Home > Cheyenne Mountain Bank > Securities
Cheyenne Mountain Bank, Securities
| 2007-06-30 | Rank | |
| Total securities | $9,450,000 | 6,209 |
| U.S. Government securities | $8,975,000 | 5,638 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,975,000 | 5,529 |
| Securities issued by states & political subdivisions | $475,000 | 5,399 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,559 |
| Mortgage-backed securities | $1,661,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 4,387 |
| Issued or guaranteed by U.S. | $1,661,000 | 4,374 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,450,000 | 5,587 |
| Total debt securities | $9,450,000 | 6,152 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,980,000 | 1,003 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,602,000 | 6,222 |
| U.S. Government securities | $9,130,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,130,000 | 5,498 |
| Securities issued by states & political subdivisions | $472,000 | 5,453 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 6,588 |
| Mortgage-backed securities | $1,769,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 4,324 |
| Issued or guaranteed by U.S. | $1,769,000 | 4,307 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $9,602,000 | 5,565 |
| Total debt securities | $9,602,000 | 6,163 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $2,980,000 | 1,053 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,751,000 | 6,220 |
| U.S. Government securities | $9,284,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,284,000 | 5,515 |
| Securities issued by states & political subdivisions | $467,000 | 5,495 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 6,535 |
| Mortgage-backed securities | $1,929,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,217 |
| Issued or guaranteed by U.S. | $1,929,000 | 4,205 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,751,000 | 5,576 |
| Total debt securities | $9,751,000 | 6,162 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,098 |
| Fair value | $2,967,000 | 1,133 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $11,871,000 | 5,851 |
| U.S. Government securities | $11,406,000 | 5,203 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,406,000 | 5,090 |
| Securities issued by states & political subdivisions | $465,000 | 5,552 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,086,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 4,126 |
| Issued or guaranteed by U.S. | $2,086,000 | 4,106 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $11,871,000 | 5,225 |
| Total debt securities | $11,871,000 | 5,802 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 798 |
| Fair value | $4,942,000 | 792 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $11,972,000 | 5,841 |
| U.S. Government securities | $11,513,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,513,000 | 5,091 |
| Securities issued by states & political subdivisions | $459,000 | 5,583 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $2,401,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $2,401,000 | 3,955 |
| Issued or guaranteed by U.S. | $2,401,000 | 3,939 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,972,000 | 5,201 |
| Total debt securities | $11,972,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 866 |
| Fair value | $4,875,000 | 855 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,188,000 | 5,837 |
| U.S. Government securities | $11,728,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,728,000 | 5,067 |
| Securities issued by states & political subdivisions | $460,000 | 5,616 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,535,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 3,933 |
| Issued or guaranteed by U.S. | $2,535,000 | 3,918 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,188,000 | 5,177 |
| Total debt securities | $12,188,000 | 5,784 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 877 |
| Fair value | $4,898,000 | 875 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,418,000 | 5,829 |
| U.S. Government securities | $11,958,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,958,000 | 4,982 |
| Securities issued by states & political subdivisions | $460,000 | 5,633 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,000 | 7,023 |
| Mortgage-backed securities | $2,743,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 3,861 |
| Issued or guaranteed by U.S. | $2,743,000 | 3,846 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,418,000 | 5,151 |
| Total debt securities | $12,418,000 | 5,773 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 896 |
| Fair value | $4,882,000 | 897 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $12,324,000 | 5,844 |
| U.S. Government securities | $11,862,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,862,000 | 4,974 |
| Securities issued by states & political subdivisions | $462,000 | 5,657 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $2,591,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $2,591,000 | 3,971 |
| Issued or guaranteed by U.S. | $2,591,000 | 3,958 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,324,000 | 5,145 |
| Total debt securities | $12,319,000 | 5,780 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 881 |
| Fair value | $4,902,000 | 890 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $13,302,000 | 5,704 |
| U.S. Government securities | $12,838,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,838,000 | 4,829 |
| Securities issued by states & political subdivisions | $464,000 | 5,665 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,978,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,978,000 | 3,872 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,302,000 | 5,015 |
| Total debt securities | $13,302,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 932 |
| Fair value | $4,442,000 | 942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $13,668,000 | 5,719 |
| U.S. Government securities | $13,208,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,208,000 | 4,810 |
| Securities issued by states & political subdivisions | $460,000 | 5,687 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000 | 7,141 |
| Mortgage-backed securities | $3,464,000 | 4,396 |
| Certificates of participation in pools of residential mortgages | $3,464,000 | 3,805 |
| Issued or guaranteed by U.S. | $3,464,000 | 3,796 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $13,668,000 | 5,017 |
| Total debt securities | $13,668,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 947 |
| Fair value | $4,415,000 | 945 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,404,000 | 5,613 |
| U.S. Government securities | $13,945,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,945,000 | 4,689 |
| Securities issued by states & political subdivisions | $459,000 | 5,724 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,000 | 7,167 |
| Mortgage-backed securities | $4,054,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $4,054,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,054,000 | 3,602 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,404,000 | 4,924 |
| Total debt securities | $14,404,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $4,494,000 | 925 |
| Fair value | $4,467,000 | 915 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,245,000 | 5,313 |
| U.S. Government securities | $15,772,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,772,000 | 4,325 |
| Securities issued by states & political subdivisions | $473,000 | 5,756 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $4,825,000 | 4,002 |
| Certificates of participation in pools of residential mortgages | $4,825,000 | 3,385 |
| Issued or guaranteed by U.S. | $4,825,000 | 3,379 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,245,000 | 4,620 |
| Total debt securities | $16,245,000 | 5,241 |
| Structured notes | ||
| Amortized cost | $5,494,000 | 770 |
| Fair value | $5,497,000 | 767 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,857,000 | 5,978 |
| U.S. Government securities | $12,404,000 | 5,204 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,404,000 | 5,055 |
| Securities issued by states & political subdivisions | $453,000 | 5,822 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $4,573,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 3,538 |
| Issued or guaranteed by U.S. | $4,573,000 | 3,531 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,857,000 | 5,242 |
| Total debt securities | $12,857,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 846 |
| Fair value | $4,931,000 | 818 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,956,000 | 5,752 |
| U.S. Government securities | $13,484,000 | 4,935 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,484,000 | 4,796 |
| Securities issued by states & political subdivisions | $472,000 | 5,801 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,000 | 7,238 |
| Mortgage-backed securities | $5,481,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 3,299 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,289 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,956,000 | 5,053 |
| Total debt securities | $13,956,000 | 5,663 |
| Structured notes | ||
| Amortized cost | $5,491,000 | 646 |
| Fair value | $5,533,000 | 636 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $14,428,000 | 5,726 |
| U.S. Government securities | $13,969,000 | 4,883 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,969,000 | 4,736 |
| Securities issued by states & political subdivisions | $459,000 | 5,871 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,000 | 7,269 |
| Mortgage-backed securities | $6,064,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $6,064,000 | 3,148 |
| Issued or guaranteed by U.S. | $6,064,000 | 3,136 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $14,428,000 | 4,990 |
| Total debt securities | $14,428,000 | 5,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,628,000 | 6,408 |
| U.S. Government securities | $10,172,000 | 5,582 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,172,000 | 5,423 |
| Securities issued by states & political subdivisions | $456,000 | 5,911 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $8,215,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $8,215,000 | 2,691 |
| Issued or guaranteed by U.S. | $8,215,000 | 2,678 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,628,000 | 5,682 |
| Total debt securities | $10,628,000 | 6,318 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,252,000 | 6,668 |
| U.S. Government securities | $8,791,000 | 5,885 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,791,000 | 5,704 |
| Securities issued by states & political subdivisions | $461,000 | 5,892 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,000 | 7,322 |
| Mortgage-backed securities | $8,791,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $8,791,000 | 2,579 |
| Issued or guaranteed by U.S. | $8,791,000 | 2,566 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,252,000 | 5,906 |
| Total debt securities | $9,252,000 | 6,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,507,000 | 6,597 |
| U.S. Government securities | $9,053,000 | 5,835 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,053,000 | 5,658 |
| Securities issued by states & political subdivisions | $454,000 | 5,876 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,000 | 7,351 |
| Mortgage-backed securities | $9,053,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $9,053,000 | 2,513 |
| Issued or guaranteed by U.S. | $9,053,000 | 2,497 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,507,000 | 5,819 |
| Total debt securities | $9,507,000 | 6,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,796,000 | 7,328 |
| U.S. Government securities | $6,357,000 | 6,692 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,357,000 | 6,492 |
| Securities issued by states & political subdivisions | $439,000 | 5,918 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,000 | 7,374 |
| Mortgage-backed securities | $6,357,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $6,357,000 | 2,993 |
| Issued or guaranteed by U.S. | $6,357,000 | 2,981 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,796,000 | 6,495 |
| Total debt securities | $6,796,000 | 7,240 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,231,000 | 6,974 |
| U.S. Government securities | $7,725,000 | 6,189 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,725,000 | 5,966 |
| Securities issued by states & political subdivisions | $506,000 | 5,921 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,000 | 7,551 |
| Mortgage-backed securities | $6,400,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $6,400,000 | 2,766 |
| Issued or guaranteed by U.S. | $6,400,000 | 2,750 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,231,000 | 6,081 |
| Total debt securities | $8,231,000 | 6,871 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,438,000 | 7,534 |
| U.S. Government securities | $6,653,000 | 7,058 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,653,000 | 6,693 |
| Securities issued by states & political subdivisions | $652,000 | 5,844 |
| 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 | $133,000 | 6,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $3,664,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 3,103 |
| Issued or guaranteed by U.S. | $3,664,000 | 3,088 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,438,000 | 6,432 |
| Total debt securities | $7,305,000 | 7,454 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,947,000 | 8,008 |
| U.S. Government securities | $6,193,000 | 7,527 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,193,000 | 6,998 |
| Securities issued by states & political subdivisions | $624,000 | 6,192 |
| 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 | $130,000 | 6,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $3,754,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $3,754,000 | 3,227 |
| Issued or guaranteed by U.S. | $3,754,000 | 3,214 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,947,000 | 6,780 |
| Total debt securities | $6,817,000 | 7,937 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,346,000 | 8,646 |
| U.S. Government securities | $4,640,000 | 8,209 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,640,000 | 7,392 |
| Securities issued by states & political subdivisions | $575,000 | 6,437 |
| 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 | $131,000 | 6,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,000 | 8,222 |
| Mortgage-backed securities | $2,431,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $2,431,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,431,000 | 4,090 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,346,000 | 7,238 |
| Total debt securities | $5,215,000 | 8,565 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,491,000 | 9,427 |
| U.S. Government securities | $4,116,000 | 9,009 |
| U.S. Treasury securities | $700,000 | 6,890 |
| U.S. Government agency obligations | $3,416,000 | 8,156 |
| Securities issued by states & political subdivisions | $267,000 | 7,292 |
| Other domestic debt securities | $3,000 | 3,874 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,747 |
| 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 | $105,000 | 6,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $556,000 | 8,031 |
| Mortgage-backed securities | $1,756,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,563 |
| Privately issued | $3,000 | 389 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,491,000 | 7,691 |
| Total debt securities | $4,386,000 | 9,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,263,000 | 10,470 |
| U.S. Government securities | $2,906,000 | 10,202 |
| U.S. Treasury securities | $498,000 | 8,151 |
| U.S. Government agency obligations | $2,408,000 | 9,205 |
| Securities issued by states & political subdivisions | $263,000 | 7,681 |
| 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 | $94,000 | 6,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,000 | 8,404 |
| Mortgage-backed securities | $2,408,000 | 5,602 |
| Certificates of participation in pools of residential mortgages | $2,408,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,408,000 | 4,428 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,263,000 | 8,490 |
| Total debt securities | $3,169,000 | 10,392 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,505,000 | 10,821 |
| U.S. Government securities | $2,114,000 | 11,033 |
| U.S. Treasury securities | $805,000 | 8,903 |
| U.S. Government agency obligations | $1,309,000 | 10,253 |
| Securities issued by states & political subdivisions | $165,000 | 8,374 |
| Other domestic debt securities | $1,139,000 | 2,326 |
| Privately issued residential mortgage-backed securities | $1,139,000 | 804 |
| 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 | $87,000 | 6,387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 7,823 |
| Mortgage-backed securities | $2,448,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,448,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 3,810 |
| Privately issued | $1,139,000 | 587 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $3,505,000 | 8,699 |
| Total debt securities | $3,418,000 | 10,752 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,657,000 | 11,399 |
| U.S. Government securities | $3,582,000 | 10,924 |
| U.S. Treasury securities | $2,674,000 | 7,471 |
| U.S. Government agency obligations | $908,000 | 10,983 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $75,000 | 6,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,410,000 | 5,746 |
| Mortgage-backed securities | $849,000 | 7,984 |
| Certificates of participation in pools of residential mortgages | $849,000 | 6,688 |
| Issued or guaranteed by U.S. | $849,000 | 6,665 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $908,000 | 10,821 |
| Available-for-sale securities (fair market value) | $2,749,000 | 8,295 |
| Total debt securities | $3,582,000 | 11,342 |
| 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 | $4,678,000 | 11,435 |
| U.S. Government securities | $4,678,000 | 10,720 |
| U.S. Treasury securities | $2,939,000 | 7,471 |
| U.S. Government agency obligations | $1,739,000 | 10,494 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $1,661,000 | 7,628 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 6,128 |
| Issued or guaranteed by U.S. | $1,661,000 | 6,075 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,678,000 | 11,297 |
| 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 | $6,064,000 | 11,025 |
| U.S. Government securities | $6,064,000 | 10,093 |
| U.S. Treasury securities | $3,461,000 | 7,101 |
| U.S. Government agency obligations | $2,603,000 | 9,911 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $2,603,000 | 7,084 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 5,511 |
| Issued or guaranteed by U.S. | $2,603,000 | 5,450 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,064,000 | 10,879 |
| 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 |