Home > Cheviot Savings Bank > Securities
Cheviot Savings Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $101,706,000 | 1,371 |
| U.S. Government securities | $100,402,000 | 933 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $100,402,000 | 887 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,441 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,604,000 | 4,415 |
| Mortgage-backed securities | $24,792,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $24,792,000 | 1,338 |
| Issued or guaranteed by U.S. | $24,792,000 | 1,337 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $101,706,000 | 1,209 |
| Total debt securities | $101,707,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $65,578,000 | 27 |
| Fair value | $65,504,000 | 27 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $98,723,000 | 1,419 |
| U.S. Government securities | $97,409,000 | 956 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $97,409,000 | 912 |
| Securities issued by states & political subdivisions | $1,314,000 | 4,472 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,593,000 | 4,456 |
| Mortgage-backed securities | $7,504,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $7,504,000 | 2,648 |
| Issued or guaranteed by U.S. | $7,504,000 | 2,644 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $98,723,000 | 1,247 |
| Total debt securities | $98,724,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $60,677,000 | 30 |
| Fair value | $60,072,000 | 30 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $104,493,000 | 1,348 |
| U.S. Government securities | $102,741,000 | 926 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $102,741,000 | 888 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,382 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $7,925,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $7,925,000 | 2,627 |
| Issued or guaranteed by U.S. | $7,925,000 | 2,624 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $104,493,000 | 1,187 |
| Total debt securities | $104,493,000 | 1,328 |
| Structured notes | ||
| Amortized cost | $60,672,000 | 35 |
| Fair value | $59,919,000 | 35 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $124,664,000 | 1,171 |
| U.S. Government securities | $122,907,000 | 820 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $122,907,000 | 789 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,404 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $8,473,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $8,473,000 | 2,617 |
| Issued or guaranteed by U.S. | $8,473,000 | 2,613 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $124,664,000 | 1,033 |
| Total debt securities | $124,665,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $76,945,000 | 33 |
| Fair value | $74,907,000 | 33 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $147,669,000 | 1,010 |
| U.S. Government securities | $145,890,000 | 707 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $145,890,000 | 676 |
| Securities issued by states & political subdivisions | $1,779,000 | 4,420 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $8,933,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $8,933,000 | 2,611 |
| Issued or guaranteed by U.S. | $8,933,000 | 2,608 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $147,669,000 | 889 |
| Total debt securities | $147,669,000 | 995 |
| Structured notes | ||
| Amortized cost | $90,621,000 | 32 |
| Fair value | $90,083,000 | 32 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $136,400,000 | 1,081 |
| U.S. Government securities | $134,623,000 | 758 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $134,623,000 | 725 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,491 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $9,400,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $9,400,000 | 2,593 |
| Issued or guaranteed by U.S. | $9,400,000 | 2,588 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $136,400,000 | 946 |
| Total debt securities | $136,400,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $105,612,000 | 25 |
| Fair value | $103,575,000 | 25 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $164,960,000 | 930 |
| U.S. Government securities | $161,773,000 | 647 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $161,773,000 | 616 |
| Securities issued by states & political subdivisions | $3,187,000 | 4,101 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $20,671,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $20,597,000 | 1,700 |
| Issued or guaranteed by U.S. | $20,597,000 | 1,699 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $74,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,253 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,769,000 | 1,672 |
| Available-for-sale securities (fair market value) | $162,191,000 | 826 |
| Total debt securities | $164,958,000 | 919 |
| Structured notes | ||
| Amortized cost | $118,104,000 | 27 |
| Fair value | $114,636,000 | 27 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $155,438,000 | 985 |
| U.S. Government securities | $152,268,000 | 685 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $152,268,000 | 655 |
| Securities issued by states & political subdivisions | $3,170,000 | 4,154 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $11,547,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $11,469,000 | 2,454 |
| Issued or guaranteed by U.S. | $11,469,000 | 2,453 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $78,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,287 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,880,000 | 1,676 |
| Available-for-sale securities (fair market value) | $152,558,000 | 874 |
| Total debt securities | $155,438,000 | 973 |
| Structured notes | ||
| Amortized cost | $118,096,000 | 25 |
| Fair value | $114,250,000 | 25 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $151,754,000 | 1,025 |
| U.S. Government securities | $148,678,000 | 707 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $148,678,000 | 675 |
| Securities issued by states & political subdivisions | $3,076,000 | 4,206 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $12,127,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $12,042,000 | 2,419 |
| Issued or guaranteed by U.S. | $12,042,000 | 2,418 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $85,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,312 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,996,000 | 1,658 |
| Available-for-sale securities (fair market value) | $148,758,000 | 915 |
| Total debt securities | $151,754,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $123,082,000 | 26 |
| Fair value | $115,628,000 | 26 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $163,842,000 | 941 |
| U.S. Government securities | $160,826,000 | 650 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $160,826,000 | 629 |
| Securities issued by states & political subdivisions | $3,016,000 | 4,253 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $12,477,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $12,387,000 | 2,382 |
| Issued or guaranteed by U.S. | $12,387,000 | 2,382 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $90,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,310 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,116,000 | 1,615 |
| Available-for-sale securities (fair market value) | $160,726,000 | 823 |
| Total debt securities | $163,843,000 | 927 |
| Structured notes | ||
| Amortized cost | $128,076,000 | 26 |
| Fair value | $118,352,000 | 27 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $175,073,000 | 881 |
| U.S. Government securities | $172,035,000 | 618 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $172,035,000 | 600 |
| Securities issued by states & political subdivisions | $3,038,000 | 4,258 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $13,014,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $12,917,000 | 2,332 |
| Issued or guaranteed by U.S. | $12,917,000 | 2,330 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $97,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,334 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,221,000 | 1,572 |
| Available-for-sale securities (fair market value) | $171,852,000 | 786 |
| Total debt securities | $175,074,000 | 870 |
| Structured notes | ||
| Amortized cost | $128,069,000 | 25 |
| Fair value | $121,476,000 | 25 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $170,635,000 | 906 |
| U.S. Government securities | $167,635,000 | 631 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $167,635,000 | 610 |
| Securities issued by states & political subdivisions | $3,000,000 | 4,271 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $8,641,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $8,536,000 | 2,831 |
| Issued or guaranteed by U.S. | $8,536,000 | 2,829 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $105,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,347 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,363,000 | 1,499 |
| Available-for-sale securities (fair market value) | $167,272,000 | 818 |
| Total debt securities | $170,635,000 | 896 |
| Structured notes | ||
| Amortized cost | $138,048,000 | 23 |
| Fair value | $130,989,000 | 24 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $174,284,000 | 895 |
| U.S. Government securities | $171,085,000 | 624 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $171,085,000 | 604 |
| Securities issued by states & political subdivisions | $3,199,000 | 4,198 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $9,056,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $8,943,000 | 2,809 |
| Issued or guaranteed by U.S. | $8,943,000 | 2,808 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $113,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,367 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,479,000 | 1,456 |
| Available-for-sale securities (fair market value) | $170,805,000 | 809 |
| Total debt securities | $174,285,000 | 884 |
| Structured notes | ||
| Amortized cost | $142,369,000 | 17 |
| Fair value | $142,085,000 | 17 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $205,573,000 | 742 |
| U.S. Government securities | $202,315,000 | 531 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $202,315,000 | 510 |
| Securities issued by states & political subdivisions | $3,258,000 | 4,181 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $9,610,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $9,490,000 | 2,727 |
| Issued or guaranteed by U.S. | $9,490,000 | 2,725 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $120,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,411 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,581,000 | 1,458 |
| Available-for-sale securities (fair market value) | $201,992,000 | 673 |
| Total debt securities | $205,573,000 | 730 |
| Structured notes | ||
| Amortized cost | $154,260,000 | 17 |
| Fair value | $154,609,000 | 17 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $201,155,000 | 761 |
| U.S. Government securities | $197,899,000 | 558 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $197,899,000 | 541 |
| Securities issued by states & political subdivisions | $3,256,000 | 4,180 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $10,117,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $9,989,000 | 2,785 |
| Issued or guaranteed by U.S. | $9,989,000 | 2,783 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $128,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,460 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,730,000 | 1,454 |
| Available-for-sale securities (fair market value) | $197,425,000 | 697 |
| Total debt securities | $201,155,000 | 747 |
| Structured notes | ||
| Amortized cost | $149,184,000 | 18 |
| Fair value | $149,532,000 | 18 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $180,639,000 | 858 |
| U.S. Government securities | $177,423,000 | 620 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $177,423,000 | 599 |
| Securities issued by states & political subdivisions | $3,216,000 | 4,159 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $10,592,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $10,458,000 | 2,768 |
| Issued or guaranteed by U.S. | $10,458,000 | 2,768 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $134,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,470 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,886,000 | 1,440 |
| Available-for-sale securities (fair market value) | $176,753,000 | 775 |
| Total debt securities | $180,639,000 | 846 |
| Structured notes | ||
| Amortized cost | $133,379,000 | 17 |
| Fair value | $133,626,000 | 17 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $166,661,000 | 928 |
| U.S. Government securities | $163,454,000 | 681 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $163,454,000 | 664 |
| Securities issued by states & political subdivisions | $3,207,000 | 4,090 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $11,229,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $11,082,000 | 2,705 |
| Issued or guaranteed by U.S. | $11,082,000 | 2,703 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $147,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,485 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $4,031,000 | 1,433 |
| Available-for-sale securities (fair market value) | $162,630,000 | 847 |
| Total debt securities | $166,660,000 | 918 |
| Structured notes | ||
| Amortized cost | $130,094,000 | 19 |
| Fair value | $129,368,000 | 19 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $131,167,000 | 1,140 |
| U.S. Government securities | $127,997,000 | 823 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $127,997,000 | 798 |
| Securities issued by states & political subdivisions | $3,170,000 | 4,086 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,626,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $11,626,000 | 2,525 |
| Issued or guaranteed by U.S. | $11,626,000 | 2,522 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,667,000 | 1,660 |
| Available-for-sale securities (fair market value) | $128,500,000 | 1,032 |
| Total debt securities | $131,167,000 | 1,128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $101,615,000 | 1,396 |
| U.S. Government securities | $98,355,000 | 1,005 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,355,000 | 970 |
| Securities issued by states & political subdivisions | $3,260,000 | 3,996 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,354,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $12,354,000 | 2,372 |
| Issued or guaranteed by U.S. | $12,354,000 | 2,367 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,852,000 | 1,653 |
| Available-for-sale securities (fair market value) | $98,763,000 | 1,290 |
| Total debt securities | $101,615,000 | 1,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $99,375,000 | 1,436 |
| U.S. Government securities | $96,247,000 | 1,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $96,247,000 | 1,003 |
| Securities issued by states & political subdivisions | $3,128,000 | 4,012 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,846,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $12,846,000 | 2,267 |
| Issued or guaranteed by U.S. | $12,846,000 | 2,262 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,001,000 | 1,660 |
| Available-for-sale securities (fair market value) | $96,374,000 | 1,322 |
| Total debt securities | $99,375,000 | 1,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $112,751,000 | 1,264 |
| U.S. Government securities | $109,728,000 | 924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,728,000 | 890 |
| Securities issued by states & political subdivisions | $3,023,000 | 4,017 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,228,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $13,228,000 | 2,166 |
| Issued or guaranteed by U.S. | $13,228,000 | 2,161 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,619,000 | 1,464 |
| Available-for-sale securities (fair market value) | $108,132,000 | 1,173 |
| Total debt securities | $112,751,000 | 1,251 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $94,429,000 | 1,425 |
| U.S. Government securities | $93,057,000 | 1,019 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,057,000 | 976 |
| Securities issued by states & political subdivisions | $1,372,000 | 4,712 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,058,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $9,058,000 | 2,582 |
| Issued or guaranteed by U.S. | $9,058,000 | 2,576 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,779,000 | 1,439 |
| Available-for-sale securities (fair market value) | $89,650,000 | 1,327 |
| Total debt securities | $94,429,000 | 1,401 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $62,829,000 | 1,973 |
| U.S. Government securities | $61,336,000 | 1,459 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,336,000 | 1,396 |
| Securities issued by states & political subdivisions | $1,493,000 | 4,569 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,436,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $9,436,000 | 2,504 |
| Issued or guaranteed by U.S. | $9,436,000 | 2,499 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,005,000 | 1,459 |
| Available-for-sale securities (fair market value) | $57,824,000 | 1,884 |
| Total debt securities | $62,829,000 | 1,952 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $63,712,000 | 1,939 |
| U.S. Government securities | $62,287,000 | 1,465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,287,000 | 1,410 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,580 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,803,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $9,803,000 | 2,474 |
| Issued or guaranteed by U.S. | $9,803,000 | 2,467 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,230,000 | 1,482 |
| Available-for-sale securities (fair market value) | $58,482,000 | 1,862 |
| Total debt securities | $63,712,000 | 1,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $78,618,000 | 1,644 |
| U.S. Government securities | $77,211,000 | 1,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $77,211,000 | 1,166 |
| Securities issued by states & political subdivisions | $1,407,000 | 4,600 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,272,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $10,272,000 | 2,488 |
| Issued or guaranteed by U.S. | $10,272,000 | 2,483 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,483,000 | 1,470 |
| Available-for-sale securities (fair market value) | $73,135,000 | 1,546 |
| Total debt securities | $78,618,000 | 1,625 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $60,479,000 | 2,046 |
| U.S. Government securities | $59,083,000 | 1,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,083,000 | 1,462 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,631 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,664,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $10,664,000 | 2,498 |
| Issued or guaranteed by U.S. | $10,664,000 | 2,491 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,174,000 | 1,501 |
| Available-for-sale securities (fair market value) | $55,305,000 | 1,945 |
| Total debt securities | $60,479,000 | 2,017 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $53,690,000 | 2,247 |
| U.S. Government securities | $52,213,000 | 1,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,213,000 | 1,607 |
| Securities issued by states & political subdivisions | $1,477,000 | 4,632 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,222,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $11,222,000 | 2,503 |
| Issued or guaranteed by U.S. | $11,222,000 | 2,494 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,078,000 | 1,456 |
| Available-for-sale securities (fair market value) | $47,612,000 | 2,193 |
| Total debt securities | $53,690,000 | 2,218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $47,163,000 | 2,442 |
| U.S. Government securities | $45,849,000 | 1,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,849,000 | 1,768 |
| Securities issued by states & political subdivisions | $1,314,000 | 4,718 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,864,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $11,864,000 | 2,476 |
| Issued or guaranteed by U.S. | $11,864,000 | 2,466 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,202,000 | 1,456 |
| Available-for-sale securities (fair market value) | $40,961,000 | 2,434 |
| Total debt securities | $47,163,000 | 2,409 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $39,904,000 | 2,789 |
| U.S. Government securities | $38,048,000 | 2,170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,048,000 | 2,119 |
| Securities issued by states & political subdivisions | $1,856,000 | 4,349 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,078,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $11,078,000 | 2,618 |
| Issued or guaranteed by U.S. | $11,078,000 | 2,602 |
| 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) | $11,394,000 | 1,070 |
| Available-for-sale securities (fair market value) | $28,510,000 | 3,227 |
| Total debt securities | $39,904,000 | 2,765 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $38,473,000 | 2,865 |
| U.S. Government securities | $36,575,000 | 2,238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,575,000 | 2,197 |
| Securities issued by states & political subdivisions | $1,898,000 | 4,264 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,563,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $7,563,000 | 3,139 |
| Issued or guaranteed by U.S. | $7,563,000 | 3,127 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,390,000 | 939 |
| Available-for-sale securities (fair market value) | $24,083,000 | 3,567 |
| Total debt securities | $38,473,000 | 2,831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $40,324,000 | 2,708 |
| U.S. Government securities | $38,379,000 | 2,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,379,000 | 2,050 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,237 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,933,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $7,933,000 | 2,978 |
| Issued or guaranteed by U.S. | $7,933,000 | 2,968 |
| 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) | $11,557,000 | 1,057 |
| Available-for-sale securities (fair market value) | $28,767,000 | 3,098 |
| Total debt securities | $40,324,000 | 2,682 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $44,247,000 | 2,559 |
| U.S. Government securities | $42,185,000 | 1,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,185,000 | 1,915 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,207 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,416,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $8,416,000 | 2,885 |
| Issued or guaranteed by U.S. | $8,416,000 | 2,871 |
| 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) | $14,468,000 | 923 |
| Available-for-sale securities (fair market value) | $29,779,000 | 3,077 |
| Total debt securities | $44,247,000 | 2,512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $45,533,000 | 2,486 |
| U.S. Government securities | $43,445,000 | 1,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,445,000 | 1,858 |
| Securities issued by states & political subdivisions | $2,088,000 | 4,206 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,216,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $9,216,000 | 2,662 |
| Issued or guaranteed by U.S. | $9,216,000 | 2,651 |
| 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) | $22,809,000 | 662 |
| Available-for-sale securities (fair market value) | $22,724,000 | 3,658 |
| Total debt securities | $45,533,000 | 2,440 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $45,492,000 | 2,491 |
| U.S. Government securities | $43,402,000 | 1,895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,402,000 | 1,855 |
| Securities issued by states & political subdivisions | $2,090,000 | 4,230 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,314,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $10,314,000 | 2,239 |
| Issued or guaranteed by U.S. | $10,314,000 | 2,226 |
| 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) | $33,314,000 | 515 |
| Available-for-sale securities (fair market value) | $12,178,000 | 5,077 |
| Total debt securities | $45,492,000 | 2,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $47,560,000 | 2,395 |
| U.S. Government securities | $45,375,000 | 1,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,375,000 | 1,803 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,174 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,364,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $11,364,000 | 1,960 |
| Issued or guaranteed by U.S. | $11,364,000 | 1,951 |
| 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) | $33,576,000 | 535 |
| Available-for-sale securities (fair market value) | $13,984,000 | 4,795 |
| Total debt securities | $47,560,000 | 2,353 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $49,641,000 | 2,311 |
| U.S. Government securities | $47,479,000 | 1,788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,479,000 | 1,738 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,175 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,606,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $12,606,000 | 1,789 |
| Issued or guaranteed by U.S. | $12,606,000 | 1,783 |
| 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) | $34,604,000 | 522 |
| Available-for-sale securities (fair market value) | $15,037,000 | 4,603 |
| Total debt securities | $49,641,000 | 2,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $48,107,000 | 2,384 |
| U.S. Government securities | $45,907,000 | 1,874 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,907,000 | 1,812 |
| Securities issued by states & political subdivisions | $2,200,000 | 4,168 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,932,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $13,932,000 | 1,678 |
| Issued or guaranteed by U.S. | $13,932,000 | 1,672 |
| 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) | $37,007,000 | 513 |
| Available-for-sale securities (fair market value) | $11,100,000 | 5,295 |
| Total debt securities | $48,107,000 | 2,339 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $49,427,000 | 2,359 |
| U.S. Government securities | $47,257,000 | 1,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,257,000 | 1,794 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,214 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,279,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $15,279,000 | 1,584 |
| Issued or guaranteed by U.S. | $15,279,000 | 1,576 |
| 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) | $39,295,000 | 496 |
| Available-for-sale securities (fair market value) | $10,132,000 | 5,507 |
| Total debt securities | $49,427,000 | 2,311 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $55,065,000 | 2,154 |
| U.S. Government securities | $52,869,000 | 1,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,869,000 | 1,649 |
| Securities issued by states & political subdivisions | $2,196,000 | 4,186 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,868,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $16,868,000 | 1,494 |
| Issued or guaranteed by U.S. | $16,868,000 | 1,485 |
| 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) | $42,852,000 | 489 |
| Available-for-sale securities (fair market value) | $12,213,000 | 5,164 |
| Total debt securities | $55,065,000 | 2,112 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $45,440,000 | 2,531 |
| U.S. Government securities | $45,340,000 | 1,937 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,340,000 | 1,871 |
| Securities issued by states & political subdivisions | $100,000 | 6,173 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,348,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $18,348,000 | 1,410 |
| Issued or guaranteed by U.S. | $18,348,000 | 1,403 |
| 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) | $44,307,000 | 475 |
| Available-for-sale securities (fair market value) | $1,133,000 | 7,530 |
| Total debt securities | $45,440,000 | 2,487 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $47,191,000 | 2,492 |
| U.S. Government securities | $47,091,000 | 1,905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,091,000 | 1,839 |
| Securities issued by states & political subdivisions | $100,000 | 6,194 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,103,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $20,103,000 | 1,352 |
| Issued or guaranteed by U.S. | $20,103,000 | 1,345 |
| 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) | $45,986,000 | 468 |
| Available-for-sale securities (fair market value) | $1,205,000 | 7,558 |
| Total debt securities | $47,191,000 | 2,444 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $48,638,000 | 2,427 |
| U.S. Government securities | $48,538,000 | 1,865 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,538,000 | 1,796 |
| Securities issued by states & political subdivisions | $100,000 | 6,236 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,554,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $21,554,000 | 1,300 |
| Issued or guaranteed by U.S. | $21,554,000 | 1,292 |
| 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) | $47,356,000 | 477 |
| Available-for-sale securities (fair market value) | $1,282,000 | 7,587 |
| Total debt securities | $48,638,000 | 2,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $50,827,000 | 2,297 |
| U.S. Government securities | $50,727,000 | 1,766 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,727,000 | 1,694 |
| Securities issued by states & political subdivisions | $100,000 | 6,285 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,736,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $23,736,000 | 1,239 |
| Issued or guaranteed by U.S. | $23,736,000 | 1,227 |
| 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) | $49,497,000 | 468 |
| Available-for-sale securities (fair market value) | $1,330,000 | 7,607 |
| Total debt securities | $50,827,000 | 2,256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $53,582,000 | 2,216 |
| U.S. Government securities | $53,482,000 | 1,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,482,000 | 1,624 |
| Securities issued by states & political subdivisions | $100,000 | 6,302 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,502,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $26,502,000 | 1,169 |
| Issued or guaranteed by U.S. | $26,502,000 | 1,159 |
| 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) | $52,148,000 | 455 |
| Available-for-sale securities (fair market value) | $1,434,000 | 7,607 |
| Total debt securities | $53,582,000 | 2,168 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $55,841,000 | 2,186 |
| U.S. Government securities | $55,741,000 | 1,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,741,000 | 1,595 |
| Securities issued by states & political subdivisions | $100,000 | 6,341 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,742,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $28,742,000 | 1,126 |
| Issued or guaranteed by U.S. | $28,742,000 | 1,119 |
| 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) | $54,379,000 | 439 |
| Available-for-sale securities (fair market value) | $1,462,000 | 7,677 |
| Total debt securities | $55,841,000 | 2,139 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $57,797,000 | 2,138 |
| U.S. Government securities | $57,697,000 | 1,604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,697,000 | 1,542 |
| Securities issued by states & political subdivisions | $100,000 | 6,380 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,696,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $30,696,000 | 1,093 |
| Issued or guaranteed by U.S. | $30,696,000 | 1,087 |
| 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) | $57,797,000 | 408 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $57,797,000 | 2,079 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $58,099,000 | 2,115 |
| U.S. Government securities | $57,999,000 | 1,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,999,000 | 1,545 |
| Securities issued by states & political subdivisions | $100,000 | 6,426 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,994,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $30,994,000 | 1,098 |
| Issued or guaranteed by U.S. | $30,994,000 | 1,092 |
| 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) | $58,099,000 | 397 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $58,099,000 | 2,062 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $59,870,000 | 2,086 |
| U.S. Government securities | $59,770,000 | 1,585 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,770,000 | 1,521 |
| Securities issued by states & political subdivisions | $100,000 | 6,465 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,756,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $30,756,000 | 1,106 |
| Issued or guaranteed by U.S. | $30,756,000 | 1,099 |
| 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) | $59,870,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $59,870,000 | 2,036 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $43,507,000 | 2,762 |
| U.S. Government securities | $43,407,000 | 2,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,407,000 | 2,027 |
| Securities issued by states & political subdivisions | $100,000 | 6,468 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,379,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $24,379,000 | 1,323 |
| Issued or guaranteed by U.S. | $24,379,000 | 1,316 |
| 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) | $43,507,000 | 508 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $43,507,000 | 2,699 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $38,939,000 | 3,034 |
| U.S. Government securities | $38,839,000 | 2,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,839,000 | 2,271 |
| Securities issued by states & political subdivisions | $100,000 | 6,551 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,804,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $21,804,000 | 1,447 |
| Issued or guaranteed by U.S. | $21,804,000 | 1,435 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $38,939,000 | 560 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $38,939,000 | 2,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $31,760,000 | 3,480 |
| U.S. Government securities | $31,660,000 | 2,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,660,000 | 2,628 |
| Securities issued by states & political subdivisions | $100,000 | 6,598 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,598,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $20,598,000 | 1,490 |
| Issued or guaranteed by U.S. | $20,598,000 | 1,484 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $31,760,000 | 656 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $31,760,000 | 3,412 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $27,311,000 | 3,808 |
| U.S. Government securities | $27,211,000 | 2,947 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,211,000 | 2,827 |
| Securities issued by states & political subdivisions | $100,000 | 6,599 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,136,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $21,136,000 | 1,468 |
| Issued or guaranteed by U.S. | $21,136,000 | 1,462 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $27,311,000 | 712 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $27,311,000 | 3,729 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $29,739,000 | 3,536 |
| U.S. Government securities | $29,639,000 | 2,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,639,000 | 2,617 |
| Securities issued by states & political subdivisions | $100,000 | 6,587 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,593,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $23,593,000 | 1,346 |
| Issued or guaranteed by U.S. | $23,593,000 | 1,342 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $29,739,000 | 666 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $29,739,000 | 3,455 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $36,916,000 | 2,993 |
| U.S. Government securities | $36,816,000 | 2,297 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,816,000 | 2,206 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,786,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $25,786,000 | 1,209 |
| Issued or guaranteed by U.S. | $25,786,000 | 1,201 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $36,916,000 | 554 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $36,916,000 | 2,911 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $33,397,000 | 3,081 |
| U.S. Government securities | $33,297,000 | 2,336 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,297,000 | 2,200 |
| Securities issued by states & political subdivisions | $100,000 | 6,778 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,069,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $19,069,000 | 1,348 |
| Issued or guaranteed by U.S. | $19,069,000 | 1,338 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $33,397,000 | 616 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $33,397,000 | 3,021 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $48,183,000 | 2,257 |
| U.S. Government securities | $48,083,000 | 1,653 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,083,000 | 1,535 |
| Securities issued by states & political subdivisions | $100,000 | 6,978 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,123,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $32,123,000 | 754 |
| Issued or guaranteed by U.S. | $32,123,000 | 745 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $48,183,000 | 528 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $48,183,000 | 2,161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $57,817,000 | 1,999 |
| U.S. Government securities | $57,717,000 | 1,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,717,000 | 1,327 |
| Securities issued by states & political subdivisions | $100,000 | 7,321 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,699,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $40,699,000 | 699 |
| Issued or guaranteed by U.S. | $40,699,000 | 692 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $57,817,000 | 474 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $57,817,000 | 1,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $56,890,000 | 2,041 |
| U.S. Government securities | $56,790,000 | 1,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,790,000 | 1,310 |
| Securities issued by states & political subdivisions | $100,000 | 7,566 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,764,000 | 916 |
| Certificates of participation in pools of residential mortgages | $48,764,000 | 644 |
| Issued or guaranteed by U.S. | $48,764,000 | 639 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $56,890,000 | 521 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $56,890,000 | 1,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $71,181,000 | 1,611 |
| U.S. Government securities | $71,081,000 | 1,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,081,000 | 1,023 |
| Securities issued by states & political subdivisions | $100,000 | 7,840 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,066,000 | 825 |
| Certificates of participation in pools of residential mortgages | $54,066,000 | 607 |
| Issued or guaranteed by U.S. | $54,066,000 | 593 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $71,181,000 | 492 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $71,181,000 | 1,552 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $47,520,000 | 2,562 |
| U.S. Government securities | $46,762,000 | 2,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,762,000 | 1,561 |
| Securities issued by states & political subdivisions | $81,000 | 8,348 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-677,000 | 1,239 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,758,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $37,758,000 | 837 |
| Issued or guaranteed by U.S. | $37,758,000 | 818 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $47,520,000 | 859 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $46,843,000 | 2,526 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $57,620,000 | 2,175 |
| U.S. Government securities | $56,399,000 | 1,796 |
| U.S. Treasury securities | $13,010,000 | 2,133 |
| U.S. Government agency obligations | $43,389,000 | 1,637 |
| Securities issued by states & political subdivisions | $337,000 | 7,772 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-884,000 | 1,342 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,389,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $43,389,000 | 765 |
| Issued or guaranteed by U.S. | $43,389,000 | 743 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $57,620,000 | 722 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $56,736,000 | 2,143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $57,437,000 | 2,289 |
| U.S. Government securities | $55,876,000 | 1,893 |
| U.S. Treasury securities | $10,047,000 | 3,372 |
| U.S. Government agency obligations | $45,829,000 | 1,502 |
| Securities issued by states & political subdivisions | $541,000 | 7,578 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-1,020,000 | 1,443 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,829,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $45,829,000 | 743 |
| Issued or guaranteed by U.S. | $45,829,000 | 729 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $57,437,000 | 1,289 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $56,417,000 | 2,274 |
| 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 | $59,142,000 | 2,323 |
| U.S. Government securities | $56,974,000 | 1,918 |
| U.S. Treasury securities | $11,228,000 | 3,172 |
| U.S. Government agency obligations | $45,746,000 | 1,528 |
| Securities issued by states & political subdivisions | $837,000 | 7,134 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-1,331,000 | 1,604 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,746,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $45,746,000 | 804 |
| Issued or guaranteed by U.S. | $45,746,000 | 771 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $57,811,000 | 2,313 |
| 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 | $46,938,000 | 2,905 |
| U.S. Government securities | $44,753,000 | 2,418 |
| U.S. Treasury securities | $9,081,000 | 3,771 |
| U.S. Government agency obligations | $35,672,000 | 1,899 |
| Securities issued by states & political subdivisions | $1,130,000 | 6,331 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-1,055,000 | 1,832 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,672,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $35,672,000 | 976 |
| Issued or guaranteed by U.S. | $35,672,000 | 946 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $45,883,000 | 2,903 |
| 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 |