Home > Canton State Bank > Securities
Canton State Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $4,964,000 | 6,566 |
| U.S. Government securities | $4,367,000 | 6,161 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,367,000 | 6,041 |
| Securities issued by states & political subdivisions | $597,000 | 5,183 |
| 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 | $1,058,000 | 5,499 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,964,000 | 6,087 |
| Total debt securities | $4,964,000 | 6,531 |
| Structured notes | ||
| Amortized cost | $3,980,000 | 1,409 |
| Fair value | $4,064,000 | 1,329 |
| 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 | $5,102,000 | 6,561 |
| U.S. Government securities | $4,543,000 | 6,131 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,543,000 | 6,000 |
| Securities issued by states & political subdivisions | $559,000 | 5,215 |
| 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 | $1,111,000 | 5,521 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,102,000 | 6,083 |
| Total debt securities | $5,100,000 | 6,527 |
| Structured notes | ||
| Amortized cost | $4,413,000 | 1,363 |
| Fair value | $4,494,000 | 1,330 |
| 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 | $4,304,000 | 6,663 |
| U.S. Government securities | $3,625,000 | 6,251 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,625,000 | 6,129 |
| Securities issued by states & political subdivisions | $679,000 | 5,148 |
| 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 | $1,207,000 | 5,526 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $4,304,000 | 6,158 |
| Total debt securities | $4,304,000 | 6,626 |
| Structured notes | ||
| Amortized cost | $3,301,000 | 1,465 |
| Fair value | $3,382,000 | 1,448 |
| 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 | $5,025,000 | 6,541 |
| U.S. Government securities | $4,280,000 | 6,085 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,280,000 | 5,963 |
| Securities issued by states & political subdivisions | $745,000 | 5,030 |
| 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 | $1,326,000 | 5,560 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| 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) | $5,025,000 | 6,037 |
| Total debt securities | $5,025,000 | 6,503 |
| Structured notes | ||
| Amortized cost | $3,677,000 | 1,394 |
| Fair value | $3,826,000 | 1,380 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,523,000 | 6,370 |
| U.S. Government securities | $5,766,000 | 5,855 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,766,000 | 5,743 |
| Securities issued by states & political subdivisions | $757,000 | 5,004 |
| 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 | $1,545,000 | 5,517 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $6,523,000 | 5,858 |
| Total debt securities | $6,523,000 | 6,331 |
| Structured notes | ||
| Amortized cost | $4,661,000 | 1,243 |
| Fair value | $4,850,000 | 1,225 |
| 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 | $6,656,000 | 6,411 |
| U.S. Government securities | $5,874,000 | 5,899 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,874,000 | 5,777 |
| Securities issued by states & political subdivisions | $782,000 | 5,004 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,572,000 | 5,586 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $6,656,000 | 5,892 |
| Total debt securities | $6,656,000 | 6,371 |
| Structured notes | ||
| Amortized cost | $4,880,000 | 1,036 |
| Fair value | $4,966,000 | 1,017 |
| 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 | $6,612,000 | 6,408 |
| U.S. Government securities | $5,711,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,711,000 | 5,817 |
| Securities issued by states & political subdivisions | $901,000 | 4,963 |
| 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 | $1,754,000 | 5,571 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $6,612,000 | 5,896 |
| Total debt securities | $6,612,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $4,393,000 | 894 |
| Fair value | $4,488,000 | 873 |
| 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 | $6,833,000 | 6,410 |
| U.S. Government securities | $5,801,000 | 5,943 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,801,000 | 5,853 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,892 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 5,560 |
| Mortgage-backed securities | $8,000 | 6,354 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,090 |
| Issued or guaranteed by U.S. | $8,000 | 6,071 |
| 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) | $6,833,000 | 5,895 |
| Total debt securities | $6,833,000 | 6,368 |
| Structured notes | ||
| Amortized cost | $3,904,000 | 720 |
| Fair value | $4,022,000 | 674 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,273,000 | 6,752 |
| U.S. Government securities | $4,230,000 | 6,376 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,230,000 | 6,285 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,885 |
| 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 | $1,839,000 | 5,568 |
| Mortgage-backed securities | $14,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,095 |
| Issued or guaranteed by U.S. | $14,000 | 6,073 |
| 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) | $5,273,000 | 6,221 |
| Total debt securities | $5,273,000 | 6,712 |
| Structured notes | ||
| Amortized cost | $2,711,000 | 636 |
| Fair value | $2,798,000 | 615 |
| 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 | $6,316,000 | 6,582 |
| U.S. Government securities | $5,146,000 | 6,246 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,146,000 | 6,163 |
| Securities issued by states & political subdivisions | $1,170,000 | 4,733 |
| 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 | $1,974,000 | 5,577 |
| Mortgage-backed securities | $19,000 | 6,405 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,134 |
| Issued or guaranteed by U.S. | $19,000 | 6,117 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,494 |
| Available-for-sale securities (fair market value) | $6,315,000 | 6,044 |
| Total debt securities | $6,313,000 | 6,542 |
| Structured notes | ||
| Amortized cost | $2,834,000 | 455 |
| Fair value | $2,907,000 | 448 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,941,000 | 6,733 |
| U.S. Government securities | $4,730,000 | 6,483 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,730,000 | 6,389 |
| Securities issued by states & political subdivisions | $1,044,000 | 4,780 |
| Other domestic debt securities | $167,000 | 3,059 |
| 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 | $167,000 | 2,280 |
| 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 | $2,019,000 | 5,595 |
| Mortgage-backed securities | $22,000 | 6,414 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,147 |
| Issued or guaranteed by U.S. | $22,000 | 6,127 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $5,940,000 | 6,160 |
| Total debt securities | $5,942,000 | 6,697 |
| Structured notes | ||
| Amortized cost | $1,642,000 | 753 |
| Fair value | $1,746,000 | 733 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,777,000 | 6,742 |
| U.S. Government securities | $4,477,000 | 6,552 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,477,000 | 6,459 |
| Securities issued by states & political subdivisions | $1,139,000 | 4,700 |
| Other domestic debt securities | $161,000 | 3,013 |
| 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 | $161,000 | 2,240 |
| 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 | $1,974,000 | 5,659 |
| Mortgage-backed securities | $28,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,137 |
| Issued or guaranteed by U.S. | $28,000 | 6,116 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $5,776,000 | 6,163 |
| Total debt securities | $5,777,000 | 6,703 |
| 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 | $4,902,000 | 7,011 |
| U.S. Government securities | $3,445,000 | 6,919 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,445,000 | 6,815 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,629 |
| Other domestic debt securities | $167,000 | 2,984 |
| 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 | $167,000 | 2,248 |
| 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 | $1,799,000 | 5,733 |
| Mortgage-backed securities | $31,000 | 6,423 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,149 |
| Issued or guaranteed by U.S. | $31,000 | 6,123 |
| 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) | $2,000 | 3,553 |
| Available-for-sale securities (fair market value) | $4,900,000 | 6,430 |
| Total debt securities | $4,902,000 | 6,954 |
| Structured notes | ||
| Amortized cost | $686,000 | 1,263 |
| Fair value | $687,000 | 1,256 |
| 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 | $4,832,000 | 7,049 |
| U.S. Government securities | $3,330,000 | 6,976 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,330,000 | 6,869 |
| Securities issued by states & political subdivisions | $1,347,000 | 4,614 |
| Other domestic debt securities | $155,000 | 2,954 |
| 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 | $155,000 | 2,214 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,834,000 | 5,703 |
| Mortgage-backed securities | $35,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,125 |
| Issued or guaranteed by U.S. | $35,000 | 6,095 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,595 |
| Available-for-sale securities (fair market value) | $4,830,000 | 6,461 |
| Total debt securities | $4,832,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,015 |
| Fair value | $1,100,000 | 1,016 |
| 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 | $4,831,000 | 7,127 |
| U.S. Government securities | $3,208,000 | 7,130 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,208,000 | 7,013 |
| Securities issued by states & political subdivisions | $1,460,000 | 4,558 |
| Other domestic debt securities | $163,000 | 2,778 |
| 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 | $163,000 | 2,078 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,828,000 | 5,772 |
| Mortgage-backed securities | $37,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,051 |
| Issued or guaranteed by U.S. | $37,000 | 6,030 |
| 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) | $107,000 | 3,362 |
| Available-for-sale securities (fair market value) | $4,724,000 | 6,518 |
| Total debt securities | $4,831,000 | 7,073 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,456 |
| Fair value | $1,101,000 | 1,459 |
| 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 | $4,569,000 | 7,226 |
| U.S. Government securities | $2,855,000 | 7,298 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,855,000 | 7,187 |
| Securities issued by states & political subdivisions | $1,548,000 | 4,513 |
| Other domestic debt securities | $166,000 | 2,738 |
| 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 | $166,000 | 2,059 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,701,000 | 5,849 |
| Mortgage-backed securities | $39,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,007 |
| Issued or guaranteed by U.S. | $39,000 | 5,983 |
| 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) | $108,000 | 3,423 |
| Available-for-sale securities (fair market value) | $4,461,000 | 6,610 |
| Total debt securities | $4,569,000 | 7,182 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,680 |
| Fair value | $1,041,000 | 1,686 |
| 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 | $4,566,000 | 7,270 |
| U.S. Government securities | $2,814,000 | 7,365 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,814,000 | 7,238 |
| Securities issued by states & political subdivisions | $1,584,000 | 4,513 |
| Other domestic debt securities | $168,000 | 2,691 |
| 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 | $168,000 | 2,026 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,672,000 | 5,920 |
| Mortgage-backed securities | $43,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,009 |
| Issued or guaranteed by U.S. | $43,000 | 5,987 |
| 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) | $109,000 | 3,466 |
| Available-for-sale securities (fair market value) | $4,457,000 | 6,634 |
| Total debt securities | $4,534,000 | 7,235 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,674 |
| Fair value | $1,226,000 | 1,691 |
| 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 | $4,644,000 | 7,312 |
| U.S. Government securities | $2,842,000 | 7,405 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,842,000 | 7,273 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,499 |
| Other domestic debt securities | $170,000 | 2,710 |
| 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 | $170,000 | 2,065 |
| 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 | $1,500,000 | 5,991 |
| Mortgage-backed securities | $47,000 | 6,318 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,011 |
| Issued or guaranteed by U.S. | $47,000 | 5,987 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,000 | 3,539 |
| Available-for-sale securities (fair market value) | $4,534,000 | 6,642 |
| Total debt securities | $4,609,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,747 |
| Fair value | $1,234,000 | 1,767 |
| 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 | $4,736,000 | 7,324 |
| U.S. Government securities | $2,836,000 | 7,453 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,836,000 | 7,327 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,509 |
| Other domestic debt securities | $260,000 | 2,596 |
| 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 | $260,000 | 1,983 |
| 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 | $1,493,000 | 6,026 |
| Mortgage-backed securities | $51,000 | 6,324 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,011 |
| Issued or guaranteed by U.S. | $51,000 | 5,986 |
| 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) | $110,000 | 3,626 |
| Available-for-sale securities (fair market value) | $4,626,000 | 6,648 |
| Total debt securities | $4,704,000 | 7,283 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,847 |
| Fair value | $1,228,000 | 1,869 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,750,000 | 7,400 |
| U.S. Government securities | $2,789,000 | 7,531 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,789,000 | 7,405 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,492 |
| Other domestic debt securities | $256,000 | 2,649 |
| 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 | $256,000 | 2,029 |
| 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 | $1,496,000 | 6,070 |
| Mortgage-backed securities | $52,000 | 6,364 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,048 |
| Issued or guaranteed by U.S. | $52,000 | 6,017 |
| 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) | $110,000 | 3,705 |
| Available-for-sale securities (fair market value) | $4,640,000 | 6,685 |
| Total debt securities | $4,718,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,886 |
| Fair value | $1,423,000 | 1,895 |
| 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 | $4,717,000 | 7,453 |
| U.S. Government securities | $2,746,000 | 7,591 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,746,000 | 7,457 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,475 |
| Other domestic debt securities | $251,000 | 2,698 |
| 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 | $251,000 | 2,099 |
| 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 | $1,084,000 | 6,310 |
| Mortgage-backed securities | $54,000 | 6,405 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,087 |
| Issued or guaranteed by U.S. | $54,000 | 6,059 |
| 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) | $110,000 | 3,760 |
| Available-for-sale securities (fair market value) | $4,607,000 | 6,722 |
| Total debt securities | $4,685,000 | 7,410 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,944 |
| Fair value | $1,401,000 | 1,952 |
| 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 | $4,828,000 | 7,464 |
| U.S. Government securities | $2,811,000 | 7,641 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,811,000 | 7,507 |
| Securities issued by states & political subdivisions | $1,770,000 | 4,478 |
| Other domestic debt securities | $247,000 | 2,811 |
| 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 | $247,000 | 2,252 |
| 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 | $1,106,000 | 6,312 |
| Mortgage-backed securities | $60,000 | 6,418 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,091 |
| Issued or guaranteed by U.S. | $60,000 | 6,068 |
| 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) | $111,000 | 3,822 |
| Available-for-sale securities (fair market value) | $4,717,000 | 6,741 |
| Total debt securities | $4,786,000 | 7,417 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,938 |
| Fair value | $1,410,000 | 1,949 |
| 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 | $4,873,000 | 7,488 |
| U.S. Government securities | $2,829,000 | 7,656 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,829,000 | 7,525 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,484 |
| Other domestic debt securities | $239,000 | 2,907 |
| 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 | $239,000 | 2,372 |
| 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 | $1,118,000 | 6,328 |
| Mortgage-backed securities | $73,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,103 |
| Issued or guaranteed by U.S. | $73,000 | 6,079 |
| 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) | $140,000 | 3,858 |
| Available-for-sale securities (fair market value) | $4,733,000 | 6,762 |
| Total debt securities | $4,841,000 | 7,440 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,932 |
| Fair value | $1,414,000 | 1,941 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,078,000 | 7,465 |
| U.S. Government securities | $2,874,000 | 7,667 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,874,000 | 7,532 |
| Securities issued by states & political subdivisions | $1,951,000 | 4,395 |
| Other domestic debt securities | $253,000 | 2,902 |
| 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 | $253,000 | 2,381 |
| 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 | $1,340,000 | 6,223 |
| Mortgage-backed securities | $78,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,126 |
| Issued or guaranteed by U.S. | $78,000 | 6,107 |
| 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) | $140,000 | 3,915 |
| Available-for-sale securities (fair market value) | $4,938,000 | 6,729 |
| Total debt securities | $4,993,000 | 7,422 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,890 |
| Fair value | $1,430,000 | 1,895 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,259,000 | 7,460 |
| U.S. Government securities | $2,915,000 | 7,702 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,915,000 | 7,556 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,288 |
| Other domestic debt securities | $248,000 | 3,001 |
| 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 | $248,000 | 2,507 |
| 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 | $1,261,000 | 6,266 |
| Mortgage-backed securities | $90,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,144 |
| Issued or guaranteed by U.S. | $90,000 | 6,119 |
| 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) | $241,000 | 3,799 |
| Available-for-sale securities (fair market value) | $5,018,000 | 6,730 |
| Total debt securities | $5,179,000 | 7,407 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,877 |
| Fair value | $1,438,000 | 1,884 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,276,000 | 7,529 |
| U.S. Government securities | $2,858,000 | 7,787 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,858,000 | 7,628 |
| Securities issued by states & political subdivisions | $2,174,000 | 4,255 |
| Other domestic debt securities | $244,000 | 3,061 |
| 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 | $244,000 | 2,598 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,238,000 | 6,324 |
| Mortgage-backed securities | $98,000 | 6,548 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,210 |
| Issued or guaranteed by U.S. | $98,000 | 6,187 |
| 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) | $274,000 | 3,802 |
| Available-for-sale securities (fair market value) | $5,002,000 | 6,801 |
| Total debt securities | $5,196,000 | 7,482 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,862 |
| Fair value | $1,412,000 | 1,869 |
| 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 | $5,805,000 | 7,438 |
| U.S. Government securities | $2,917,000 | 7,773 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,917,000 | 7,617 |
| Securities issued by states & political subdivisions | $2,624,000 | 3,994 |
| Other domestic debt securities | $264,000 | 3,035 |
| 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 | $264,000 | 2,585 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,000 | 6,308 |
| Mortgage-backed securities | $109,000 | 6,567 |
| Certificates of participation in pools of residential mortgages | $109,000 | 6,217 |
| Issued or guaranteed by U.S. | $109,000 | 6,199 |
| 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) | $717,000 | 3,420 |
| Available-for-sale securities (fair market value) | $5,088,000 | 6,816 |
| Total debt securities | $5,727,000 | 7,388 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,822 |
| Fair value | $1,427,000 | 1,828 |
| 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 | $6,160,000 | 7,407 |
| U.S. Government securities | $3,212,000 | 7,694 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,212,000 | 7,544 |
| Securities issued by states & political subdivisions | $2,677,000 | 3,968 |
| Other domestic debt securities | $271,000 | 3,075 |
| 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 | $271,000 | 2,638 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 6,338 |
| Mortgage-backed securities | $122,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,219 |
| Issued or guaranteed by U.S. | $122,000 | 6,203 |
| 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) | $719,000 | 3,492 |
| Available-for-sale securities (fair market value) | $5,441,000 | 6,752 |
| Total debt securities | $6,160,000 | 7,330 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,822 |
| Fair value | $1,441,000 | 1,826 |
| 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 | $6,080,000 | 7,489 |
| U.S. Government securities | $3,154,000 | 7,797 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,154,000 | 7,636 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,983 |
| Other domestic debt securities | $265,000 | 3,183 |
| 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 | $265,000 | 2,756 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,000 | 6,485 |
| Mortgage-backed securities | $131,000 | 6,646 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,271 |
| Issued or guaranteed by U.S. | $131,000 | 6,253 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $731,000 | 3,515 |
| Available-for-sale securities (fair market value) | $5,349,000 | 6,856 |
| Total debt securities | $6,080,000 | 7,412 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,851 |
| Fair value | $1,203,000 | 1,878 |
| 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 | $6,294,000 | 7,429 |
| U.S. Government securities | $3,167,000 | 7,751 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,167,000 | 7,589 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,902 |
| Other domestic debt securities | $277,000 | 3,270 |
| 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 | $277,000 | 2,825 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,000 | 6,428 |
| Mortgage-backed securities | $156,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $156,000 | 6,226 |
| Issued or guaranteed by U.S. | $156,000 | 6,204 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $740,000 | 3,543 |
| Available-for-sale securities (fair market value) | $5,554,000 | 6,802 |
| Total debt securities | $6,294,000 | 7,351 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,641 |
| Fair value | $1,248,000 | 1,663 |
| 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 | $6,086,000 | 7,539 |
| U.S. Government securities | $2,516,000 | 8,061 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,516,000 | 7,882 |
| Securities issued by states & political subdivisions | $3,293,000 | 3,745 |
| Other domestic debt securities | $277,000 | 3,327 |
| 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 | $277,000 | 2,965 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,068,000 | 6,464 |
| Mortgage-backed securities | $172,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $172,000 | 6,250 |
| Issued or guaranteed by U.S. | $172,000 | 6,225 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,047,000 | 3,336 |
| Available-for-sale securities (fair market value) | $5,039,000 | 6,968 |
| Total debt securities | $6,086,000 | 7,463 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,881 |
| Fair value | $831,000 | 1,890 |
| 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 | $6,474,000 | 7,414 |
| U.S. Government securities | $2,581,000 | 7,996 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,581,000 | 7,820 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,632 |
| Other domestic debt securities | $392,000 | 3,343 |
| 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 | $392,000 | 2,986 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,000 | 6,436 |
| Mortgage-backed securities | $191,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,258 |
| Issued or guaranteed by U.S. | $191,000 | 6,230 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,048,000 | 3,377 |
| Available-for-sale securities (fair market value) | $5,426,000 | 6,859 |
| Total debt securities | $6,474,000 | 7,328 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,716 |
| Fair value | $584,000 | 1,728 |
| 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 | $6,037,000 | 7,484 |
| U.S. Government securities | $1,234,000 | 8,480 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,234,000 | 8,331 |
| Securities issued by states & political subdivisions | $3,939,000 | 3,436 |
| Other domestic debt securities | $864,000 | 2,885 |
| 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 | $864,000 | 2,559 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $973,000 | 6,616 |
| Mortgage-backed securities | $428,000 | 6,396 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,934 |
| Issued or guaranteed by U.S. | $428,000 | 5,914 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,059,000 | 3,398 |
| Available-for-sale securities (fair market value) | $4,978,000 | 6,955 |
| Total debt securities | $6,038,000 | 7,386 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| 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 | $6,467,000 | 7,419 |
| U.S. Government securities | $2,422,000 | 8,120 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,422,000 | 7,937 |
| Securities issued by states & political subdivisions | $3,417,000 | 3,581 |
| Other domestic debt securities | $628,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $627,000 | 2,765 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,000 | 6,579 |
| Mortgage-backed securities | $1,224,000 | 5,781 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 5,170 |
| Issued or guaranteed by U.S. | $1,223,000 | 5,152 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,000 | 4,392 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,000 | 1,219 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,068,000 | 3,464 |
| Available-for-sale securities (fair market value) | $5,399,000 | 6,853 |
| Total debt securities | $6,467,000 | 7,318 |
| 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 | $5,655,000 | 7,625 |
| U.S. Government securities | $1,618,000 | 8,475 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,618,000 | 8,302 |
| Securities issued by states & political subdivisions | $3,453,000 | 3,552 |
| Other domestic debt securities | $584,000 | 3,167 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $583,000 | 2,800 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,333,000 | 6,333 |
| Mortgage-backed securities | $765,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $764,000 | 5,580 |
| Issued or guaranteed by U.S. | $764,000 | 5,563 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,000 | 4,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,000 | 1,241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,276,000 | 3,397 |
| Available-for-sale securities (fair market value) | $4,379,000 | 7,127 |
| Total debt securities | $5,657,000 | 7,542 |
| 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 | $5,760,000 | 7,705 |
| U.S. Government securities | $1,786,000 | 8,602 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,786,000 | 8,397 |
| Securities issued by states & political subdivisions | $3,293,000 | 3,592 |
| Other domestic debt securities | $681,000 | 3,190 |
| Privately issued residential mortgage-backed securities | $271,000 | 1,094 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $410,000 | 3,044 |
| 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 | $941,000 | 6,839 |
| Mortgage-backed securities | $821,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,651 |
| Issued or guaranteed by U.S. | $550,000 | 5,630 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $271,000 | 4,000 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $271,000 | 984 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,516,000 | 3,463 |
| Available-for-sale securities (fair market value) | $4,244,000 | 7,205 |
| Total debt securities | $5,762,000 | 7,594 |
| 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 | $7,684,000 | 7,446 |
| U.S. Government securities | $4,015,000 | 8,170 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,015,000 | 7,832 |
| Securities issued by states & political subdivisions | $3,313,000 | 3,541 |
| Other domestic debt securities | $276,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $266,000 | 2,883 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 7,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,000 | 7,200 |
| Mortgage-backed securities | $89,000 | 6,933 |
| Certificates of participation in pools of residential mortgages | $79,000 | 6,482 |
| Issued or guaranteed by U.S. | $79,000 | 6,461 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,000 | 4,206 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $10,000 | 1,228 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,572,000 | 4,097 |
| Available-for-sale securities (fair market value) | $6,112,000 | 6,867 |
| Total debt securities | $7,604,000 | 7,371 |
| 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 | $6,912,000 | 8,012 |
| U.S. Government securities | $3,927,000 | 8,542 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,927,000 | 8,035 |
| Securities issued by states & political subdivisions | $2,823,000 | 4,037 |
| Other domestic debt securities | $82,000 | 3,593 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,000 | 3,066 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 6,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,000 | 7,337 |
| Mortgage-backed securities | $146,000 | 7,119 |
| Certificates of participation in pools of residential mortgages | $129,000 | 6,619 |
| Issued or guaranteed by U.S. | $129,000 | 6,599 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $17,000 | 4,458 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,260 |
| Privately issued | $12,000 | 1,308 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 4,539 |
| Available-for-sale securities (fair market value) | $5,412,000 | 7,291 |
| Total debt securities | $6,832,000 | 7,933 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,384,000 | 8,634 |
| U.S. Government securities | $3,342,000 | 8,821 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,342,000 | 8,024 |
| Securities issued by states & political subdivisions | $1,785,000 | 4,904 |
| Other domestic debt securities | $257,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 2,645 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,000 | 8,202 |
| Mortgage-backed securities | $406,000 | 6,822 |
| Certificates of participation in pools of residential mortgages | $208,000 | 6,605 |
| Issued or guaranteed by U.S. | $208,000 | 6,585 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $198,000 | 4,276 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 4,179 |
| Privately issued | $36,000 | 1,217 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,859,000 | 4,854 |
| Available-for-sale securities (fair market value) | $3,525,000 | 7,904 |
| Total debt securities | $5,384,000 | 8,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,173,000 | 9,159 |
| U.S. Government securities | $2,524,000 | 9,785 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,524,000 | 8,719 |
| Securities issued by states & political subdivisions | $2,469,000 | 4,211 |
| Other domestic debt securities | $180,000 | 3,004 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $148,000 | 2,469 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $661,000 | 7,932 |
| Mortgage-backed securities | $913,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $395,000 | 6,395 |
| Issued or guaranteed by U.S. | $395,000 | 6,374 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $518,000 | 3,945 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,910 |
| Privately issued | $32,000 | 1,264 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,904,000 | 4,611 |
| Available-for-sale securities (fair market value) | $1,269,000 | 9,052 |
| Total debt securities | $5,173,000 | 9,027 |
| 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 | $5,803,000 | 9,432 |
| U.S. Government securities | $2,228,000 | 10,501 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,228,000 | 9,318 |
| Securities issued by states & political subdivisions | $3,321,000 | 3,706 |
| Other domestic debt securities | $254,000 | 3,199 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000 | 2,776 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $889,000 | 8,075 |
| Mortgage-backed securities | $1,391,000 | 6,403 |
| Certificates of participation in pools of residential mortgages | $514,000 | 6,634 |
| Issued or guaranteed by U.S. | $514,000 | 6,616 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $877,000 | 3,980 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 3,947 |
| Privately issued | $105,000 | 1,268 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,049,000 | 4,662 |
| Available-for-sale securities (fair market value) | $754,000 | 9,649 |
| Total debt securities | $5,803,000 | 9,327 |
| 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 | $5,772,000 | 9,872 |
| U.S. Government securities | $2,434,000 | 10,896 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,434,000 | 9,419 |
| Securities issued by states & political subdivisions | $3,059,000 | 3,947 |
| Other domestic debt securities | $279,000 | 3,735 |
| Privately issued residential mortgage-backed securities | $130,000 | 1,781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000 | 3,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $962,000 | 8,235 |
| Mortgage-backed securities | $1,822,000 | 6,434 |
| Certificates of participation in pools of residential mortgages | $824,000 | 6,366 |
| Issued or guaranteed by U.S. | $824,000 | 6,335 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $998,000 | 4,243 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 4,259 |
| Privately issued | $130,000 | 1,478 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,980,000 | 5,028 |
| Available-for-sale securities (fair market value) | $792,000 | 10,082 |
| Total debt securities | $5,772,000 | 9,770 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $201,000 | 4,278 |
| 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 | $6,059,000 | 10,361 |
| U.S. Government securities | $2,799,000 | 11,376 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,799,000 | 9,296 |
| Securities issued by states & political subdivisions | $2,961,000 | 4,239 |
| Other domestic debt securities | $299,000 | 4,174 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,000 | 3,856 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,000 | 9,544 |
| Mortgage-backed securities | $2,110,000 | 6,544 |
| Certificates of participation in pools of residential mortgages | $1,009,000 | 6,415 |
| Issued or guaranteed by U.S. | $1,009,000 | 6,389 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,101,000 | 4,394 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 4,415 |
| Privately issued | $152,000 | 1,646 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,278,000 | 7,847 |
| Available-for-sale securities (fair market value) | $781,000 | 9,871 |
| Total debt securities | $6,059,000 | 10,254 |
| 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 | $6,379,000 | 10,591 |
| U.S. Government securities | $3,417,000 | 11,423 |
| U.S. Treasury securities | $395,000 | 11,116 |
| U.S. Government agency obligations | $3,022,000 | 9,368 |
| Securities issued by states & political subdivisions | $2,066,000 | 5,220 |
| Other domestic debt securities | $896,000 | 3,523 |
| Privately issued residential mortgage-backed securities | $300,000 | 2,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $596,000 | 3,075 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,000 | 9,271 |
| Mortgage-backed securities | $2,902,000 | 6,514 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 6,303 |
| Issued or guaranteed by U.S. | $1,505,000 | 6,259 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,397,000 | 4,568 |
| CMOs issued by government agencies or sponsored agencies | $1,097,000 | 4,596 |
| Privately issued | $300,000 | 1,692 |
| 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 | $6,379,000 | 10,462 |
| 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 | $5,587,000 | 11,276 |
| U.S. Government securities | $3,689,000 | 11,652 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,689,000 | 8,972 |
| Securities issued by states & political subdivisions | $819,000 | 6,939 |
| Other domestic debt securities | $1,079,000 | 3,921 |
| Privately issued residential mortgage-backed securities | $532,000 | 2,297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $547,000 | 3,680 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,000 | 8,060 |
| Mortgage-backed securities | $4,014,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 5,814 |
| Issued or guaranteed by U.S. | $2,297,000 | 5,748 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,717,000 | 4,281 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 4,425 |
| Privately issued | $532,000 | 1,922 |
| 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 | $5,587,000 | 11,138 |
| 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 |