Home > Charter National Bank and Trust > Securities
Charter National Bank and Trust, Securities
| 2011-12-31 | Rank | |
| Total securities | $12,196,000 | 5,456 |
| U.S. Government securities | $15,000 | 6,995 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,000 | 6,910 |
| Securities issued by states & political subdivisions | $12,181,000 | 2,352 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,216,000 | 4,131 |
| Mortgage-backed securities | $9,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,669 |
| Issued or guaranteed by U.S. | $9,000 | 5,657 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,196,000 | 5,035 |
| Total debt securities | $12,196,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $16,053,000 | 4,948 |
| U.S. Government securities | $15,000 | 7,077 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,000 | 6,990 |
| Securities issued by states & political subdivisions | $16,038,000 | 1,887 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,594,000 | 2,952 |
| Mortgage-backed securities | $9,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,693 |
| Issued or guaranteed by U.S. | $9,000 | 5,681 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $16,053,000 | 4,539 |
| Total debt securities | $16,053,000 | 4,918 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,772,000 | 5,043 |
| U.S. Government securities | $1,020,000 | 6,869 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,020,000 | 6,769 |
| Securities issued by states & political subdivisions | $14,752,000 | 1,952 |
| 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 | $10,641,000 | 3,105 |
| Mortgage-backed securities | $9,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,719 |
| Issued or guaranteed by U.S. | $9,000 | 5,712 |
| 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) | $15,772,000 | 4,619 |
| Total debt securities | $15,772,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $14,345,000 | 5,200 |
| U.S. Government securities | $10,031,000 | 5,020 |
| U.S. Treasury securities | $6,012,000 | 460 |
| U.S. Government agency obligations | $4,019,000 | 6,112 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,628 |
| Other domestic debt securities | $9,000 | 2,838 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,313 |
| 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 | $11,263,000 | 3,019 |
| Mortgage-backed securities | $9,000 | 5,983 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,729 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $9,000 | 128 |
| 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) | $14,345,000 | 4,775 |
| Total debt securities | $14,345,000 | 5,165 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,787,000 | 5,190 |
| U.S. Government securities | $12,065,000 | 4,531 |
| U.S. Treasury securities | $6,019,000 | 453 |
| U.S. Government agency obligations | $6,046,000 | 5,550 |
| Securities issued by states & political subdivisions | $1,722,000 | 4,534 |
| 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 | $11,772,000 | 2,911 |
| Mortgage-backed securities | $10,000 | 6,005 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,720 |
| Issued or guaranteed by U.S. | $10,000 | 5,709 |
| 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) | $13,787,000 | 4,762 |
| Total debt securities | $13,787,000 | 5,155 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,081,000 | 5,100 |
| U.S. Government securities | $14,081,000 | 4,164 |
| U.S. Treasury securities | $7,022,000 | 380 |
| U.S. Government agency obligations | $7,059,000 | 5,285 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,781,000 | 2,805 |
| Mortgage-backed securities | $10,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,763 |
| Issued or guaranteed by U.S. | $10,000 | 5,748 |
| 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) | $14,081,000 | 4,657 |
| Total debt securities | $14,081,000 | 5,063 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,123,000 | 5,235 |
| U.S. Government securities | $13,123,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,123,000 | 4,272 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,823,000 | 2,832 |
| Mortgage-backed securities | $10,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,820 |
| Issued or guaranteed by U.S. | $10,000 | 5,808 |
| 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) | $13,123,000 | 4,797 |
| Total debt securities | $13,123,000 | 5,199 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $999,000 | 2,653 |
| 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 | $13,165,000 | 5,275 |
| U.S. Government securities | $13,165,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,165,000 | 4,310 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,864,000 | 2,902 |
| Mortgage-backed securities | $10,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,921 |
| Issued or guaranteed by U.S. | $10,000 | 5,910 |
| 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) | $13,165,000 | 4,826 |
| Total debt securities | $13,165,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,244,000 | 5,269 |
| U.S. Government securities | $13,244,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,244,000 | 4,301 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $10,930,000 | 3,204 |
| Mortgage-backed securities | $10,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,982 |
| Issued or guaranteed by U.S. | $10,000 | 5,968 |
| 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) | $13,244,000 | 4,824 |
| Total debt securities | $13,244,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $13,307,000 | 5,295 |
| U.S. Government securities | $13,307,000 | 4,396 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,307,000 | 4,300 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $10,985,000 | 3,191 |
| Mortgage-backed securities | $10,000 | 6,341 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,073 |
| Issued or guaranteed by U.S. | $10,000 | 6,053 |
| 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) | $13,307,000 | 4,853 |
| Total debt securities | $13,307,000 | 5,248 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,298,000 | 5,294 |
| U.S. Government securities | $13,298,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,298,000 | 4,308 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $10,956,000 | 3,198 |
| Mortgage-backed securities | $10,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,124 |
| Issued or guaranteed by U.S. | $10,000 | 6,102 |
| 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) | $13,298,000 | 4,831 |
| Total debt securities | $13,298,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,282,000 | 5,339 |
| U.S. Government securities | $13,282,000 | 4,471 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,282,000 | 4,390 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,914,000 | 3,258 |
| Mortgage-backed securities | $10,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,188 |
| Issued or guaranteed by U.S. | $10,000 | 6,171 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,282,000 | 4,860 |
| Total debt securities | $13,282,000 | 5,294 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,228,000 | 5,376 |
| U.S. Government securities | $13,228,000 | 4,534 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,228,000 | 4,448 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $10,880,000 | 3,306 |
| Mortgage-backed securities | $9,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,229 |
| Issued or guaranteed by U.S. | $9,000 | 6,207 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,228,000 | 4,858 |
| Total debt securities | $13,228,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,155,000 | 5,337 |
| U.S. Government securities | $13,155,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,155,000 | 4,431 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $10,773,000 | 3,329 |
| Mortgage-backed securities | $10,000 | 6,502 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,255 |
| Issued or guaranteed by U.S. | $10,000 | 6,233 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,155,000 | 4,820 |
| Total debt securities | $13,155,000 | 5,300 |
| 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 | $14,077,000 | 5,247 |
| U.S. Government securities | $14,077,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,077,000 | 4,296 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $10,714,000 | 3,271 |
| Mortgage-backed securities | $10,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,274 |
| Issued or guaranteed by U.S. | $10,000 | 6,249 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,077,000 | 4,749 |
| Total debt securities | $14,077,000 | 5,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,153,000 | 5,227 |
| U.S. Government securities | $14,153,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,153,000 | 4,296 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,791,000 | 3,224 |
| Mortgage-backed securities | $10,000 | 6,533 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,274 |
| Issued or guaranteed by U.S. | $10,000 | 6,244 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,153,000 | 4,733 |
| Total debt securities | $14,153,000 | 5,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $14,018,000 | 5,312 |
| U.S. Government securities | $14,018,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,018,000 | 4,393 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $10,698,000 | 3,270 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,018,000 | 4,759 |
| Total debt securities | $14,018,000 | 5,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $13,958,000 | 5,380 |
| U.S. Government securities | $13,958,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,958,000 | 4,471 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $10,651,000 | 3,315 |
| Mortgage-backed securities | $38,000 | 6,309 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,014 |
| Issued or guaranteed by U.S. | $38,000 | 5,990 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $13,958,000 | 4,799 |
| Total debt securities | $13,958,000 | 5,332 |
| 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 | $13,883,000 | 5,403 |
| U.S. Government securities | $13,883,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,883,000 | 4,496 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $9,907,000 | 3,431 |
| Mortgage-backed securities | $38,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,032 |
| Issued or guaranteed by U.S. | $38,000 | 6,010 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,883,000 | 4,808 |
| Total debt securities | $13,883,000 | 5,364 |
| 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 | $13,936,000 | 5,433 |
| U.S. Government securities | $13,936,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,936,000 | 4,495 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $10,686,000 | 3,306 |
| Mortgage-backed securities | $53,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,984 |
| Issued or guaranteed by U.S. | $53,000 | 5,960 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,936,000 | 4,816 |
| Total debt securities | $13,936,000 | 5,385 |
| 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 | $13,902,000 | 5,461 |
| U.S. Government securities | $13,902,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,902,000 | 4,551 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $11,890,000 | 3,114 |
| Mortgage-backed securities | $53,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,999 |
| Issued or guaranteed by U.S. | $53,000 | 5,974 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,902,000 | 4,844 |
| Total debt securities | $13,902,000 | 5,412 |
| 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 | $15,878,000 | 5,201 |
| U.S. Government securities | $15,878,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,878,000 | 4,267 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $11,813,000 | 3,111 |
| Mortgage-backed securities | $59,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,020 |
| Issued or guaranteed by U.S. | $59,000 | 5,989 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,878,000 | 4,575 |
| Total debt securities | $15,878,000 | 5,161 |
| 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 | $14,787,000 | 5,362 |
| U.S. Government securities | $13,788,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,788,000 | 4,603 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $999,000 | 1,973 |
| 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 | $999,000 | 1,454 |
| 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 | $8,860,000 | 3,618 |
| Mortgage-backed securities | $68,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,029 |
| Issued or guaranteed by U.S. | $68,000 | 6,001 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,787,000 | 4,705 |
| Total debt securities | $14,787,000 | 5,308 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $981,000 | 2,211 |
| 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 | $18,807,000 | 4,777 |
| U.S. Government securities | $16,813,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,813,000 | 4,127 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,994,000 | 1,590 |
| 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 | $1,994,000 | 1,136 |
| 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 | $16,713,000 | 2,471 |
| Mortgage-backed securities | $73,000 | 6,379 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,043 |
| Issued or guaranteed by U.S. | $73,000 | 6,018 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $18,807,000 | 4,146 |
| Total debt securities | $18,807,000 | 4,724 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $989,000 | 2,172 |
| 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 | $23,779,000 | 4,173 |
| U.S. Government securities | $20,801,000 | 3,684 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,801,000 | 3,557 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,978,000 | 1,362 |
| 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 | $2,978,000 | 949 |
| 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 | $16,734,000 | 2,455 |
| Mortgage-backed securities | $77,000 | 6,440 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,089 |
| Issued or guaranteed by U.S. | $77,000 | 6,064 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,779,000 | 3,602 |
| Total debt securities | $23,780,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $988,000 | 2,352 |
| Fair value | $986,000 | 2,216 |
| 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 | $25,862,000 | 3,913 |
| U.S. Government securities | $22,848,000 | 3,404 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,848,000 | 3,283 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,014,000 | 1,370 |
| 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 | $3,014,000 | 976 |
| 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 | $15,848,000 | 2,501 |
| Mortgage-backed securities | $87,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,098 |
| Issued or guaranteed by U.S. | $87,000 | 6,077 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,862,000 | 3,388 |
| Total debt securities | $25,862,000 | 3,857 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,309 |
| Fair value | $987,000 | 2,228 |
| 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 | $27,011,000 | 3,842 |
| U.S. Government securities | $22,987,000 | 3,446 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,987,000 | 3,325 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,024,000 | 1,218 |
| 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 | $4,024,000 | 860 |
| 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 | $15,916,000 | 2,497 |
| Mortgage-backed securities | $98,000 | 6,469 |
| Certificates of participation in pools of residential mortgages | $98,000 | 6,122 |
| Issued or guaranteed by U.S. | $98,000 | 6,096 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $27,011,000 | 3,332 |
| Total debt securities | $27,011,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $986,000 | 2,302 |
| Fair value | $986,000 | 2,270 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $25,211,000 | 4,076 |
| U.S. Government securities | $20,183,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,183,000 | 3,709 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,028,000 | 1,123 |
| 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 | $5,028,000 | 806 |
| 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 | $13,130,000 | 2,840 |
| Mortgage-backed securities | $252,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $117,000 | 6,154 |
| Issued or guaranteed by U.S. | $117,000 | 6,131 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $135,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 3,091 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $25,211,000 | 3,533 |
| Total debt securities | $25,211,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $24,969,000 | 4,138 |
| U.S. Government securities | $19,365,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,365,000 | 3,818 |
| Securities issued by states & political subdivisions | $500,000 | 5,660 |
| Other domestic debt securities | $5,104,000 | 1,144 |
| 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 | $5,104,000 | 824 |
| 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 | $14,678,000 | 2,614 |
| Mortgage-backed securities | $303,000 | 6,242 |
| Certificates of participation in pools of residential mortgages | $158,000 | 6,099 |
| Issued or guaranteed by U.S. | $158,000 | 6,080 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $145,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,103 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $24,969,000 | 3,579 |
| Total debt securities | $24,969,000 | 4,073 |
| 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 | $27,329,000 | 3,871 |
| U.S. Government securities | $20,556,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $20,556,000 | 3,651 |
| Securities issued by states & political subdivisions | $1,603,000 | 4,632 |
| Other domestic debt securities | $5,170,000 | 1,131 |
| 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 | $5,170,000 | 833 |
| 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 | $14,749,000 | 2,560 |
| Mortgage-backed securities | $376,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,997 |
| Issued or guaranteed by U.S. | $225,000 | 5,982 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $151,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,105 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $27,329,000 | 3,352 |
| Total debt securities | $27,329,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $24,406,000 | 4,236 |
| U.S. Government securities | $17,628,000 | 4,223 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,628,000 | 4,076 |
| Securities issued by states & political subdivisions | $1,609,000 | 4,649 |
| Other domestic debt securities | $5,169,000 | 1,168 |
| 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 | $5,169,000 | 869 |
| 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 | $15,752,000 | 2,427 |
| Mortgage-backed securities | $447,000 | 6,219 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,959 |
| Issued or guaranteed by U.S. | $289,000 | 5,947 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $158,000 | 3,468 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,175 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,406,000 | 3,667 |
| Total debt securities | $24,406,000 | 4,166 |
| 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 | $24,879,000 | 4,163 |
| U.S. Government securities | $17,969,000 | 4,124 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,969,000 | 3,976 |
| Securities issued by states & political subdivisions | $1,618,000 | 4,634 |
| Other domestic debt securities | $5,292,000 | 1,236 |
| 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 | $5,292,000 | 928 |
| 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 | $13,949,000 | 2,632 |
| Mortgage-backed securities | $533,000 | 6,152 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,866 |
| Issued or guaranteed by U.S. | $368,000 | 5,851 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $165,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,216 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,879,000 | 3,617 |
| Total debt securities | $24,879,000 | 4,090 |
| 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 | $31,010,000 | 3,625 |
| U.S. Government securities | $24,099,000 | 3,431 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $24,099,000 | 3,308 |
| Securities issued by states & political subdivisions | $1,626,000 | 4,661 |
| Other domestic debt securities | $5,285,000 | 1,225 |
| 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 | $5,285,000 | 996 |
| 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 | $14,755,000 | 2,480 |
| Mortgage-backed securities | $620,000 | 6,090 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,840 |
| Issued or guaranteed by U.S. | $438,000 | 5,822 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $182,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,391 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $31,010,000 | 3,123 |
| Total debt securities | $31,010,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 912 |
| Fair value | $3,009,000 | 926 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $22,672,000 | 4,413 |
| U.S. Government securities | $19,970,000 | 3,794 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,970,000 | 3,660 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,682 |
| Other domestic debt securities | $1,072,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,072,000 | 2,299 |
| 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 | $15,876,000 | 2,238 |
| Mortgage-backed securities | $787,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,721 |
| Issued or guaranteed by U.S. | $571,000 | 5,699 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $216,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,427 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $22,672,000 | 3,817 |
| Total debt securities | $22,672,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 493 |
| Fair value | $5,025,000 | 493 |
| 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 | $19,989,000 | 4,693 |
| U.S. Government securities | $18,283,000 | 3,926 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,283,000 | 3,770 |
| Securities issued by states & political subdivisions | $1,636,000 | 4,630 |
| Other domestic debt securities | $70,000 | 3,833 |
| 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 | $70,000 | 3,400 |
| 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 | $14,481,000 | 2,361 |
| Mortgage-backed securities | $969,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $715,000 | 5,622 |
| Issued or guaranteed by U.S. | $715,000 | 5,600 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $254,000 | 3,732 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,558 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $19,989,000 | 4,080 |
| Total debt securities | $19,989,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 389 |
| Fair value | $5,060,000 | 388 |
| 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 | $23,212,000 | 4,247 |
| U.S. Government securities | $21,494,000 | 3,522 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,494,000 | 3,360 |
| Securities issued by states & political subdivisions | $1,633,000 | 4,562 |
| Other domestic debt securities | $85,000 | 3,875 |
| 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 | $85,000 | 3,433 |
| 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 | $15,526,000 | 2,255 |
| Mortgage-backed securities | $1,115,000 | 5,853 |
| Certificates of participation in pools of residential mortgages | $829,000 | 5,530 |
| Issued or guaranteed by U.S. | $829,000 | 5,509 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $286,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 3,614 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $23,212,000 | 3,649 |
| Total debt securities | $23,212,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 267 |
| Fair value | $5,068,000 | 268 |
| 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 | $24,502,000 | 4,055 |
| U.S. Government securities | $22,765,000 | 3,358 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,765,000 | 3,201 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,567 |
| Other domestic debt securities | $100,000 | 3,887 |
| 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 | $100,000 | 3,433 |
| 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 | $15,640,000 | 2,215 |
| Mortgage-backed securities | $1,251,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $927,000 | 5,420 |
| Issued or guaranteed by U.S. | $927,000 | 5,401 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $324,000 | 3,799 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,633 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $24,502,000 | 3,478 |
| Total debt securities | $24,502,000 | 3,978 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 163 |
| Fair value | $6,123,000 | 160 |
| 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 | $32,740,000 | 3,133 |
| U.S. Government securities | $32,149,000 | 2,408 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $32,149,000 | 2,270 |
| Securities issued by states & political subdivisions | $421,000 | 6,059 |
| Other domestic debt securities | $170,000 | 3,836 |
| 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 | $170,000 | 3,327 |
| 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 | $13,722,000 | 2,366 |
| Mortgage-backed securities | $503,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,807 |
| Issued or guaranteed by U.S. | $35,000 | 6,785 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $468,000 | 3,787 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 3,624 |
| 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) | $32,740,000 | 2,610 |
| Total debt securities | $32,740,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 91 |
| Fair value | $3,963,000 | 95 |
| 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 | $41,215,000 | 2,622 |
| U.S. Government securities | $30,234,000 | 2,616 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $30,234,000 | 2,423 |
| Securities issued by states & political subdivisions | $9,922,000 | 1,667 |
| Other domestic debt securities | $269,000 | 3,299 |
| 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 | $269,000 | 2,878 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $790,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,480,000 | 2,295 |
| Mortgage-backed securities | $6,285,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $4,141,000 | 2,926 |
| Issued or guaranteed by U.S. | $4,141,000 | 2,909 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,144,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $2,144,000 | 2,086 |
| 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) | $41,215,000 | 2,080 |
| Total debt securities | $40,425,000 | 2,570 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 98 |
| Fair value | $3,934,000 | 101 |
| 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 | $33,213,000 | 3,306 |
| U.S. Government securities | $22,535,000 | 3,517 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $22,535,000 | 3,153 |
| Securities issued by states & political subdivisions | $9,509,000 | 1,762 |
| Other domestic debt securities | $400,000 | 3,010 |
| 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 | $400,000 | 2,572 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $769,000 | 2,882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,001,000 | 1,758 |
| Mortgage-backed securities | $7,154,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 2,936 |
| Issued or guaranteed by U.S. | $4,586,000 | 2,926 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,568,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 2,070 |
| 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) | $33,213,000 | 2,595 |
| Total debt securities | $32,444,000 | 3,267 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 136 |
| Fair value | $3,814,000 | 141 |
| 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 | $30,439,000 | 3,582 |
| U.S. Government securities | $18,783,000 | 4,091 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,783,000 | 3,489 |
| Securities issued by states & political subdivisions | $10,613,000 | 1,591 |
| Other domestic debt securities | $500,000 | 2,722 |
| 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 | $500,000 | 2,262 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $543,000 | 3,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,267,000 | 2,384 |
| Mortgage-backed securities | $11,027,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $5,954,000 | 2,710 |
| Issued or guaranteed by U.S. | $5,954,000 | 2,694 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,073,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $5,073,000 | 1,639 |
| 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) | $30,439,000 | 2,755 |
| Total debt securities | $29,896,000 | 3,538 |
| 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 | $37,660,000 | 2,993 |
| U.S. Government securities | $36,889,000 | 2,434 |
| U.S. Treasury securities | $4,134,000 | 3,560 |
| U.S. Government agency obligations | $32,755,000 | 2,117 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $572,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $518,000 | 1,799 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $199,000 | 5,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,898,000 | 3,754 |
| Mortgage-backed securities | $4,245,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $197,000 | 6,921 |
| Issued or guaranteed by U.S. | $197,000 | 6,899 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,048,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $3,994,000 | 1,870 |
| Privately issued | $54,000 | 1,155 |
| 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) | $37,660,000 | 2,125 |
| Total debt securities | $37,461,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 471 |
| Fair value | $3,002,000 | 469 |
| 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 | $41,907,000 | 2,881 |
| U.S. Government securities | $41,122,000 | 2,359 |
| U.S. Treasury securities | $8,170,000 | 2,641 |
| U.S. Government agency obligations | $32,952,000 | 2,187 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $586,000 | 2,517 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $518,000 | 1,976 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $199,000 | 5,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,027,000 | 4,146 |
| Mortgage-backed securities | $10,019,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $3,037,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,037,000 | 4,045 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,982,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $6,914,000 | 1,503 |
| Privately issued | $68,000 | 1,394 |
| 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) | $41,907,000 | 1,965 |
| Total debt securities | $41,708,000 | 2,804 |
| 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 | $63,339,000 | 1,970 |
| U.S. Government securities | $62,181,000 | 1,630 |
| U.S. Treasury securities | $23,654,000 | 1,196 |
| U.S. Government agency obligations | $38,527,000 | 1,829 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $959,000 | 2,556 |
| Privately issued residential mortgage-backed securities | $441,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $518,000 | 2,419 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $199,000 | 5,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,779,000 | 4,314 |
| Mortgage-backed securities | $11,395,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $5,644,000 | 3,086 |
| Issued or guaranteed by U.S. | $5,644,000 | 3,061 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,751,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $5,310,000 | 1,992 |
| Privately issued | $441,000 | 987 |
| 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) | $63,339,000 | 1,333 |
| Total debt securities | $63,140,000 | 1,917 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $63,598,000 | 2,065 |
| U.S. Government securities | $62,374,000 | 1,710 |
| U.S. Treasury securities | $45,185,000 | 775 |
| U.S. Government agency obligations | $17,189,000 | 3,617 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $1,024,000 | 2,750 |
| Privately issued residential mortgage-backed securities | $505,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $519,000 | 2,785 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $200,000 | 4,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,832,000 | 5,467 |
| Mortgage-backed securities | $7,949,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 5,066 |
| Issued or guaranteed by U.S. | $2,124,000 | 5,041 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,825,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $5,320,000 | 2,112 |
| Privately issued | $505,000 | 1,016 |
| 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) | $63,398,000 | 1,172 |
| Available-for-sale securities (fair market value) | $200,000 | 10,512 |
| Total debt securities | $63,398,000 | 2,018 |
| 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 | $45,016,000 | 3,093 |
| U.S. Government securities | $42,760,000 | 2,580 |
| U.S. Treasury securities | $27,243,000 | 1,374 |
| U.S. Government agency obligations | $15,517,000 | 4,059 |
| Securities issued by states & political subdivisions | $303,000 | 8,445 |
| Other domestic debt securities | $1,729,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $924,000 | 1,288 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $805,000 | 2,784 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $224,000 | 4,372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,012,000 | 5,239 |
| Mortgage-backed securities | $8,323,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $2,748,000 | 5,075 |
| Issued or guaranteed by U.S. | $2,730,000 | 5,053 |
| Privately issued | $18,000 | 694 |
| Collaterized mortgage obligations | $5,575,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $4,669,000 | 2,575 |
| Privately issued | $906,000 | 1,000 |
| 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 | $44,792,000 | 3,019 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $16,260,000 | 6,996 |
| U.S. Government securities | $14,987,000 | 6,237 |
| U.S. Treasury securities | $5,765,000 | 5,309 |
| U.S. Government agency obligations | $9,222,000 | 5,830 |
| Securities issued by states & political subdivisions | $644,000 | 7,334 |
| Other domestic debt securities | $566,000 | 4,895 |
| Privately issued residential mortgage-backed securities | $566,000 | 2,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 5,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $703,000 | 9,294 |
| Mortgage-backed securities | $4,130,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,130,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $3,564,000 | 2,875 |
| Privately issued | $566,000 | 1,875 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,197,000 | 6,905 |
| 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 |