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BC National Banks, Securities
| 2010-03-31 | Rank | |
| Total securities | $3,795,000 | 6,950 |
| U.S. Government securities | $2,742,000 | 6,744 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,742,000 | 6,636 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,441,000 | 5,650 |
| Mortgage-backed securities | $253,000 | 5,796 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,438 |
| Issued or guaranteed by U.S. | $253,000 | 5,427 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,795,000 | 6,432 |
| Total debt securities | $3,795,000 | 6,910 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,761,000 | 6,978 |
| U.S. Government securities | $2,764,000 | 6,729 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,764,000 | 6,631 |
| Securities issued by states & political subdivisions | $997,000 | 4,903 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,710,000 | 5,173 |
| Mortgage-backed securities | $263,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,496 |
| Issued or guaranteed by U.S. | $263,000 | 5,483 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $997,000 | 2,387 |
| Available-for-sale securities (fair market value) | $2,764,000 | 6,629 |
| Total debt securities | $3,761,000 | 6,937 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,952,000 | 6,995 |
| U.S. Government securities | $2,954,000 | 6,735 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,954,000 | 6,639 |
| Securities issued by states & political subdivisions | $998,000 | 4,936 |
| 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 | $1,858,000 | 5,552 |
| Mortgage-backed securities | $297,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $297,000 | 5,536 |
| Issued or guaranteed by U.S. | $297,000 | 5,520 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $998,000 | 2,464 |
| Available-for-sale securities (fair market value) | $2,954,000 | 6,658 |
| Total debt securities | $3,952,000 | 6,958 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,964,000 | 6,806 |
| U.S. Government securities | $3,965,000 | 6,481 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,965,000 | 6,387 |
| Securities issued by states & political subdivisions | $999,000 | 4,924 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,455,000 | 4,942 |
| Mortgage-backed securities | $307,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,592 |
| Issued or guaranteed by U.S. | $307,000 | 5,574 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $999,000 | 2,493 |
| Available-for-sale securities (fair market value) | $3,965,000 | 6,483 |
| Total debt securities | $4,964,000 | 6,770 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,008,000 | 1,132 |
| 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 | $4,980,000 | 6,860 |
| U.S. Government securities | $3,980,000 | 6,583 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,980,000 | 6,496 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,852 |
| 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 | $4,235,000 | 4,730 |
| Mortgage-backed securities | $324,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,639 |
| Issued or guaranteed by U.S. | $324,000 | 5,623 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,534 |
| Available-for-sale securities (fair market value) | $3,980,000 | 6,521 |
| Total debt securities | $4,980,000 | 6,818 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,004,000 | 916 |
| 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 | $5,538,000 | 6,812 |
| U.S. Government securities | $4,537,000 | 6,538 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,537,000 | 6,445 |
| Securities issued by states & political subdivisions | $1,001,000 | 4,817 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,554,000 | 5,010 |
| Mortgage-backed securities | $345,000 | 5,966 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,620 |
| Issued or guaranteed by U.S. | $345,000 | 5,603 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,001,000 | 2,532 |
| Available-for-sale securities (fair market value) | $4,537,000 | 6,440 |
| Total debt securities | $5,538,000 | 6,776 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,008,000 | 966 |
| 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 | $5,450,000 | 6,825 |
| U.S. Government securities | $4,448,000 | 6,561 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,448,000 | 6,468 |
| Securities issued by states & political subdivisions | $1,002,000 | 4,812 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,493,000 | 4,694 |
| Mortgage-backed securities | $361,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,611 |
| Issued or guaranteed by U.S. | $361,000 | 5,594 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,002,000 | 2,546 |
| Available-for-sale securities (fair market value) | $4,448,000 | 6,449 |
| Total debt securities | $5,450,000 | 6,783 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $993,000 | 1,006 |
| 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 | $6,144,000 | 6,721 |
| U.S. Government securities | $4,909,000 | 6,481 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,909,000 | 6,395 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,673 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,661,000 | 4,333 |
| Mortgage-backed securities | $399,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,589 |
| Issued or guaranteed by U.S. | $399,000 | 5,565 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,235,000 | 2,454 |
| Available-for-sale securities (fair market value) | $4,909,000 | 6,427 |
| Total debt securities | $6,144,000 | 6,660 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 470 |
| Fair value | $2,993,000 | 482 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,490,000 | 6,238 |
| U.S. Government securities | $5,991,000 | 6,163 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,991,000 | 6,069 |
| Securities issued by states & political subdivisions | $2,499,000 | 4,009 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,741,000 | 3,796 |
| Mortgage-backed securities | $446,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,530 |
| Issued or guaranteed by U.S. | $446,000 | 5,501 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,499,000 | 2,117 |
| Available-for-sale securities (fair market value) | $5,991,000 | 6,203 |
| Total debt securities | $8,490,000 | 6,168 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 277 |
| Fair value | $5,003,000 | 293 |
| 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 | $9,896,000 | 6,039 |
| U.S. Government securities | $7,395,000 | 5,912 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,395,000 | 5,800 |
| Securities issued by states & political subdivisions | $2,501,000 | 4,018 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,343,000 | 3,926 |
| Mortgage-backed securities | $523,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $523,000 | 5,305 |
| Issued or guaranteed by U.S. | $523,000 | 5,285 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,501,000 | 2,186 |
| Available-for-sale securities (fair market value) | $7,395,000 | 5,948 |
| Total debt securities | $9,896,000 | 5,966 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 495 |
| Fair value | $4,985,000 | 523 |
| 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 | $10,810,000 | 5,933 |
| U.S. Government securities | $8,307,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,307,000 | 5,659 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,015 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,931,000 | 4,274 |
| Mortgage-backed securities | $586,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,150 |
| Issued or guaranteed by U.S. | $586,000 | 5,131 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,503,000 | 2,211 |
| Available-for-sale securities (fair market value) | $8,307,000 | 5,811 |
| Total debt securities | $10,810,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 525 |
| Fair value | $5,854,000 | 542 |
| 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 | $10,715,000 | 5,971 |
| U.S. Government securities | $8,210,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,210,000 | 5,689 |
| Securities issued by states & political subdivisions | $2,505,000 | 4,023 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,992,000 | 4,261 |
| Mortgage-backed securities | $682,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,071 |
| Issued or guaranteed by U.S. | $682,000 | 5,055 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,000 | 2,242 |
| Available-for-sale securities (fair market value) | $8,210,000 | 5,826 |
| Total debt securities | $10,715,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 555 |
| Fair value | $5,690,000 | 579 |
| 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 | $10,978,000 | 5,930 |
| U.S. Government securities | $8,471,000 | 5,771 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,471,000 | 5,652 |
| Securities issued by states & political subdivisions | $2,507,000 | 4,026 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,505,000 | 4,144 |
| Mortgage-backed securities | $777,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $777,000 | 5,006 |
| Issued or guaranteed by U.S. | $777,000 | 4,987 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,507,000 | 2,270 |
| Available-for-sale securities (fair market value) | $8,471,000 | 5,785 |
| Total debt securities | $10,978,000 | 5,875 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 593 |
| Fair value | $5,839,000 | 611 |
| 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 | $11,055,000 | 5,963 |
| U.S. Government securities | $8,546,000 | 5,804 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,546,000 | 5,679 |
| Securities issued by states & political subdivisions | $2,509,000 | 4,041 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,657,000 | 4,374 |
| Mortgage-backed securities | $907,000 | 5,368 |
| Certificates of participation in pools of residential mortgages | $907,000 | 4,895 |
| Issued or guaranteed by U.S. | $907,000 | 4,877 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,509,000 | 2,314 |
| Available-for-sale securities (fair market value) | $8,546,000 | 5,812 |
| Total debt securities | $11,055,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 614 |
| Fair value | $5,791,000 | 640 |
| 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 | $12,172,000 | 5,798 |
| U.S. Government securities | $9,662,000 | 5,591 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,662,000 | 5,468 |
| Securities issued by states & political subdivisions | $2,510,000 | 4,022 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,456,000 | 4,471 |
| Mortgage-backed securities | $1,055,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $1,055,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,055,000 | 4,749 |
| 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) | $2,510,000 | 2,366 |
| Available-for-sale securities (fair market value) | $9,662,000 | 5,606 |
| Total debt securities | $12,172,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 772 |
| Fair value | $4,764,000 | 841 |
| 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 | $10,107,000 | 6,207 |
| U.S. Government securities | $7,595,000 | 6,112 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,595,000 | 5,986 |
| Securities issued by states & political subdivisions | $2,512,000 | 4,017 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,579,000 | 4,438 |
| Mortgage-backed securities | $1,181,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,181,000 | 4,684 |
| 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) | $2,512,000 | 2,403 |
| Available-for-sale securities (fair market value) | $7,595,000 | 6,039 |
| Total debt securities | $10,107,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 837 |
| Fair value | $4,599,000 | 912 |
| 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 | $10,141,000 | 6,246 |
| U.S. Government securities | $7,852,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,852,000 | 5,974 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,161 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,738,000 | 4,403 |
| Mortgage-backed securities | $1,329,000 | 5,137 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 4,624 |
| Issued or guaranteed by U.S. | $1,329,000 | 4,605 |
| 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) | $2,289,000 | 2,488 |
| Available-for-sale securities (fair market value) | $7,852,000 | 6,044 |
| Total debt securities | $10,140,000 | 6,186 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 851 |
| Fair value | $4,674,000 | 922 |
| 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 | $10,298,000 | 6,262 |
| U.S. Government securities | $8,007,000 | 6,057 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,007,000 | 5,911 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,192 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,400,000 | 4,477 |
| Mortgage-backed securities | $1,426,000 | 5,126 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 4,607 |
| Issued or guaranteed by U.S. | $1,426,000 | 4,588 |
| 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) | $2,291,000 | 2,532 |
| Available-for-sale securities (fair market value) | $8,007,000 | 6,033 |
| Total debt securities | $10,298,000 | 6,203 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 864 |
| Fair value | $4,719,000 | 924 |
| 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 | $12,341,000 | 5,838 |
| U.S. Government securities | $10,433,000 | 5,477 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,433,000 | 5,336 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,427 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,747,000 | 4,377 |
| Mortgage-backed securities | $1,693,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $1,693,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,693,000 | 4,464 |
| 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) | $1,908,000 | 2,698 |
| Available-for-sale securities (fair market value) | $10,433,000 | 5,519 |
| Total debt securities | $12,341,000 | 5,772 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 843 |
| Fair value | $4,844,000 | 903 |
| 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 | $12,682,000 | 5,823 |
| U.S. Government securities | $10,772,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,772,000 | 5,297 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,408 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,613,000 | 4,395 |
| Mortgage-backed securities | $1,989,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,367 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,349 |
| 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) | $1,910,000 | 2,752 |
| Available-for-sale securities (fair market value) | $10,772,000 | 5,483 |
| Total debt securities | $12,682,000 | 5,760 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 819 |
| Fair value | $4,864,000 | 884 |
| 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 | $12,724,000 | 5,889 |
| U.S. Government securities | $10,812,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,812,000 | 5,356 |
| Securities issued by states & political subdivisions | $1,912,000 | 4,408 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,745,000 | 4,705 |
| Mortgage-backed securities | $2,251,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,296 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,282 |
| 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) | $1,912,000 | 2,789 |
| Available-for-sale securities (fair market value) | $10,812,000 | 5,543 |
| Total debt securities | $12,724,000 | 5,828 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 830 |
| Fair value | $4,712,000 | 897 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $13,705,000 | 5,735 |
| U.S. Government securities | $12,277,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,277,000 | 5,013 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,745 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,527,000 | 5,156 |
| Mortgage-backed securities | $2,517,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,517,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,517,000 | 4,201 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,378,000 | 3,035 |
| Available-for-sale securities (fair market value) | $12,327,000 | 5,261 |
| Total debt securities | $13,705,000 | 5,666 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 794 |
| Fair value | $4,784,000 | 871 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $13,793,000 | 5,750 |
| U.S. Government securities | $13,742,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,742,000 | 4,726 |
| Securities issued by states & political subdivisions | $51,000 | 6,510 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,459,000 | 5,207 |
| Mortgage-backed securities | $2,843,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $2,843,000 | 4,087 |
| Issued or guaranteed by U.S. | $2,843,000 | 4,076 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,793,000 | 5,031 |
| Total debt securities | $13,793,000 | 5,680 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 688 |
| Fair value | $5,869,000 | 734 |
| 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 | $13,883,000 | 5,792 |
| U.S. Government securities | $13,832,000 | 4,919 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,832,000 | 4,761 |
| Securities issued by states & political subdivisions | $51,000 | 6,555 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,744,000 | 5,068 |
| Mortgage-backed securities | $3,315,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 3,967 |
| Issued or guaranteed by U.S. | $3,315,000 | 3,958 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,883,000 | 5,083 |
| Total debt securities | $13,883,000 | 5,713 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 677 |
| Fair value | $5,602,000 | 734 |
| 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 | $12,987,000 | 5,932 |
| U.S. Government securities | $12,935,000 | 5,029 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,935,000 | 4,895 |
| Securities issued by states & political subdivisions | $52,000 | 6,548 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,172,000 | 4,851 |
| Mortgage-backed securities | $3,983,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $3,983,000 | 3,766 |
| Issued or guaranteed by U.S. | $3,983,000 | 3,758 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,987,000 | 5,209 |
| Total debt securities | $12,987,000 | 5,850 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 678 |
| Fair value | $4,898,000 | 733 |
| 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 | $16,543,000 | 5,350 |
| U.S. Government securities | $15,354,000 | 4,622 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,354,000 | 4,477 |
| Securities issued by states & political subdivisions | $92,000 | 6,576 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,097,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,378,000 | 4,715 |
| Mortgage-backed securities | $4,272,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $4,272,000 | 3,643 |
| Issued or guaranteed by U.S. | $4,272,000 | 3,630 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,543,000 | 4,664 |
| Total debt securities | $15,446,000 | 5,446 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 524 |
| Fair value | $5,745,000 | 557 |
| 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 | $17,528,000 | 5,112 |
| U.S. Government securities | $16,241,000 | 4,348 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,241,000 | 4,184 |
| Securities issued by states & political subdivisions | $178,000 | 6,413 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,109,000 | 1,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,383,000 | 4,675 |
| Mortgage-backed securities | $5,137,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $5,137,000 | 3,372 |
| Issued or guaranteed by U.S. | $5,137,000 | 3,357 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $17,528,000 | 4,462 |
| Total debt securities | $16,419,000 | 5,199 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 421 |
| Fair value | $5,756,000 | 450 |
| 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 | $13,657,000 | 5,747 |
| U.S. Government securities | $12,363,000 | 5,004 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,363,000 | 4,843 |
| Securities issued by states & political subdivisions | $199,000 | 6,395 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,095,000 | 1,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,470,000 | 4,212 |
| Mortgage-backed securities | $6,220,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $6,220,000 | 3,110 |
| Issued or guaranteed by U.S. | $6,220,000 | 3,098 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,657,000 | 5,008 |
| Total debt securities | $12,562,000 | 5,856 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 606 |
| Fair value | $3,000,000 | 650 |
| 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 | $12,586,000 | 5,958 |
| U.S. Government securities | $11,222,000 | 5,309 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,222,000 | 5,129 |
| Securities issued by states & political subdivisions | $198,000 | 6,393 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,166,000 | 1,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 4,445 |
| Mortgage-backed securities | $5,927,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $5,927,000 | 3,153 |
| Issued or guaranteed by U.S. | $5,927,000 | 3,140 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,586,000 | 5,208 |
| Total debt securities | $11,420,000 | 6,124 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,000,000 | 1,073 |
| 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 | $10,102,000 | 6,486 |
| U.S. Government securities | $8,728,000 | 5,947 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,728,000 | 5,742 |
| Securities issued by states & political subdivisions | $208,000 | 6,369 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,166,000 | 1,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 5,152 |
| Mortgage-backed securities | $6,868,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $5,462,000 | 3,226 |
| Issued or guaranteed by U.S. | $5,462,000 | 3,212 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,406,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $1,406,000 | 2,776 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,102,000 | 5,695 |
| Total debt securities | $8,936,000 | 6,669 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,002,000 | 914 |
| 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 | $10,729,000 | 6,337 |
| U.S. Government securities | $9,475,000 | 5,657 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,475,000 | 5,422 |
| Securities issued by states & political subdivisions | $254,000 | 6,404 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,000,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,788,000 | 4,480 |
| Mortgage-backed securities | $6,527,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $6,519,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,519,000 | 2,723 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,000 | 4,475 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,249 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,729,000 | 5,453 |
| Total debt securities | $9,729,000 | 6,488 |
| 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 | $16,435,000 | 5,279 |
| U.S. Government securities | $14,119,000 | 4,738 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,119,000 | 4,424 |
| Securities issued by states & political subdivisions | $372,000 | 6,315 |
| Other domestic debt securities | $575,000 | 2,841 |
| 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 | $575,000 | 2,494 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,369,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,204,000 | 3,129 |
| Mortgage-backed securities | $8,533,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $8,364,000 | 1,948 |
| Issued or guaranteed by U.S. | $8,364,000 | 1,936 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $169,000 | 3,832 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,652 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,435,000 | 4,337 |
| Total debt securities | $15,066,000 | 5,422 |
| 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 | $16,049,000 | 5,581 |
| U.S. Government securities | $14,255,000 | 4,925 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,255,000 | 4,458 |
| Securities issued by states & political subdivisions | $487,000 | 6,416 |
| Other domestic debt securities | $75,000 | 3,607 |
| 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 | $75,000 | 3,058 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,232,000 | 2,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,800,000 | 3,441 |
| Mortgage-backed securities | $10,052,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $9,703,000 | 1,913 |
| Issued or guaranteed by U.S. | $9,703,000 | 1,902 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $349,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 3,592 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $16,049,000 | 4,535 |
| Total debt securities | $14,817,000 | 5,740 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,803,000 | 7,456 |
| U.S. Government securities | $7,864,000 | 6,820 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,864,000 | 5,962 |
| Securities issued by states & political subdivisions | $133,000 | 7,462 |
| Other domestic debt securities | $75,000 | 3,579 |
| 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 | $75,000 | 2,975 |
| Foreign debt securities | NA | NA |
| Equity securities | $731,000 | 2,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,405,000 | 4,107 |
| Mortgage-backed securities | $7,540,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 2,412 |
| Issued or guaranteed by U.S. | $7,288,000 | 2,396 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $252,000 | 4,154 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,986 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $8,803,000 | 6,113 |
| Total debt securities | $8,072,000 | 7,544 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,602,000 | 7,224 |
| U.S. Government securities | $9,892,000 | 6,523 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,892,000 | 5,269 |
| Securities issued by states & political subdivisions | $130,000 | 7,734 |
| 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 | $580,000 | 3,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,296,000 | 3,345 |
| Mortgage-backed securities | $6,511,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $6,259,000 | 2,578 |
| Issued or guaranteed by U.S. | $6,259,000 | 2,568 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $252,000 | 4,395 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 4,234 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $10,602,000 | 5,563 |
| Total debt securities | $10,022,000 | 7,277 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,004,000 | 1,175 |
| 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 | $12,257,000 | 7,200 |
| U.S. Government securities | $11,824,000 | 6,380 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $11,824,000 | 4,972 |
| Securities issued by states & political subdivisions | $134,000 | 8,144 |
| 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 | $299,000 | 4,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,986,000 | 3,192 |
| Mortgage-backed securities | $6,260,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $4,539,000 | 3,377 |
| Issued or guaranteed by U.S. | $4,539,000 | 3,357 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,721,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $1,721,000 | 3,132 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,257,000 | 5,352 |
| Total debt securities | $11,958,000 | 7,161 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,998,000 | 1,023 |
| 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 | $10,910,000 | 7,960 |
| U.S. Government securities | $10,554,000 | 7,103 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $10,554,000 | 5,300 |
| Securities issued by states & political subdivisions | $26,000 | 8,917 |
| Other domestic debt securities | $34,000 | 4,878 |
| Privately issued residential mortgage-backed securities | $34,000 | 2,254 |
| 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 | $296,000 | 4,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,855,000 | 4,273 |
| Mortgage-backed securities | $8,017,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $5,281,000 | 3,197 |
| Issued or guaranteed by U.S. | $5,281,000 | 3,171 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,736,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $2,702,000 | 2,853 |
| Privately issued | $34,000 | 1,928 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $10,910,000 | 5,886 |
| Total debt securities | $10,614,000 | 7,933 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $1,000,000 | 2,581 |
| 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 | $11,329,000 | 8,285 |
| U.S. Government securities | $10,996,000 | 7,349 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $10,996,000 | 5,020 |
| Securities issued by states & political subdivisions | $26,000 | 9,430 |
| Other domestic debt securities | $108,000 | 4,975 |
| Privately issued residential mortgage-backed securities | $108,000 | 2,117 |
| 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 | $199,000 | 4,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,200,000 | 4,166 |
| Mortgage-backed securities | $8,481,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $5,905,000 | 3,100 |
| Issued or guaranteed by U.S. | $5,905,000 | 3,089 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,576,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $2,468,000 | 3,175 |
| Privately issued | $108,000 | 1,807 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $11,329,000 | 4,405 |
| Total debt securities | $11,130,000 | 8,231 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,929,000 | 9,118 |
| U.S. Government securities | $9,003,000 | 8,461 |
| U.S. Treasury securities | $249,000 | 11,317 |
| U.S. Government agency obligations | $8,754,000 | 6,057 |
| Securities issued by states & political subdivisions | $26,000 | 9,685 |
| Other domestic debt securities | $734,000 | 3,748 |
| Privately issued residential mortgage-backed securities | $373,000 | 1,930 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $361,000 | 3,596 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 4,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,218,000 | 5,083 |
| Mortgage-backed securities | $7,924,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $6,544,000 | 3,230 |
| Issued or guaranteed by U.S. | $6,544,000 | 3,201 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,380,000 | 4,585 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 4,728 |
| Privately issued | $373,000 | 1,577 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,763,000 | 9,042 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,399,000 | 8,612 |
| U.S. Government securities | $9,480,000 | 8,297 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $9,480,000 | 5,727 |
| Securities issued by states & political subdivisions | $26,000 | 9,755 |
| Other domestic debt securities | $1,727,000 | 3,176 |
| Privately issued residential mortgage-backed securities | $634,000 | 2,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,093,000 | 2,806 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 4,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,394,000 | 5,629 |
| Mortgage-backed securities | $6,680,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 3,621 |
| Issued or guaranteed by U.S. | $5,851,000 | 3,575 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $829,000 | 5,345 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 6,187 |
| Privately issued | $634,000 | 1,781 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,233,000 | 8,536 |
| 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 |