Home > Bank of Dwight > Securities
Bank of Dwight, Securities
| 2010-06-30 | Rank | |
| Total securities | $23,675,000 | 4,006 |
| U.S. Government securities | $14,710,000 | 4,147 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,710,000 | 4,037 |
| Securities issued by states & political subdivisions | $8,965,000 | 2,419 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,652,000 | 2,736 |
| Mortgage-backed securities | $5,924,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $5,924,000 | 3,142 |
| Issued or guaranteed by U.S. | $5,924,000 | 3,134 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $23,675,000 | 3,663 |
| Total debt securities | $23,674,000 | 3,971 |
| 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 | $23,851,000 | 4,020 |
| U.S. Government securities | $15,542,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,542,000 | 3,977 |
| Securities issued by states & political subdivisions | $8,309,000 | 2,517 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,076,000 | 2,874 |
| Mortgage-backed securities | $7,028,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $7,028,000 | 3,001 |
| Issued or guaranteed by U.S. | $7,028,000 | 2,993 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $23,851,000 | 3,651 |
| Total debt securities | $23,852,000 | 3,989 |
| 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 | $22,606,000 | 4,135 |
| U.S. Government securities | $14,909,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,909,000 | 4,049 |
| Securities issued by states & political subdivisions | $7,697,000 | 2,638 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,130,000 | 2,896 |
| Mortgage-backed securities | $6,861,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $6,861,000 | 3,112 |
| Issued or guaranteed by U.S. | $6,861,000 | 3,104 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $22,606,000 | 3,747 |
| Total debt securities | $22,606,000 | 4,106 |
| 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 | $21,606,000 | 4,249 |
| U.S. Government securities | $13,805,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,805,000 | 4,223 |
| Securities issued by states & political subdivisions | $7,801,000 | 2,620 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,169,000 | 3,154 |
| Mortgage-backed securities | $6,028,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $6,028,000 | 3,350 |
| Issued or guaranteed by U.S. | $6,028,000 | 3,341 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,606,000 | 3,853 |
| Total debt securities | $21,607,000 | 4,214 |
| 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 | $19,690,000 | 4,471 |
| U.S. Government securities | $12,731,000 | 4,480 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,731,000 | 4,389 |
| Securities issued by states & political subdivisions | $6,959,000 | 2,743 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,150,000 | 3,166 |
| Mortgage-backed securities | $4,973,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $4,973,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,973,000 | 3,669 |
| 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) | $40,000 | 3,307 |
| Available-for-sale securities (fair market value) | $19,650,000 | 4,036 |
| Total debt securities | $19,690,000 | 4,430 |
| 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 | $16,823,000 | 4,823 |
| U.S. Government securities | $12,606,000 | 4,596 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,606,000 | 4,514 |
| Securities issued by states & political subdivisions | $4,217,000 | 3,372 |
| 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 | $9,842,000 | 3,446 |
| Mortgage-backed securities | $4,330,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $4,330,000 | 3,960 |
| Issued or guaranteed by U.S. | $4,330,000 | 3,948 |
| 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) | $40,000 | 3,347 |
| Available-for-sale securities (fair market value) | $16,783,000 | 4,358 |
| Total debt securities | $16,823,000 | 4,781 |
| 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 | $16,465,000 | 4,892 |
| U.S. Government securities | $11,904,000 | 4,794 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,904,000 | 4,704 |
| Securities issued by states & political subdivisions | $4,561,000 | 3,226 |
| 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 | $10,100,000 | 3,429 |
| Mortgage-backed securities | $2,595,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 4,503 |
| Issued or guaranteed by U.S. | $2,595,000 | 4,491 |
| 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) | $40,000 | 3,361 |
| Available-for-sale securities (fair market value) | $16,425,000 | 4,415 |
| Total debt securities | $16,475,000 | 4,856 |
| 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 | $16,940,000 | 4,782 |
| U.S. Government securities | $11,930,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,930,000 | 4,644 |
| Securities issued by states & political subdivisions | $5,010,000 | 3,089 |
| 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 | $10,963,000 | 3,295 |
| Mortgage-backed securities | $2,623,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $2,623,000 | 4,434 |
| Issued or guaranteed by U.S. | $2,623,000 | 4,421 |
| 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) | $40,000 | 3,388 |
| Available-for-sale securities (fair market value) | $16,900,000 | 4,298 |
| Total debt securities | $16,941,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,418,000 | 4,770 |
| U.S. Government securities | $12,431,000 | 4,671 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,431,000 | 4,590 |
| Securities issued by states & political subdivisions | $4,987,000 | 3,106 |
| 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 | $10,100,000 | 3,373 |
| Mortgage-backed securities | $2,680,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $2,680,000 | 4,414 |
| Issued or guaranteed by U.S. | $2,680,000 | 4,398 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,000 | 3,412 |
| Available-for-sale securities (fair market value) | $17,378,000 | 4,295 |
| Total debt securities | $17,418,000 | 4,716 |
| 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 | $18,484,000 | 4,623 |
| U.S. Government securities | $13,342,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,342,000 | 4,423 |
| Securities issued by states & political subdivisions | $5,142,000 | 3,090 |
| 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 | $10,933,000 | 3,202 |
| Mortgage-backed securities | $2,867,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,867,000 | 4,236 |
| 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) | $40,000 | 3,456 |
| Available-for-sale securities (fair market value) | $18,444,000 | 4,154 |
| Total debt securities | $18,484,000 | 4,561 |
| 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 | $20,168,000 | 4,433 |
| U.S. Government securities | $14,991,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,991,000 | 4,208 |
| Securities issued by states & political subdivisions | $5,177,000 | 3,056 |
| 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 | $13,049,000 | 2,926 |
| Mortgage-backed securities | $2,952,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $2,952,000 | 3,924 |
| Issued or guaranteed by U.S. | $2,952,000 | 3,908 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,000 | 3,522 |
| Available-for-sale securities (fair market value) | $20,128,000 | 3,944 |
| Total debt securities | $20,169,000 | 4,379 |
| 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 | $19,575,000 | 4,541 |
| U.S. Government securities | $14,445,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,445,000 | 4,385 |
| Securities issued by states & political subdivisions | $5,130,000 | 3,038 |
| 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 | $13,482,000 | 2,856 |
| Mortgage-backed securities | $3,065,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 3,721 |
| Issued or guaranteed by U.S. | $3,065,000 | 3,705 |
| 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) | $40,000 | 3,567 |
| Available-for-sale securities (fair market value) | $19,535,000 | 4,019 |
| Total debt securities | $19,576,000 | 4,490 |
| 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 | $19,999,000 | 4,496 |
| U.S. Government securities | $14,888,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,888,000 | 4,312 |
| Securities issued by states & political subdivisions | $5,111,000 | 3,041 |
| 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 | $12,968,000 | 2,937 |
| Mortgage-backed securities | $3,182,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 3,637 |
| Issued or guaranteed by U.S. | $3,182,000 | 3,624 |
| 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) | $75,000 | 3,541 |
| Available-for-sale securities (fair market value) | $19,924,000 | 3,962 |
| Total debt securities | $19,998,000 | 4,451 |
| 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 | $20,432,000 | 4,441 |
| U.S. Government securities | $15,249,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,249,000 | 4,282 |
| Securities issued by states & political subdivisions | $5,183,000 | 3,029 |
| 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 | $13,738,000 | 2,850 |
| Mortgage-backed securities | $3,423,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $3,423,000 | 3,525 |
| Issued or guaranteed by U.S. | $3,423,000 | 3,506 |
| 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) | $75,000 | 3,613 |
| Available-for-sale securities (fair market value) | $20,357,000 | 3,913 |
| Total debt securities | $20,432,000 | 4,397 |
| 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 | $20,570,000 | 4,459 |
| U.S. Government securities | $15,386,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,386,000 | 4,305 |
| Securities issued by states & political subdivisions | $5,184,000 | 3,064 |
| 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 | $13,128,000 | 2,929 |
| Mortgage-backed securities | $3,586,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $3,586,000 | 3,472 |
| Issued or guaranteed by U.S. | $3,586,000 | 3,459 |
| 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) | $75,000 | 3,695 |
| Available-for-sale securities (fair market value) | $20,495,000 | 3,926 |
| Total debt securities | $20,569,000 | 4,409 |
| 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 | $20,865,000 | 4,467 |
| U.S. Government securities | $15,497,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,497,000 | 4,330 |
| Securities issued by states & political subdivisions | $5,368,000 | 2,971 |
| 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 | $13,189,000 | 2,902 |
| Mortgage-backed securities | $3,762,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $3,762,000 | 3,427 |
| Issued or guaranteed by U.S. | $3,762,000 | 3,410 |
| 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) | $75,000 | 3,782 |
| Available-for-sale securities (fair market value) | $20,790,000 | 3,905 |
| Total debt securities | $20,865,000 | 4,420 |
| 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 | $20,680,000 | 4,480 |
| U.S. Government securities | $15,369,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,369,000 | 4,322 |
| Securities issued by states & political subdivisions | $5,311,000 | 2,979 |
| 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 | $10,913,000 | 3,260 |
| Mortgage-backed securities | $3,846,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $3,846,000 | 3,381 |
| Issued or guaranteed by U.S. | $3,846,000 | 3,369 |
| 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) | $75,000 | 3,835 |
| Available-for-sale securities (fair market value) | $20,605,000 | 3,916 |
| Total debt securities | $20,680,000 | 4,417 |
| 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 | $21,173,000 | 4,457 |
| U.S. Government securities | $15,300,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,300,000 | 4,374 |
| Securities issued by states & political subdivisions | $5,372,000 | 2,951 |
| Other domestic debt securities | $501,000 | 2,420 |
| 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 | $501,000 | 1,879 |
| 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 | $11,156,000 | 3,207 |
| Mortgage-backed securities | $4,112,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $4,112,000 | 3,320 |
| Issued or guaranteed by U.S. | $4,112,000 | 3,307 |
| 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) | $75,000 | 3,906 |
| Available-for-sale securities (fair market value) | $21,098,000 | 3,865 |
| Total debt securities | $21,175,000 | 4,401 |
| 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 | $21,248,000 | 4,462 |
| U.S. Government securities | $15,133,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,133,000 | 4,368 |
| Securities issued by states & political subdivisions | $5,613,000 | 2,889 |
| Other domestic debt securities | $502,000 | 2,496 |
| 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 | $502,000 | 1,988 |
| 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 | $11,304,000 | 3,160 |
| Mortgage-backed securities | $4,371,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $4,371,000 | 3,263 |
| Issued or guaranteed by U.S. | $4,371,000 | 3,251 |
| 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) | $75,000 | 3,977 |
| Available-for-sale securities (fair market value) | $21,173,000 | 3,858 |
| Total debt securities | $21,248,000 | 4,400 |
| 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 | $21,647,000 | 4,393 |
| U.S. Government securities | $15,708,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,708,000 | 4,246 |
| Securities issued by states & political subdivisions | $5,434,000 | 2,931 |
| Other domestic debt securities | $505,000 | 2,529 |
| 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 | $505,000 | 2,049 |
| 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 | $11,676,000 | 3,079 |
| Mortgage-backed securities | $4,815,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $4,815,000 | 3,186 |
| Issued or guaranteed by U.S. | $4,815,000 | 3,174 |
| 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) | $75,000 | 4,040 |
| Available-for-sale securities (fair market value) | $21,572,000 | 3,804 |
| Total debt securities | $21,647,000 | 4,333 |
| 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 | $19,567,000 | 4,699 |
| U.S. Government securities | $13,871,000 | 4,764 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,871,000 | 4,629 |
| Securities issued by states & political subdivisions | $5,187,000 | 2,982 |
| Other domestic debt securities | $509,000 | 2,598 |
| 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 | $509,000 | 2,121 |
| 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 | $11,390,000 | 3,124 |
| Mortgage-backed securities | $4,134,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $4,134,000 | 3,463 |
| Issued or guaranteed by U.S. | $4,134,000 | 3,447 |
| 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) | $105,000 | 4,024 |
| Available-for-sale securities (fair market value) | $19,462,000 | 4,093 |
| Total debt securities | $19,567,000 | 4,632 |
| 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 | $19,855,000 | 4,730 |
| U.S. Government securities | $15,010,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,010,000 | 4,475 |
| Securities issued by states & political subdivisions | $4,334,000 | 3,259 |
| Other domestic debt securities | $511,000 | 2,657 |
| 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 | $511,000 | 2,207 |
| 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 | $8,568,000 | 3,664 |
| Mortgage-backed securities | $6,116,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $6,116,000 | 3,009 |
| Issued or guaranteed by U.S. | $6,116,000 | 2,998 |
| 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) | $105,000 | 4,098 |
| Available-for-sale securities (fair market value) | $19,750,000 | 4,123 |
| Total debt securities | $19,857,000 | 4,675 |
| 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 | $20,849,000 | 4,606 |
| U.S. Government securities | $15,909,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,909,000 | 4,346 |
| Securities issued by states & political subdivisions | $4,421,000 | 3,248 |
| Other domestic debt securities | $519,000 | 2,689 |
| 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 | $519,000 | 2,264 |
| 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 | $9,075,000 | 3,538 |
| Mortgage-backed securities | $6,857,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $6,857,000 | 2,866 |
| Issued or guaranteed by U.S. | $6,857,000 | 2,857 |
| 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) | $105,000 | 4,150 |
| Available-for-sale securities (fair market value) | $20,744,000 | 4,014 |
| Total debt securities | $20,849,000 | 4,544 |
| 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 | $19,605,000 | 4,755 |
| U.S. Government securities | $15,038,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,038,000 | 4,465 |
| Securities issued by states & political subdivisions | $4,041,000 | 3,408 |
| Other domestic debt securities | $526,000 | 2,725 |
| 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 | $526,000 | 2,320 |
| 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 | $9,463,000 | 3,423 |
| Mortgage-backed securities | $7,712,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $7,712,000 | 2,740 |
| Issued or guaranteed by U.S. | $7,712,000 | 2,733 |
| 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) | $260,000 | 3,954 |
| Available-for-sale securities (fair market value) | $19,345,000 | 4,157 |
| Total debt securities | $19,604,000 | 4,693 |
| 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 | $22,371,000 | 4,483 |
| U.S. Government securities | $17,881,000 | 4,188 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,881,000 | 4,033 |
| Securities issued by states & political subdivisions | $3,963,000 | 3,429 |
| Other domestic debt securities | $527,000 | 2,829 |
| 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 | $527,000 | 2,424 |
| 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 | $9,888,000 | 3,312 |
| Mortgage-backed securities | $10,740,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $10,740,000 | 2,304 |
| Issued or guaranteed by U.S. | $10,740,000 | 2,296 |
| 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) | $261,000 | 3,987 |
| Available-for-sale securities (fair market value) | $22,110,000 | 3,912 |
| Total debt securities | $22,371,000 | 4,411 |
| 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 | $24,576,000 | 4,203 |
| U.S. Government securities | $19,947,000 | 3,857 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,947,000 | 3,729 |
| Securities issued by states & political subdivisions | $4,087,000 | 3,391 |
| Other domestic debt securities | $542,000 | 2,903 |
| 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 | $542,000 | 2,486 |
| 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 | $10,159,000 | 3,235 |
| Mortgage-backed securities | $12,484,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $12,484,000 | 2,114 |
| Issued or guaranteed by U.S. | $12,484,000 | 2,106 |
| 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) | $261,000 | 4,039 |
| Available-for-sale securities (fair market value) | $24,315,000 | 3,683 |
| Total debt securities | $24,576,000 | 4,129 |
| 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 | $24,462,000 | 4,276 |
| U.S. Government securities | $20,284,000 | 3,875 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,284,000 | 3,738 |
| Securities issued by states & political subdivisions | $3,638,000 | 3,582 |
| Other domestic debt securities | $540,000 | 2,957 |
| 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 | $540,000 | 2,623 |
| 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 | $8,057,000 | 3,586 |
| Mortgage-backed securities | $12,197,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $12,197,000 | 2,174 |
| Issued or guaranteed by U.S. | $12,197,000 | 2,158 |
| 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) | $262,000 | 4,096 |
| Available-for-sale securities (fair market value) | $24,200,000 | 3,722 |
| Total debt securities | $24,461,000 | 4,199 |
| 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 | $21,674,000 | 4,529 |
| U.S. Government securities | $18,004,000 | 4,071 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,004,000 | 3,912 |
| Securities issued by states & political subdivisions | $3,125,000 | 3,797 |
| Other domestic debt securities | $545,000 | 3,074 |
| 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 | $545,000 | 2,734 |
| 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 | $6,792,000 | 3,835 |
| Mortgage-backed securities | $12,583,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $12,583,000 | 2,101 |
| Issued or guaranteed by U.S. | $12,583,000 | 2,091 |
| 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) | $262,000 | 4,119 |
| Available-for-sale securities (fair market value) | $21,412,000 | 3,949 |
| Total debt securities | $21,679,000 | 4,457 |
| 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 | $21,285,000 | 4,507 |
| U.S. Government securities | $17,923,000 | 3,968 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $17,923,000 | 3,815 |
| Securities issued by states & political subdivisions | $2,808,000 | 3,925 |
| Other domestic debt securities | $554,000 | 3,149 |
| 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 | $554,000 | 2,795 |
| 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 | $7,049,000 | 3,743 |
| Mortgage-backed securities | $12,852,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $12,852,000 | 2,052 |
| Issued or guaranteed by U.S. | $12,852,000 | 2,042 |
| 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) | $292,000 | 4,132 |
| Available-for-sale securities (fair market value) | $20,993,000 | 3,956 |
| Total debt securities | $21,285,000 | 4,423 |
| 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 | $17,464,000 | 5,076 |
| U.S. Government securities | $14,751,000 | 4,570 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,751,000 | 4,406 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,186 |
| Other domestic debt securities | $543,000 | 3,188 |
| 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 | $543,000 | 2,820 |
| 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 | $6,014,000 | 4,063 |
| Mortgage-backed securities | $11,024,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $11,024,000 | 2,231 |
| Issued or guaranteed by U.S. | $11,024,000 | 2,220 |
| 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) | $293,000 | 4,196 |
| Available-for-sale securities (fair market value) | $17,171,000 | 4,436 |
| Total debt securities | $17,464,000 | 4,973 |
| 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 | $17,221,000 | 5,075 |
| U.S. Government securities | $14,400,000 | 4,581 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,400,000 | 4,412 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,134 |
| Other domestic debt securities | $540,000 | 3,211 |
| 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 | $540,000 | 2,835 |
| 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 | $8,695,000 | 3,338 |
| Mortgage-backed securities | $9,401,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $9,401,000 | 2,423 |
| Issued or guaranteed by U.S. | $9,401,000 | 2,409 |
| 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) | $294,000 | 4,270 |
| Available-for-sale securities (fair market value) | $16,927,000 | 4,430 |
| Total debt securities | $17,220,000 | 4,990 |
| 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 | $14,789,000 | 5,407 |
| U.S. Government securities | $10,875,000 | 5,288 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,875,000 | 5,063 |
| Securities issued by states & political subdivisions | $3,402,000 | 3,537 |
| Other domestic debt securities | $512,000 | 3,360 |
| 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 | $512,000 | 2,906 |
| 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 | $6,681,000 | 3,781 |
| Mortgage-backed securities | $6,056,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 2,864 |
| Issued or guaranteed by U.S. | $6,056,000 | 2,847 |
| 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) | $1,312,000 | 3,581 |
| Available-for-sale securities (fair market value) | $13,477,000 | 4,871 |
| Total debt securities | $14,788,000 | 5,314 |
| 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 | $9,919,000 | 6,821 |
| U.S. Government securities | $6,029,000 | 7,294 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $5,529,000 | 7,170 |
| Securities issued by states & political subdivisions | $3,809,000 | 3,290 |
| 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 | $81,000 | 7,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,513,000 | 4,059 |
| Mortgage-backed securities | $1,039,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,039,000 | 4,733 |
| 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) | $1,432,000 | 4,183 |
| Available-for-sale securities (fair market value) | $8,487,000 | 6,121 |
| Total debt securities | $9,838,000 | 6,705 |
| 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 | $10,810,000 | 6,834 |
| U.S. Government securities | $6,680,000 | 7,300 |
| U.S. Treasury securities | $999,000 | 3,694 |
| U.S. Government agency obligations | $5,681,000 | 7,220 |
| Securities issued by states & political subdivisions | $4,049,000 | 3,342 |
| 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 | $81,000 | 6,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,561,000 | 4,413 |
| Mortgage-backed securities | $1,340,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $1,340,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,340,000 | 4,695 |
| 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) | $1,717,000 | 4,413 |
| Available-for-sale securities (fair market value) | $9,093,000 | 6,125 |
| Total debt securities | $10,729,000 | 6,746 |
| 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 | $12,231,000 | 6,474 |
| U.S. Government securities | $8,630,000 | 6,524 |
| U.S. Treasury securities | $1,528,000 | 4,338 |
| U.S. Government agency obligations | $7,102,000 | 6,242 |
| Securities issued by states & political subdivisions | $3,520,000 | 3,670 |
| 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 | $81,000 | 6,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,419,000 | 3,168 |
| Mortgage-backed securities | $2,360,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $2,360,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,360,000 | 4,132 |
| 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) | $1,559,000 | 5,026 |
| Available-for-sale securities (fair market value) | $10,672,000 | 5,584 |
| Total debt securities | $12,150,000 | 6,378 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $16,879,000 | 5,563 |
| U.S. Government securities | $14,137,000 | 5,242 |
| U.S. Treasury securities | $2,022,000 | 5,054 |
| U.S. Government agency obligations | $12,115,000 | 4,628 |
| Securities issued by states & political subdivisions | $2,661,000 | 4,074 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,000 | 6,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,977,000 | 3,729 |
| Mortgage-backed securities | $2,856,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $2,856,000 | 3,844 |
| Issued or guaranteed by U.S. | $2,856,000 | 3,829 |
| 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) | $2,288,000 | 5,439 |
| Available-for-sale securities (fair market value) | $14,591,000 | 4,584 |
| Total debt securities | $16,798,000 | 5,444 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,144 |
| Fair value | $500,000 | 1,821 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,335,000 | 5,634 |
| U.S. Government securities | $15,742,000 | 5,293 |
| U.S. Treasury securities | $3,077,000 | 4,951 |
| U.S. Government agency obligations | $12,665,000 | 4,747 |
| Securities issued by states & political subdivisions | $2,523,000 | 4,317 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,768 |
| 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 | 3,268 |
| Mortgage-backed securities | $1,417,000 | 6,377 |
| Certificates of participation in pools of residential mortgages | $1,417,000 | 5,286 |
| Issued or guaranteed by U.S. | $1,417,000 | 5,270 |
| 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) | $7,541,000 | 3,811 |
| Available-for-sale securities (fair market value) | $10,794,000 | 5,751 |
| Total debt securities | $18,265,000 | 5,531 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,725,000 | 6,264 |
| U.S. Government securities | $13,998,000 | 5,972 |
| U.S. Treasury securities | $2,998,000 | 6,090 |
| U.S. Government agency obligations | $11,000,000 | 5,172 |
| Securities issued by states & political subdivisions | $2,702,000 | 4,213 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,436 |
| Mortgage-backed securities | $473,000 | 8,044 |
| Certificates of participation in pools of residential mortgages | $473,000 | 7,065 |
| Issued or guaranteed by U.S. | $473,000 | 7,033 |
| 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) | $5,724,000 | 4,708 |
| Available-for-sale securities (fair market value) | $11,001,000 | 5,856 |
| Total debt securities | $16,700,000 | 6,158 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,575,000 | 7,513 |
| U.S. Government securities | $10,694,000 | 7,460 |
| U.S. Treasury securities | $2,997,000 | 7,103 |
| U.S. Government agency obligations | $7,697,000 | 6,318 |
| Securities issued by states & political subdivisions | $2,857,000 | 4,321 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,300,000 | 5,150 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $5,884,000 | 7,514 |
| Available-for-sale securities (fair market value) | $7,691,000 | 5,575 |
| Total debt securities | $13,551,000 | 7,411 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,565,000 | 9,244 |
| U.S. Government securities | $6,546,000 | 9,663 |
| U.S. Treasury securities | $1,507,000 | 9,150 |
| U.S. Government agency obligations | $5,039,000 | 7,880 |
| Securities issued by states & political subdivisions | $2,995,000 | 4,277 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 6,643 |
| Mortgage-backed securities | $40,000 | 10,497 |
| Certificates of participation in pools of residential mortgages | $40,000 | 9,703 |
| Issued or guaranteed by U.S. | $40,000 | 9,652 |
| 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 | $9,541,000 | 9,115 |
| 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 | $11,894,000 | 8,438 |
| U.S. Government securities | $9,097,000 | 8,455 |
| U.S. Treasury securities | $8,048,000 | 4,181 |
| U.S. Government agency obligations | $1,049,000 | 11,504 |
| Securities issued by states & political subdivisions | $2,773,000 | 4,260 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,100,000 | 5,865 |
| Mortgage-backed securities | $49,000 | 10,933 |
| Certificates of participation in pools of residential mortgages | $49,000 | 10,014 |
| Issued or guaranteed by U.S. | $49,000 | 9,940 |
| 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 | $11,870,000 | 8,314 |
| 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 |