Home > Bank of the Eastern Shore > Securities
Bank of the Eastern Shore, Securities
| 2012-03-31 | Rank | |
| Total securities | $5,553,000 | 6,306 |
| U.S. Government securities | $5,553,000 | 5,747 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,553,000 | 5,634 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,713,000 | 4,760 |
| Mortgage-backed securities | $280,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,250 |
| Issued or guaranteed by U.S. | $280,000 | 5,244 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $455,000 | 2,260 |
| Available-for-sale securities (fair market value) | $5,098,000 | 5,953 |
| Total debt securities | $5,552,000 | 6,276 |
| Structured notes | ||
| Amortized cost | $2,601,000 | 1,497 |
| Fair value | $2,652,000 | 1,498 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,693,000 | 6,164 |
| U.S. Government securities | $6,693,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,693,000 | 5,447 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,428,000 | 4,349 |
| Mortgage-backed securities | $297,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $297,000 | 5,221 |
| Issued or guaranteed by U.S. | $297,000 | 5,208 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $470,000 | 2,349 |
| Available-for-sale securities (fair market value) | $6,223,000 | 5,796 |
| Total debt securities | $6,694,000 | 6,137 |
| Structured notes | ||
| Amortized cost | $2,705,000 | 1,461 |
| Fair value | $2,761,000 | 1,455 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,845,000 | 6,158 |
| U.S. Government securities | $6,845,000 | 5,504 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,845,000 | 5,392 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,595,000 | 4,312 |
| Mortgage-backed securities | $318,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,218 |
| Issued or guaranteed by U.S. | $318,000 | 5,203 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $498,000 | 2,356 |
| Available-for-sale securities (fair market value) | $6,347,000 | 5,797 |
| Total debt securities | $6,843,000 | 6,126 |
| Structured notes | ||
| Amortized cost | $2,801,000 | 1,511 |
| Fair value | $2,868,000 | 1,511 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,226,000 | 6,197 |
| U.S. Government securities | $7,226,000 | 5,554 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,226,000 | 5,444 |
| 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 | $4,079,000 | 4,472 |
| Mortgage-backed securities | $337,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,214 |
| Issued or guaranteed by U.S. | $337,000 | 5,200 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $530,000 | 2,352 |
| Available-for-sale securities (fair market value) | $6,696,000 | 5,831 |
| Total debt securities | $7,226,000 | 6,165 |
| Structured notes | ||
| Amortized cost | $1,960,000 | 2,072 |
| Fair value | $2,017,000 | 1,962 |
| 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 | $8,271,000 | 6,058 |
| U.S. Government securities | $8,271,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,271,000 | 5,227 |
| 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 | $4,002,000 | 4,509 |
| Mortgage-backed securities | $358,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,171 |
| Issued or guaranteed by U.S. | $358,000 | 5,160 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $573,000 | 2,345 |
| Available-for-sale securities (fair market value) | $7,698,000 | 5,671 |
| Total debt securities | $8,271,000 | 6,021 |
| Structured notes | ||
| Amortized cost | $2,115,000 | 1,950 |
| Fair value | $2,147,000 | 1,943 |
| 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 | $8,788,000 | 5,889 |
| U.S. Government securities | $8,788,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,788,000 | 4,978 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,043,000 | 4,477 |
| Mortgage-backed securities | $387,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,110 |
| Issued or guaranteed by U.S. | $387,000 | 5,099 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $619,000 | 2,335 |
| Available-for-sale securities (fair market value) | $8,169,000 | 5,534 |
| Total debt securities | $8,788,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $2,306,000 | 1,773 |
| Fair value | $2,346,000 | 1,767 |
| 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 | $9,297,000 | 5,783 |
| U.S. Government securities | $9,297,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,297,000 | 4,861 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,126,000 | 4,510 |
| Mortgage-backed securities | $524,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $524,000 | 5,007 |
| Issued or guaranteed by U.S. | $524,000 | 4,995 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $655,000 | 2,374 |
| Available-for-sale securities (fair market value) | $8,642,000 | 5,433 |
| Total debt securities | $9,296,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 1,745 |
| Fair value | $2,569,000 | 1,693 |
| 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 | $14,481,000 | 5,053 |
| U.S. Government securities | $14,481,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,481,000 | 4,070 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,559,000 | 3,512 |
| Mortgage-backed securities | $812,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $812,000 | 4,866 |
| Issued or guaranteed by U.S. | $812,000 | 4,859 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $693,000 | 2,418 |
| Available-for-sale securities (fair market value) | $13,788,000 | 4,717 |
| Total debt securities | $14,481,000 | 5,020 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 1,290 |
| Fair value | $4,579,000 | 1,252 |
| 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 | $25,177,000 | 3,907 |
| U.S. Government securities | $23,959,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,959,000 | 3,091 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,710 |
| 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 | $6,147,000 | 4,072 |
| Mortgage-backed securities | $6,355,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $5,136,000 | 3,418 |
| Issued or guaranteed by U.S. | $5,136,000 | 3,410 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,219,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,456 |
| 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) | $2,519,000 | 1,905 |
| Available-for-sale securities (fair market value) | $22,658,000 | 3,770 |
| Total debt securities | $25,177,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $8,371,000 | 636 |
| Fair value | $8,609,000 | 621 |
| 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 | $19,173,000 | 4,486 |
| U.S. Government securities | $17,952,000 | 3,740 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,952,000 | 3,666 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,744 |
| 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 | $5,133,000 | 4,370 |
| Mortgage-backed securities | $7,207,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,335 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,327 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,449,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,351 |
| 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) | $2,600,000 | 1,901 |
| Available-for-sale securities (fair market value) | $16,573,000 | 4,375 |
| Total debt securities | $19,173,000 | 4,451 |
| Structured notes | ||
| Amortized cost | $7,732,000 | 555 |
| Fair value | $7,921,000 | 539 |
| 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 | $22,546,000 | 4,149 |
| U.S. Government securities | $21,086,000 | 3,379 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,086,000 | 3,307 |
| Securities issued by states & political subdivisions | $1,460,000 | 4,641 |
| 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 | $3,583,000 | 4,871 |
| Mortgage-backed securities | $8,007,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $6,458,000 | 3,262 |
| Issued or guaranteed by U.S. | $6,458,000 | 3,253 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,549,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,288 |
| 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) | $2,680,000 | 1,979 |
| Available-for-sale securities (fair market value) | $19,866,000 | 4,036 |
| Total debt securities | $22,546,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $8,043,000 | 320 |
| Fair value | $8,221,000 | 317 |
| 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 | $23,070,000 | 4,060 |
| U.S. Government securities | $21,320,000 | 3,333 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,320,000 | 3,264 |
| Securities issued by states & political subdivisions | $1,750,000 | 4,466 |
| 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 | $2,825,000 | 5,179 |
| Mortgage-backed securities | $8,993,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $7,280,000 | 3,149 |
| Issued or guaranteed by U.S. | $7,280,000 | 3,137 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,713,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,224 |
| 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) | $2,776,000 | 1,967 |
| Available-for-sale securities (fair market value) | $20,294,000 | 3,971 |
| Total debt securities | $23,069,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $7,472,000 | 211 |
| Fair value | $7,481,000 | 208 |
| 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 | $24,495,000 | 3,945 |
| U.S. Government securities | $22,739,000 | 3,225 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,739,000 | 3,166 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,393 |
| 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 | $5,396,000 | 4,344 |
| Mortgage-backed securities | $9,552,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $7,680,000 | 3,144 |
| Issued or guaranteed by U.S. | $7,680,000 | 3,133 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,872,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,872,000 | 2,174 |
| 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) | $2,878,000 | 1,971 |
| Available-for-sale securities (fair market value) | $21,617,000 | 3,818 |
| Total debt securities | $24,494,000 | 3,905 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 163 |
| Fair value | $7,105,000 | 154 |
| 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 | $25,581,000 | 3,840 |
| U.S. Government securities | $22,737,000 | 3,233 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $22,737,000 | 3,168 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,052 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| 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 | $6,119,000 | 4,217 |
| Mortgage-backed securities | $9,317,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $7,373,000 | 3,171 |
| Issued or guaranteed by U.S. | $7,373,000 | 3,160 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,944,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $1,944,000 | 2,133 |
| 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) | $3,037,000 | 1,944 |
| Available-for-sale securities (fair market value) | $22,544,000 | 3,700 |
| Total debt securities | $25,579,000 | 3,797 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 310 |
| Fair value | $4,521,000 | 309 |
| 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 | $25,929,000 | 3,731 |
| U.S. Government securities | $22,873,000 | 3,173 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,873,000 | 3,108 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,931 |
| Other domestic debt securities | $483,000 | 2,698 |
| 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 | $483,000 | 1,919 |
| 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 | $6,550,000 | 4,114 |
| Mortgage-backed securities | $8,254,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $6,256,000 | 3,333 |
| Issued or guaranteed by U.S. | $6,256,000 | 3,321 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,998,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,026 |
| 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) | $3,092,000 | 1,940 |
| Available-for-sale securities (fair market value) | $22,837,000 | 3,599 |
| Total debt securities | $25,929,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $4,585,000 | 283 |
| Fair value | $4,569,000 | 281 |
| 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 | $28,877,000 | 3,540 |
| U.S. Government securities | $25,299,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $25,299,000 | 2,928 |
| Securities issued by states & political subdivisions | $3,075,000 | 3,732 |
| Other domestic debt securities | $503,000 | 2,588 |
| 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 | $503,000 | 1,852 |
| 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 | $5,355,000 | 4,420 |
| Mortgage-backed securities | $8,692,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $6,639,000 | 3,230 |
| Issued or guaranteed by U.S. | $6,639,000 | 3,214 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,053,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,010 |
| 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) | $3,168,000 | 1,929 |
| Available-for-sale securities (fair market value) | $25,709,000 | 3,395 |
| Total debt securities | $28,877,000 | 3,501 |
| Structured notes | ||
| Amortized cost | $3,553,000 | 404 |
| Fair value | $3,513,000 | 405 |
| 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 | $22,704,000 | 4,101 |
| U.S. Government securities | $20,264,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,264,000 | 3,427 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,278 |
| Other domestic debt securities | $495,000 | 2,621 |
| 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 | $495,000 | 1,910 |
| 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 | $6,425,000 | 4,092 |
| Mortgage-backed securities | $7,363,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $5,198,000 | 3,474 |
| Issued or guaranteed by U.S. | $5,198,000 | 3,459 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,165,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 1,961 |
| 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) | $100,000 | 3,316 |
| Available-for-sale securities (fair market value) | $22,604,000 | 3,678 |
| Total debt securities | $22,703,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $1,116,000 | 1,006 |
| Fair value | $1,168,000 | 996 |
| 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 | $26,127,000 | 3,773 |
| U.S. Government securities | $23,237,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,237,000 | 3,158 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,082 |
| Other domestic debt securities | $505,000 | 2,372 |
| 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 | $505,000 | 1,699 |
| 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 | $6,285,000 | 4,171 |
| Mortgage-backed securities | $7,561,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $5,396,000 | 3,136 |
| Issued or guaranteed by U.S. | $5,396,000 | 3,120 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,165,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 1,887 |
| 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) | $310,000 | 3,092 |
| Available-for-sale securities (fair market value) | $25,817,000 | 3,374 |
| Total debt securities | $26,127,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $1,148,000 | 1,443 |
| Fair value | $1,150,000 | 1,441 |
| 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 | $25,057,000 | 3,887 |
| U.S. Government securities | $21,955,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,955,000 | 3,328 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,966 |
| Other domestic debt securities | $504,000 | 2,310 |
| 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 | $504,000 | 1,665 |
| 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 | $6,245,000 | 4,183 |
| Mortgage-backed securities | $7,831,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 2,927 |
| Issued or guaranteed by U.S. | $5,622,000 | 2,912 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,209,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 1,825 |
| 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) | $310,000 | 3,159 |
| Available-for-sale securities (fair market value) | $24,747,000 | 3,465 |
| Total debt securities | $25,058,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $1,181,000 | 1,637 |
| Fair value | $1,166,000 | 1,640 |
| 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 | $25,819,000 | 3,801 |
| U.S. Government securities | $22,140,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,140,000 | 3,307 |
| Securities issued by states & political subdivisions | $3,175,000 | 3,713 |
| Other domestic debt securities | $504,000 | 2,249 |
| 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 | $504,000 | 1,624 |
| 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 | $6,160,000 | 4,205 |
| Mortgage-backed securities | $8,155,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $5,911,000 | 2,776 |
| Issued or guaranteed by U.S. | $5,911,000 | 2,763 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,244,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 1,806 |
| 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) | $310,000 | 3,188 |
| Available-for-sale securities (fair market value) | $25,509,000 | 3,376 |
| Total debt securities | $25,820,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $1,220,000 | 1,702 |
| Fair value | $1,199,000 | 1,700 |
| 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 | $26,487,000 | 3,750 |
| U.S. Government securities | $22,798,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,798,000 | 3,257 |
| Securities issued by states & political subdivisions | $3,180,000 | 3,720 |
| Other domestic debt securities | $509,000 | 2,245 |
| 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 | $509,000 | 1,645 |
| 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 | $6,196,000 | 4,235 |
| Mortgage-backed securities | $8,648,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $6,287,000 | 2,684 |
| Issued or guaranteed by U.S. | $6,287,000 | 2,675 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,361,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,361,000 | 1,757 |
| 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) | $310,000 | 3,257 |
| Available-for-sale securities (fair market value) | $26,177,000 | 3,316 |
| Total debt securities | $26,487,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $2,266,000 | 1,273 |
| Fair value | $2,248,000 | 1,275 |
| 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 | $25,525,000 | 3,876 |
| U.S. Government securities | $21,205,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,205,000 | 3,474 |
| Securities issued by states & political subdivisions | $3,810,000 | 3,497 |
| Other domestic debt securities | $510,000 | 2,263 |
| 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 | $510,000 | 1,680 |
| 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 | $6,184,000 | 4,230 |
| Mortgage-backed securities | $9,028,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $6,629,000 | 2,622 |
| Issued or guaranteed by U.S. | $6,629,000 | 2,610 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,399,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $2,399,000 | 1,757 |
| 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) | $510,000 | 3,139 |
| Available-for-sale securities (fair market value) | $25,015,000 | 3,439 |
| Total debt securities | $25,527,000 | 3,821 |
| Structured notes | ||
| Amortized cost | $2,308,000 | 1,338 |
| Fair value | $2,281,000 | 1,337 |
| 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 | $21,978,000 | 4,305 |
| U.S. Government securities | $17,656,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,656,000 | 3,978 |
| Securities issued by states & political subdivisions | $3,812,000 | 3,480 |
| Other domestic debt securities | $510,000 | 2,297 |
| 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 | $510,000 | 1,715 |
| 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 | $6,157,000 | 4,270 |
| Mortgage-backed securities | $6,973,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $6,973,000 | 2,561 |
| Issued or guaranteed by U.S. | $6,973,000 | 2,547 |
| 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) | $511,000 | 3,207 |
| Available-for-sale securities (fair market value) | $21,467,000 | 3,828 |
| Total debt securities | $21,979,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $2,366,000 | 1,403 |
| Fair value | $2,327,000 | 1,405 |
| 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 | $24,724,000 | 3,995 |
| U.S. Government securities | $19,933,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,933,000 | 3,664 |
| Securities issued by states & political subdivisions | $4,287,000 | 3,305 |
| Other domestic debt securities | $504,000 | 2,335 |
| 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 | $504,000 | 1,769 |
| 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 | $6,089,000 | 4,288 |
| Mortgage-backed securities | $7,397,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $7,397,000 | 2,494 |
| Issued or guaranteed by U.S. | $7,397,000 | 2,484 |
| 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) | $511,000 | 3,252 |
| Available-for-sale securities (fair market value) | $24,213,000 | 3,525 |
| Total debt securities | $24,724,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $3,421,000 | 1,164 |
| Fair value | $3,331,000 | 1,161 |
| 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 | $24,521,000 | 4,082 |
| U.S. Government securities | $19,697,000 | 3,859 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,697,000 | 3,737 |
| Securities issued by states & political subdivisions | $4,313,000 | 3,305 |
| Other domestic debt securities | $511,000 | 2,384 |
| 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 | $511,000 | 1,838 |
| 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 | $6,135,000 | 4,271 |
| Mortgage-backed securities | $7,974,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $7,974,000 | 2,434 |
| Issued or guaranteed by U.S. | $7,974,000 | 2,422 |
| 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) | $511,000 | 3,318 |
| Available-for-sale securities (fair market value) | $24,010,000 | 3,586 |
| Total debt securities | $24,520,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $3,489,000 | 1,178 |
| Fair value | $3,420,000 | 1,173 |
| 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 | $24,018,000 | 4,147 |
| U.S. Government securities | $18,754,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,754,000 | 3,855 |
| Securities issued by states & political subdivisions | $4,749,000 | 3,165 |
| Other domestic debt securities | $515,000 | 2,463 |
| 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 | $515,000 | 1,947 |
| 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 | $6,146,000 | 4,253 |
| Mortgage-backed securities | $8,447,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $8,447,000 | 2,387 |
| Issued or guaranteed by U.S. | $8,447,000 | 2,378 |
| 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) | $701,000 | 3,261 |
| Available-for-sale securities (fair market value) | $23,317,000 | 3,640 |
| Total debt securities | $24,018,000 | 4,086 |
| Structured notes | ||
| Amortized cost | $3,034,000 | 1,241 |
| Fair value | $2,966,000 | 1,259 |
| 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 | $23,508,000 | 4,158 |
| U.S. Government securities | $18,195,000 | 4,004 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,195,000 | 3,878 |
| Securities issued by states & political subdivisions | $4,788,000 | 3,140 |
| Other domestic debt securities | $525,000 | 2,494 |
| 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 | $525,000 | 2,014 |
| 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 | $5,706,000 | 4,386 |
| Mortgage-backed securities | $9,200,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $9,200,000 | 2,302 |
| Issued or guaranteed by U.S. | $9,200,000 | 2,291 |
| 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) | $701,000 | 3,300 |
| Available-for-sale securities (fair market value) | $22,807,000 | 3,667 |
| Total debt securities | $23,508,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $3,102,000 | 1,198 |
| Fair value | $3,064,000 | 1,201 |
| 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 | $23,708,000 | 4,175 |
| U.S. Government securities | $18,106,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,106,000 | 3,930 |
| Securities issued by states & political subdivisions | $5,072,000 | 3,030 |
| Other domestic debt securities | $530,000 | 2,567 |
| 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 | $530,000 | 2,094 |
| 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 | $5,739,000 | 4,347 |
| Mortgage-backed securities | $10,166,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $10,166,000 | 2,242 |
| Issued or guaranteed by U.S. | $10,166,000 | 2,231 |
| 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) | $702,000 | 3,357 |
| Available-for-sale securities (fair market value) | $23,006,000 | 3,689 |
| Total debt securities | $23,708,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,277 |
| Fair value | $2,974,000 | 1,270 |
| 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 | $26,309,000 | 3,961 |
| U.S. Government securities | $20,716,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,716,000 | 3,639 |
| Securities issued by states & political subdivisions | $5,070,000 | 3,015 |
| Other domestic debt securities | $523,000 | 2,643 |
| 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 | $523,000 | 2,189 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,151,000 | 3,755 |
| Mortgage-backed securities | $10,960,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $10,960,000 | 2,204 |
| Issued or guaranteed by U.S. | $10,960,000 | 2,194 |
| 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) | $702,000 | 3,406 |
| Available-for-sale securities (fair market value) | $25,607,000 | 3,494 |
| Total debt securities | $26,308,000 | 3,905 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,262 |
| Fair value | $2,933,000 | 1,273 |
| 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 | $29,070,000 | 3,707 |
| U.S. Government securities | $22,757,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,757,000 | 3,410 |
| Securities issued by states & political subdivisions | $5,773,000 | 2,825 |
| Other domestic debt securities | $540,000 | 2,664 |
| 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 | $540,000 | 2,234 |
| 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 | $8,298,000 | 3,710 |
| Mortgage-backed securities | $11,828,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $11,828,000 | 2,139 |
| Issued or guaranteed by U.S. | $11,828,000 | 2,130 |
| 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) | $882,000 | 3,325 |
| Available-for-sale securities (fair market value) | $28,188,000 | 3,274 |
| Total debt securities | $29,068,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,228 |
| Fair value | $2,967,000 | 1,250 |
| 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 | $31,156,000 | 3,525 |
| U.S. Government securities | $24,807,000 | 3,285 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,807,000 | 3,161 |
| Securities issued by states & political subdivisions | $5,805,000 | 2,823 |
| Other domestic debt securities | $544,000 | 2,704 |
| 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 | $544,000 | 2,298 |
| 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 | $7,867,000 | 3,784 |
| Mortgage-backed securities | $12,803,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $12,803,000 | 2,045 |
| Issued or guaranteed by U.S. | $12,803,000 | 2,037 |
| 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) | $882,000 | 3,385 |
| Available-for-sale securities (fair market value) | $30,274,000 | 3,111 |
| Total debt securities | $31,156,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 901 |
| Fair value | $4,487,000 | 925 |
| 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 | $33,065,000 | 3,406 |
| U.S. Government securities | $26,400,000 | 3,184 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,400,000 | 3,064 |
| Securities issued by states & political subdivisions | $6,136,000 | 2,721 |
| Other domestic debt securities | $529,000 | 2,824 |
| 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 | $529,000 | 2,420 |
| 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 | $6,735,000 | 4,053 |
| Mortgage-backed securities | $13,613,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $13,613,000 | 1,987 |
| Issued or guaranteed by U.S. | $13,613,000 | 1,979 |
| 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) | $883,000 | 3,405 |
| Available-for-sale securities (fair market value) | $32,182,000 | 2,986 |
| Total debt securities | $33,065,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 895 |
| Fair value | $4,425,000 | 902 |
| 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 | $37,198,000 | 3,104 |
| U.S. Government securities | $30,846,000 | 2,751 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,846,000 | 2,665 |
| Securities issued by states & political subdivisions | $5,789,000 | 2,835 |
| Other domestic debt securities | $563,000 | 2,877 |
| 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 | $563,000 | 2,463 |
| 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 | $6,725,000 | 3,991 |
| Mortgage-backed securities | $15,675,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $15,675,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,675,000 | 1,810 |
| 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) | $2,383,000 | 2,676 |
| Available-for-sale securities (fair market value) | $34,815,000 | 2,824 |
| Total debt securities | $37,198,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 756 |
| Fair value | $4,544,000 | 758 |
| 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 | $35,340,000 | 3,294 |
| U.S. Government securities | $28,089,000 | 3,055 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $28,089,000 | 2,948 |
| Securities issued by states & political subdivisions | $6,195,000 | 2,752 |
| Other domestic debt securities | $1,056,000 | 2,511 |
| 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 | $1,056,000 | 2,204 |
| 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 | $5,696,000 | 4,220 |
| Mortgage-backed securities | $13,036,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $13,036,000 | 2,086 |
| Issued or guaranteed by U.S. | $13,036,000 | 2,071 |
| 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) | $2,553,000 | 2,655 |
| Available-for-sale securities (fair market value) | $32,787,000 | 2,994 |
| Total debt securities | $35,340,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 678 |
| Fair value | $4,488,000 | 684 |
| 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 | $33,381,000 | 3,369 |
| U.S. Government securities | $26,569,000 | 3,078 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $26,569,000 | 2,969 |
| Securities issued by states & political subdivisions | $5,756,000 | 2,843 |
| Other domestic debt securities | $1,056,000 | 2,627 |
| 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 | $1,056,000 | 2,326 |
| 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 | $5,218,000 | 4,339 |
| Mortgage-backed securities | $11,507,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $11,507,000 | 2,213 |
| Issued or guaranteed by U.S. | $11,507,000 | 2,203 |
| 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) | $2,654,000 | 2,661 |
| Available-for-sale securities (fair market value) | $30,727,000 | 3,094 |
| Total debt securities | $33,381,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 698 |
| Fair value | $3,494,000 | 710 |
| 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 | $30,749,000 | 3,488 |
| U.S. Government securities | $23,867,000 | 3,262 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,867,000 | 3,133 |
| Securities issued by states & political subdivisions | $5,813,000 | 2,801 |
| Other domestic debt securities | $1,069,000 | 2,683 |
| 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 | $1,069,000 | 2,363 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,256,000 | 4,283 |
| Mortgage-backed securities | $13,102,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $13,102,000 | 2,025 |
| Issued or guaranteed by U.S. | $13,102,000 | 2,015 |
| 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) | $2,654,000 | 2,673 |
| Available-for-sale securities (fair market value) | $28,095,000 | 3,217 |
| Total debt securities | $30,749,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,140 |
| Fair value | $1,143,000 | 1,136 |
| 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 | $29,624,000 | 3,548 |
| U.S. Government securities | $22,540,000 | 3,396 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,540,000 | 3,244 |
| Securities issued by states & political subdivisions | $6,058,000 | 2,642 |
| Other domestic debt securities | $1,026,000 | 2,769 |
| 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 | $1,026,000 | 2,434 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,228,000 | 4,338 |
| Mortgage-backed securities | $11,796,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $11,796,000 | 2,151 |
| Issued or guaranteed by U.S. | $11,796,000 | 2,143 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,153,000 | 2,293 |
| Available-for-sale securities (fair market value) | $25,471,000 | 3,408 |
| Total debt securities | $29,624,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,039,000 | 887 |
| 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 | $34,515,000 | 3,141 |
| U.S. Government securities | $27,196,000 | 2,910 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $27,196,000 | 2,782 |
| Securities issued by states & political subdivisions | $6,308,000 | 2,561 |
| Other domestic debt securities | $1,011,000 | 2,805 |
| 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 | $1,011,000 | 2,476 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,563,000 | 3,865 |
| Mortgage-backed securities | $12,327,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $12,327,000 | 2,045 |
| Issued or guaranteed by U.S. | $12,327,000 | 2,036 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,654,000 | 2,057 |
| Available-for-sale securities (fair market value) | $28,861,000 | 3,088 |
| Total debt securities | $34,515,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,041,000 | 736 |
| 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 | $29,298,000 | 3,407 |
| U.S. Government securities | $23,021,000 | 3,165 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $23,021,000 | 2,999 |
| Securities issued by states & political subdivisions | $5,303,000 | 2,757 |
| Other domestic debt securities | $974,000 | 2,979 |
| 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 | $974,000 | 2,571 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,123,000 | 3,970 |
| Mortgage-backed securities | $5,480,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 3,009 |
| Issued or guaranteed by U.S. | $5,480,000 | 2,992 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,731,000 | 1,485 |
| Available-for-sale securities (fair market value) | $18,567,000 | 4,032 |
| Total debt securities | $29,298,000 | 3,339 |
| 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 | $25,204,000 | 3,920 |
| U.S. Government securities | $19,264,000 | 3,779 |
| U.S. Treasury securities | $2,111,000 | 1,824 |
| U.S. Government agency obligations | $17,153,000 | 3,828 |
| Securities issued by states & political subdivisions | $5,561,000 | 2,623 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $379,000 | 4,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,545,000 | 4,834 |
| Mortgage-backed securities | $4,404,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $4,404,000 | 2,835 |
| Issued or guaranteed by U.S. | $4,404,000 | 2,816 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,703,000 | 3,148 |
| Available-for-sale securities (fair market value) | $21,501,000 | 3,584 |
| Total debt securities | $24,825,000 | 3,849 |
| 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 | $22,569,000 | 4,451 |
| U.S. Government securities | $16,438,000 | 4,470 |
| U.S. Treasury securities | $2,611,000 | 2,359 |
| U.S. Government agency obligations | $13,827,000 | 4,561 |
| Securities issued by states & political subdivisions | $5,785,000 | 2,661 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $346,000 | 4,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,128,000 | 5,039 |
| Mortgage-backed securities | $2,698,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $2,698,000 | 3,759 |
| Issued or guaranteed by U.S. | $2,698,000 | 3,741 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,545,000 | 3,966 |
| Available-for-sale securities (fair market value) | $20,024,000 | 3,894 |
| Total debt securities | $22,223,000 | 4,373 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,188 |
| Fair value | $199,000 | 1,197 |
| 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 | $26,526,000 | 3,988 |
| U.S. Government securities | $20,948,000 | 3,769 |
| U.S. Treasury securities | $5,096,000 | 2,184 |
| U.S. Government agency obligations | $15,852,000 | 3,957 |
| Securities issued by states & political subdivisions | $5,303,000 | 2,865 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 4,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,812,000 | 5,530 |
| Mortgage-backed securities | $3,344,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,615 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,230,000 | 3,051 |
| Available-for-sale securities (fair market value) | $20,296,000 | 3,750 |
| Total debt securities | $26,251,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $678,000 | 878 |
| Fair value | $682,000 | 872 |
| 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 | $25,603,000 | 4,130 |
| U.S. Government securities | $21,166,000 | 3,913 |
| U.S. Treasury securities | $6,711,000 | 2,553 |
| U.S. Government agency obligations | $14,455,000 | 4,151 |
| Securities issued by states & political subdivisions | $4,162,000 | 3,125 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 4,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,155,000 | 6,305 |
| Mortgage-backed securities | $1,981,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,393 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,588,000 | 2,373 |
| Available-for-sale securities (fair market value) | $13,015,000 | 4,917 |
| Total debt securities | $25,328,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $898,000 | 1,533 |
| Fair value | $896,000 | 1,516 |
| 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 | $29,077,000 | 4,000 |
| U.S. Government securities | $23,994,000 | 3,862 |
| U.S. Treasury securities | $9,845,000 | 2,286 |
| U.S. Government agency obligations | $14,149,000 | 4,360 |
| Securities issued by states & political subdivisions | $5,083,000 | 2,793 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,112,000 | 5,756 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,408,000 | 2,021 |
| Available-for-sale securities (fair market value) | $10,669,000 | 5,789 |
| Total debt securities | $29,077,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $1,044,000 | 1,648 |
| Fair value | $1,044,000 | 1,632 |
| 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 | $20,360,000 | 5,485 |
| U.S. Government securities | $16,240,000 | 5,417 |
| U.S. Treasury securities | $12,924,000 | 2,150 |
| U.S. Government agency obligations | $3,316,000 | 8,782 |
| Securities issued by states & political subdivisions | $4,120,000 | 3,268 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,214,000 | 6,657 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,099,000 | 2,083 |
| Available-for-sale securities (fair market value) | $1,261,000 | 9,809 |
| Total debt securities | $20,360,000 | 5,378 |
| 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 | $21,335,000 | 5,611 |
| U.S. Government securities | $17,560,000 | 5,445 |
| U.S. Treasury securities | $15,774,000 | 2,224 |
| U.S. Government agency obligations | $1,786,000 | 10,136 |
| Securities issued by states & political subdivisions | $3,775,000 | 3,618 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,015,000 | 7,023 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,925,000 | 3,460 |
| Available-for-sale securities (fair market value) | $1,410,000 | 9,338 |
| Total debt securities | $21,335,000 | 5,523 |
| 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 | $16,698,000 | 6,922 |
| U.S. Government securities | $13,391,000 | 6,724 |
| U.S. Treasury securities | $12,495,000 | 2,906 |
| U.S. Government agency obligations | $896,000 | 11,318 |
| Securities issued by states & political subdivisions | $3,109,000 | 4,180 |
| Other domestic debt securities | $198,000 | 5,374 |
| 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 | $198,000 | 4,247 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $844,000 | 8,871 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $16,698,000 | 6,777 |
| 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 | $16,962,000 | 6,825 |
| U.S. Government securities | $14,420,000 | 6,436 |
| U.S. Treasury securities | $13,621,000 | 2,714 |
| U.S. Government agency obligations | $799,000 | 11,804 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,933 |
| Other domestic debt securities | $450,000 | 5,266 |
| 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 | $450,000 | 4,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,240,000 | 8,242 |
| Mortgage-backed securities | $201,000 | 10,469 |
| Certificates of participation in pools of residential mortgages | $201,000 | 9,450 |
| Issued or guaranteed by U.S. | $201,000 | 9,376 |
| 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 | $16,962,000 | 6,712 |
| 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 |