed securities | $31,869,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,487 |
| Issued or guaranteed by U.S. | $66,000 | 5,473 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,803,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $31,803,000 | 711 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $63,922,000 | 1,938 |
| Total debt securities | $63,922,000 | 2,128 |
| Structured notes | ||
| Amortized cost | $1,176,000 | 2,065 |
| Fair value | $1,207,000 | 2,050 |
| 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 | $49,047,000 | 2,566 |
| U.S. Government securities | $20,222,000 | 3,550 |
| U.S. Treasury securities | $209,000 | 1,051 |
| U.S. Government agency obligations | $20,013,000 | 3,506 |
| Securities issued by states & political subdivisions | $28,825,000 | 1,073 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,288,000 | 3,867 |
| Mortgage-backed securities | $18,698,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,499 |
| Issued or guaranteed by U.S. | $67,000 | 5,484 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $18,631,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $18,631,000 | 986 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $49,047,000 | 2,331 |
| Total debt securities | $49,047,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $1,278,000 | 2,110 |
| Fair value | $1,315,000 | 2,101 |
| 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 | $44,434,000 | 2,783 |
| U.S. Government securities | $17,040,000 | 4,007 |
| U.S. Treasury securities | $210,000 | 1,149 |
| U.S. Government agency obligations | $16,830,000 | 3,934 |
| Securities issued by states & political subdivisions | $27,394,000 | 1,065 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,417,000 | 3,897 |
| Mortgage-backed securities | $15,436,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,517 |
| Issued or guaranteed by U.S. | $68,000 | 5,507 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,368,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $15,368,000 | 1,071 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $44,434,000 | 2,535 |
| Total debt securities | $44,434,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $1,361,000 | 2,302 |
| Fair value | $1,394,000 | 2,294 |
| 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 | $34,044,000 | 3,325 |
| U.S. Government securities | $13,046,000 | 4,539 |
| U.S. Treasury securities | $210,000 | 1,192 |
| U.S. Government agency obligations | $12,836,000 | 4,459 |
| Securities issued by states & political subdivisions | $20,998,000 | 1,389 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,354,000 | 3,899 |
| Mortgage-backed securities | $11,384,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,520 |
| Issued or guaranteed by U.S. | $69,000 | 5,509 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,315,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $11,315,000 | 1,244 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $34,044,000 | 3,044 |
| Total debt securities | $34,043,000 | 3,296 |
| Structured notes | ||
| Amortized cost | $1,437,000 | 2,333 |
| Fair value | $1,452,000 | 2,312 |
| 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 | $27,677,000 | 3,682 |
| U.S. Government securities | $9,376,000 | 4,962 |
| U.S. Treasury securities | $211,000 | 1,188 |
| U.S. Government agency obligations | $9,165,000 | 4,893 |
| Securities issued by states & political subdivisions | $18,301,000 | 1,541 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,149,000 | 3,687 |
| Mortgage-backed securities | $7,563,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,515 |
| Issued or guaranteed by U.S. | $69,000 | 5,504 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,494,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $7,494,000 | 1,507 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $27,677,000 | 3,387 |
| Total debt securities | $27,677,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $1,571,000 | 2,076 |
| Fair value | $1,602,000 | 2,067 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $19,104,000 | 4,472 |
| U.S. Government securities | $9,863,000 | 4,867 |
| U.S. Treasury securities | $213,000 | 1,103 |
| U.S. Government agency obligations | $9,650,000 | 4,787 |
| Securities issued by states & political subdivisions | $9,241,000 | 2,496 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,322,000 | 3,497 |
| Mortgage-backed securities | $7,857,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,545 |
| Issued or guaranteed by U.S. | $71,000 | 5,531 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,786,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $7,786,000 | 1,455 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,104,000 | 4,079 |
| Total debt securities | $19,103,000 | 4,429 |
| Structured notes | ||
| Amortized cost | $1,748,000 | 2,075 |
| Fair value | $1,793,000 | 2,061 |
| 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 | $19,115,000 | 4,505 |
| U.S. Government securities | $8,157,000 | 5,307 |
| U.S. Treasury securities | $212,000 | 1,041 |
| U.S. Government agency obligations | $7,945,000 | 5,245 |
| Securities issued by states & political subdivisions | $6,284,000 | 2,928 |
| Other domestic debt securities | $4,674,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $4,674,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,383,000 | 3,545 |
| Mortgage-backed securities | $10,722,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,562 |
| Issued or guaranteed by U.S. | $87,000 | 5,550 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,635,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $5,961,000 | 1,544 |
| Privately issued | $4,674,000 | 587 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $19,115,000 | 4,089 |
| Total debt securities | $19,115,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $1,869,000 | 2,136 |
| Fair value | $1,897,000 | 2,136 |
| 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 | $14,050,000 | 5,145 |
| U.S. Government securities | $2,952,000 | 6,689 |
| U.S. Treasury securities | $209,000 | 1,054 |
| U.S. Government agency obligations | $2,743,000 | 6,635 |
| Securities issued by states & political subdivisions | $6,278,000 | 2,920 |
| Other domestic debt securities | $4,820,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $4,820,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,554,000 | 3,967 |
| Mortgage-backed securities | $7,563,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,669 |
| Issued or guaranteed by U.S. | $87,000 | 5,656 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,476,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $2,656,000 | 2,016 |
| Privately issued | $4,820,000 | 599 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $14,050,000 | 4,714 |
| Total debt securities | $14,050,000 | 5,109 |
| 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 | $11,583,000 | 5,513 |
| U.S. Government securities | $307,000 | 7,426 |
| U.S. Treasury securities | $208,000 | 1,001 |
| U.S. Government agency obligations | $99,000 | 7,425 |
| Securities issued by states & political subdivisions | $6,267,000 | 2,929 |
| Other domestic debt securities | $5,009,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $5,009,000 | 650 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,898,000 | 4,740 |
| Mortgage-backed securities | $5,108,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,715 |
| Issued or guaranteed by U.S. | $99,000 | 5,699 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,009,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $5,009,000 | 624 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,583,000 | 5,048 |
| Total debt securities | $11,583,000 | 5,473 |
| 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 | $12,896,000 | 5,357 |
| U.S. Government securities | $319,000 | 7,501 |
| U.S. Treasury securities | $209,000 | 967 |
| U.S. Government agency obligations | $110,000 | 7,505 |
| Securities issued by states & political subdivisions | $6,550,000 | 2,879 |
| Other domestic debt securities | $6,027,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $6,027,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,000 | 6,247 |
| Mortgage-backed securities | $6,137,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,786 |
| Issued or guaranteed by U.S. | $110,000 | 5,767 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,027,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $6,027,000 | 620 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,896,000 | 4,902 |
| Total debt securities | $12,896,000 | 5,310 |
| 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 | $9,549,000 | 5,909 |
| U.S. Government securities | $318,000 | 7,571 |
| U.S. Treasury securities | $207,000 | 958 |
| U.S. Government agency obligations | $111,000 | 7,579 |
| Securities issued by states & political subdivisions | $6,235,000 | 2,910 |
| Other domestic debt securities | $2,996,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $2,996,000 | 852 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,000 | 6,300 |
| Mortgage-backed securities | $3,107,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,834 |
| Issued or guaranteed by U.S. | $111,000 | 5,814 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,996,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,996,000 | 816 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,549,000 | 5,400 |
| Total debt securities | $9,549,000 | 5,861 |
| 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 | $6,462,000 | 6,555 |
| U.S. Government securities | $333,000 | 7,657 |
| U.S. Treasury securities | $214,000 | 891 |
| U.S. Government agency obligations | $119,000 | 7,660 |
| Securities issued by states & political subdivisions | $6,129,000 | 2,870 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,000 | 6,334 |
| Mortgage-backed securities | $119,000 | 6,171 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,882 |
| Issued or guaranteed by U.S. | $119,000 | 5,864 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,462,000 | 6,014 |
| Total debt securities | $6,462,000 | 6,513 |
| 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 | $474,000 | 7,898 |
| U.S. Government securities | $346,000 | 7,719 |
| U.S. Treasury securities | $216,000 | 874 |
| U.S. Government agency obligations | $130,000 | 7,737 |
| Securities issued by states & political subdivisions | $128,000 | 5,702 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,000 | 6,368 |
| Mortgage-backed securities | $130,000 | 6,182 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,891 |
| Issued or guaranteed by U.S. | $130,000 | 5,872 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $474,000 | 7,308 |
| Total debt securities | $474,000 | 7,873 |
| 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 | $512,000 | 7,935 |
| U.S. Government securities | $335,000 | 7,782 |
| U.S. Treasury securities | $201,000 | 938 |
| U.S. Government agency obligations | $134,000 | 7,779 |
| Securities issued by states & political subdivisions | $177,000 | 5,668 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $326,000 | 6,403 |
| Mortgage-backed securities | $134,000 | 6,177 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,887 |
| Issued or guaranteed by U.S. | $134,000 | 5,869 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $512,000 | 7,338 |
| Total debt securities | $512,000 | 7,903 |
| 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 | $512,000 | 7,983 |
| U.S. Government securities | $334,000 | 7,838 |
| U.S. Treasury securities | $196,000 | 948 |
| U.S. Government agency obligations | $138,000 | 7,840 |
| Securities issued by states & political subdivisions | $178,000 | 5,714 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,000 | 6,435 |
| Mortgage-backed securities | $138,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $138,000 | 5,896 |
| Issued or guaranteed by U.S. | $138,000 | 5,871 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $512,000 | 7,402 |
| Total debt securities | $512,000 | 7,938 |
| 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 | $528,000 | 8,031 |
| U.S. Government securities | $348,000 | 7,878 |
| U.S. Treasury securities | $201,000 | 967 |
| U.S. Government agency obligations | $147,000 | 7,887 |
| Securities issued by states & political subdivisions | $180,000 | 5,712 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,000 | 6,442 |
| Mortgage-backed securities | $147,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,874 |
| Issued or guaranteed by U.S. | $147,000 | 5,844 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $528,000 | 7,437 |
| Total debt securities | $528,000 | 7,985 |
| 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 | $533,000 | 8,087 |
| U.S. Government securities | $355,000 | 7,977 |
| U.S. Treasury securities | $201,000 | 1,064 |
| U.S. Government agency obligations | $154,000 | 7,939 |
| Securities issued by states & political subdivisions | $178,000 | 5,746 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,000 | 6,506 |
| Mortgage-backed securities | $154,000 | 6,083 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,763 |
| Issued or guaranteed by U.S. | $154,000 | 5,743 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $533,000 | 7,459 |
| Total debt securities | $533,000 | 8,046 |
| 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 | $548,000 | 8,128 |
| U.S. Government securities | $371,000 | 8,033 |
| U.S. Treasury securities | $202,000 | 1,135 |
| U.S. Government agency obligations | $169,000 | 7,987 |
| Securities issued by states & political subdivisions | $177,000 | 5,777 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,000 | 6,527 |
| Mortgage-backed securities | $169,000 | 6,024 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,689 |
| Issued or guaranteed by U.S. | $169,000 | 5,668 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $548,000 | 7,489 |
| Total debt securities | $548,000 | 8,086 |
| 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 | $4,514,000 | 7,287 |
| U.S. Government securities | $4,339,000 | 6,901 |
| U.S. Treasury securities | $4,158,000 | 432 |
| U.S. Government agency obligations | $181,000 | 8,036 |
| Securities issued by states & political subdivisions | $175,000 | 5,825 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,317,000 | 4,790 |
| Mortgage-backed securities | $181,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,685 |
| Issued or guaranteed by U.S. | $181,000 | 5,666 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,514,000 | 6,625 |
| Total debt securities | $4,514,000 | 7,242 |
| 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 | $3,507,000 | 7,578 |
| U.S. Government securities | $3,331,000 | 7,258 |
| U.S. Treasury securities | $3,123,000 | 553 |
| U.S. Government agency obligations | $208,000 | 8,063 |
| Securities issued by states & political subdivisions | $176,000 | 5,890 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,376,000 | 5,145 |
| Mortgage-backed securities | $208,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $208,000 | 5,663 |
| Issued or guaranteed by U.S. | $208,000 | 5,639 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,507,000 | 6,860 |
| Total debt securities | $3,507,000 | 7,536 |
| 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 | $3,534,000 | 7,590 |
| U.S. Government securities | $3,358,000 | 7,291 |
| U.S. Treasury securities | $3,125,000 | 598 |
| U.S. Government agency obligations | $233,000 | 8,112 |
| Securities issued by states & political subdivisions | $176,000 | 5,931 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $233,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,626 |
| Issued or guaranteed by U.S. | $233,000 | 5,601 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,534,000 | 6,876 |
| Total debt securities | $3,534,000 | 7,543 |
| 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 | $6,516,000 | 6,996 |
| U.S. Government securities | $6,339,000 | 6,480 |
| U.S. Treasury securities | $6,087,000 | 401 |
| U.S. Government agency obligations | $252,000 | 8,185 |
| Securities issued by states & political subdivisions | $177,000 | 6,003 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $252,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,614 |
| Issued or guaranteed by U.S. | $252,000 | 5,586 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,516,000 | 6,267 |
| Total debt securities | $6,516,000 | 6,941 |
| 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 | $3,419,000 | 7,757 |
| U.S. Government securities | $3,244,000 | 7,440 |
| U.S. Treasury securities | $2,960,000 | 697 |
| U.S. Government agency obligations | $284,000 | 8,218 |
| Securities issued by states & political subdivisions | $175,000 | 6,041 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $284,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,608 |
| Issued or guaranteed by U.S. | $284,000 | 5,583 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,419,000 | 6,995 |
| Total debt securities | $3,419,000 | 7,709 |
| 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 | $4,448,000 | 7,534 |
| U.S. Government securities | $4,270,000 | 7,156 |
| U.S. Treasury securities | $3,950,000 | 638 |
| U.S. Government agency obligations | $320,000 | 8,241 |
| Securities issued by states & political subdivisions | $178,000 | 6,059 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $320,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,577 |
| Issued or guaranteed by U.S. | $320,000 | 5,554 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,448,000 | 6,797 |
| Total debt securities | $4,454,000 | 7,480 |
| 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 | $1,358,000 | 8,331 |
| U.S. Government securities | $1,358,000 | 8,120 |
| U.S. Treasury securities | $990,000 | 1,189 |
| U.S. Government agency obligations | $368,000 | 8,274 |
| 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 | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $368,000 | 5,961 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,543 |
| Issued or guaranteed by U.S. | $368,000 | 5,518 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,358,000 | 7,574 |
| Total debt securities | $1,358,000 | 8,284 |
| 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 | $2,386,000 | 8,121 |
| U.S. Government securities | $2,386,000 | 7,802 |
| U.S. Treasury securities | $1,982,000 | 905 |
| U.S. Government agency obligations | $404,000 | 8,308 |
| 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 | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $404,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,535 |
| Issued or guaranteed by U.S. | $404,000 | 5,515 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,386,000 | 7,340 |
| Total debt securities | $2,395,000 | 8,060 |
| 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 | $2,439,000 | 8,141 |
| U.S. Government securities | $2,439,000 | 7,834 |
| U.S. Treasury securities | $1,985,000 | 933 |
| U.S. Government agency obligations | $454,000 | 8,320 |
| 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 | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $454,000 | 5,969 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,536 |
| Issued or guaranteed by U.S. | $454,000 | 5,509 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,439,000 | 7,359 |
| Total debt securities | $2,439,000 | 8,090 |
| 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 | $2,488,000 | 8,205 |
| U.S. Government securities | $2,488,000 | 7,876 |
| U.S. Treasury securities | $1,985,000 | 1,011 |
| U.S. Government agency obligations | $503,000 | 8,356 |
| 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 | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $503,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,544 |
| Issued or guaranteed by U.S. | $503,000 | 5,524 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,488,000 | 7,397 |
| Total debt securities | $2,490,000 | 8,147 |
| 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 | $6,530,000 | 7,246 |
| U.S. Government securities | $6,530,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,530,000 | 6,455 |
| 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 | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $535,000 | 5,996 |
| Certificates of participation in pools of residential mortgages | $535,000 | 5,550 |
| Issued or guaranteed by U.S. | $535,000 | 5,531 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,530,000 | 6,450 |
| Total debt securities | $6,530,000 | 7,177 |
| 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 | $5,604,000 | 7,535 |
| U.S. Government securities | $5,604,000 | 6,940 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,604,000 | 6,779 |
| 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 | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $607,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,502 |
| Issued or guaranteed by U.S. | $607,000 | 5,485 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,604,000 | 6,711 |
| Total debt securities | $5,605,000 | 7,465 |
| 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 | $6,681,000 | 7,345 |
| U.S. Government securities | $6,681,000 | 6,684 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,681,000 | 6,520 |
| 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 | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $682,000 | 5,973 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,496 |
| Issued or guaranteed by U.S. | $682,000 | 5,479 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,681,000 | 6,528 |
| Total debt securities | $6,681,000 | 7,271 |
| 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 | $7,746,000 | 7,062 |
| U.S. Government securities | $7,746,000 | 6,308 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,746,000 | 6,152 |
| 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 | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $747,000 | 5,964 |
| Certificates of participation in pools of residential mortgages | $747,000 | 5,468 |
| Issued or guaranteed by U.S. | $747,000 | 5,449 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,746,000 | 6,291 |
| Total debt securities | $7,746,000 | 6,982 |
| 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 | $832,000 | 8,811 |
| U.S. Government securities | $832,000 | 8,610 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $832,000 | 8,484 |
| 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 | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $832,000 | 5,912 |
| Certificates of participation in pools of residential mortgages | $832,000 | 5,426 |
| Issued or guaranteed by U.S. | $832,000 | 5,403 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $832,000 | 8,039 |
| Total debt securities | $832,000 | 8,753 |
| 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 | $918,000 | 8,829 |
| U.S. Government securities | $918,000 | 8,604 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $918,000 | 8,459 |
| 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 | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $918,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $918,000 | 5,378 |
| Issued or guaranteed by U.S. | $918,000 | 5,353 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $918,000 | 8,055 |
| Total debt securities | $918,000 | 8,767 |
| 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 | $1,073,000 | 8,791 |
| U.S. Government securities | $1,073,000 | 8,541 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,073,000 | 8,391 |
| 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 | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,073,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 5,282 |
| Issued or guaranteed by U.S. | $1,073,000 | 5,261 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,073,000 | 8,005 |
| Total debt securities | $1,073,000 | 8,727 |
| 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 | $1,181,000 | 8,821 |
| U.S. Government securities | $1,181,000 | 8,566 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,181,000 | 8,405 |
| 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 | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,181,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 5,209 |
| Issued or guaranteed by U.S. | $1,181,000 | 5,190 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,181,000 | 8,014 |
| Total debt securities | $1,181,000 | 8,748 |
| 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 | $1,331,000 | 8,825 |
| U.S. Government securities | $1,331,000 | 8,573 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,331,000 | 8,415 |
| 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 | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,256,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 5,143 |
| Issued or guaranteed by U.S. | $1,256,000 | 5,124 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,331,000 | 7,999 |
| Total debt securities | $1,331,000 | 8,750 |
| 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 | $1,819,000 | 8,911 |
| U.S. Government securities | $1,819,000 | 8,583 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,819,000 | 8,383 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $1,741,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,650 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,819,000 | 7,991 |
| Total debt securities | $1,819,000 | 8,836 |
| 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 | $11,823,000 | 6,274 |
| U.S. Government securities | $11,773,000 | 5,321 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,773,000 | 5,005 |
| 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 | NA | NA |
| Equity securities | $50,000 | 7,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,395,000 | 4,485 |
| Mortgage-backed securities | $2,234,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 3,808 |
| Issued or guaranteed by U.S. | $2,234,000 | 3,792 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $11,823,000 | 5,263 |
| Total debt securities | $11,773,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,597,000 | 6,374 |
| U.S. Government securities | $12,565,000 | 5,370 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,565,000 | 4,862 |
| 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 | NA | NA |
| Equity securities | $32,000 | 7,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,700,000 | 3,478 |
| Mortgage-backed securities | $2,089,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 4,147 |
| Issued or guaranteed by U.S. | $2,089,000 | 4,128 |
| 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) | $598,000 | 5,237 |
| Available-for-sale securities (fair market value) | $11,999,000 | 5,371 |
| Total debt securities | $12,565,000 | 6,277 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,891,000 | 9,830 |
| U.S. Government securities | $1,891,000 | 9,498 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,891,000 | 8,831 |
| 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 | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 7,597 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $1,891,000 | 4,836 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,891,000 | 9,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |