Home > Bank of the Commonwealth > Securities
Bank of the Commonwealth, Securities
| 2011-06-30 | Rank | |
| Total securities | $12,638,000 | 5,428 |
| U.S. Government securities | $12,638,000 | 4,625 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,638,000 | 4,508 |
| 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 | $12,637,000 | 2,829 |
| Mortgage-backed securities | $12,638,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,275 |
| Issued or guaranteed by U.S. | $262,000 | 5,260 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,376,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $12,376,000 | 1,219 |
| 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) | $93,000 | 2,765 |
| Available-for-sale securities (fair market value) | $12,545,000 | 5,006 |
| Total debt securities | $12,638,000 | 5,394 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $12,070,000 | 5,511 |
| U.S. Government securities | $12,070,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,070,000 | 4,580 |
| 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 | $12,054,000 | 2,918 |
| Mortgage-backed securities | $11,569,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,212 |
| Issued or guaranteed by U.S. | $305,000 | 5,201 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,264,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $11,264,000 | 1,248 |
| 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) | $113,000 | 2,735 |
| Available-for-sale securities (fair market value) | $11,957,000 | 5,090 |
| Total debt securities | $12,070,000 | 5,475 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $501,000 | 2,913 |
| 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 | $9,335,000 | 5,808 |
| U.S. Government securities | $9,159,000 | 5,009 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,159,000 | 4,894 |
| Securities issued by states & political subdivisions | $176,000 | 5,624 |
| 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 | $8,322,000 | 3,476 |
| Mortgage-backed securities | $8,657,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,184 |
| Issued or guaranteed by U.S. | $315,000 | 5,172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,342,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $8,342,000 | 1,433 |
| 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) | $123,000 | 2,750 |
| Available-for-sale securities (fair market value) | $9,212,000 | 5,373 |
| Total debt securities | $9,335,000 | 5,771 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $501,000 | 2,793 |
| 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 | $6,962,000 | 6,191 |
| U.S. Government securities | $6,533,000 | 5,535 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,533,000 | 5,410 |
| Securities issued by states & political subdivisions | $429,000 | 5,345 |
| 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 | $6,709,000 | 3,821 |
| Mortgage-backed securities | $1,529,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,164 |
| Issued or guaranteed by U.S. | $338,000 | 5,152 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,191,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,613 |
| 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) | $129,000 | 2,812 |
| Available-for-sale securities (fair market value) | $6,833,000 | 5,719 |
| Total debt securities | $6,962,000 | 6,150 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,004,000 | 2,465 |
| 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 | $6,979,000 | 6,278 |
| U.S. Government securities | $6,552,000 | 5,680 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,552,000 | 5,567 |
| Securities issued by states & political subdivisions | $427,000 | 5,305 |
| 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 | $6,725,000 | 3,867 |
| Mortgage-backed securities | $534,000 | 5,486 |
| Certificates of participation in pools of residential mortgages | $353,000 | 5,221 |
| Issued or guaranteed by U.S. | $353,000 | 5,211 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $181,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 3,138 |
| 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) | $135,000 | 2,871 |
| Available-for-sale securities (fair market value) | $6,844,000 | 5,801 |
| Total debt securities | $6,979,000 | 6,240 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,309 |
| Fair value | $1,507,000 | 2,278 |
| 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 | $4,196,000 | 6,863 |
| U.S. Government securities | $3,546,000 | 6,520 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,546,000 | 6,410 |
| Securities issued by states & political subdivisions | $650,000 | 5,092 |
| 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 | $3,937,000 | 4,702 |
| Mortgage-backed securities | $567,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,330 |
| Issued or guaranteed by U.S. | $375,000 | 5,319 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $192,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,101 |
| 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) | $142,000 | 2,921 |
| Available-for-sale securities (fair market value) | $4,054,000 | 6,370 |
| Total debt securities | $4,196,000 | 6,824 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,755,000 | 6,595 |
| U.S. Government securities | $5,105,000 | 6,058 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,105,000 | 5,956 |
| Securities issued by states & political subdivisions | $650,000 | 5,135 |
| 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 | $5,503,000 | 4,263 |
| Mortgage-backed securities | $602,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $403,000 | 5,373 |
| Issued or guaranteed by U.S. | $403,000 | 5,360 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $199,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,104 |
| 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) | $158,000 | 2,962 |
| Available-for-sale securities (fair market value) | $5,597,000 | 6,095 |
| Total debt securities | $5,755,000 | 6,561 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,502,000 | 1,772 |
| 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 | $5,792,000 | 6,638 |
| U.S. Government securities | $5,143,000 | 6,111 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,143,000 | 6,024 |
| Securities issued by states & political subdivisions | $649,000 | 5,181 |
| 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 | $5,539,000 | 4,238 |
| Mortgage-backed securities | $631,000 | 5,681 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,429 |
| Issued or guaranteed by U.S. | $426,000 | 5,413 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $205,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,098 |
| 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) | $169,000 | 3,027 |
| Available-for-sale securities (fair market value) | $5,623,000 | 6,141 |
| Total debt securities | $5,792,000 | 6,596 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,502,000 | 1,344 |
| 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 | $5,333,000 | 6,745 |
| U.S. Government securities | $4,684,000 | 6,251 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,684,000 | 6,159 |
| Securities issued by states & political subdivisions | $649,000 | 5,189 |
| 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 | $5,331,000 | 4,309 |
| Mortgage-backed securities | $664,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,473 |
| Issued or guaranteed by U.S. | $448,000 | 5,455 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $216,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,076 |
| 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) | $177,000 | 3,065 |
| Available-for-sale securities (fair market value) | $5,156,000 | 6,240 |
| Total debt securities | $5,333,000 | 6,703 |
| 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 | $5,517,000 | 6,767 |
| U.S. Government securities | $4,738,000 | 6,365 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,738,000 | 6,282 |
| Securities issued by states & political subdivisions | $779,000 | 5,020 |
| 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 | $5,515,000 | 4,316 |
| Mortgage-backed securities | $694,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,523 |
| Issued or guaranteed by U.S. | $467,000 | 5,507 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $227,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,079 |
| 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) | $185,000 | 3,094 |
| Available-for-sale securities (fair market value) | $5,332,000 | 6,239 |
| Total debt securities | $5,517,000 | 6,729 |
| 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 | $7,053,000 | 6,496 |
| U.S. Government securities | $6,274,000 | 6,056 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,274,000 | 5,970 |
| Securities issued by states & political subdivisions | $779,000 | 4,980 |
| 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 | $6,550,000 | 4,109 |
| Mortgage-backed securities | $713,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,526 |
| Issued or guaranteed by U.S. | $477,000 | 5,510 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $236,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,070 |
| 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) | $192,000 | 3,109 |
| Available-for-sale securities (fair market value) | $6,861,000 | 5,985 |
| Total debt securities | $7,053,000 | 6,455 |
| 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 | $7,187,000 | 6,444 |
| U.S. Government securities | $6,211,000 | 6,036 |
| U.S. Treasury securities | $11,000 | 1,015 |
| U.S. Government agency obligations | $6,200,000 | 5,953 |
| Securities issued by states & political subdivisions | $976,000 | 4,826 |
| 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 | $7,182,000 | 3,975 |
| Mortgage-backed securities | $750,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,492 |
| Issued or guaranteed by U.S. | $506,000 | 5,477 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $244,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,975 |
| 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) | $402,000 | 2,923 |
| Available-for-sale securities (fair market value) | $6,785,000 | 5,961 |
| Total debt securities | $7,187,000 | 6,401 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $497,000 | 1,390 |
| 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 | $7,279,000 | 6,481 |
| U.S. Government securities | $6,303,000 | 6,054 |
| U.S. Treasury securities | $11,000 | 1,019 |
| U.S. Government agency obligations | $6,292,000 | 5,968 |
| Securities issued by states & political subdivisions | $976,000 | 4,867 |
| 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 | $7,266,000 | 3,929 |
| Mortgage-backed securities | $802,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $547,000 | 5,477 |
| Issued or guaranteed by U.S. | $547,000 | 5,456 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $255,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 2,972 |
| 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) | $425,000 | 2,919 |
| Available-for-sale securities (fair market value) | $6,854,000 | 6,000 |
| Total debt securities | $7,279,000 | 6,420 |
| 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 | $7,385,000 | 6,479 |
| U.S. Government securities | $6,410,000 | 6,037 |
| U.S. Treasury securities | $11,000 | 1,042 |
| U.S. Government agency obligations | $6,399,000 | 5,947 |
| Securities issued by states & political subdivisions | $975,000 | 4,900 |
| 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 | $7,372,000 | 3,872 |
| Mortgage-backed securities | $835,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,423 |
| Issued or guaranteed by U.S. | $564,000 | 5,397 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $271,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,942 |
| 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) | $429,000 | 2,966 |
| Available-for-sale securities (fair market value) | $6,956,000 | 6,013 |
| Total debt securities | $7,385,000 | 6,408 |
| 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 | $7,375,000 | 6,565 |
| U.S. Government securities | $6,404,000 | 6,180 |
| U.S. Treasury securities | $11,000 | 1,144 |
| U.S. Government agency obligations | $6,393,000 | 6,079 |
| Securities issued by states & political subdivisions | $971,000 | 4,921 |
| 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 | $7,374,000 | 3,917 |
| Mortgage-backed securities | $865,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,246 |
| Issued or guaranteed by U.S. | $584,000 | 5,226 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $281,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,861 |
| 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) | $432,000 | 3,009 |
| Available-for-sale securities (fair market value) | $6,943,000 | 6,040 |
| Total debt securities | $7,375,000 | 6,506 |
| 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 | $6,889,000 | 6,720 |
| U.S. Government securities | $5,921,000 | 6,412 |
| U.S. Treasury securities | $11,000 | 1,233 |
| U.S. Government agency obligations | $5,910,000 | 6,310 |
| Securities issued by states & political subdivisions | $968,000 | 4,935 |
| 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 | $6,886,000 | 4,046 |
| Mortgage-backed securities | $901,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,133 |
| Issued or guaranteed by U.S. | $606,000 | 5,116 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $295,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,813 |
| 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) | $437,000 | 3,061 |
| Available-for-sale securities (fair market value) | $6,452,000 | 6,183 |
| Total debt securities | $6,889,000 | 6,669 |
| 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 | $6,909,000 | 6,762 |
| U.S. Government securities | $5,940,000 | 6,441 |
| U.S. Treasury securities | $11,000 | 1,361 |
| U.S. Government agency obligations | $5,929,000 | 6,324 |
| Securities issued by states & political subdivisions | $964,000 | 4,959 |
| Other domestic debt securities | $5,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,366 |
| 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 | $6,904,000 | 4,042 |
| Mortgage-backed securities | $961,000 | 5,299 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,105 |
| Issued or guaranteed by U.S. | $646,000 | 5,088 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $315,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,776 |
| Privately issued | $5,000 | 1,275 |
| 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) | $442,000 | 3,088 |
| Available-for-sale securities (fair market value) | $6,467,000 | 6,202 |
| Total debt securities | $6,909,000 | 6,707 |
| 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 | $7,506,000 | 6,658 |
| U.S. Government securities | $6,533,000 | 6,310 |
| U.S. Treasury securities | $11,000 | 1,445 |
| U.S. Government agency obligations | $6,522,000 | 6,183 |
| Securities issued by states & political subdivisions | $966,000 | 4,992 |
| Other domestic debt securities | $7,000 | 2,922 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,328 |
| 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 | $7,504,000 | 3,908 |
| Mortgage-backed securities | $1,033,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,076 |
| Issued or guaranteed by U.S. | $699,000 | 5,057 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $334,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 2,751 |
| Privately issued | $7,000 | 1,225 |
| 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) | $464,000 | 3,135 |
| Available-for-sale securities (fair market value) | $7,042,000 | 6,102 |
| Total debt securities | $7,506,000 | 6,599 |
| 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 | $7,676,000 | 6,661 |
| U.S. Government securities | $6,562,000 | 6,351 |
| U.S. Treasury securities | $10,000 | 1,496 |
| U.S. Government agency obligations | $6,552,000 | 6,221 |
| Securities issued by states & political subdivisions | $1,105,000 | 4,894 |
| Other domestic debt securities | $9,000 | 2,961 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,312 |
| 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 | $7,674,000 | 3,878 |
| Mortgage-backed securities | $1,075,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,054 |
| Issued or guaranteed by U.S. | $721,000 | 5,036 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $354,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 2,735 |
| Privately issued | $9,000 | 1,220 |
| 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) | $470,000 | 3,193 |
| Available-for-sale securities (fair market value) | $7,206,000 | 6,084 |
| Total debt securities | $7,676,000 | 6,603 |
| 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 | $8,027,000 | 6,641 |
| U.S. Government securities | $6,648,000 | 6,372 |
| U.S. Treasury securities | $10,000 | 1,572 |
| U.S. Government agency obligations | $6,638,000 | 6,247 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,713 |
| Other domestic debt securities | $13,000 | 3,002 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,291 |
| 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 | $8,003,000 | 3,802 |
| Mortgage-backed securities | $1,173,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $789,000 | 4,994 |
| Issued or guaranteed by U.S. | $789,000 | 4,971 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $384,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,683 |
| Privately issued | $13,000 | 1,187 |
| 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) | $487,000 | 3,253 |
| Available-for-sale securities (fair market value) | $7,540,000 | 6,055 |
| Total debt securities | $8,027,000 | 6,581 |
| 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 | $8,558,000 | 6,556 |
| U.S. Government securities | $7,183,000 | 6,221 |
| U.S. Treasury securities | $10,000 | 1,630 |
| U.S. Government agency obligations | $7,173,000 | 6,094 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,728 |
| Other domestic debt securities | $14,000 | 3,070 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,276 |
| 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 | $8,555,000 | 3,679 |
| Mortgage-backed securities | $1,276,000 | 5,131 |
| Certificates of participation in pools of residential mortgages | $869,000 | 4,968 |
| Issued or guaranteed by U.S. | $869,000 | 4,947 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $407,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,646 |
| Privately issued | $14,000 | 1,179 |
| 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) | $510,000 | 3,255 |
| Available-for-sale securities (fair market value) | $8,048,000 | 5,956 |
| Total debt securities | $8,558,000 | 6,494 |
| 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 | $8,823,000 | 6,554 |
| U.S. Government securities | $7,311,000 | 6,259 |
| U.S. Treasury securities | $10,000 | 1,710 |
| U.S. Government agency obligations | $7,301,000 | 6,115 |
| Securities issued by states & political subdivisions | $1,492,000 | 4,673 |
| Other domestic debt securities | $20,000 | 3,132 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,249 |
| 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 | $8,809,000 | 3,632 |
| Mortgage-backed securities | $1,366,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $916,000 | 4,956 |
| Issued or guaranteed by U.S. | $916,000 | 4,936 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $450,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,613 |
| Privately issued | $20,000 | 1,157 |
| 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) | $515,000 | 3,316 |
| Available-for-sale securities (fair market value) | $8,308,000 | 5,952 |
| Total debt securities | $8,823,000 | 6,495 |
| 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 | $8,924,000 | 6,562 |
| U.S. Government securities | $7,401,000 | 6,237 |
| U.S. Treasury securities | $10,000 | 1,731 |
| U.S. Government agency obligations | $7,391,000 | 6,103 |
| Securities issued by states & political subdivisions | $1,496,000 | 4,691 |
| Other domestic debt securities | $27,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,219 |
| 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 | $8,916,000 | 3,588 |
| Mortgage-backed securities | $1,443,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $960,000 | 4,959 |
| Issued or guaranteed by U.S. | $960,000 | 4,940 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $483,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,599 |
| Privately issued | $27,000 | 1,120 |
| 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) | $530,000 | 3,370 |
| Available-for-sale securities (fair market value) | $8,394,000 | 5,957 |
| Total debt securities | $8,924,000 | 6,506 |
| 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 | $5,059,000 | 7,469 |
| U.S. Government securities | $3,522,000 | 7,448 |
| U.S. Treasury securities | $10,000 | 1,780 |
| U.S. Government agency obligations | $3,512,000 | 7,305 |
| Securities issued by states & political subdivisions | $1,506,000 | 4,693 |
| Other domestic debt securities | $31,000 | 3,272 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,201 |
| 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 | $5,055,000 | 4,572 |
| Mortgage-backed securities | $1,557,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,022,000 | 4,928 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $535,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,558 |
| Privately issued | $31,000 | 1,099 |
| 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 | 3,406 |
| Available-for-sale securities (fair market value) | $4,514,000 | 6,828 |
| Total debt securities | $5,059,000 | 7,410 |
| 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 | $5,696,000 | 7,355 |
| U.S. Government securities | $3,650,000 | 7,449 |
| U.S. Treasury securities | $10,000 | 1,833 |
| U.S. Government agency obligations | $3,640,000 | 7,304 |
| Securities issued by states & political subdivisions | $1,763,000 | 4,517 |
| Other domestic debt securities | $283,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 2,510 |
| 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 | $5,683,000 | 4,372 |
| Mortgage-backed securities | $1,677,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 4,955 |
| Issued or guaranteed by U.S. | $1,085,000 | 4,935 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $592,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $556,000 | 2,586 |
| Privately issued | $36,000 | 1,055 |
| 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) | $559,000 | 3,455 |
| Available-for-sale securities (fair market value) | $5,137,000 | 6,696 |
| Total debt securities | $5,696,000 | 7,290 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $247,000 | 2,875 |
| 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 | $6,770,000 | 7,156 |
| U.S. Government securities | $4,718,000 | 7,151 |
| U.S. Treasury securities | $10,000 | 1,958 |
| U.S. Government agency obligations | $4,708,000 | 6,993 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,505 |
| Other domestic debt securities | $285,000 | 2,976 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 2,598 |
| 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 | $6,766,000 | 4,087 |
| Mortgage-backed securities | $1,776,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $1,122,000 | 4,982 |
| Issued or guaranteed by U.S. | $1,122,000 | 4,969 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $654,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,601 |
| Privately issued | $41,000 | 1,047 |
| 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) | $566,000 | 3,491 |
| Available-for-sale securities (fair market value) | $6,204,000 | 6,532 |
| Total debt securities | $6,770,000 | 7,103 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $244,000 | 2,848 |
| 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 | $6,945,000 | 7,141 |
| U.S. Government securities | $4,863,000 | 7,149 |
| U.S. Treasury securities | $10,000 | 1,957 |
| U.S. Government agency obligations | $4,853,000 | 6,993 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,504 |
| Other domestic debt securities | $295,000 | 3,011 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,000 | 2,659 |
| 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 | $6,943,000 | 4,030 |
| Mortgage-backed securities | $1,897,000 | 5,108 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,989 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,976 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $732,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 2,610 |
| Privately issued | $53,000 | 1,026 |
| 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) | $574,000 | 3,525 |
| Available-for-sale securities (fair market value) | $6,371,000 | 6,495 |
| Total debt securities | $6,945,000 | 7,075 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,726 |
| Fair value | $242,000 | 2,785 |
| 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 | $8,112,000 | 6,909 |
| U.S. Government securities | $5,012,000 | 7,126 |
| U.S. Treasury securities | $10,000 | 1,985 |
| U.S. Government agency obligations | $5,002,000 | 6,979 |
| Securities issued by states & political subdivisions | $2,801,000 | 3,919 |
| Other domestic debt securities | $299,000 | 3,044 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $241,000 | 2,724 |
| 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 | $8,090,000 | 3,732 |
| Mortgage-backed securities | $2,033,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 4,945 |
| Issued or guaranteed by U.S. | $1,255,000 | 4,935 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $778,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,613 |
| Privately issued | $58,000 | 980 |
| 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) | $597,000 | 3,587 |
| Available-for-sale securities (fair market value) | $7,515,000 | 6,269 |
| Total debt securities | $8,112,000 | 6,844 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,703 |
| Fair value | $241,000 | 2,771 |
| 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 | $10,104,000 | 6,564 |
| U.S. Government securities | $6,915,000 | 6,610 |
| U.S. Treasury securities | $809,000 | 1,522 |
| U.S. Government agency obligations | $6,106,000 | 6,685 |
| Securities issued by states & political subdivisions | $2,834,000 | 3,901 |
| Other domestic debt securities | $355,000 | 3,073 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $239,000 | 2,838 |
| 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 | $5,855,000 | 4,295 |
| Mortgage-backed securities | $2,223,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 4,961 |
| Issued or guaranteed by U.S. | $1,351,000 | 4,948 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $872,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,640 |
| Privately issued | $116,000 | 926 |
| 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) | $730,000 | 3,517 |
| Available-for-sale securities (fair market value) | $9,374,000 | 5,951 |
| Total debt securities | $10,104,000 | 6,491 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,656 |
| Fair value | $239,000 | 2,723 |
| 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 | $8,350,000 | 6,916 |
| U.S. Government securities | $3,135,000 | 7,768 |
| U.S. Treasury securities | $809,000 | 1,492 |
| U.S. Government agency obligations | $2,326,000 | 7,874 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,854 |
| Other domestic debt securities | $405,000 | 3,137 |
| Privately issued residential mortgage-backed securities | $164,000 | 1,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $241,000 | 2,917 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,861,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,440,000 | 4,398 |
| Mortgage-backed securities | $2,490,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $1,520,000 | 4,897 |
| Issued or guaranteed by U.S. | $1,520,000 | 4,882 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $970,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,659 |
| Privately issued | $164,000 | 946 |
| 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) | $789,000 | 3,505 |
| Available-for-sale securities (fair market value) | $7,561,000 | 6,324 |
| Total debt securities | $6,489,000 | 7,302 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,444 |
| Fair value | $241,000 | 2,502 |
| 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 | $12,431,000 | 6,120 |
| U.S. Government securities | $3,366,000 | 7,763 |
| U.S. Treasury securities | $809,000 | 1,604 |
| U.S. Government agency obligations | $2,557,000 | 7,864 |
| Securities issued by states & political subdivisions | $4,901,000 | 3,130 |
| Other domestic debt securities | $1,832,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $208,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,624,000 | 1,875 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,332,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,354,000 | 3,760 |
| Mortgage-backed securities | $2,765,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,764 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,062,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,766 |
| Privately issued | $208,000 | 746 |
| 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) | $837,000 | 3,513 |
| Available-for-sale securities (fair market value) | $11,594,000 | 5,561 |
| Total debt securities | $10,099,000 | 6,502 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $239,000 | 2,371 |
| 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 | $13,220,000 | 5,870 |
| U.S. Government securities | $3,674,000 | 7,581 |
| U.S. Treasury securities | $808,000 | 1,652 |
| U.S. Government agency obligations | $2,866,000 | 7,714 |
| Securities issued by states & political subdivisions | $5,279,000 | 3,009 |
| Other domestic debt securities | $1,939,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $332,000 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,607,000 | 2,007 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,328,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,973,000 | 3,292 |
| Mortgage-backed securities | $3,198,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,874,000 | 4,657 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,324,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,692 |
| Privately issued | $332,000 | 752 |
| 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) | $879,000 | 3,523 |
| Available-for-sale securities (fair market value) | $12,341,000 | 5,330 |
| Total debt securities | $10,892,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $237,000 | 2,122 |
| 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 | $14,036,000 | 5,668 |
| U.S. Government securities | $4,084,000 | 7,414 |
| U.S. Treasury securities | $809,000 | 1,665 |
| U.S. Government agency obligations | $3,275,000 | 7,531 |
| Securities issued by states & political subdivisions | $5,439,000 | 2,904 |
| Other domestic debt securities | $2,186,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $557,000 | 797 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,629,000 | 2,052 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,327,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,759,000 | 3,096 |
| Mortgage-backed securities | $3,832,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,584 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,567 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,682,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,759 |
| Privately issued | $557,000 | 704 |
| 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) | $928,000 | 3,514 |
| Available-for-sale securities (fair market value) | $13,108,000 | 5,114 |
| Total debt securities | $11,709,000 | 6,015 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,860 |
| Fair value | $238,000 | 1,917 |
| 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 | $15,129,000 | 5,469 |
| U.S. Government securities | $5,098,000 | 7,097 |
| U.S. Treasury securities | $809,000 | 1,696 |
| U.S. Government agency obligations | $4,289,000 | 7,217 |
| Securities issued by states & political subdivisions | $5,277,000 | 2,847 |
| Other domestic debt securities | $2,421,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $902,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,519,000 | 2,133 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,333,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,676,000 | 2,950 |
| Mortgage-backed securities | $4,690,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,463,000 | 4,424 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,227,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,777 |
| Privately issued | $902,000 | 648 |
| 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) | $997,000 | 3,527 |
| Available-for-sale securities (fair market value) | $14,132,000 | 4,929 |
| Total debt securities | $12,796,000 | 5,817 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $234,000 | 1,680 |
| 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 | $16,020,000 | 5,285 |
| U.S. Government securities | $5,684,000 | 6,914 |
| U.S. Treasury securities | $800,000 | 1,783 |
| U.S. Government agency obligations | $4,884,000 | 7,003 |
| Securities issued by states & political subdivisions | $5,216,000 | 2,851 |
| Other domestic debt securities | $2,848,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $1,299,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,549,000 | 2,131 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,272,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,876,000 | 3,525 |
| Mortgage-backed securities | $5,678,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,236 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,865,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,566,000 | 2,695 |
| Privately issued | $1,299,000 | 573 |
| 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) | $1,047,000 | 3,543 |
| Available-for-sale securities (fair market value) | $14,973,000 | 4,725 |
| Total debt securities | $13,748,000 | 5,598 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $233,000 | 1,481 |
| 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 | $16,392,000 | 5,132 |
| U.S. Government securities | $6,415,000 | 6,672 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,415,000 | 6,437 |
| Securities issued by states & political subdivisions | $6,013,000 | 2,540 |
| Other domestic debt securities | $1,782,000 | 2,379 |
| 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 | $1,782,000 | 2,033 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,182,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,933,000 | 2,641 |
| Mortgage-backed securities | $6,206,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $4,089,000 | 3,434 |
| Issued or guaranteed by U.S. | $4,089,000 | 3,421 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,117,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $2,117,000 | 2,512 |
| 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) | $2,887,000 | 2,832 |
| Available-for-sale securities (fair market value) | $13,505,000 | 4,864 |
| Total debt securities | $14,210,000 | 5,441 |
| Structured notes | ||
| Amortized cost | $250,000 | 742 |
| Fair value | $250,000 | 764 |
| 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 | $20,160,000 | 4,595 |
| U.S. Government securities | $12,817,000 | 5,060 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,817,000 | 4,741 |
| Securities issued by states & political subdivisions | $6,165,000 | 2,424 |
| Other domestic debt securities | $250,000 | 3,327 |
| 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 | $250,000 | 2,907 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $928,000 | 2,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,942,000 | 1,938 |
| Mortgage-backed securities | $7,641,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $5,019,000 | 2,617 |
| Issued or guaranteed by U.S. | $5,019,000 | 2,599 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,622,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,622,000 | 1,910 |
| 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) | $4,346,000 | 2,952 |
| Available-for-sale securities (fair market value) | $15,814,000 | 4,464 |
| Total debt securities | $19,232,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 317 |
| Fair value | $931,000 | 410 |
| 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 | $20,733,000 | 4,729 |
| U.S. Government securities | $14,019,000 | 4,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,019,000 | 4,516 |
| Securities issued by states & political subdivisions | $5,934,000 | 2,605 |
| Other domestic debt securities | $9,000 | 3,871 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,534 |
| 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 | $0 | 343 |
| Equity securities | $771,000 | 2,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,895,000 | 1,840 |
| Mortgage-backed securities | $9,069,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $5,989,000 | 2,534 |
| Issued or guaranteed by U.S. | $5,989,000 | 2,523 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,080,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $3,071,000 | 1,902 |
| Privately issued | $9,000 | 1,342 |
| 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) | $4,706,000 | 3,160 |
| Available-for-sale securities (fair market value) | $16,027,000 | 4,538 |
| Total debt securities | $19,962,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $750,000 | 670 |
| Fair value | $632,000 | 707 |
| 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 | $22,998,000 | 4,405 |
| U.S. Government securities | $15,957,000 | 4,592 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $15,957,000 | 3,931 |
| Securities issued by states & political subdivisions | $6,370,000 | 2,491 |
| Other domestic debt securities | $167,000 | 3,290 |
| Privately issued residential mortgage-backed securities | $167,000 | 1,131 |
| 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 | $0 | 363 |
| Equity securities | $504,000 | 3,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,685,000 | 2,878 |
| Mortgage-backed securities | $11,799,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $7,593,000 | 2,360 |
| Issued or guaranteed by U.S. | $7,593,000 | 2,344 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,206,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $4,039,000 | 1,828 |
| Privately issued | $167,000 | 969 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,666,000 | 3,206 |
| Available-for-sale securities (fair market value) | $17,332,000 | 4,219 |
| Total debt securities | $22,494,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $1,338,000 | 521 |
| Fair value | $1,284,000 | 529 |
| 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 | $22,664,000 | 4,504 |
| U.S. Government securities | $20,047,000 | 4,087 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $20,047,000 | 3,219 |
| Securities issued by states & political subdivisions | $2,465,000 | 4,216 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $152,000 | 5,836 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,850,000 | 2,369 |
| Mortgage-backed securities | $10,164,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 2,521 |
| Issued or guaranteed by U.S. | $6,631,000 | 2,508 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,533,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $3,533,000 | 1,984 |
| 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) | $10,830,000 | 2,641 |
| Available-for-sale securities (fair market value) | $11,834,000 | 5,216 |
| Total debt securities | $22,512,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 541 |
| Fair value | $2,895,000 | 539 |
| 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 | $23,663,000 | 4,693 |
| U.S. Government securities | $21,233,000 | 4,264 |
| U.S. Treasury securities | $703,000 | 7,744 |
| U.S. Government agency obligations | $20,530,000 | 3,282 |
| Securities issued by states & political subdivisions | $2,278,000 | 4,539 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 5,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,352,000 | 3,667 |
| Mortgage-backed securities | $7,938,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $6,025,000 | 2,897 |
| Issued or guaranteed by U.S. | $6,025,000 | 2,874 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,913,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 3,006 |
| 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) | $14,072,000 | 2,486 |
| Available-for-sale securities (fair market value) | $9,591,000 | 6,111 |
| Total debt securities | $23,511,000 | 4,619 |
| Structured notes | ||
| Amortized cost | $3,717,000 | 558 |
| Fair value | $3,538,000 | 566 |
| 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 | $17,258,000 | 6,151 |
| U.S. Government securities | $15,077,000 | 5,690 |
| U.S. Treasury securities | $2,484,000 | 6,592 |
| U.S. Government agency obligations | $12,593,000 | 4,734 |
| Securities issued by states & political subdivisions | $2,037,000 | 4,854 |
| 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 | $144,000 | 5,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,823,000 | 4,285 |
| Mortgage-backed securities | $5,155,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $3,432,000 | 3,943 |
| Issued or guaranteed by U.S. | $3,432,000 | 3,914 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,723,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 3,499 |
| 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) | $11,290,000 | 3,121 |
| Available-for-sale securities (fair market value) | $5,968,000 | 7,588 |
| Total debt securities | $17,114,000 | 6,052 |
| Structured notes | ||
| Amortized cost | $4,734,000 | 766 |
| Fair value | $4,472,000 | 793 |
| 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 | $14,883,000 | 7,151 |
| U.S. Government securities | $13,327,000 | 6,540 |
| U.S. Treasury securities | $3,866,000 | 6,412 |
| U.S. Government agency obligations | $9,461,000 | 5,570 |
| Securities issued by states & political subdivisions | $1,412,000 | 5,969 |
| 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 | $144,000 | 5,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,726,000 | 3,977 |
| Mortgage-backed securities | $1,831,000 | 6,817 |
| Certificates of participation in pools of residential mortgages | $819,000 | 6,729 |
| Issued or guaranteed by U.S. | $819,000 | 6,705 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,012,000 | 4,479 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 4,283 |
| 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) | $8,393,000 | 6,307 |
| Available-for-sale securities (fair market value) | $6,490,000 | 6,128 |
| Total debt securities | $14,739,000 | 7,083 |
| 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 | $13,923,000 | 7,735 |
| U.S. Government securities | $13,779,000 | 6,611 |
| U.S. Treasury securities | $5,064,000 | 5,641 |
| U.S. Government agency obligations | $8,715,000 | 6,073 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $144,000 | 5,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,351,000 | 4,424 |
| Mortgage-backed securities | $1,248,000 | 8,101 |
| Certificates of participation in pools of residential mortgages | $1,248,000 | 6,697 |
| Issued or guaranteed by U.S. | $1,248,000 | 6,650 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,779,000 | 7,616 |
| 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 | $14,244,000 | 7,587 |
| U.S. Government securities | $14,100,000 | 6,544 |
| U.S. Treasury securities | $4,113,000 | 6,430 |
| U.S. Government agency obligations | $9,987,000 | 5,535 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $144,000 | 4,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,659,000 | 3,313 |
| Mortgage-backed securities | $257,000 | 10,329 |
| Certificates of participation in pools of residential mortgages | $257,000 | 9,280 |
| Issued or guaranteed by U.S. | $257,000 | 9,209 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,100,000 | 7,509 |
| 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 |