Home > Castle Bank > Securities
Castle Bank, Securities
| 2010-06-30 | Rank | |
| Total securities | $236,282,000 | 562 |
| U.S. Government securities | $215,734,000 | 449 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $215,734,000 | 428 |
| Securities issued by states & political subdivisions | $20,548,000 | 1,254 |
| 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 | $170,390,000 | 357 |
| Mortgage-backed securities | $141,047,000 | 471 |
| Certificates of participation in pools of residential mortgages | $3,542,000 | 3,749 |
| Issued or guaranteed by U.S. | $3,542,000 | 3,742 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $137,505,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $137,505,000 | 209 |
| 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) | $236,282,000 | 491 |
| Total debt securities | $236,282,000 | 556 |
| Structured notes | ||
| Amortized cost | $1,802,000 | 2,154 |
| Fair value | $1,873,000 | 2,143 |
| 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 | $232,115,000 | 569 |
| U.S. Government securities | $211,260,000 | 458 |
| U.S. Treasury securities | $5,011,000 | 442 |
| U.S. Government agency obligations | $206,249,000 | 448 |
| Securities issued by states & political subdivisions | $20,855,000 | 1,211 |
| 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 | $148,233,000 | 413 |
| Mortgage-backed securities | $118,955,000 | 572 |
| Certificates of participation in pools of residential mortgages | $3,681,000 | 3,830 |
| Issued or guaranteed by U.S. | $3,681,000 | 3,823 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $115,274,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $115,274,000 | 232 |
| 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) | $232,115,000 | 502 |
| Total debt securities | $232,115,000 | 563 |
| Structured notes | ||
| Amortized cost | $2,132,000 | 1,707 |
| Fair value | $2,215,000 | 1,687 |
| 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 | $203,182,000 | 634 |
| U.S. Government securities | $177,677,000 | 527 |
| U.S. Treasury securities | $37,141,000 | 109 |
| U.S. Government agency obligations | $140,536,000 | 629 |
| Securities issued by states & political subdivisions | $23,025,000 | 1,077 |
| Other domestic debt securities | $2,480,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $2,480,000 | 101 |
| 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 | $159,444,000 | 390 |
| Mortgage-backed securities | $100,211,000 | 656 |
| Certificates of participation in pools of residential mortgages | $9,514,000 | 2,647 |
| Issued or guaranteed by U.S. | $9,514,000 | 2,639 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $90,697,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $90,697,000 | 264 |
| 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) | $203,182,000 | 557 |
| Total debt securities | $203,182,000 | 619 |
| Structured notes | ||
| Amortized cost | $2,258,000 | 1,426 |
| Fair value | $2,354,000 | 1,412 |
| 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 | $203,698,000 | 638 |
| U.S. Government securities | $179,384,000 | 509 |
| U.S. Treasury securities | $42,250,000 | 92 |
| U.S. Government agency obligations | $137,134,000 | 636 |
| Securities issued by states & political subdivisions | $24,314,000 | 1,003 |
| 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 | $156,166,000 | 397 |
| Mortgage-backed securities | $93,382,000 | 697 |
| Certificates of participation in pools of residential mortgages | $9,818,000 | 2,701 |
| Issued or guaranteed by U.S. | $9,818,000 | 2,691 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $83,564,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $83,564,000 | 267 |
| 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) | $93,470,000 | 216 |
| Available-for-sale securities (fair market value) | $110,228,000 | 1,011 |
| Total debt securities | $203,698,000 | 623 |
| Structured notes | ||
| Amortized cost | $2,351,000 | 1,009 |
| Fair value | $2,451,000 | 994 |
| 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 | $179,090,000 | 713 |
| U.S. Government securities | $154,501,000 | 579 |
| U.S. Treasury securities | $47,406,000 | 86 |
| U.S. Government agency obligations | $107,095,000 | 782 |
| Securities issued by states & political subdivisions | $24,344,000 | 963 |
| Other domestic debt securities | $245,000 | 3,102 |
| 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 | $245,000 | 353 |
| 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 | $127,876,000 | 458 |
| Mortgage-backed securities | $58,816,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $10,291,000 | 2,678 |
| Issued or guaranteed by U.S. | $10,291,000 | 2,666 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $48,525,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $48,525,000 | 365 |
| 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) | $99,427,000 | 208 |
| Available-for-sale securities (fair market value) | $79,663,000 | 1,372 |
| Total debt securities | $179,090,000 | 696 |
| Structured notes | ||
| Amortized cost | $2,258,000 | 706 |
| Fair value | $2,312,000 | 693 |
| 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 | $179,796,000 | 700 |
| U.S. Government securities | $154,952,000 | 585 |
| U.S. Treasury securities | $92,119,000 | 46 |
| U.S. Government agency obligations | $62,833,000 | 1,347 |
| Securities issued by states & political subdivisions | $24,844,000 | 890 |
| 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 | $167,747,000 | 367 |
| Mortgage-backed securities | $14,003,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $11,057,000 | 2,620 |
| Issued or guaranteed by U.S. | $11,057,000 | 2,604 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,946,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $2,946,000 | 1,884 |
| 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) | $75,331,000 | 257 |
| Available-for-sale securities (fair market value) | $104,465,000 | 1,036 |
| Total debt securities | $179,796,000 | 683 |
| Structured notes | ||
| Amortized cost | $2,695,000 | 473 |
| Fair value | $2,740,000 | 468 |
| 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 | $181,540,000 | 672 |
| U.S. Government securities | $154,889,000 | 575 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $154,889,000 | 563 |
| Securities issued by states & political subdivisions | $26,651,000 | 803 |
| 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 | $165,574,000 | 366 |
| Mortgage-backed securities | $34,825,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $9,098,000 | 2,853 |
| Issued or guaranteed by U.S. | $9,098,000 | 2,838 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $25,727,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $25,727,000 | 549 |
| 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) | $74,416,000 | 254 |
| Available-for-sale securities (fair market value) | $107,124,000 | 981 |
| Total debt securities | $181,540,000 | 661 |
| Structured notes | ||
| Amortized cost | $2,825,000 | 499 |
| Fair value | $2,852,000 | 494 |
| 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 | $192,427,000 | 632 |
| U.S. Government securities | $166,602,000 | 514 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $166,602,000 | 500 |
| Securities issued by states & political subdivisions | $25,825,000 | 815 |
| 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 | $156,824,000 | 376 |
| Mortgage-backed securities | $34,722,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $9,286,000 | 2,760 |
| Issued or guaranteed by U.S. | $9,286,000 | 2,745 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $25,436,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $25,436,000 | 514 |
| 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) | $66,161,000 | 278 |
| Available-for-sale securities (fair market value) | $126,266,000 | 810 |
| Total debt securities | $192,427,000 | 620 |
| Structured notes | ||
| Amortized cost | $2,893,000 | 480 |
| Fair value | $2,925,000 | 469 |
| 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 | $182,629,000 | 657 |
| U.S. Government securities | $155,475,000 | 552 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $155,475,000 | 540 |
| Securities issued by states & political subdivisions | $27,154,000 | 781 |
| 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 | $130,722,000 | 426 |
| Mortgage-backed securities | $22,494,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $7,256,000 | 3,086 |
| Issued or guaranteed by U.S. | $7,256,000 | 3,072 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,238,000 | 973 |
| CMOs issued by government agencies or sponsored agencies | $15,238,000 | 749 |
| 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) | $35,572,000 | 465 |
| Available-for-sale securities (fair market value) | $147,057,000 | 699 |
| Total debt securities | $182,629,000 | 642 |
| Structured notes | ||
| Amortized cost | $2,974,000 | 508 |
| Fair value | $3,002,000 | 477 |
| 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 | $189,580,000 | 640 |
| U.S. Government securities | $158,544,000 | 540 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $158,544,000 | 531 |
| Securities issued by states & political subdivisions | $25,959,000 | 816 |
| Other domestic debt securities | $5,077,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $5,077,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,875,000 | 484 |
| Mortgage-backed securities | $11,255,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $5,415,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,415,000 | 3,409 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,840,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,586 |
| Privately issued | $5,077,000 | 619 |
| 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) | $35,220,000 | 455 |
| Available-for-sale securities (fair market value) | $154,360,000 | 670 |
| Total debt securities | $189,580,000 | 621 |
| Structured notes | ||
| Amortized cost | $3,083,000 | 484 |
| Fair value | $3,126,000 | 483 |
| 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 | $187,838,000 | 640 |
| U.S. Government securities | $161,191,000 | 532 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $161,191,000 | 522 |
| Securities issued by states & political subdivisions | $26,647,000 | 767 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,176,000 | 388 |
| Mortgage-backed securities | $6,585,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $5,701,000 | 3,069 |
| Issued or guaranteed by U.S. | $5,701,000 | 3,053 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $884,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $884,000 | 2,428 |
| 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) | $36,406,000 | 471 |
| Available-for-sale securities (fair market value) | $151,432,000 | 667 |
| Total debt securities | $187,838,000 | 624 |
| Structured notes | ||
| Amortized cost | $3,174,000 | 742 |
| Fair value | $3,200,000 | 739 |
| 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 | $144,179,000 | 824 |
| U.S. Government securities | $125,592,000 | 663 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $125,592,000 | 649 |
| Securities issued by states & political subdivisions | $18,587,000 | 1,133 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,509,000 | 469 |
| Mortgage-backed securities | $3,046,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,046,000 | 3,731 |
| Issued or guaranteed by U.S. | $3,046,000 | 3,715 |
| 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) | $21,633,000 | 747 |
| Available-for-sale securities (fair market value) | $122,546,000 | 826 |
| Total debt securities | $144,179,000 | 799 |
| 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 | $138,395,000 | 855 |
| U.S. Government securities | $119,800,000 | 710 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $119,800,000 | 694 |
| Securities issued by states & political subdivisions | $18,595,000 | 1,114 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,292,000 | 469 |
| Mortgage-backed securities | $3,171,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $3,171,000 | 3,642 |
| Issued or guaranteed by U.S. | $3,171,000 | 3,629 |
| 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) | $21,766,000 | 742 |
| Available-for-sale securities (fair market value) | $116,629,000 | 887 |
| Total debt securities | $138,395,000 | 837 |
| 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 | $132,221,000 | 899 |
| U.S. Government securities | $112,239,000 | 746 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $112,239,000 | 723 |
| Securities issued by states & political subdivisions | $19,982,000 | 1,027 |
| 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 | $110,805,000 | 479 |
| Mortgage-backed securities | $3,325,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $3,325,000 | 3,566 |
| Issued or guaranteed by U.S. | $3,325,000 | 3,548 |
| 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) | $23,307,000 | 728 |
| Available-for-sale securities (fair market value) | $108,914,000 | 956 |
| Total debt securities | $132,221,000 | 883 |
| 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 | $127,477,000 | 971 |
| U.S. Government securities | $107,685,000 | 813 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $107,685,000 | 787 |
| Securities issued by states & political subdivisions | $19,792,000 | 1,012 |
| 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 | $108,310,000 | 502 |
| Mortgage-backed securities | $3,454,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,521 |
| 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) | $23,246,000 | 751 |
| Available-for-sale securities (fair market value) | $104,231,000 | 1,022 |
| Total debt securities | $127,477,000 | 939 |
| 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 | $128,570,000 | 963 |
| U.S. Government securities | $108,335,000 | 837 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $108,335,000 | 805 |
| Securities issued by states & political subdivisions | $20,235,000 | 997 |
| 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 | $111,806,000 | 488 |
| Mortgage-backed securities | $4,012,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $4,012,000 | 3,326 |
| Issued or guaranteed by U.S. | $4,012,000 | 3,308 |
| 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) | $24,247,000 | 761 |
| Available-for-sale securities (fair market value) | $104,323,000 | 1,032 |
| Total debt securities | $128,570,000 | 939 |
| 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 | $129,323,000 | 949 |
| U.S. Government securities | $109,100,000 | 831 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $109,100,000 | 803 |
| Securities issued by states & political subdivisions | $20,223,000 | 971 |
| 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 | $95,673,000 | 565 |
| Mortgage-backed securities | $4,225,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $4,225,000 | 3,264 |
| Issued or guaranteed by U.S. | $4,225,000 | 3,251 |
| 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) | $24,448,000 | 753 |
| Available-for-sale securities (fair market value) | $104,875,000 | 1,005 |
| Total debt securities | $129,324,000 | 934 |
| 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 | $130,233,000 | 956 |
| U.S. Government securities | $109,021,000 | 842 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $109,021,000 | 814 |
| Securities issued by states & political subdivisions | $20,212,000 | 970 |
| Other domestic debt securities | $1,000,000 | 2,001 |
| 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 | $1,000,000 | 1,488 |
| 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 | $86,127,000 | 622 |
| Mortgage-backed securities | $4,470,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 3,224 |
| Issued or guaranteed by U.S. | $4,470,000 | 3,211 |
| 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) | $25,682,000 | 740 |
| Available-for-sale securities (fair market value) | $104,551,000 | 1,033 |
| Total debt securities | $130,234,000 | 937 |
| 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 | $140,374,000 | 898 |
| U.S. Government securities | $119,063,000 | 774 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $119,063,000 | 747 |
| Securities issued by states & political subdivisions | $20,310,000 | 966 |
| Other domestic debt securities | $1,001,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,001,000 | 177 |
| 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 | $92,985,000 | 577 |
| Mortgage-backed securities | $4,709,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $4,709,000 | 3,190 |
| Issued or guaranteed by U.S. | $4,709,000 | 3,179 |
| 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) | $26,020,000 | 748 |
| Available-for-sale securities (fair market value) | $114,354,000 | 925 |
| Total debt securities | $140,374,000 | 885 |
| 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 | $127,443,000 | 967 |
| U.S. Government securities | $105,247,000 | 860 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $105,247,000 | 837 |
| Securities issued by states & political subdivisions | $21,184,000 | 920 |
| Other domestic debt securities | $1,012,000 | 2,089 |
| 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 | $1,012,000 | 1,625 |
| 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 | $111,911,000 | 482 |
| Mortgage-backed securities | $5,066,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $5,066,000 | 3,122 |
| Issued or guaranteed by U.S. | $5,066,000 | 3,109 |
| 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) | $27,262,000 | 740 |
| Available-for-sale securities (fair market value) | $100,181,000 | 1,046 |
| Total debt securities | $127,443,000 | 942 |
| 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 | $126,109,000 | 974 |
| U.S. Government securities | $103,923,000 | 883 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $103,923,000 | 852 |
| Securities issued by states & political subdivisions | $21,173,000 | 903 |
| Other domestic debt securities | $1,013,000 | 2,155 |
| 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 | $1,013,000 | 1,705 |
| 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 | $106,780,000 | 480 |
| Mortgage-backed securities | $5,498,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $5,498,000 | 3,084 |
| Issued or guaranteed by U.S. | $5,498,000 | 3,070 |
| 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) | $27,684,000 | 739 |
| Available-for-sale securities (fair market value) | $98,425,000 | 1,071 |
| Total debt securities | $126,109,000 | 954 |
| 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 | $123,989,000 | 1,011 |
| U.S. Government securities | $101,814,000 | 921 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $101,814,000 | 886 |
| Securities issued by states & political subdivisions | $21,162,000 | 885 |
| Other domestic debt securities | $1,013,000 | 2,214 |
| 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 | $1,013,000 | 1,791 |
| 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 | $107,489,000 | 479 |
| Mortgage-backed securities | $5,330,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $5,330,000 | 3,187 |
| Issued or guaranteed by U.S. | $5,330,000 | 3,181 |
| 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) | $27,505,000 | 770 |
| Available-for-sale securities (fair market value) | $96,484,000 | 1,109 |
| Total debt securities | $123,989,000 | 981 |
| 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 | $128,935,000 | 994 |
| U.S. Government securities | $106,641,000 | 902 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $106,641,000 | 862 |
| Securities issued by states & political subdivisions | $21,280,000 | 894 |
| Other domestic debt securities | $1,014,000 | 2,292 |
| 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 | $1,014,000 | 1,890 |
| 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 | $107,534,000 | 481 |
| Mortgage-backed securities | $5,862,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $5,862,000 | 3,078 |
| Issued or guaranteed by U.S. | $5,862,000 | 3,069 |
| 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) | $28,156,000 | 752 |
| Available-for-sale securities (fair market value) | $100,779,000 | 1,087 |
| Total debt securities | $128,935,000 | 969 |
| 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 | $118,371,000 | 1,083 |
| U.S. Government securities | $95,237,000 | 991 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $95,237,000 | 950 |
| Securities issued by states & political subdivisions | $22,104,000 | 864 |
| Other domestic debt securities | $1,030,000 | 2,296 |
| 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 | $1,030,000 | 1,925 |
| 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 | $115,975,000 | 450 |
| Mortgage-backed securities | $6,543,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $6,543,000 | 2,979 |
| Issued or guaranteed by U.S. | $6,543,000 | 2,974 |
| 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) | $29,677,000 | 719 |
| Available-for-sale securities (fair market value) | $88,694,000 | 1,229 |
| Total debt securities | $118,371,000 | 1,042 |
| 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 | $121,797,000 | 1,051 |
| U.S. Government securities | $98,129,000 | 990 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $98,129,000 | 951 |
| Securities issued by states & political subdivisions | $22,638,000 | 823 |
| Other domestic debt securities | $1,030,000 | 2,391 |
| 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 | $1,030,000 | 2,022 |
| 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 | $96,739,000 | 517 |
| Mortgage-backed securities | $7,446,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $7,446,000 | 2,832 |
| Issued or guaranteed by U.S. | $7,446,000 | 2,823 |
| 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) | $31,114,000 | 702 |
| Available-for-sale securities (fair market value) | $90,683,000 | 1,220 |
| Total debt securities | $121,797,000 | 1,011 |
| 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 | $113,712,000 | 1,163 |
| U.S. Government securities | $90,054,000 | 1,057 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $90,054,000 | 1,012 |
| Securities issued by states & political subdivisions | $22,627,000 | 837 |
| Other domestic debt securities | $1,031,000 | 2,487 |
| 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 | $1,031,000 | 2,105 |
| 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 | $92,501,000 | 523 |
| Mortgage-backed securities | $8,615,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $8,615,000 | 2,635 |
| Issued or guaranteed by U.S. | $8,615,000 | 2,624 |
| 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) | $32,273,000 | 669 |
| Available-for-sale securities (fair market value) | $81,439,000 | 1,363 |
| Total debt securities | $113,712,000 | 1,118 |
| 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 | $115,512,000 | 1,164 |
| U.S. Government securities | $89,619,000 | 1,111 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $89,619,000 | 1,065 |
| Securities issued by states & political subdivisions | $23,795,000 | 783 |
| Other domestic debt securities | $2,098,000 | 1,975 |
| 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 | $2,098,000 | 1,693 |
| 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 | $104,104,000 | 482 |
| Mortgage-backed securities | $9,732,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $9,732,000 | 2,456 |
| Issued or guaranteed by U.S. | $9,732,000 | 2,445 |
| 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) | $35,625,000 | 624 |
| Available-for-sale securities (fair market value) | $79,887,000 | 1,432 |
| Total debt securities | $115,512,000 | 1,126 |
| 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 | $98,969,000 | 1,349 |
| U.S. Government securities | $73,572,000 | 1,322 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $73,572,000 | 1,272 |
| Securities issued by states & political subdivisions | $23,282,000 | 809 |
| Other domestic debt securities | $2,115,000 | 2,058 |
| 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 | $2,115,000 | 1,781 |
| 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 | $94,631,000 | 496 |
| Mortgage-backed securities | $11,580,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $11,580,000 | 2,207 |
| Issued or guaranteed by U.S. | $11,580,000 | 2,197 |
| 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) | $36,977,000 | 593 |
| Available-for-sale securities (fair market value) | $61,992,000 | 1,725 |
| Total debt securities | $98,969,000 | 1,294 |
| 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 | $99,480,000 | 1,304 |
| U.S. Government securities | $74,092,000 | 1,251 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $74,092,000 | 1,203 |
| Securities issued by states & political subdivisions | $23,271,000 | 798 |
| Other domestic debt securities | $2,117,000 | 2,123 |
| 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 | $2,117,000 | 1,845 |
| 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 | $93,395,000 | 480 |
| Mortgage-backed securities | $14,688,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $14,646,000 | 1,889 |
| Issued or guaranteed by U.S. | $14,646,000 | 1,879 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $42,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,919 |
| 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) | $40,076,000 | 530 |
| Available-for-sale securities (fair market value) | $59,404,000 | 1,751 |
| Total debt securities | $99,480,000 | 1,251 |
| 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 | $99,219,000 | 1,276 |
| U.S. Government securities | $71,556,000 | 1,282 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $71,556,000 | 1,226 |
| Securities issued by states & political subdivisions | $25,544,000 | 671 |
| Other domestic debt securities | $2,119,000 | 2,142 |
| 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 | $2,119,000 | 1,842 |
| 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 | $89,779,000 | 490 |
| Mortgage-backed securities | $18,048,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $17,835,000 | 1,622 |
| Issued or guaranteed by U.S. | $17,835,000 | 1,616 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $213,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,707 |
| 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) | $45,711,000 | 468 |
| Available-for-sale securities (fair market value) | $53,508,000 | 1,888 |
| Total debt securities | $99,219,000 | 1,232 |
| 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 | $102,279,000 | 1,214 |
| U.S. Government securities | $77,368,000 | 1,172 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $77,368,000 | 1,107 |
| Securities issued by states & political subdivisions | $22,790,000 | 749 |
| Other domestic debt securities | $2,121,000 | 2,130 |
| 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 | $2,121,000 | 1,844 |
| 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 | $92,170,000 | 483 |
| Mortgage-backed securities | $21,557,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $21,155,000 | 1,401 |
| Issued or guaranteed by U.S. | $21,155,000 | 1,396 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $402,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 3,559 |
| 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) | $46,468,000 | 449 |
| Available-for-sale securities (fair market value) | $55,811,000 | 1,785 |
| Total debt securities | $102,279,000 | 1,165 |
| 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 | $137,276,000 | 839 |
| U.S. Government securities | $113,016,000 | 737 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $113,016,000 | 706 |
| Securities issued by states & political subdivisions | $22,105,000 | 731 |
| Other domestic debt securities | $2,155,000 | 2,163 |
| 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 | $2,155,000 | 1,825 |
| 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 | $80,948,000 | 521 |
| Mortgage-backed securities | $33,839,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $32,460,000 | 895 |
| Issued or guaranteed by U.S. | $32,460,000 | 888 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,379,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $1,379,000 | 2,885 |
| 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) | $137,276,000 | 703 |
| Total debt securities | $137,276,000 | 816 |
| 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 | $121,746,000 | 935 |
| U.S. Government securities | $98,986,000 | 844 |
| U.S. Treasury securities | $5,042,000 | 1,048 |
| U.S. Government agency obligations | $93,944,000 | 831 |
| Securities issued by states & political subdivisions | $18,499,000 | 849 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $4,261,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,912,000 | 475 |
| Mortgage-backed securities | $36,159,000 | 999 |
| Certificates of participation in pools of residential mortgages | $34,053,000 | 726 |
| Issued or guaranteed by U.S. | $34,053,000 | 720 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,106,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $2,106,000 | 2,100 |
| 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) | $121,746,000 | 706 |
| Total debt securities | $117,485,000 | 926 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $59,913,000 | 1,914 |
| U.S. Government securities | $52,430,000 | 1,614 |
| U.S. Treasury securities | $5,047,000 | 1,523 |
| U.S. Government agency obligations | $47,383,000 | 1,584 |
| Securities issued by states & political subdivisions | $6,497,000 | 2,442 |
| 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 | $0 | 343 |
| Equity securities | $986,000 | 2,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,187,000 | 736 |
| Mortgage-backed securities | $23,615,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $22,965,000 | 1,036 |
| Issued or guaranteed by U.S. | $22,965,000 | 1,028 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $650,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 3,192 |
| 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) | $59,913,000 | 1,443 |
| Total debt securities | $58,927,000 | 1,870 |
| 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 | $66,301,000 | 1,775 |
| U.S. Government securities | $60,291,000 | 1,458 |
| U.S. Treasury securities | $11,428,000 | 1,135 |
| U.S. Government agency obligations | $48,863,000 | 1,517 |
| Securities issued by states & political subdivisions | $5,167,000 | 2,911 |
| 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 | $0 | 363 |
| Equity securities | $843,000 | 2,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,287,000 | 769 |
| Mortgage-backed securities | $26,385,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | $25,233,000 | 1,037 |
| Issued or guaranteed by U.S. | $25,233,000 | 1,025 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,152,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,981 |
| 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) | $66,301,000 | 1,326 |
| Total debt securities | $65,458,000 | 1,729 |
| 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 | $64,580,000 | 1,773 |
| U.S. Government securities | $59,514,000 | 1,523 |
| U.S. Treasury securities | $13,373,000 | 1,382 |
| U.S. Government agency obligations | $46,141,000 | 1,551 |
| Securities issued by states & political subdivisions | $4,278,000 | 3,066 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $788,000 | 2,738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,525,000 | 691 |
| Mortgage-backed securities | $1,494,000 | 5,833 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,494,000 | 4,806 |
| 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) | $64,580,000 | 1,229 |
| Total debt securities | $63,792,000 | 1,742 |
| 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 | $72,093,000 | 1,680 |
| U.S. Government securities | $66,307,000 | 1,459 |
| U.S. Treasury securities | $24,372,000 | 970 |
| U.S. Government agency obligations | $41,935,000 | 1,729 |
| Securities issued by states & political subdivisions | $5,099,000 | 2,781 |
| 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 | $0 | 466 |
| Equity securities | $687,000 | 2,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,200,000 | 935 |
| Mortgage-backed securities | $8,971,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $8,594,000 | 2,368 |
| Issued or guaranteed by U.S. | $8,594,000 | 2,349 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $377,000 | 4,696 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 4,519 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $72,093,000 | 1,140 |
| Total debt securities | $71,406,000 | 1,640 |
| Structured notes | ||
| Amortized cost | $381,000 | 2,995 |
| Fair value | $377,000 | 2,991 |
| 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 | $64,998,000 | 1,923 |
| U.S. Government securities | $59,139,000 | 1,717 |
| U.S. Treasury securities | $20,560,000 | 1,376 |
| U.S. Government agency obligations | $38,579,000 | 1,827 |
| Securities issued by states & political subdivisions | $5,746,000 | 2,534 |
| 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 | $0 | 553 |
| Equity securities | $113,000 | 6,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,690,000 | 1,363 |
| Mortgage-backed securities | $11,235,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $10,649,000 | 2,088 |
| Issued or guaranteed by U.S. | $10,649,000 | 2,066 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $586,000 | 4,734 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 4,558 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $64,998,000 | 1,300 |
| Total debt securities | $64,885,000 | 1,873 |
| Structured notes | ||
| Amortized cost | $1,597,000 | 1,982 |
| Fair value | $1,582,000 | 1,973 |
| 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 | $62,468,000 | 2,118 |
| U.S. Government securities | $53,590,000 | 1,975 |
| U.S. Treasury securities | $21,238,000 | 1,651 |
| U.S. Government agency obligations | $32,352,000 | 2,097 |
| Securities issued by states & political subdivisions | $8,760,000 | 1,743 |
| 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 | $0 | 600 |
| Equity securities | $118,000 | 5,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,117,000 | 1,440 |
| Mortgage-backed securities | $13,216,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $12,465,000 | 1,948 |
| Issued or guaranteed by U.S. | $12,465,000 | 1,924 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $751,000 | 4,884 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 4,684 |
| 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) | $33,881,000 | 2,177 |
| Available-for-sale securities (fair market value) | $28,587,000 | 2,015 |
| Total debt securities | $62,350,000 | 2,057 |
| 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 | $60,987,000 | 2,237 |
| U.S. Government securities | $52,060,000 | 2,109 |
| U.S. Treasury securities | $23,876,000 | 1,570 |
| U.S. Government agency obligations | $28,184,000 | 2,444 |
| Securities issued by states & political subdivisions | $8,396,000 | 1,846 |
| Other domestic debt securities | $417,000 | 4,490 |
| 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 | $417,000 | 3,467 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $113,000 | 5,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,536,000 | 2,439 |
| Mortgage-backed securities | $17,544,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $16,557,000 | 1,734 |
| Issued or guaranteed by U.S. | $16,557,000 | 1,709 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $987,000 | 5,052 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 4,835 |
| 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 | $60,874,000 | 2,176 |
| 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 | $67,839,000 | 1,987 |
| U.S. Government securities | $57,680,000 | 1,857 |
| U.S. Treasury securities | $29,001,000 | 1,285 |
| U.S. Government agency obligations | $28,679,000 | 2,382 |
| Securities issued by states & political subdivisions | $7,765,000 | 1,792 |
| Other domestic debt securities | $416,000 | 5,361 |
| 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 | $416,000 | 4,073 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,978,000 | 1,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,466,000 | 2,223 |
| Mortgage-backed securities | $18,687,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $18,687,000 | 1,608 |
| Issued or guaranteed by U.S. | $18,687,000 | 1,571 |
| 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 | $65,861,000 | 1,999 |
| 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 |