Home > Border Capital Bank > Securities
Border Capital Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $36,738,000 | 3,322 |
| U.S. Government securities | $24,236,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,236,000 | 3,080 |
| Securities issued by states & political subdivisions | $12,502,000 | 2,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,182,000 | 4,459 |
| Mortgage-backed securities | $23,751,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $21,395,000 | 1,693 |
| Issued or guaranteed by U.S. | $21,395,000 | 1,690 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,356,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $2,356,000 | 2,299 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $36,738,000 | 3,043 |
| Total debt securities | $36,738,000 | 3,290 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $36,690,000 | 3,309 |
| U.S. Government securities | $23,725,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,725,000 | 3,112 |
| Securities issued by states & political subdivisions | $12,965,000 | 2,479 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,610,000 | 4,348 |
| Mortgage-backed securities | $23,263,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $20,661,000 | 1,750 |
| Issued or guaranteed by U.S. | $20,661,000 | 1,748 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,602,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $2,602,000 | 2,289 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $36,690,000 | 3,043 |
| Total debt securities | $36,690,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $36,661,000 | 3,321 |
| U.S. Government securities | $22,356,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,356,000 | 3,242 |
| Securities issued by states & political subdivisions | $14,305,000 | 2,327 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,230,000 | 4,250 |
| Mortgage-backed securities | $21,856,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $18,931,000 | 1,883 |
| Issued or guaranteed by U.S. | $18,931,000 | 1,882 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,925,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $2,925,000 | 2,239 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $36,661,000 | 3,073 |
| Total debt securities | $36,661,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $36,081,000 | 3,302 |
| U.S. Government securities | $20,265,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,265,000 | 3,380 |
| Securities issued by states & political subdivisions | $15,816,000 | 2,151 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 5,172 |
| Mortgage-backed securities | $19,765,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $16,547,000 | 2,028 |
| Issued or guaranteed by U.S. | $16,547,000 | 2,026 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,218,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $3,218,000 | 2,238 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $36,081,000 | 3,055 |
| Total debt securities | $36,081,000 | 3,266 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $36,285,000 | 3,331 |
| U.S. Government securities | $36,285,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $36,285,000 | 2,412 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,747,000 | 4,157 |
| Mortgage-backed securities | $21,335,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $17,673,000 | 2,025 |
| Issued or guaranteed by U.S. | $17,673,000 | 2,024 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,662,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $3,662,000 | 2,244 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $36,285,000 | 3,072 |
| Total debt securities | $36,285,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $30,995,000 | 3,656 |
| U.S. Government securities | $17,909,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,909,000 | 3,771 |
| Securities issued by states & political subdivisions | $13,086,000 | 2,365 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,306,000 | 4,062 |
| Mortgage-backed securities | $17,403,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $14,003,000 | 2,376 |
| Issued or guaranteed by U.S. | $14,003,000 | 2,375 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,400,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $3,400,000 | 2,306 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $30,995,000 | 3,389 |
| Total debt securities | $30,995,000 | 3,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $29,186,000 | 3,788 |
| U.S. Government securities | $18,749,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,749,000 | 3,763 |
| Securities issued by states & political subdivisions | $10,437,000 | 2,603 |
| 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 | $6,881,000 | 3,944 |
| Mortgage-backed securities | $18,237,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $13,919,000 | 2,371 |
| Issued or guaranteed by U.S. | $13,919,000 | 2,367 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,318,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $4,318,000 | 2,149 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $29,186,000 | 3,515 |
| Total debt securities | $29,186,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,798,000 | 3,767 |
| U.S. Government securities | $19,713,000 | 3,667 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,713,000 | 3,597 |
| Securities issued by states & political subdivisions | $9,085,000 | 2,773 |
| 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 | $6,853,000 | 3,769 |
| Mortgage-backed securities | $18,695,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $15,246,000 | 2,155 |
| Issued or guaranteed by U.S. | $15,246,000 | 2,150 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,449,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $3,449,000 | 2,220 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,798,000 | 3,474 |
| Total debt securities | $28,798,000 | 3,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $25,423,000 | 3,975 |
| U.S. Government securities | $19,525,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,525,000 | 3,551 |
| Securities issued by states & political subdivisions | $5,898,000 | 3,324 |
| 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 | $7,643,000 | 3,608 |
| Mortgage-backed securities | $18,499,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $16,942,000 | 1,960 |
| Issued or guaranteed by U.S. | $16,942,000 | 1,955 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,557,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,680 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,423,000 | 3,654 |
| Total debt securities | $25,423,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $25,339,000 | 4,015 |
| U.S. Government securities | $20,915,000 | 3,562 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,915,000 | 3,477 |
| Securities issued by states & political subdivisions | $4,424,000 | 3,638 |
| 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 | $9,534,000 | 3,278 |
| Mortgage-backed securities | $18,878,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $17,807,000 | 1,835 |
| Issued or guaranteed by U.S. | $17,807,000 | 1,833 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,071,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,788 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,339,000 | 3,692 |
| Total debt securities | $25,339,000 | 3,982 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $24,326,000 | 4,090 |
| U.S. Government securities | $20,824,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,824,000 | 3,466 |
| Securities issued by states & political subdivisions | $3,502,000 | 3,864 |
| 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 | $10,074,000 | 3,192 |
| Mortgage-backed securities | $16,717,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $15,630,000 | 1,950 |
| Issued or guaranteed by U.S. | $15,630,000 | 1,947 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,087,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $1,087,000 | 2,707 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $24,326,000 | 3,772 |
| Total debt securities | $24,326,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $20,839,000 | 4,304 |
| U.S. Government securities | $17,477,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,477,000 | 3,644 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,897 |
| 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 | $20,839,000 | 2,076 |
| Mortgage-backed securities | $13,353,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $13,353,000 | 2,060 |
| Issued or guaranteed by U.S. | $13,353,000 | 2,054 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,839,000 | 3,956 |
| Total debt securities | $20,839,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $21,366,000 | 4,203 |
| U.S. Government securities | $18,760,000 | 3,577 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,760,000 | 3,477 |
| Securities issued by states & political subdivisions | $2,606,000 | 4,098 |
| 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 | $21,366,000 | 2,049 |
| Mortgage-backed securities | $14,597,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $14,597,000 | 1,910 |
| Issued or guaranteed by U.S. | $14,597,000 | 1,903 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $21,366,000 | 3,859 |
| Total debt securities | $21,366,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $22,397,000 | 4,126 |
| U.S. Government securities | $22,295,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,295,000 | 3,176 |
| Securities issued by states & political subdivisions | $102,000 | 5,673 |
| 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 | $22,397,000 | 2,005 |
| Mortgage-backed securities | $18,172,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $18,172,000 | 1,663 |
| Issued or guaranteed by U.S. | $18,172,000 | 1,657 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,397,000 | 3,767 |
| Total debt securities | $22,397,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $22,072,000 | 4,210 |
| U.S. Government securities | $21,970,000 | 3,352 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,970,000 | 3,263 |
| Securities issued by states & political subdivisions | $102,000 | 5,699 |
| 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 | $21,064,000 | 2,151 |
| Mortgage-backed securities | $17,838,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $17,838,000 | 1,765 |
| Issued or guaranteed by U.S. | $17,838,000 | 1,762 |
| 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) | $22,072,000 | 3,821 |
| Total debt securities | $22,072,000 | 4,173 |
| 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 | $21,627,000 | 4,231 |
| U.S. Government securities | $21,526,000 | 3,361 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $21,526,000 | 3,283 |
| Securities issued by states & political subdivisions | $101,000 | 5,739 |
| 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 | $21,627,000 | 2,113 |
| Mortgage-backed securities | $17,920,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $17,920,000 | 1,824 |
| Issued or guaranteed by U.S. | $17,920,000 | 1,818 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,627,000 | 3,844 |
| Total debt securities | $21,627,000 | 4,201 |
| 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 | $23,791,000 | 4,033 |
| U.S. Government securities | $23,692,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,692,000 | 3,063 |
| Securities issued by states & political subdivisions | $99,000 | 5,796 |
| 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 | $9,244,000 | 3,477 |
| Mortgage-backed securities | $19,099,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $19,099,000 | 1,791 |
| Issued or guaranteed by U.S. | $19,099,000 | 1,786 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $23,791,000 | 3,645 |
| Total debt securities | $23,791,000 | 3,997 |
| 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 | $22,860,000 | 4,086 |
| U.S. Government securities | $20,765,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,765,000 | 3,315 |
| Securities issued by states & political subdivisions | $2,095,000 | 4,295 |
| 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 | $9,724,000 | 3,415 |
| Mortgage-backed securities | $16,159,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $16,159,000 | 2,076 |
| Issued or guaranteed by U.S. | $16,159,000 | 2,064 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $22,860,000 | 3,687 |
| Total debt securities | $22,860,000 | 4,045 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $22,294,000 | 4,161 |
| U.S. Government securities | $20,192,000 | 3,506 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,192,000 | 3,438 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,213 |
| 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 | $10,419,000 | 3,340 |
| Mortgage-backed securities | $16,128,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $16,128,000 | 2,100 |
| Issued or guaranteed by U.S. | $16,128,000 | 2,086 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,294,000 | 3,735 |
| Total debt securities | $22,294,000 | 4,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $25,385,000 | 3,858 |
| U.S. Government securities | $23,717,000 | 3,132 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,717,000 | 3,070 |
| Securities issued by states & political subdivisions | $1,668,000 | 4,390 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,522,000 | 4,120 |
| Mortgage-backed securities | $13,653,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $13,653,000 | 2,281 |
| Issued or guaranteed by U.S. | $13,653,000 | 2,271 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $25,385,000 | 3,444 |
| Total debt securities | $25,385,000 | 3,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $24,332,000 | 3,873 |
| U.S. Government securities | $23,064,000 | 3,149 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,064,000 | 3,084 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,622 |
| 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 | $5,551,000 | 4,374 |
| Mortgage-backed securities | $13,998,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $13,998,000 | 2,174 |
| Issued or guaranteed by U.S. | $13,998,000 | 2,164 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $24,332,000 | 3,457 |
| Total debt securities | $24,332,000 | 3,845 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $29,576,000 | 3,482 |
| U.S. Government securities | $27,291,000 | 2,821 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,291,000 | 2,775 |
| Securities issued by states & political subdivisions | $2,285,000 | 4,104 |
| 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 | $5,468,000 | 4,389 |
| Mortgage-backed securities | $13,372,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $13,372,000 | 2,213 |
| Issued or guaranteed by U.S. | $13,372,000 | 2,203 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,576,000 | 3,092 |
| Total debt securities | $29,576,000 | 3,440 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $32,365,000 | 3,261 |
| U.S. Government securities | $30,636,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,636,000 | 2,529 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,432 |
| 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 | $49,000 | 184 |
| 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 | $5,588,000 | 4,305 |
| Mortgage-backed securities | $12,465,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $12,465,000 | 2,238 |
| Issued or guaranteed by U.S. | $12,465,000 | 2,227 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $32,365,000 | 2,903 |
| Total debt securities | $32,365,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $28,977,000 | 3,533 |
| U.S. Government securities | $27,118,000 | 2,887 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,118,000 | 2,829 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,365 |
| 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 | $49,000 | 187 |
| 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 | $5,514,000 | 4,368 |
| Mortgage-backed securities | $11,849,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $11,849,000 | 2,074 |
| Issued or guaranteed by U.S. | $11,849,000 | 2,064 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $28,977,000 | 3,123 |
| Total debt securities | $28,977,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $28,327,000 | 3,573 |
| U.S. Government securities | $26,480,000 | 2,969 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,480,000 | 2,911 |
| Securities issued by states & political subdivisions | $1,797,000 | 4,380 |
| 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 | $50,000 | 179 |
| 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 | $4,513,000 | 4,687 |
| Mortgage-backed securities | $11,237,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $11,237,000 | 1,985 |
| Issued or guaranteed by U.S. | $11,237,000 | 1,977 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $28,327,000 | 3,153 |
| Total debt securities | $28,327,000 | 3,533 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $23,172,000 | 4,074 |
| U.S. Government securities | $21,340,000 | 3,478 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,340,000 | 3,394 |
| Securities issued by states & political subdivisions | $1,782,000 | 4,386 |
| 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 | $50,000 | 179 |
| 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 | $4,480,000 | 4,738 |
| Mortgage-backed securities | $4,214,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $4,214,000 | 3,246 |
| Issued or guaranteed by U.S. | $4,214,000 | 3,235 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $23,172,000 | 3,591 |
| Total debt securities | $23,172,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $22,400,000 | 4,191 |
| U.S. Government securities | $20,609,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,609,000 | 3,500 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,399 |
| 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 | $4,483,000 | 4,739 |
| Mortgage-backed securities | $4,443,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $4,443,000 | 3,161 |
| Issued or guaranteed by U.S. | $4,443,000 | 3,146 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,400,000 | 3,677 |
| Total debt securities | $22,400,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $22,060,000 | 4,277 |
| U.S. Government securities | $20,271,000 | 3,684 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,271,000 | 3,582 |
| Securities issued by states & political subdivisions | $1,789,000 | 4,406 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,447,000 | 5,146 |
| Mortgage-backed securities | $4,595,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $4,595,000 | 3,117 |
| Issued or guaranteed by U.S. | $4,595,000 | 3,103 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $22,060,000 | 3,740 |
| Total debt securities | $22,060,000 | 4,224 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $22,192,000 | 4,285 |
| U.S. Government securities | $20,410,000 | 3,709 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,410,000 | 3,603 |
| Securities issued by states & political subdivisions | $1,782,000 | 4,442 |
| 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 | $4,477,000 | 4,774 |
| Mortgage-backed securities | $4,767,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $4,767,000 | 3,069 |
| Issued or guaranteed by U.S. | $4,767,000 | 3,055 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $22,192,000 | 3,741 |
| Total debt securities | $22,192,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $22,253,000 | 4,266 |
| U.S. Government securities | $20,475,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,475,000 | 3,597 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,442 |
| 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 | $6,370,000 | 4,222 |
| Mortgage-backed securities | $4,950,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $4,950,000 | 3,042 |
| Issued or guaranteed by U.S. | $4,950,000 | 3,030 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,253,000 | 3,708 |
| Total debt securities | $22,253,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $21,482,000 | 4,422 |
| U.S. Government securities | $19,671,000 | 3,860 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,671,000 | 3,739 |
| Securities issued by states & political subdivisions | $1,811,000 | 4,449 |
| 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 | $7,074,000 | 4,006 |
| Mortgage-backed securities | $5,266,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $5,266,000 | 3,010 |
| Issued or guaranteed by U.S. | $5,266,000 | 2,997 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $21,482,000 | 3,829 |
| Total debt securities | $21,482,000 | 4,360 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,782,000 | 4,533 |
| U.S. Government securities | $18,972,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,972,000 | 3,819 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,475 |
| 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 | $6,140,000 | 4,256 |
| Mortgage-backed securities | $5,497,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $5,497,000 | 2,975 |
| Issued or guaranteed by U.S. | $5,497,000 | 2,963 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,782,000 | 3,908 |
| Total debt securities | $20,782,000 | 4,469 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $21,269,000 | 4,445 |
| U.S. Government securities | $19,466,000 | 3,839 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,466,000 | 3,708 |
| Securities issued by states & political subdivisions | $1,803,000 | 4,483 |
| 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 | $9,747,000 | 3,418 |
| Mortgage-backed securities | $5,854,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $5,854,000 | 2,911 |
| Issued or guaranteed by U.S. | $5,854,000 | 2,900 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $21,269,000 | 3,838 |
| Total debt securities | $21,269,000 | 4,383 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $21,833,000 | 4,399 |
| U.S. Government securities | $20,027,000 | 3,791 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,027,000 | 3,669 |
| Securities issued by states & political subdivisions | $1,806,000 | 4,468 |
| 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 | $12,824,000 | 2,899 |
| Mortgage-backed securities | $6,320,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $6,320,000 | 2,887 |
| Issued or guaranteed by U.S. | $6,320,000 | 2,875 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $21,833,000 | 3,816 |
| Total debt securities | $21,833,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $23,207,000 | 4,304 |
| U.S. Government securities | $20,678,000 | 3,777 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,678,000 | 3,644 |
| Securities issued by states & political subdivisions | $1,809,000 | 4,470 |
| 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 | $720,000 | 1,317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,650,000 | 2,770 |
| Mortgage-backed securities | $7,009,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $7,009,000 | 2,806 |
| Issued or guaranteed by U.S. | $7,009,000 | 2,796 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $23,207,000 | 3,734 |
| Total debt securities | $22,487,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $24,863,000 | 4,151 |
| U.S. Government securities | $21,409,000 | 3,702 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,409,000 | 3,576 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,721 |
| 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 | $1,990,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,909,000 | 2,714 |
| Mortgage-backed securities | $7,479,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $7,479,000 | 2,746 |
| Issued or guaranteed by U.S. | $7,479,000 | 2,739 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $24,863,000 | 3,595 |
| Total debt securities | $22,873,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $25,335,000 | 4,059 |
| U.S. Government securities | $21,866,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,866,000 | 3,510 |
| Securities issued by states & political subdivisions | $1,469,000 | 4,732 |
| 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 | $2,000,000 | 937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,540,000 | 3,029 |
| Mortgage-backed securities | $6,940,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $6,940,000 | 2,898 |
| Issued or guaranteed by U.S. | $6,940,000 | 2,892 |
| 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) | $25,335,000 | 3,519 |
| Total debt securities | $23,335,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $24,300,000 | 4,245 |
| U.S. Government securities | $20,888,000 | 3,795 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,888,000 | 3,658 |
| Securities issued by states & political subdivisions | $1,436,000 | 4,773 |
| 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 | $1,976,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,958,000 | 2,940 |
| Mortgage-backed securities | $4,926,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $4,923,000 | 3,427 |
| Issued or guaranteed by U.S. | $4,923,000 | 3,419 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,530 |
| 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) | $24,300,000 | 3,676 |
| Total debt securities | $22,324,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $21,589,000 | 4,557 |
| U.S. Government securities | $18,076,000 | 4,115 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,076,000 | 3,964 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,733 |
| 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 | $2,027,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,181,000 | 2,883 |
| Mortgage-backed securities | $4,488,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $4,467,000 | 3,598 |
| Issued or guaranteed by U.S. | $4,467,000 | 3,588 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $21,000 | 3,856 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,521 |
| 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) | $21,589,000 | 3,977 |
| Total debt securities | $19,562,000 | 4,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $21,432,000 | 4,625 |
| U.S. Government securities | $17,931,000 | 4,203 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,931,000 | 4,055 |
| Securities issued by states & political subdivisions | $1,483,000 | 4,768 |
| 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 | $2,018,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,761,000 | 3,916 |
| Mortgage-backed securities | $4,752,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $4,717,000 | 3,503 |
| Issued or guaranteed by U.S. | $4,717,000 | 3,492 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $35,000 | 3,859 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,678 |
| 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) | $21,432,000 | 4,018 |
| Total debt securities | $19,414,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $22,754,000 | 4,405 |
| U.S. Government securities | $19,277,000 | 3,889 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,277,000 | 3,747 |
| Securities issued by states & political subdivisions | $1,456,000 | 4,805 |
| 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 | $2,021,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,095,000 | 4,048 |
| Mortgage-backed securities | $3,126,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 4,069 |
| Issued or guaranteed by U.S. | $3,061,000 | 4,055 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $65,000 | 3,869 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,672 |
| 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) | $22,754,000 | 3,806 |
| Total debt securities | $20,733,000 | 4,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $27,065,000 | 3,832 |
| U.S. Government securities | $23,537,000 | 3,286 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,537,000 | 3,156 |
| Securities issued by states & political subdivisions | $1,492,000 | 4,754 |
| 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 | $2,036,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,206,000 | 3,965 |
| Mortgage-backed securities | $3,554,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $3,402,000 | 3,982 |
| Issued or guaranteed by U.S. | $3,402,000 | 3,969 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $152,000 | 3,872 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,685 |
| 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) | $27,065,000 | 3,311 |
| Total debt securities | $25,029,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,061,000 | 4,966 |
| U.S. Government securities | $16,539,000 | 4,245 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,539,000 | 4,062 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,522,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,017,000 | 3,287 |
| Mortgage-backed securities | $4,319,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $4,092,000 | 3,730 |
| Issued or guaranteed by U.S. | $4,092,000 | 3,719 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $227,000 | 3,868 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,690 |
| 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) | $18,061,000 | 4,304 |
| Total debt securities | $16,539,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,309,000 | 4,743 |
| U.S. Government securities | $17,793,000 | 4,009 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,793,000 | 3,839 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $1,516,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,881,000 | 3,296 |
| Mortgage-backed securities | $4,127,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $3,837,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,837,000 | 3,783 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $290,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,659 |
| 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) | $19,309,000 | 4,099 |
| Total debt securities | $17,793,000 | 4,904 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,449,000 | 4,940 |
| U.S. Government securities | $17,449,000 | 3,933 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,449,000 | 3,742 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,586,000 | 3,525 |
| Mortgage-backed securities | $2,272,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,845,000 | 4,583 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $427,000 | 3,826 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 3,659 |
| 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) | $17,449,000 | 4,208 |
| Total debt securities | $17,449,000 | 4,846 |
| 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 | $20,734,000 | 4,520 |
| U.S. Government securities | $20,458,000 | 3,598 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,458,000 | 3,329 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $276,000 | 5,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,964,000 | 3,191 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $20,734,000 | 3,679 |
| Total debt securities | $20,458,000 | 4,443 |
| 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 | $18,516,000 | 5,111 |
| U.S. Government securities | $18,394,000 | 4,121 |
| U.S. Treasury securities | $2,002,000 | 2,697 |
| U.S. Government agency obligations | $16,392,000 | 4,042 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $122,000 | 6,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,542,000 | 2,532 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $18,516,000 | 4,119 |
| Total debt securities | $18,394,000 | 5,016 |
| 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 | $15,858,000 | 5,627 |
| U.S. Government securities | $15,236,000 | 4,737 |
| U.S. Treasury securities | $6,087,000 | 1,931 |
| U.S. Government agency obligations | $9,149,000 | 5,534 |
| Securities issued by states & political subdivisions | $500,000 | 6,574 |
| 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 | $122,000 | 6,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,664,000 | 2,880 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,858,000 | 4,488 |
| Total debt securities | $15,736,000 | 5,523 |
| 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 | $14,722,000 | 6,063 |
| U.S. Government securities | $14,107,000 | 5,245 |
| U.S. Treasury securities | $10,561,000 | 1,756 |
| U.S. Government agency obligations | $3,546,000 | 8,067 |
| Securities issued by states & political subdivisions | $495,000 | 6,749 |
| 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 | $120,000 | 6,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,031,000 | 2,659 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $14,722,000 | 4,546 |
| Total debt securities | $14,602,000 | 5,972 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $22,052,000 | 4,970 |
| U.S. Government securities | $12,334,000 | 6,212 |
| U.S. Treasury securities | $6,768,000 | 3,055 |
| U.S. Government agency obligations | $5,566,000 | 7,334 |
| Securities issued by states & political subdivisions | $9,598,000 | 1,516 |
| 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 | $120,000 | 6,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,249,000 | 5,010 |
| 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) | $10,649,000 | 3,042 |
| Available-for-sale securities (fair market value) | $11,403,000 | 5,576 |
| Total debt securities | $21,932,000 | 4,879 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $22,893,000 | 5,036 |
| U.S. Government securities | $13,919,000 | 5,994 |
| U.S. Treasury securities | $8,306,000 | 3,148 |
| U.S. Government agency obligations | $5,613,000 | 7,365 |
| Securities issued by states & political subdivisions | $8,854,000 | 1,664 |
| 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 | $120,000 | 5,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,977,000 | 4,235 |
| 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) | $9,906,000 | 3,430 |
| Available-for-sale securities (fair market value) | $12,987,000 | 5,303 |
| Total debt securities | $22,773,000 | 4,955 |
| 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 | $21,356,000 | 5,608 |
| U.S. Government securities | $17,514,000 | 5,453 |
| U.S. Treasury securities | $13,747,000 | 2,553 |
| U.S. Government agency obligations | $3,767,000 | 8,547 |
| Securities issued by states & political subdivisions | $3,722,000 | 3,647 |
| 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 | $120,000 | 5,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,505,000 | 5,007 |
| 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) | $18,279,000 | 3,710 |
| Available-for-sale securities (fair market value) | $3,077,000 | 8,056 |
| Total debt securities | $21,236,000 | 5,539 |
| 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 | $27,255,000 | 4,861 |
| U.S. Government securities | $24,270,000 | 4,370 |
| U.S. Treasury securities | $19,222,000 | 1,930 |
| U.S. Government agency obligations | $5,048,000 | 7,869 |
| Securities issued by states & political subdivisions | $2,865,000 | 4,399 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 5,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 6,206 |
| 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 | $27,135,000 | 4,762 |
| 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 | $22,570,000 | 5,609 |
| U.S. Government securities | $22,273,000 | 4,643 |
| U.S. Treasury securities | $13,227,000 | 2,788 |
| U.S. Government agency obligations | $9,046,000 | 5,897 |
| Securities issued by states & political subdivisions | $177,000 | 8,873 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 4,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,554,000 | 6,429 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $22,450,000 | 5,520 |
| 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 |