Home > Bank of Minto > Securities
Bank of Minto, Securities
| 2009-12-31 | Rank | |
| Total securities | $8,354,000 | 6,075 |
| U.S. Government securities | $6,316,000 | 5,767 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,316,000 | 5,666 |
| Securities issued by states & political subdivisions | $2,038,000 | 4,315 |
| 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 | $2,908,000 | 5,114 |
| Mortgage-backed securities | $4,071,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $2,800,000 | 4,210 |
| Issued or guaranteed by U.S. | $2,800,000 | 4,203 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,271,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,416 |
| 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) | $2,038,000 | 2,034 |
| Available-for-sale securities (fair market value) | $6,316,000 | 5,942 |
| Total debt securities | $8,354,000 | 6,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,800,000 | 6,225 |
| U.S. Government securities | $5,833,000 | 5,935 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,833,000 | 5,845 |
| Securities issued by states & political subdivisions | $1,967,000 | 4,392 |
| 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 | $3,083,000 | 5,066 |
| Mortgage-backed securities | $3,445,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,946,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,946,000 | 4,235 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $499,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,855 |
| 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) | $1,967,000 | 2,148 |
| Available-for-sale securities (fair market value) | $5,833,000 | 6,092 |
| Total debt securities | $7,800,000 | 6,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,470,000 | 6,289 |
| U.S. Government securities | $6,217,000 | 5,855 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,217,000 | 5,768 |
| Securities issued by states & political subdivisions | $1,253,000 | 4,752 |
| 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 | $3,341,000 | 4,989 |
| Mortgage-backed securities | $3,084,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $3,084,000 | 4,264 |
| Issued or guaranteed by U.S. | $3,084,000 | 4,250 |
| 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) | $1,253,000 | 2,378 |
| Available-for-sale securities (fair market value) | $6,217,000 | 6,042 |
| Total debt securities | $7,470,000 | 6,247 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,387,000 | 6,372 |
| U.S. Government securities | $6,359,000 | 5,925 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,359,000 | 5,845 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,825 |
| 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 | $3,908,000 | 4,852 |
| Mortgage-backed securities | $3,191,000 | 4,825 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 4,318 |
| Issued or guaranteed by U.S. | $3,191,000 | 4,306 |
| 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) | $1,028,000 | 2,514 |
| Available-for-sale securities (fair market value) | $6,359,000 | 6,035 |
| Total debt securities | $7,387,000 | 6,328 |
| 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 | $6,424,000 | 6,628 |
| U.S. Government securities | $5,598,000 | 6,222 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,598,000 | 6,139 |
| Securities issued by states & political subdivisions | $826,000 | 4,946 |
| 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 | $3,964,000 | 4,873 |
| Mortgage-backed securities | $2,423,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,564 |
| Issued or guaranteed by U.S. | $2,423,000 | 4,552 |
| 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) | $826,000 | 2,615 |
| Available-for-sale securities (fair market value) | $5,598,000 | 6,223 |
| Total debt securities | $6,424,000 | 6,589 |
| 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 | $6,347,000 | 6,628 |
| U.S. Government securities | $5,528,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,528,000 | 6,135 |
| Securities issued by states & political subdivisions | $819,000 | 4,947 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,941,000 | 4,885 |
| Mortgage-backed securities | $1,421,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 4,945 |
| Issued or guaranteed by U.S. | $1,421,000 | 4,929 |
| 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) | $819,000 | 2,651 |
| Available-for-sale securities (fair market value) | $5,528,000 | 6,224 |
| Total debt securities | $6,346,000 | 6,587 |
| 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 | $5,476,000 | 6,880 |
| U.S. Government securities | $5,036,000 | 6,435 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,036,000 | 6,349 |
| Securities issued by states & political subdivisions | $440,000 | 5,350 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,006,000 | 4,838 |
| Mortgage-backed securities | $930,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $930,000 | 5,235 |
| Issued or guaranteed by U.S. | $930,000 | 5,214 |
| 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) | $440,000 | 2,909 |
| Available-for-sale securities (fair market value) | $5,036,000 | 6,396 |
| Total debt securities | $5,475,000 | 6,820 |
| 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 | $5,718,000 | 6,843 |
| U.S. Government securities | $5,278,000 | 6,388 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,278,000 | 6,297 |
| Securities issued by states & political subdivisions | $440,000 | 5,366 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,864,000 | 4,882 |
| Mortgage-backed securities | $1,097,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $1,097,000 | 5,059 |
| Issued or guaranteed by U.S. | $1,097,000 | 5,035 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $440,000 | 2,959 |
| Available-for-sale securities (fair market value) | $5,278,000 | 6,362 |
| Total debt securities | $5,719,000 | 6,773 |
| 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 | $5,851,000 | 6,884 |
| U.S. Government securities | $5,410,000 | 6,461 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,410,000 | 6,362 |
| Securities issued by states & political subdivisions | $441,000 | 5,387 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,882,000 | 4,897 |
| Mortgage-backed securities | $1,204,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $1,204,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,204,000 | 4,771 |
| 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) | $441,000 | 3,006 |
| Available-for-sale securities (fair market value) | $5,410,000 | 6,364 |
| Total debt securities | $5,848,000 | 6,831 |
| 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 | $6,024,000 | 6,905 |
| U.S. Government securities | $5,503,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,503,000 | 6,429 |
| Securities issued by states & political subdivisions | $521,000 | 5,310 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,773,000 | 4,944 |
| Mortgage-backed securities | $1,370,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,567 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,554 |
| 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) | $521,000 | 2,993 |
| Available-for-sale securities (fair market value) | $5,503,000 | 6,393 |
| Total debt securities | $6,021,000 | 6,856 |
| 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 | $6,122,000 | 6,934 |
| U.S. Government securities | $5,599,000 | 6,538 |
| U.S. Treasury securities | $500,000 | 1,047 |
| U.S. Government agency obligations | $5,099,000 | 6,568 |
| Securities issued by states & political subdivisions | $523,000 | 5,340 |
| 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 | $3,808,000 | 4,973 |
| Mortgage-backed securities | $1,505,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,452 |
| 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) | $523,000 | 3,022 |
| Available-for-sale securities (fair market value) | $5,599,000 | 6,386 |
| Total debt securities | $6,122,000 | 6,884 |
| 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 | $5,354,000 | 7,142 |
| U.S. Government securities | $4,753,000 | 6,839 |
| U.S. Treasury securities | $499,000 | 1,155 |
| U.S. Government agency obligations | $4,254,000 | 6,831 |
| Securities issued by states & political subdivisions | $601,000 | 5,322 |
| 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 | $3,881,000 | 4,963 |
| Mortgage-backed securities | $1,643,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 4,385 |
| Issued or guaranteed by U.S. | $1,643,000 | 4,368 |
| 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) | $601,000 | 3,015 |
| Available-for-sale securities (fair market value) | $4,753,000 | 6,597 |
| Total debt securities | $5,354,000 | 7,098 |
| 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 | $5,410,000 | 7,170 |
| U.S. Government securities | $4,809,000 | 6,864 |
| U.S. Treasury securities | $493,000 | 1,242 |
| U.S. Government agency obligations | $4,316,000 | 6,860 |
| Securities issued by states & political subdivisions | $601,000 | 5,344 |
| 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 | $3,907,000 | 4,963 |
| Mortgage-backed securities | $1,717,000 | 4,873 |
| Certificates of participation in pools of residential mortgages | $1,717,000 | 4,348 |
| Issued or guaranteed by U.S. | $1,717,000 | 4,333 |
| 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) | $601,000 | 3,083 |
| Available-for-sale securities (fair market value) | $4,809,000 | 6,615 |
| Total debt securities | $5,410,000 | 7,124 |
| 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 | $4,854,000 | 7,382 |
| U.S. Government securities | $4,243,000 | 7,095 |
| U.S. Treasury securities | $491,000 | 1,319 |
| U.S. Government agency obligations | $3,752,000 | 7,117 |
| Securities issued by states & political subdivisions | $611,000 | 5,377 |
| 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 | $3,895,000 | 4,983 |
| Mortgage-backed securities | $1,182,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,182,000 | 4,653 |
| 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) | $611,000 | 3,143 |
| Available-for-sale securities (fair market value) | $4,243,000 | 6,781 |
| Total debt securities | $4,852,000 | 7,329 |
| 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 | $5,006,000 | 7,374 |
| U.S. Government securities | $4,397,000 | 7,078 |
| U.S. Treasury securities | $486,000 | 1,364 |
| U.S. Government agency obligations | $3,911,000 | 7,078 |
| Securities issued by states & political subdivisions | $609,000 | 5,401 |
| 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 | $4,043,000 | 4,943 |
| Mortgage-backed securities | $1,354,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,555 |
| 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) | $609,000 | 3,175 |
| Available-for-sale securities (fair market value) | $4,397,000 | 6,777 |
| Total debt securities | $5,005,000 | 7,326 |
| 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 | $5,152,000 | 7,385 |
| U.S. Government securities | $4,579,000 | 7,067 |
| U.S. Treasury securities | $489,000 | 1,443 |
| U.S. Government agency obligations | $4,090,000 | 7,061 |
| Securities issued by states & political subdivisions | $573,000 | 5,466 |
| 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 | $4,210,000 | 4,877 |
| Mortgage-backed securities | $1,522,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,493 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,476 |
| 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) | $573,000 | 3,273 |
| Available-for-sale securities (fair market value) | $4,579,000 | 6,767 |
| Total debt securities | $5,156,000 | 7,327 |
| 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 | $5,252,000 | 7,404 |
| U.S. Government securities | $4,681,000 | 7,051 |
| U.S. Treasury securities | $487,000 | 1,465 |
| U.S. Government agency obligations | $4,194,000 | 7,040 |
| Securities issued by states & political subdivisions | $571,000 | 5,500 |
| 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 | $4,305,000 | 4,836 |
| Mortgage-backed securities | $1,631,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,468 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,449 |
| 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) | $571,000 | 3,344 |
| Available-for-sale securities (fair market value) | $4,681,000 | 6,773 |
| Total debt securities | $5,249,000 | 7,349 |
| 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 | $5,559,000 | 7,350 |
| U.S. Government securities | $4,815,000 | 7,017 |
| U.S. Treasury securities | $489,000 | 1,497 |
| U.S. Government agency obligations | $4,326,000 | 7,028 |
| Securities issued by states & political subdivisions | $744,000 | 5,339 |
| 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 | $4,398,000 | 4,806 |
| Mortgage-backed securities | $1,753,000 | 4,982 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,435 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,419 |
| 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) | $744,000 | 3,274 |
| Available-for-sale securities (fair market value) | $4,815,000 | 6,762 |
| Total debt securities | $5,556,000 | 7,296 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,090,000 | 7,261 |
| U.S. Government securities | $5,449,000 | 6,864 |
| U.S. Treasury securities | $491,000 | 1,561 |
| U.S. Government agency obligations | $4,958,000 | 6,870 |
| Securities issued by states & political subdivisions | $641,000 | 5,440 |
| 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 | $3,338,000 | 5,212 |
| Mortgage-backed securities | $1,881,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $1,881,000 | 4,440 |
| Issued or guaranteed by U.S. | $1,881,000 | 4,422 |
| 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) | $641,000 | 3,400 |
| Available-for-sale securities (fair market value) | $5,449,000 | 6,637 |
| Total debt securities | $6,089,000 | 7,194 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,356,000 | 7,508 |
| U.S. Government securities | $4,836,000 | 7,126 |
| U.S. Treasury securities | $487,000 | 1,662 |
| U.S. Government agency obligations | $4,349,000 | 7,115 |
| Securities issued by states & political subdivisions | $520,000 | 5,589 |
| 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 | $3,272,000 | 5,274 |
| Mortgage-backed securities | $1,384,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,809 |
| 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) | $520,000 | 3,529 |
| Available-for-sale securities (fair market value) | $4,836,000 | 6,855 |
| Total debt securities | $5,358,000 | 7,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,041,000 | 7,386 |
| U.S. Government securities | $5,521,000 | 6,918 |
| U.S. Treasury securities | $494,000 | 1,668 |
| U.S. Government agency obligations | $5,027,000 | 6,928 |
| Securities issued by states & political subdivisions | $520,000 | 5,623 |
| 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 | $3,905,000 | 4,995 |
| Mortgage-backed securities | $1,534,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,752 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,737 |
| 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) | $1,018,000 | 3,215 |
| Available-for-sale securities (fair market value) | $5,023,000 | 6,836 |
| Total debt securities | $6,041,000 | 7,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,142,000 | 7,634 |
| U.S. Government securities | $4,611,000 | 7,246 |
| U.S. Treasury securities | $499,000 | 1,625 |
| U.S. Government agency obligations | $4,112,000 | 7,256 |
| Securities issued by states & political subdivisions | $531,000 | 5,658 |
| 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 | $4,087,000 | 4,946 |
| Mortgage-backed securities | $1,599,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,733 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $531,000 | 3,634 |
| Available-for-sale securities (fair market value) | $4,611,000 | 6,972 |
| Total debt securities | $5,139,000 | 7,574 |
| 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 | $5,716,000 | 7,567 |
| U.S. Government securities | $5,275,000 | 7,120 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,275,000 | 6,960 |
| Securities issued by states & political subdivisions | $441,000 | 5,840 |
| 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 | $3,850,000 | 5,032 |
| Mortgage-backed securities | $1,771,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,706 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,691 |
| 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) | $441,000 | 3,782 |
| Available-for-sale securities (fair market value) | $5,275,000 | 6,880 |
| Total debt securities | $5,716,000 | 7,499 |
| 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 | $5,971,000 | 7,525 |
| U.S. Government securities | $5,486,000 | 7,021 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,486,000 | 6,851 |
| Securities issued by states & political subdivisions | $485,000 | 5,779 |
| 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 | $4,083,000 | 4,884 |
| Mortgage-backed securities | $1,926,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 4,653 |
| Issued or guaranteed by U.S. | $1,926,000 | 4,636 |
| 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) | $485,000 | 3,786 |
| Available-for-sale securities (fair market value) | $5,486,000 | 6,821 |
| Total debt securities | $5,971,000 | 7,448 |
| 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 | $5,963,000 | 7,589 |
| U.S. Government securities | $5,478,000 | 7,092 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,478,000 | 6,905 |
| Securities issued by states & political subdivisions | $485,000 | 5,836 |
| 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 | $3,869,000 | 4,914 |
| Mortgage-backed securities | $1,156,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 5,150 |
| Issued or guaranteed by U.S. | $1,156,000 | 5,129 |
| 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) | $485,000 | 3,837 |
| Available-for-sale securities (fair market value) | $5,478,000 | 6,872 |
| Total debt securities | $5,962,000 | 7,507 |
| 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 | $5,135,000 | 7,753 |
| U.S. Government securities | $4,640,000 | 7,257 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,640,000 | 7,075 |
| Securities issued by states & political subdivisions | $495,000 | 5,860 |
| 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 | $3,099,000 | 5,236 |
| Mortgage-backed securities | $799,000 | 5,986 |
| Certificates of participation in pools of residential mortgages | $799,000 | 5,476 |
| Issued or guaranteed by U.S. | $799,000 | 5,452 |
| 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) | $495,000 | 3,875 |
| Available-for-sale securities (fair market value) | $4,640,000 | 7,039 |
| Total debt securities | $5,135,000 | 7,659 |
| 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 | $5,251,000 | 7,697 |
| U.S. Government securities | $4,751,000 | 7,175 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,751,000 | 6,996 |
| Securities issued by states & political subdivisions | $495,000 | 5,856 |
| 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 | $5,000 | 2,317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,034,000 | 4,787 |
| Mortgage-backed securities | $866,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $866,000 | 5,485 |
| Issued or guaranteed by U.S. | $866,000 | 5,464 |
| 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) | $495,000 | 3,904 |
| Available-for-sale securities (fair market value) | $4,756,000 | 7,013 |
| Total debt securities | $5,245,000 | 7,610 |
| 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 | $5,409,000 | 7,699 |
| U.S. Government securities | $4,859,000 | 7,201 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,859,000 | 6,999 |
| Securities issued by states & political subdivisions | $545,000 | 5,727 |
| 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 | $5,000 | 2,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,231,000 | 5,181 |
| Mortgage-backed securities | $982,000 | 5,969 |
| Certificates of participation in pools of residential mortgages | $964,000 | 5,419 |
| Issued or guaranteed by U.S. | $964,000 | 5,399 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $18,000 | 4,269 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 4,068 |
| 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) | $545,000 | 3,878 |
| Available-for-sale securities (fair market value) | $4,864,000 | 7,003 |
| Total debt securities | $5,403,000 | 7,615 |
| 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 | $4,551,000 | 7,951 |
| U.S. Government securities | $3,985,000 | 7,560 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,985,000 | 7,364 |
| Securities issued by states & political subdivisions | $561,000 | 5,715 |
| 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 | $5,000 | 2,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,231,000 | 5,191 |
| Mortgage-backed securities | $891,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $853,000 | 5,487 |
| Issued or guaranteed by U.S. | $853,000 | 5,469 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $38,000 | 4,255 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 4,067 |
| 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) | $561,000 | 3,961 |
| Available-for-sale securities (fair market value) | $3,990,000 | 7,261 |
| Total debt securities | $4,545,000 | 7,873 |
| 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 | $4,773,000 | 8,001 |
| U.S. Government securities | $4,468,000 | 7,450 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,468,000 | 7,192 |
| Securities issued by states & political subdivisions | $300,000 | 6,298 |
| 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 | $5,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,904,000 | 4,880 |
| Mortgage-backed securities | $1,776,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $1,647,000 | 4,732 |
| Issued or guaranteed by U.S. | $1,647,000 | 4,707 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $129,000 | 4,222 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 4,033 |
| 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) | $300,000 | 4,519 |
| Available-for-sale securities (fair market value) | $4,473,000 | 7,138 |
| Total debt securities | $4,768,000 | 7,898 |
| 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 | $5,210,000 | 8,289 |
| U.S. Government securities | $4,749,000 | 7,872 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,749,000 | 7,537 |
| Securities issued by states & political subdivisions | $315,000 | 6,422 |
| Other domestic debt securities | $141,000 | 3,534 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,143 |
| 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 | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,787,000 | 5,228 |
| Mortgage-backed securities | $2,433,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 3,770 |
| Issued or guaranteed by U.S. | $2,292,000 | 3,754 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $141,000 | 3,871 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $141,000 | 992 |
| 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) | $315,000 | 5,128 |
| Available-for-sale securities (fair market value) | $4,895,000 | 7,281 |
| Total debt securities | $5,205,000 | 8,167 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,464,000 | 8,512 |
| U.S. Government securities | $5,026,000 | 8,024 |
| U.S. Treasury securities | $998,000 | 3,724 |
| U.S. Government agency obligations | $4,028,000 | 7,979 |
| Securities issued by states & political subdivisions | $295,000 | 6,775 |
| Other domestic debt securities | $138,000 | 3,449 |
| Privately issued residential mortgage-backed securities | $138,000 | 1,176 |
| 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 | $5,000 | 8,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,295,000 | 5,510 |
| Mortgage-backed securities | $2,444,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,306,000 | 3,979 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $138,000 | 4,120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $138,000 | 1,027 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $295,000 | 5,587 |
| Available-for-sale securities (fair market value) | $5,169,000 | 7,366 |
| Total debt securities | $5,459,000 | 8,393 |
| 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 | $5,387,000 | 8,633 |
| U.S. Government securities | $4,823,000 | 8,128 |
| U.S. Treasury securities | $1,623,000 | 4,239 |
| U.S. Government agency obligations | $3,200,000 | 8,107 |
| Securities issued by states & political subdivisions | $325,000 | 6,928 |
| Other domestic debt securities | $234,000 | 3,148 |
| Privately issued residential mortgage-backed securities | $234,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,069,000 | 4,758 |
| Mortgage-backed securities | $2,817,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,045 |
| Issued or guaranteed by U.S. | $2,583,000 | 4,024 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $234,000 | 4,195 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $234,000 | 911 |
| 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) | $325,000 | 6,083 |
| Available-for-sale securities (fair market value) | $5,062,000 | 7,337 |
| Total debt securities | $5,382,000 | 8,504 |
| 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 | $5,400,000 | 9,054 |
| U.S. Government securities | $4,808,000 | 8,691 |
| U.S. Treasury securities | $1,600,000 | 5,569 |
| U.S. Government agency obligations | $3,208,000 | 8,278 |
| Securities issued by states & political subdivisions | $340,000 | 7,097 |
| Other domestic debt securities | $247,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $247,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,551,000 | 5,276 |
| Mortgage-backed securities | $2,843,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $2,596,000 | 3,989 |
| Issued or guaranteed by U.S. | $2,596,000 | 3,972 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $247,000 | 4,437 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $247,000 | 795 |
| 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) | $340,000 | 6,913 |
| Available-for-sale securities (fair market value) | $5,060,000 | 7,449 |
| Total debt securities | $5,395,000 | 8,935 |
| 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 | $4,085,000 | 10,142 |
| U.S. Government securities | $2,438,000 | 10,409 |
| U.S. Treasury securities | $791,000 | 7,632 |
| U.S. Government agency obligations | $1,647,000 | 9,698 |
| Securities issued by states & political subdivisions | $290,000 | 7,623 |
| Other domestic debt securities | $1,352,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $1,352,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,028,000 | 5,834 |
| Mortgage-backed securities | $1,898,000 | 5,964 |
| Certificates of participation in pools of residential mortgages | $1,659,000 | 5,033 |
| Issued or guaranteed by U.S. | $307,000 | 7,124 |
| Privately issued | $1,352,000 | 232 |
| Collaterized mortgage obligations | $239,000 | 4,935 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 4,750 |
| 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) | $290,000 | 7,638 |
| Available-for-sale securities (fair market value) | $3,795,000 | 8,268 |
| Total debt securities | $4,080,000 | 10,044 |
| 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 | $3,905,000 | 10,672 |
| U.S. Government securities | $3,649,000 | 10,250 |
| U.S. Treasury securities | $506,000 | 9,304 |
| U.S. Government agency obligations | $3,143,000 | 8,870 |
| Securities issued by states & political subdivisions | $251,000 | 8,018 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,870,000 | 6,085 |
| Mortgage-backed securities | $2,338,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 4,826 |
| Issued or guaranteed by U.S. | $2,098,000 | 4,797 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $240,000 | 5,389 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 5,169 |
| 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) | $251,000 | 8,080 |
| Available-for-sale securities (fair market value) | $3,654,000 | 8,644 |
| Total debt securities | $3,905,000 | 10,567 |
| 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 | $4,645,000 | 11,012 |
| U.S. Government securities | $4,145,000 | 10,611 |
| U.S. Treasury securities | $1,278,000 | 9,219 |
| U.S. Government agency obligations | $2,867,000 | 9,239 |
| Securities issued by states & political subdivisions | $495,000 | 7,723 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,248,000 | 5,185 |
| Mortgage-backed securities | $2,367,000 | 6,344 |
| Certificates of participation in pools of residential mortgages | $2,140,000 | 5,056 |
| Issued or guaranteed by U.S. | $2,140,000 | 5,031 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $227,000 | 5,828 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 5,576 |
| 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) | $495,000 | 11,102 |
| Available-for-sale securities (fair market value) | $4,150,000 | 7,358 |
| Total debt securities | $4,640,000 | 10,910 |
| 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 | $4,104,000 | 11,684 |
| U.S. Government securities | $3,635,000 | 11,309 |
| U.S. Treasury securities | $811,000 | 10,320 |
| U.S. Government agency obligations | $2,824,000 | 9,539 |
| Securities issued by states & political subdivisions | $464,000 | 8,004 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,841,000 | 5,366 |
| Mortgage-backed securities | $2,824,000 | 6,560 |
| Certificates of participation in pools of residential mortgages | $2,500,000 | 5,285 |
| Issued or guaranteed by U.S. | $2,500,000 | 5,244 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $324,000 | 6,052 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 5,792 |
| 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 | $4,099,000 | 11,562 |
| 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 | $4,019,000 | 12,118 |
| U.S. Government securities | $3,366,000 | 11,860 |
| U.S. Treasury securities | $317,000 | 11,636 |
| U.S. Government agency obligations | $3,049,000 | 9,498 |
| Securities issued by states & political subdivisions | $648,000 | 7,326 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,531,000 | 6,450 |
| Mortgage-backed securities | $3,049,000 | 6,720 |
| Certificates of participation in pools of residential mortgages | $2,547,000 | 5,566 |
| Issued or guaranteed by U.S. | $2,547,000 | 5,501 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $502,000 | 5,830 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 5,410 |
| 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 | $4,014,000 | 11,991 |
| 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 |