Home > Bank of Indiana > Securities
Bank of Indiana, Securities
| 2013-09-30 | Rank | |
| Total securities | $19,737,000 | 4,524 |
| U.S. Government securities | $19,737,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,737,000 | 3,439 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,737,000 | 2,247 |
| Mortgage-backed securities | $18,211,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $18,211,000 | 1,902 |
| Issued or guaranteed by U.S. | $18,211,000 | 1,899 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $19,737,000 | 4,154 |
| Total debt securities | $19,737,000 | 4,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $28,612,000 | 3,805 |
| U.S. Government securities | $28,612,000 | 2,854 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,612,000 | 2,787 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,612,000 | 1,719 |
| Mortgage-backed securities | $26,092,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $25,943,000 | 1,486 |
| Issued or guaranteed by U.S. | $25,943,000 | 1,484 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $149,000 | 3,447 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,310 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $28,612,000 | 3,501 |
| Total debt securities | $28,612,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $47,223,000 | 2,810 |
| U.S. Government securities | $47,223,000 | 1,989 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $47,223,000 | 1,933 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,223,000 | 1,191 |
| Mortgage-backed securities | $44,184,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $43,993,000 | 970 |
| Issued or guaranteed by U.S. | $43,993,000 | 970 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $191,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,305 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $47,223,000 | 2,603 |
| Total debt securities | $47,226,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $50,253,000 | 2,635 |
| U.S. Government securities | $50,253,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $50,253,000 | 1,804 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,253,000 | 1,122 |
| Mortgage-backed securities | $47,207,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $46,976,000 | 897 |
| Issued or guaranteed by U.S. | $46,976,000 | 896 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $231,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 3,325 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $50,253,000 | 2,429 |
| Total debt securities | $50,252,000 | 2,611 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $37,126,000 | 3,284 |
| U.S. Government securities | $37,126,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $37,126,000 | 2,373 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,126,000 | 1,415 |
| Mortgage-backed securities | $34,073,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $32,792,000 | 1,307 |
| Issued or guaranteed by U.S. | $32,792,000 | 1,306 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,281,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 2,878 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $37,126,000 | 3,025 |
| Total debt securities | $37,126,000 | 3,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $34,531,000 | 3,444 |
| U.S. Government securities | $34,531,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $34,531,000 | 2,532 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,531,000 | 1,509 |
| Mortgage-backed securities | $31,483,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $29,908,000 | 1,419 |
| Issued or guaranteed by U.S. | $29,908,000 | 1,417 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,575,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,783 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $34,531,000 | 3,191 |
| Total debt securities | $34,531,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $25,463,000 | 4,094 |
| U.S. Government securities | $25,463,000 | 3,203 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $25,463,000 | 3,141 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,463,000 | 1,927 |
| Mortgage-backed securities | $24,460,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $22,707,000 | 1,706 |
| Issued or guaranteed by U.S. | $22,707,000 | 1,704 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,753,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,761 |
| 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) | $25,463,000 | 3,767 |
| Total debt securities | $25,464,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,967,000 | 3,751 |
| U.S. Government securities | $28,967,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $28,967,000 | 2,823 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $28,966,000 | 1,648 |
| Mortgage-backed securities | $26,460,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $16,198,000 | 2,083 |
| Issued or guaranteed by U.S. | $16,198,000 | 2,080 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,262,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $10,262,000 | 1,414 |
| 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) | $28,967,000 | 3,466 |
| Total debt securities | $28,966,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $26,178,000 | 3,902 |
| U.S. Government securities | $26,178,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,178,000 | 2,929 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $26,178,000 | 1,749 |
| Mortgage-backed securities | $19,384,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $8,644,000 | 2,868 |
| Issued or guaranteed by U.S. | $8,644,000 | 2,864 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,740,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $10,740,000 | 1,363 |
| 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) | $26,178,000 | 3,589 |
| Total debt securities | $26,178,000 | 3,866 |
| Structured notes | ||
| Amortized cost | $507,000 | 2,624 |
| Fair value | $509,000 | 2,631 |
| 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 | $27,578,000 | 3,801 |
| U.S. Government securities | $27,578,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,578,000 | 2,892 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $23,460,000 | 1,938 |
| Mortgage-backed securities | $20,303,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $9,136,000 | 2,762 |
| Issued or guaranteed by U.S. | $9,136,000 | 2,755 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,167,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $11,167,000 | 1,299 |
| 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) | $27,578,000 | 3,509 |
| Total debt securities | $27,577,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $509,000 | 2,801 |
| Fair value | $510,000 | 2,811 |
| 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 | $29,361,000 | 3,679 |
| U.S. Government securities | $29,361,000 | 2,824 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $29,361,000 | 2,734 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $24,666,000 | 1,876 |
| Mortgage-backed securities | $20,879,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $9,598,000 | 2,623 |
| Issued or guaranteed by U.S. | $9,598,000 | 2,619 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,281,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $11,281,000 | 1,247 |
| 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) | $29,361,000 | 3,381 |
| Total debt securities | $29,362,000 | 3,649 |
| Structured notes | ||
| Amortized cost | $1,010,000 | 2,471 |
| Fair value | $1,010,000 | 2,498 |
| 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 | $27,431,000 | 3,701 |
| U.S. Government securities | $27,431,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $27,431,000 | 2,740 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $27,431,000 | 1,703 |
| Mortgage-backed securities | $19,420,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $8,595,000 | 2,654 |
| Issued or guaranteed by U.S. | $8,595,000 | 2,647 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,825,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $10,825,000 | 1,253 |
| 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) | $27,431,000 | 3,406 |
| Total debt securities | $27,431,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $1,012,000 | 2,317 |
| Fair value | $1,013,000 | 2,340 |
| 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 | $19,565,000 | 4,416 |
| U.S. Government securities | $19,565,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,565,000 | 3,387 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $19,565,000 | 2,156 |
| Mortgage-backed securities | $13,986,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $5,904,000 | 3,101 |
| Issued or guaranteed by U.S. | $5,904,000 | 3,093 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,082,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $8,082,000 | 1,430 |
| 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) | $19,565,000 | 4,030 |
| Total debt securities | $19,565,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $1,013,000 | 2,361 |
| Fair value | $1,018,000 | 2,389 |
| 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 | $11,395,000 | 5,499 |
| U.S. Government securities | $11,395,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,395,000 | 4,566 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $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 | $11,395,000 | 3,010 |
| Mortgage-backed securities | $8,329,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $8,329,000 | 2,683 |
| Issued or guaranteed by U.S. | $8,329,000 | 2,676 |
| 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) | $11,395,000 | 5,045 |
| Total debt securities | $11,395,000 | 5,464 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $505,000 | 2,889 |
| 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 | $12,392,000 | 5,394 |
| U.S. Government securities | $12,392,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,392,000 | 4,437 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $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 | $12,392,000 | 2,956 |
| Mortgage-backed securities | $8,823,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $8,823,000 | 2,698 |
| Issued or guaranteed by U.S. | $8,823,000 | 2,692 |
| 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) | $12,392,000 | 4,943 |
| Total debt securities | $12,392,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $503,000 | 2,679 |
| 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 | $13,852,000 | 5,182 |
| U.S. Government securities | $13,852,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,852,000 | 4,204 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $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 | $13,852,000 | 2,812 |
| Mortgage-backed securities | $9,256,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $9,256,000 | 2,693 |
| Issued or guaranteed by U.S. | $9,256,000 | 2,686 |
| 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) | $13,852,000 | 4,748 |
| Total debt securities | $13,852,000 | 5,143 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $503,000 | 2,426 |
| 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 | $13,197,000 | 5,310 |
| U.S. Government securities | $13,197,000 | 4,418 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,197,000 | 4,324 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $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 | $4,802,000 | 4,458 |
| Mortgage-backed securities | $8,587,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $8,587,000 | 2,860 |
| Issued or guaranteed by U.S. | $8,587,000 | 2,849 |
| 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) | $13,197,000 | 4,867 |
| Total debt securities | $13,197,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $499,000 | 2,125 |
| 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 | $9,181,000 | 5,970 |
| U.S. Government securities | $9,181,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,181,000 | 5,049 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $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 | $8,677,000 | 3,593 |
| Mortgage-backed securities | $3,593,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $3,593,000 | 4,078 |
| Issued or guaranteed by U.S. | $3,593,000 | 4,065 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,181,000 | 5,466 |
| Total debt securities | $9,180,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $489,000 | 1,663 |
| 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 | $8,457,000 | 6,187 |
| U.S. Government securities | $8,457,000 | 5,417 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,457,000 | 5,333 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $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 | $7,441,000 | 3,857 |
| Mortgage-backed securities | $3,838,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $3,838,000 | 4,101 |
| Issued or guaranteed by U.S. | $3,838,000 | 4,091 |
| 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) | $8,457,000 | 5,665 |
| Total debt securities | $8,457,000 | 6,133 |
| 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 | $9,168,000 | 6,084 |
| U.S. Government securities | $9,168,000 | 5,332 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,168,000 | 5,248 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $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 | $3,485,000 | 5,036 |
| Mortgage-backed securities | $4,026,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $4,026,000 | 4,006 |
| Issued or guaranteed by U.S. | $4,026,000 | 3,994 |
| 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) | $9,168,000 | 5,553 |
| Total debt securities | $9,168,000 | 6,038 |
| 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 | $9,751,000 | 5,936 |
| U.S. Government securities | $8,751,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,751,000 | 5,294 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,000,000 | 2,211 |
| 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 | $1,000,000 | 1,471 |
| 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 | $8,751,000 | 3,644 |
| Mortgage-backed securities | $4,221,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,867 |
| Issued or guaranteed by U.S. | $4,221,000 | 3,857 |
| 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) | $9,751,000 | 5,395 |
| Total debt securities | $9,751,000 | 5,887 |
| 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 | $8,788,000 | 6,155 |
| U.S. Government securities | $7,788,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,788,000 | 5,573 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000,000 | 2,237 |
| 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 | $1,000,000 | 1,530 |
| 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 | $4,286,000 | 4,742 |
| Mortgage-backed securities | $4,286,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $4,286,000 | 3,858 |
| Issued or guaranteed by U.S. | $4,286,000 | 3,845 |
| 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) | $8,788,000 | 5,629 |
| Total debt securities | $8,787,000 | 6,090 |
| 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 | $8,636,000 | 6,202 |
| U.S. Government securities | $7,636,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,636,000 | 5,614 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,000,000 | 2,168 |
| 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 | $1,000,000 | 1,497 |
| 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 | $4,583,000 | 4,611 |
| Mortgage-backed securities | $4,583,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $4,583,000 | 3,648 |
| Issued or guaranteed by U.S. | $4,583,000 | 3,632 |
| 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) | $8,636,000 | 5,658 |
| Total debt securities | $8,637,000 | 6,135 |
| 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 | $7,712,000 | 6,491 |
| U.S. Government securities | $6,712,000 | 6,083 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,712,000 | 5,968 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,000,000 | 1,990 |
| 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 | $1,000,000 | 1,383 |
| 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 | $3,071,000 | 5,188 |
| Mortgage-backed securities | $4,687,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $4,687,000 | 3,319 |
| Issued or guaranteed by U.S. | $4,687,000 | 3,304 |
| 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) | $7,712,000 | 5,877 |
| Total debt securities | $7,712,000 | 6,431 |
| 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 | $7,819,000 | 6,528 |
| U.S. Government securities | $6,819,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,819,000 | 6,032 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,000,000 | 1,945 |
| 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 | $1,000,000 | 1,348 |
| 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 | $3,126,000 | 5,180 |
| Mortgage-backed securities | $4,822,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $4,822,000 | 3,122 |
| Issued or guaranteed by U.S. | $4,822,000 | 3,107 |
| 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) | $7,819,000 | 5,910 |
| Total debt securities | $7,819,000 | 6,470 |
| 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 | $5,066,000 | 7,164 |
| U.S. Government securities | $5,066,000 | 6,700 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,066,000 | 6,575 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $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 | $3,233,000 | 5,189 |
| Mortgage-backed securities | $5,066,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $5,066,000 | 2,989 |
| Issued or guaranteed by U.S. | $5,066,000 | 2,975 |
| 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) | $5,066,000 | 6,499 |
| Total debt securities | $5,066,000 | 7,121 |
| 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 | $5,388,000 | 7,135 |
| U.S. Government securities | $5,388,000 | 6,665 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,388,000 | 6,534 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $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 | $3,453,000 | 5,113 |
| Mortgage-backed securities | $5,388,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $5,388,000 | 2,899 |
| Issued or guaranteed by U.S. | $5,388,000 | 2,884 |
| 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) | $5,388,000 | 6,452 |
| Total debt securities | $5,388,000 | 7,091 |
| 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 | $5,629,000 | 7,123 |
| U.S. Government securities | $5,629,000 | 6,626 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,629,000 | 6,496 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $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 | $3,607,000 | 5,061 |
| Mortgage-backed securities | $5,629,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $5,629,000 | 2,859 |
| Issued or guaranteed by U.S. | $5,629,000 | 2,846 |
| 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) | $5,629,000 | 6,427 |
| Total debt securities | $5,629,000 | 7,073 |
| 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 | $5,966,000 | 7,115 |
| U.S. Government securities | $5,966,000 | 6,591 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,966,000 | 6,461 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $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 | $3,772,000 | 5,026 |
| Mortgage-backed securities | $5,966,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $5,966,000 | 2,777 |
| Issued or guaranteed by U.S. | $5,966,000 | 2,764 |
| 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) | $5,966,000 | 6,388 |
| Total debt securities | $5,966,000 | 7,059 |
| 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 | $6,935,000 | 6,918 |
| U.S. Government securities | $6,935,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,935,000 | 6,167 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $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 | $541,000 | 6,617 |
| Mortgage-backed securities | $6,394,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $6,394,000 | 2,709 |
| Issued or guaranteed by U.S. | $6,394,000 | 2,696 |
| 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) | $6,935,000 | 6,183 |
| Total debt securities | $6,935,000 | 6,862 |
| 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 | $7,586,000 | 6,817 |
| U.S. Government securities | $7,586,000 | 6,181 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,586,000 | 6,032 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $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 | $645,000 | 6,597 |
| Mortgage-backed securities | $6,941,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $6,941,000 | 2,651 |
| Issued or guaranteed by U.S. | $6,941,000 | 2,637 |
| 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) | $7,586,000 | 6,096 |
| Total debt securities | $7,586,000 | 6,768 |
| 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 | $8,006,000 | 6,756 |
| U.S. Government securities | $8,006,000 | 6,058 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,006,000 | 5,912 |
| 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 | $651,000 | 6,625 |
| Mortgage-backed securities | $7,355,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 2,582 |
| Issued or guaranteed by U.S. | $7,355,000 | 2,573 |
| 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) | $8,006,000 | 6,034 |
| Total debt securities | $8,006,000 | 6,702 |
| 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 | $13,984,000 | 5,539 |
| U.S. Government securities | $13,984,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,984,000 | 4,561 |
| 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 | $660,000 | 6,654 |
| Mortgage-backed securities | $11,074,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $11,074,000 | 2,066 |
| Issued or guaranteed by U.S. | $11,074,000 | 2,055 |
| 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) | $13,984,000 | 4,863 |
| Total debt securities | $13,983,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $250,000 | 2,848 |
| 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 | $15,172,000 | 5,385 |
| U.S. Government securities | $15,172,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,172,000 | 4,388 |
| 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 | $667,000 | 6,651 |
| Mortgage-backed securities | $12,249,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $12,249,000 | 1,997 |
| Issued or guaranteed by U.S. | $12,249,000 | 1,987 |
| 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) | $15,172,000 | 4,705 |
| Total debt securities | $15,172,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $250,000 | 2,828 |
| 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 | $16,509,000 | 5,229 |
| U.S. Government securities | $16,509,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,509,000 | 4,240 |
| 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 | $672,000 | 6,697 |
| Mortgage-backed securities | $13,579,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $13,579,000 | 1,921 |
| Issued or guaranteed by U.S. | $13,579,000 | 1,911 |
| 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) | $16,509,000 | 4,573 |
| Total debt securities | $16,509,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $250,000 | 2,789 |
| 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 | $13,772,000 | 5,729 |
| U.S. Government securities | $13,772,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,772,000 | 4,715 |
| 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 | $685,000 | 6,706 |
| Mortgage-backed securities | $13,087,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $13,087,000 | 2,003 |
| Issued or guaranteed by U.S. | $13,087,000 | 1,994 |
| 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) | $13,772,000 | 5,025 |
| Total debt securities | $13,772,000 | 5,657 |
| 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 | $13,907,000 | 5,725 |
| U.S. Government securities | $13,907,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,907,000 | 4,685 |
| 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 | $298,000 | 7,023 |
| Mortgage-backed securities | $13,209,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $13,209,000 | 2,005 |
| Issued or guaranteed by U.S. | $13,209,000 | 1,998 |
| 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) | $13,907,000 | 5,001 |
| Total debt securities | $13,907,000 | 5,653 |
| 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 | $11,604,000 | 6,248 |
| U.S. Government securities | $11,604,000 | 5,408 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,604,000 | 5,252 |
| 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 | $699,000 | 6,743 |
| Mortgage-backed securities | $10,905,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $10,905,000 | 2,284 |
| Issued or guaranteed by U.S. | $10,905,000 | 2,274 |
| 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) | $11,604,000 | 5,499 |
| Total debt securities | $11,604,000 | 6,172 |
| 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 | $7,696,000 | 7,071 |
| U.S. Government securities | $7,696,000 | 6,317 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,696,000 | 6,164 |
| 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 | $725,000 | 6,694 |
| Mortgage-backed securities | $6,971,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $6,971,000 | 2,935 |
| Issued or guaranteed by U.S. | $6,971,000 | 2,925 |
| 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) | $7,696,000 | 6,301 |
| Total debt securities | $7,696,000 | 6,991 |
| 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 | $6,295,000 | 7,484 |
| U.S. Government securities | $6,295,000 | 6,818 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,295,000 | 6,635 |
| 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 | $725,000 | 6,707 |
| Mortgage-backed securities | $5,570,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $5,570,000 | 3,275 |
| Issued or guaranteed by U.S. | $5,570,000 | 3,262 |
| 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) | $6,295,000 | 6,671 |
| Total debt securities | $6,295,000 | 7,403 |
| 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 | $6,417,000 | 7,422 |
| U.S. Government securities | $6,417,000 | 6,662 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,417,000 | 6,480 |
| 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 | $736,000 | 6,735 |
| Mortgage-backed securities | $5,682,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $5,682,000 | 3,234 |
| Issued or guaranteed by U.S. | $5,682,000 | 3,220 |
| 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) | $6,417,000 | 6,601 |
| Total debt securities | $6,417,000 | 7,336 |
| 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 | $2,910,000 | 8,358 |
| U.S. Government securities | $2,910,000 | 7,879 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,910,000 | 7,702 |
| 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 | $756,000 | 6,738 |
| Mortgage-backed securities | $2,154,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $2,154,000 | 4,580 |
| Issued or guaranteed by U.S. | $2,154,000 | 4,563 |
| 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) | $2,910,000 | 7,511 |
| Total debt securities | $2,910,000 | 8,277 |
| 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 | $3,587,000 | 8,203 |
| U.S. Government securities | $3,587,000 | 7,680 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,587,000 | 7,482 |
| 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 | $745,000 | 6,779 |
| Mortgage-backed securities | $2,842,000 | 4,947 |
| Certificates of participation in pools of residential mortgages | $2,842,000 | 4,256 |
| Issued or guaranteed by U.S. | $2,842,000 | 4,240 |
| 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) | $3,587,000 | 7,336 |
| Total debt securities | $3,587,000 | 8,124 |
| 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 | $4,295,000 | 8,024 |
| U.S. Government securities | $4,255,000 | 7,429 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,255,000 | 7,224 |
| Securities issued by states & political subdivisions | $40,000 | 6,750 |
| 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 | $751,000 | 6,809 |
| Mortgage-backed securities | $3,506,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $3,506,000 | 3,940 |
| Issued or guaranteed by U.S. | $3,506,000 | 3,925 |
| 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) | $4,295,000 | 7,143 |
| Total debt securities | $4,295,000 | 7,944 |
| 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 | $3,509,000 | 8,419 |
| U.S. Government securities | $3,347,000 | 7,916 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,347,000 | 7,673 |
| Securities issued by states & political subdivisions | $162,000 | 6,623 |
| 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 | $717,000 | 6,981 |
| Mortgage-backed securities | $2,632,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,632,000 | 4,084 |
| 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) | $3,509,000 | 7,454 |
| Total debt securities | $3,509,000 | 8,316 |
| 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 | $4,146,000 | 8,648 |
| U.S. Government securities | $3,452,000 | 8,432 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,452,000 | 8,091 |
| Securities issued by states & political subdivisions | $162,000 | 6,809 |
| 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 | $532,000 | 3,707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $890,000 | 7,212 |
| Mortgage-backed securities | $2,506,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 3,636 |
| Issued or guaranteed by U.S. | $2,506,000 | 3,622 |
| 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) | $4,146,000 | 7,504 |
| Total debt securities | $3,614,000 | 8,702 |
| 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 | $3,318,000 | 9,234 |
| U.S. Government securities | $2,623,000 | 9,080 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,623,000 | 8,621 |
| Securities issued by states & political subdivisions | $162,000 | 7,130 |
| 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 | $533,000 | 3,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,000 | 7,930 |
| Mortgage-backed securities | $2,372,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $2,372,000 | 3,959 |
| Issued or guaranteed by U.S. | $2,372,000 | 3,942 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,318,000 | 7,976 |
| Total debt securities | $2,785,000 | 9,292 |
| 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 | $1,141,000 | 10,030 |
| U.S. Government securities | $259,000 | 10,079 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $259,000 | 9,723 |
| Securities issued by states & political subdivisions | $203,000 | 7,250 |
| Other domestic debt securities | $100,000 | 3,452 |
| 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 | $100,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $579,000 | 3,276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 8,056 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,141,000 | 8,810 |
| Total debt securities | $562,000 | 10,064 |
| 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 | $2,027,000 | 10,317 |
| U.S. Government securities | $1,006,000 | 10,392 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,006,000 | 9,672 |
| Securities issued by states & political subdivisions | $357,000 | 7,046 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $564,000 | 3,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 8,294 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,027,000 | 8,721 |
| Total debt securities | $1,463,000 | 10,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,813,000 | 10,610 |
| U.S. Government securities | $1,205,000 | 10,903 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $1,005,000 | 10,134 |
| Securities issued by states & political subdivisions | $638,000 | 6,765 |
| Other domestic debt securities | $454,000 | 2,795 |
| 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 | $454,000 | 2,146 |
| Foreign debt securities | NA | NA |
| Equity securities | $516,000 | 3,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $1,046,000 | 6,960 |
| Available-for-sale securities (fair market value) | $1,767,000 | 9,144 |
| Total debt securities | $2,297,000 | 10,681 |
| 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 | $3,714,000 | 10,743 |
| U.S. Government securities | $1,855,000 | 11,171 |
| U.S. Treasury securities | $600,000 | 9,178 |
| U.S. Government agency obligations | $1,255,000 | 10,291 |
| Securities issued by states & political subdivisions | $760,000 | 6,778 |
| Other domestic debt securities | $597,000 | 2,985 |
| 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 | $597,000 | 2,339 |
| Foreign debt securities | NA | NA |
| Equity securities | $502,000 | 3,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $2,052,000 | 6,615 |
| Available-for-sale securities (fair market value) | $1,662,000 | 9,581 |
| Total debt securities | $3,212,000 | 10,846 |
| 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 | $3,580,000 | 11,440 |
| U.S. Government securities | $2,065,000 | 11,726 |
| U.S. Treasury securities | $686,000 | 10,177 |
| U.S. Government agency obligations | $1,379,000 | 10,514 |
| Securities issued by states & political subdivisions | $668,000 | 7,298 |
| Other domestic debt securities | $498,000 | 3,611 |
| 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 | $498,000 | 2,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $349,000 | 3,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $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) | $411,000 | 11,166 |
| Available-for-sale securities (fair market value) | $3,169,000 | 7,998 |
| Total debt securities | $3,231,000 | 11,517 |
| 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 | $3,657,000 | 11,881 |
| U.S. Government securities | $2,315,000 | 12,042 |
| U.S. Treasury securities | $812,000 | 10,317 |
| U.S. Government agency obligations | $1,503,000 | 10,695 |
| Securities issued by states & political subdivisions | $662,000 | 7,488 |
| Other domestic debt securities | $514,000 | 4,176 |
| Privately issued residential mortgage-backed securities | $514,000 | 1,681 |
| 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 | $166,000 | 4,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,000 | 8,677 |
| Mortgage-backed securities | $514,000 | 9,196 |
| Certificates of participation in pools of residential mortgages | $514,000 | 8,025 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $514,000 | 441 |
| 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 | $3,491,000 | 11,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,881,000 | 11,667 |
| U.S. Government securities | $3,028,000 | 12,079 |
| U.S. Treasury securities | $1,478,000 | 9,631 |
| U.S. Government agency obligations | $1,550,000 | 10,954 |
| Securities issued by states & political subdivisions | $696,000 | 7,228 |
| Other domestic debt securities | $1,029,000 | 3,994 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 1,741 |
| 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 | $128,000 | 4,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,000 | 9,991 |
| Mortgage-backed securities | $1,029,000 | 8,863 |
| Certificates of participation in pools of residential mortgages | $1,029,000 | 7,462 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $1,029,000 | 412 |
| 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 | $4,753,000 | 11,596 |
| 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 |