Home > Chickasha Bank & Trust Company > Securities
Chickasha Bank & Trust Company, Securities
| 2014-06-30 | Rank | |
| Total securities | $33,907,000 | 3,447 |
| U.S. Government securities | $21,190,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,190,000 | 3,275 |
| Securities issued by states & political subdivisions | $12,717,000 | 2,521 |
| 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 | $2,825,000 | 4,756 |
| Mortgage-backed securities | $21,190,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $21,190,000 | 1,698 |
| Issued or guaranteed by U.S. | $21,190,000 | 1,698 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,907,000 | 3,140 |
| Total debt securities | $33,907,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $26,601,000 | 3,933 |
| U.S. Government securities | $14,969,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,969,000 | 3,919 |
| Securities issued by states & political subdivisions | $11,632,000 | 2,678 |
| 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 | $2,947,000 | 4,749 |
| Mortgage-backed securities | $14,969,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $14,969,000 | 2,150 |
| Issued or guaranteed by U.S. | $14,969,000 | 2,148 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $26,601,000 | 3,586 |
| Total debt securities | $26,601,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $13,476,000 | 5,086 |
| U.S. Government securities | $5,870,000 | 5,286 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,870,000 | 5,182 |
| Securities issued by states & political subdivisions | $7,606,000 | 3,279 |
| 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 | $3,061,000 | 4,725 |
| Mortgage-backed securities | $5,870,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $5,870,000 | 3,287 |
| Issued or guaranteed by U.S. | $5,870,000 | 3,284 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,476,000 | 4,683 |
| Total debt securities | $13,475,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $14,229,000 | 5,057 |
| U.S. Government securities | $7,719,000 | 5,011 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,719,000 | 4,906 |
| Securities issued by states & political subdivisions | $6,510,000 | 3,482 |
| 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 | $2,962,000 | 4,814 |
| Mortgage-backed securities | $7,719,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $7,719,000 | 2,987 |
| Issued or guaranteed by U.S. | $7,719,000 | 2,984 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,229,000 | 4,663 |
| Total debt securities | $14,230,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $11,740,000 | 5,318 |
| U.S. Government securities | $5,183,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,183,000 | 5,360 |
| Securities issued by states & political subdivisions | $6,557,000 | 3,466 |
| 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 | $3,351,000 | 4,704 |
| Mortgage-backed securities | $5,183,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $5,183,000 | 3,437 |
| Issued or guaranteed by U.S. | $5,183,000 | 3,433 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $11,740,000 | 4,937 |
| Total debt securities | $11,739,000 | 5,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $12,149,000 | 5,317 |
| U.S. Government securities | $5,807,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,807,000 | 5,284 |
| Securities issued by states & political subdivisions | $6,342,000 | 3,505 |
| 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 | $3,766,000 | 4,634 |
| Mortgage-backed securities | $5,807,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 3,350 |
| Issued or guaranteed by U.S. | $5,807,000 | 3,347 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $12,149,000 | 4,941 |
| Total debt securities | $12,149,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $12,447,000 | 5,260 |
| U.S. Government securities | $6,350,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,350,000 | 5,193 |
| Securities issued by states & political subdivisions | $6,097,000 | 3,510 |
| 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 | $4,159,000 | 4,493 |
| Mortgage-backed securities | $6,350,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $6,350,000 | 3,233 |
| Issued or guaranteed by U.S. | $6,350,000 | 3,231 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $12,447,000 | 4,880 |
| Total debt securities | $12,448,000 | 5,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $13,140,000 | 5,256 |
| U.S. Government securities | $7,009,000 | 5,288 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,009,000 | 5,190 |
| Securities issued by states & political subdivisions | $6,131,000 | 3,496 |
| 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 | $4,589,000 | 4,446 |
| Mortgage-backed securities | $7,009,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $7,009,000 | 3,272 |
| Issued or guaranteed by U.S. | $7,009,000 | 3,271 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $13,140,000 | 4,851 |
| Total debt securities | $13,140,000 | 5,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $13,983,000 | 5,176 |
| U.S. Government securities | $7,881,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,881,000 | 5,129 |
| Securities issued by states & political subdivisions | $6,102,000 | 3,444 |
| 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 | $2,872,000 | 5,007 |
| Mortgage-backed securities | $7,881,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $7,881,000 | 3,135 |
| Issued or guaranteed by U.S. | $7,881,000 | 3,135 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $13,983,000 | 4,789 |
| Total debt securities | $13,983,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $14,654,000 | 5,166 |
| U.S. Government securities | $8,603,000 | 5,217 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,603,000 | 5,114 |
| Securities issued by states & political subdivisions | $6,051,000 | 3,372 |
| 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 | $3,150,000 | 4,942 |
| Mortgage-backed securities | $8,603,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $8,603,000 | 3,021 |
| Issued or guaranteed by U.S. | $8,603,000 | 3,019 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $14,654,000 | 4,759 |
| Total debt securities | $14,654,000 | 5,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $15,424,000 | 5,042 |
| U.S. Government securities | $9,313,000 | 5,052 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,313,000 | 4,956 |
| Securities issued by states & political subdivisions | $6,111,000 | 3,313 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,474,000 | 4,642 |
| Mortgage-backed securities | $9,313,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $9,313,000 | 2,824 |
| Issued or guaranteed by U.S. | $9,313,000 | 2,824 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,424,000 | 4,611 |
| Total debt securities | $15,424,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,821,000 | 5,211 |
| U.S. Government securities | $7,789,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,789,000 | 5,216 |
| Securities issued by states & political subdivisions | $6,032,000 | 3,286 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,806,000 | 4,535 |
| Mortgage-backed securities | $7,789,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $7,789,000 | 2,993 |
| Issued or guaranteed by U.S. | $7,789,000 | 2,989 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,821,000 | 4,789 |
| Total debt securities | $13,822,000 | 5,183 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,937,000 | 5,534 |
| U.S. Government securities | $6,086,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,086,000 | 5,678 |
| Securities issued by states & political subdivisions | $5,851,000 | 3,297 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,000 | 4,709 |
| Mortgage-backed securities | $6,086,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $6,086,000 | 3,284 |
| Issued or guaranteed by U.S. | $6,086,000 | 3,276 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,937,000 | 5,107 |
| Total debt securities | $11,937,000 | 5,501 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $8,776,000 | 5,987 |
| U.S. Government securities | $4,429,000 | 6,165 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,429,000 | 6,035 |
| Securities issued by states & political subdivisions | $4,347,000 | 3,616 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,855,000 | 4,559 |
| Mortgage-backed securities | $4,429,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $4,429,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,429,000 | 3,572 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,776,000 | 5,535 |
| Total debt securities | $8,776,000 | 5,950 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,917,000 | 5,870 |
| U.S. Government securities | $4,727,000 | 5,979 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,727,000 | 5,849 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,664 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,584,000 | 4,331 |
| Mortgage-backed securities | $4,727,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $4,727,000 | 3,420 |
| Issued or guaranteed by U.S. | $4,727,000 | 3,413 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,917,000 | 5,417 |
| Total debt securities | $8,918,000 | 5,829 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,523,000 | 5,741 |
| U.S. Government securities | $5,350,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,350,000 | 5,701 |
| Securities issued by states & political subdivisions | $4,173,000 | 3,578 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,184,000 | 4,179 |
| Mortgage-backed securities | $5,350,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $5,350,000 | 3,237 |
| Issued or guaranteed by U.S. | $5,350,000 | 3,230 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,523,000 | 5,290 |
| Total debt securities | $9,523,000 | 5,709 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,090,000 | 6,092 |
| U.S. Government securities | $5,874,000 | 5,828 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,874,000 | 5,714 |
| Securities issued by states & political subdivisions | $2,216,000 | 4,206 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,688,000 | 4,111 |
| Mortgage-backed securities | $5,874,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $5,874,000 | 3,155 |
| Issued or guaranteed by U.S. | $5,874,000 | 3,147 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,090,000 | 5,599 |
| Total debt securities | $8,090,000 | 6,049 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,455,000 | 6,252 |
| U.S. Government securities | $6,310,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,310,000 | 5,693 |
| Securities issued by states & political subdivisions | $1,145,000 | 4,762 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,103,000 | 4,084 |
| Mortgage-backed securities | $6,310,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $6,310,000 | 3,164 |
| Issued or guaranteed by U.S. | $6,310,000 | 3,156 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,455,000 | 5,744 |
| Total debt securities | $7,454,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,540,000 | 6,235 |
| U.S. Government securities | $6,756,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,756,000 | 5,561 |
| Securities issued by states & political subdivisions | $784,000 | 5,029 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,532,000 | 4,001 |
| Mortgage-backed securities | $6,756,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $6,756,000 | 3,135 |
| Issued or guaranteed by U.S. | $6,756,000 | 3,127 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,540,000 | 5,740 |
| Total debt securities | $7,541,000 | 6,193 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,266,000 | 6,124 |
| U.S. Government securities | $8,024,000 | 5,406 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,024,000 | 5,310 |
| Securities issued by states & political subdivisions | $242,000 | 5,596 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,776,000 | 3,760 |
| Mortgage-backed securities | $8,024,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $8,024,000 | 2,974 |
| Issued or guaranteed by U.S. | $8,024,000 | 2,963 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,266,000 | 5,626 |
| Total debt securities | $8,266,000 | 6,079 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,762,000 | 6,058 |
| U.S. Government securities | $8,524,000 | 5,285 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,524,000 | 5,189 |
| Securities issued by states & political subdivisions | $238,000 | 5,640 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,737,000 | 3,762 |
| Mortgage-backed securities | $8,524,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $8,524,000 | 2,955 |
| Issued or guaranteed by U.S. | $8,524,000 | 2,941 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,762,000 | 5,552 |
| Total debt securities | $8,762,000 | 6,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,500,000 | 5,986 |
| U.S. Government securities | $9,324,000 | 5,218 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,324,000 | 5,140 |
| Securities issued by states & political subdivisions | $176,000 | 5,678 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,290,000 | 4,712 |
| Mortgage-backed securities | $9,324,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $9,324,000 | 2,875 |
| Issued or guaranteed by U.S. | $9,324,000 | 2,859 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,500,000 | 5,464 |
| Total debt securities | $9,500,000 | 5,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $9,976,000 | 5,926 |
| U.S. Government securities | $9,800,000 | 5,193 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,800,000 | 5,110 |
| Securities issued by states & political subdivisions | $176,000 | 5,646 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,479,000 | 5,039 |
| Mortgage-backed securities | $9,800,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $9,800,000 | 2,744 |
| Issued or guaranteed by U.S. | $9,800,000 | 2,730 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,976,000 | 5,395 |
| Total debt securities | $9,975,000 | 5,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,780,000 | 6,741 |
| U.S. Government securities | $5,605,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,605,000 | 6,109 |
| Securities issued by states & political subdivisions | $175,000 | 5,670 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,859 |
| Mortgage-backed securities | $5,104,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $5,104,000 | 3,621 |
| Issued or guaranteed by U.S. | $5,104,000 | 3,609 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,780,000 | 6,161 |
| Total debt securities | $5,779,000 | 6,702 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,804,000 | 6,807 |
| U.S. Government securities | $5,628,000 | 6,249 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,628,000 | 6,170 |
| Securities issued by states & political subdivisions | $176,000 | 5,716 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,021,000 | 4,829 |
| Mortgage-backed securities | $5,126,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $5,126,000 | 3,606 |
| Issued or guaranteed by U.S. | $5,126,000 | 3,591 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,804,000 | 6,222 |
| Total debt securities | $5,804,000 | 6,745 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,355,000 | 7,416 |
| U.S. Government securities | $3,010,000 | 7,069 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,010,000 | 6,966 |
| Securities issued by states & political subdivisions | $345,000 | 5,473 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 5,940 |
| Mortgage-backed securities | $2,505,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $2,505,000 | 4,392 |
| Issued or guaranteed by U.S. | $2,505,000 | 4,375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,355,000 | 6,800 |
| Total debt securities | $3,355,000 | 7,362 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,379,000 | 7,481 |
| U.S. Government securities | $3,037,000 | 7,179 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,037,000 | 7,064 |
| Securities issued by states & political subdivisions | $342,000 | 5,495 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,859,000 | 5,764 |
| Mortgage-backed securities | $2,042,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 4,336 |
| Issued or guaranteed by U.S. | $2,042,000 | 4,321 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,379,000 | 6,820 |
| Total debt securities | $3,378,000 | 7,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,945,000 | 7,401 |
| U.S. Government securities | $3,607,000 | 7,073 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,607,000 | 6,956 |
| Securities issued by states & political subdivisions | $338,000 | 5,535 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 5,727 |
| Mortgage-backed securities | $2,119,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $2,119,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,119,000 | 4,127 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,945,000 | 6,729 |
| Total debt securities | $3,945,000 | 7,361 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,003,000 | 7,414 |
| U.S. Government securities | $3,667,000 | 7,117 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,667,000 | 6,992 |
| Securities issued by states & political subdivisions | $336,000 | 5,560 |
| 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 | $2,010,000 | 5,714 |
| Mortgage-backed securities | $2,193,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,193,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,193,000 | 4,059 |
| 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) | $4,003,000 | 6,731 |
| Total debt securities | $4,003,000 | 7,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,377,000 | 7,373 |
| U.S. Government securities | $3,872,000 | 7,083 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,872,000 | 6,950 |
| Securities issued by states & political subdivisions | $505,000 | 5,403 |
| 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 | $2,067,000 | 5,710 |
| Mortgage-backed securities | $2,397,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 3,978 |
| Issued or guaranteed by U.S. | $2,397,000 | 3,960 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,377,000 | 6,681 |
| Total debt securities | $4,377,000 | 7,326 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,450,000 | 7,619 |
| U.S. Government securities | $2,947,000 | 7,418 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,947,000 | 7,291 |
| Securities issued by states & political subdivisions | $503,000 | 5,446 |
| 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 | $2,113,000 | 5,699 |
| Mortgage-backed securities | $1,478,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,477 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,463 |
| 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) | $3,450,000 | 6,903 |
| Total debt securities | $3,450,000 | 7,571 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,499,000 | 7,682 |
| U.S. Government securities | $2,998,000 | 7,474 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,998,000 | 7,339 |
| Securities issued by states & political subdivisions | $501,000 | 5,506 |
| 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 | $1,899,000 | 5,890 |
| Mortgage-backed securities | $1,537,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 4,448 |
| Issued or guaranteed by U.S. | $1,537,000 | 4,423 |
| 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) | $3,499,000 | 6,950 |
| Total debt securities | $3,499,000 | 7,634 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,528,000 | 7,709 |
| U.S. Government securities | $3,031,000 | 7,497 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,031,000 | 7,361 |
| Securities issued by states & political subdivisions | $497,000 | 5,533 |
| 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 | $2,124,000 | 5,745 |
| Mortgage-backed securities | $1,585,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,412 |
| 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) | $3,528,000 | 6,958 |
| Total debt securities | $3,528,000 | 7,664 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,842,000 | 7,695 |
| U.S. Government securities | $3,147,000 | 7,531 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,147,000 | 7,387 |
| Securities issued by states & political subdivisions | $695,000 | 5,340 |
| 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 | $2,195,000 | 5,706 |
| Mortgage-backed securities | $1,689,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 4,395 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,380 |
| 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) | $3,842,000 | 6,936 |
| Total debt securities | $3,842,000 | 7,646 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,935,000 | 7,710 |
| U.S. Government securities | $3,240,000 | 7,513 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,240,000 | 7,371 |
| Securities issued by states & political subdivisions | $695,000 | 5,368 |
| 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 | $2,250,000 | 5,700 |
| Mortgage-backed securities | $1,780,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,378 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,359 |
| 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) | $3,935,000 | 6,947 |
| Total debt securities | $3,935,000 | 7,656 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,073,000 | 7,703 |
| U.S. Government securities | $3,373,000 | 7,505 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,373,000 | 7,360 |
| Securities issued by states & political subdivisions | $700,000 | 5,383 |
| 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 | $2,329,000 | 5,686 |
| Mortgage-backed securities | $1,901,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $1,901,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,901,000 | 4,325 |
| 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) | $4,073,000 | 6,926 |
| Total debt securities | $4,072,000 | 7,652 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,701,000 | 7,132 |
| U.S. Government securities | $6,000,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,000,000 | 6,539 |
| Securities issued by states & political subdivisions | $701,000 | 5,375 |
| 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 | $2,247,000 | 5,704 |
| Mortgage-backed securities | $2,018,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 4,349 |
| Issued or guaranteed by U.S. | $2,018,000 | 4,331 |
| 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) | $6,701,000 | 6,345 |
| Total debt securities | $6,701,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,271,000 | 7,041 |
| U.S. Government securities | $6,545,000 | 6,600 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,545,000 | 6,447 |
| Securities issued by states & political subdivisions | $726,000 | 5,344 |
| 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 | $2,308,000 | 5,733 |
| Mortgage-backed securities | $2,548,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $2,548,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,548,000 | 4,140 |
| 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) | $7,271,000 | 6,269 |
| Total debt securities | $7,271,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,441,000 | 7,527 |
| U.S. Government securities | $4,705,000 | 7,198 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,705,000 | 7,039 |
| Securities issued by states & political subdivisions | $736,000 | 5,359 |
| 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 | $2,435,000 | 5,676 |
| Mortgage-backed securities | $2,714,000 | 4,729 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,714,000 | 4,124 |
| 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) | $5,441,000 | 6,722 |
| Total debt securities | $5,442,000 | 7,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,304,000 | 7,368 |
| U.S. Government securities | $5,566,000 | 6,955 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,566,000 | 6,795 |
| Securities issued by states & political subdivisions | $738,000 | 5,406 |
| 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 | $2,537,000 | 5,629 |
| Mortgage-backed securities | $2,859,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,859,000 | 4,078 |
| Issued or guaranteed by U.S. | $2,859,000 | 4,068 |
| 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) | $6,304,000 | 6,554 |
| Total debt securities | $6,305,000 | 7,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,324,000 | 7,439 |
| U.S. Government securities | $5,585,000 | 7,018 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,585,000 | 6,855 |
| Securities issued by states & political subdivisions | $739,000 | 5,443 |
| 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 | $2,554,000 | 5,627 |
| Mortgage-backed securities | $2,936,000 | 4,715 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 4,099 |
| Issued or guaranteed by U.S. | $2,936,000 | 4,090 |
| 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) | $6,324,000 | 6,614 |
| Total debt securities | $6,327,000 | 7,360 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,004,000 | 7,511 |
| U.S. Government securities | $5,927,000 | 6,868 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,927,000 | 6,711 |
| Securities issued by states & political subdivisions | $77,000 | 6,518 |
| 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 | $2,891,000 | 5,426 |
| Mortgage-backed securities | $3,184,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $3,184,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,184,000 | 4,056 |
| 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) | $6,004,000 | 6,697 |
| Total debt securities | $6,004,000 | 7,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,157,000 | 7,281 |
| U.S. Government securities | $7,080,000 | 6,565 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,080,000 | 6,391 |
| Securities issued by states & political subdivisions | $77,000 | 6,595 |
| 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 | $2,986,000 | 5,341 |
| Mortgage-backed securities | $3,344,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $3,319,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,319,000 | 3,964 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,000 | 3,899 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,717 |
| 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) | $7,157,000 | 6,459 |
| Total debt securities | $7,157,000 | 7,196 |
| 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 | $7,472,000 | 7,132 |
| U.S. Government securities | $7,394,000 | 6,349 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,394,000 | 6,168 |
| Securities issued by states & political subdivisions | $78,000 | 6,642 |
| 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 | $2,006,000 | 5,831 |
| Mortgage-backed securities | $4,650,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $4,164,000 | 3,679 |
| Issued or guaranteed by U.S. | $4,164,000 | 3,667 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $486,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,099 |
| 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) | $7,472,000 | 6,331 |
| Total debt securities | $7,473,000 | 7,034 |
| 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 | $5,022,000 | 7,762 |
| U.S. Government securities | $4,943,000 | 7,114 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,943,000 | 6,933 |
| Securities issued by states & political subdivisions | $79,000 | 6,646 |
| 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 | $2,406,000 | 5,594 |
| Mortgage-backed securities | $3,718,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $2,773,000 | 4,248 |
| Issued or guaranteed by U.S. | $2,773,000 | 4,231 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $945,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,934 |
| 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) | $5,022,000 | 6,941 |
| Total debt securities | $5,023,000 | 7,676 |
| 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 | $4,818,000 | 7,869 |
| U.S. Government securities | $4,714,000 | 7,256 |
| U.S. Treasury securities | $506,000 | 1,913 |
| U.S. Government agency obligations | $4,208,000 | 7,247 |
| Securities issued by states & political subdivisions | $104,000 | 6,568 |
| 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 | $3,800,000 | 4,908 |
| Mortgage-backed securities | $4,208,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 4,303 |
| Issued or guaranteed by U.S. | $2,738,000 | 4,287 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,470,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $1,470,000 | 2,714 |
| 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) | $4,818,000 | 7,022 |
| Total debt securities | $4,818,000 | 7,794 |
| 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 | $6,530,000 | 7,395 |
| U.S. Government securities | $6,426,000 | 6,675 |
| U.S. Treasury securities | $511,000 | 1,987 |
| U.S. Government agency obligations | $5,915,000 | 6,638 |
| Securities issued by states & political subdivisions | $104,000 | 6,591 |
| 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 | $5,395,000 | 4,273 |
| Mortgage-backed securities | $5,915,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $3,108,000 | 4,109 |
| Issued or guaranteed by U.S. | $3,108,000 | 4,096 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,807,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $2,807,000 | 2,221 |
| 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) | $6,530,000 | 6,551 |
| Total debt securities | $6,530,000 | 7,307 |
| 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 | $8,733,000 | 6,829 |
| U.S. Government securities | $8,631,000 | 5,904 |
| U.S. Treasury securities | $1,024,000 | 1,929 |
| U.S. Government agency obligations | $7,607,000 | 6,007 |
| Securities issued by states & political subdivisions | $102,000 | 6,763 |
| 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 | $7,212,000 | 3,607 |
| Mortgage-backed securities | $7,607,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $3,913,000 | 3,493 |
| Issued or guaranteed by U.S. | $3,913,000 | 3,479 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,694,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $3,694,000 | 2,040 |
| 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) | $8,733,000 | 5,947 |
| Total debt securities | $8,732,000 | 6,720 |
| 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 | $10,854,000 | 6,549 |
| U.S. Government securities | $10,307,000 | 5,752 |
| U.S. Treasury securities | $2,007,000 | 1,946 |
| U.S. Government agency obligations | $8,300,000 | 6,054 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $547,000 | 3,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,350,000 | 3,322 |
| Mortgage-backed securities | $8,300,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $3,177,000 | 3,298 |
| Issued or guaranteed by U.S. | $3,177,000 | 3,282 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,123,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $5,123,000 | 1,359 |
| 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) | $10,854,000 | 5,507 |
| Total debt securities | $10,307,000 | 6,570 |
| 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 | $11,338,000 | 6,695 |
| U.S. Government securities | $10,854,000 | 5,843 |
| U.S. Treasury securities | $1,995,000 | 2,787 |
| U.S. Government agency obligations | $8,859,000 | 5,960 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $484,000 | 3,782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,882,000 | 3,174 |
| Mortgage-backed securities | $8,859,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $3,533,000 | 3,319 |
| Issued or guaranteed by U.S. | $3,533,000 | 3,306 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,326,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $5,326,000 | 1,444 |
| 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) | $11,338,000 | 5,519 |
| Total debt securities | $10,854,000 | 6,708 |
| 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 | $12,908,000 | 6,305 |
| U.S. Government securities | $12,651,000 | 5,344 |
| U.S. Treasury securities | $2,015,000 | 3,919 |
| U.S. Government agency obligations | $10,636,000 | 5,086 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $257,000 | 4,947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,889,000 | 3,314 |
| Mortgage-backed securities | $10,636,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,029 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,017 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,851,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $5,851,000 | 1,527 |
| 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) | $12,908,000 | 5,054 |
| Total debt securities | $12,651,000 | 6,250 |
| 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 | $13,390,000 | 6,423 |
| U.S. Government securities | $12,212,000 | 5,752 |
| U.S. Treasury securities | $2,984,000 | 4,380 |
| U.S. Government agency obligations | $9,228,000 | 5,492 |
| Securities issued by states & political subdivisions | $1,178,000 | 5,546 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,707,000 | 2,533 |
| Mortgage-backed securities | $9,228,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $3,184,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,184,000 | 3,647 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $6,044,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $6,044,000 | 1,476 |
| 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) | $13,390,000 | 4,830 |
| Total debt securities | $13,390,000 | 6,281 |
| 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 | $15,003,000 | 6,419 |
| U.S. Government securities | $15,003,000 | 5,495 |
| U.S. Treasury securities | $2,004,000 | 5,972 |
| U.S. Government agency obligations | $12,999,000 | 4,658 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,871,000 | 2,962 |
| Mortgage-backed securities | $12,999,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $6,041,000 | 2,888 |
| Issued or guaranteed by U.S. | $6,041,000 | 2,865 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,958,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $6,958,000 | 1,499 |
| 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) | $15,003,000 | 4,722 |
| Total debt securities | $15,003,000 | 6,293 |
| 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 | $19,533,000 | 5,634 |
| U.S. Government securities | $19,039,000 | 4,829 |
| U.S. Treasury securities | $4,461,000 | 4,952 |
| U.S. Government agency obligations | $14,578,000 | 4,275 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $494,000 | 3,255 |
| Privately issued residential mortgage-backed securities | $494,000 | 1,190 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,549,000 | 2,621 |
| Mortgage-backed securities | $15,072,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $7,069,000 | 2,690 |
| Issued or guaranteed by U.S. | $7,069,000 | 2,667 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,003,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $7,509,000 | 1,601 |
| Privately issued | $494,000 | 935 |
| 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) | $19,533,000 | 4,043 |
| Total debt securities | $19,533,000 | 5,540 |
| 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 | $18,137,000 | 6,309 |
| U.S. Government securities | $17,662,000 | 5,429 |
| U.S. Treasury securities | $1,999,000 | 8,226 |
| U.S. Government agency obligations | $15,663,000 | 3,887 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $475,000 | 3,700 |
| Privately issued residential mortgage-backed securities | $475,000 | 1,322 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,509,000 | 3,052 |
| Mortgage-backed securities | $16,138,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $8,220,000 | 2,537 |
| Issued or guaranteed by U.S. | $8,220,000 | 2,526 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,918,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $7,443,000 | 1,686 |
| Privately issued | $475,000 | 1,072 |
| 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) | $9,060,000 | 6,050 |
| Available-for-sale securities (fair market value) | $9,077,000 | 5,056 |
| Total debt securities | $18,137,000 | 6,203 |
| 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 | $19,568,000 | 6,247 |
| U.S. Government securities | $19,064,000 | 5,318 |
| U.S. Treasury securities | $2,918,000 | 7,479 |
| U.S. Government agency obligations | $16,146,000 | 3,927 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $504,000 | 4,234 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,701 |
| 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 | $9,851,000 | 2,789 |
| Mortgage-backed securities | $16,650,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $8,722,000 | 2,699 |
| Issued or guaranteed by U.S. | $8,722,000 | 2,673 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,928,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $7,424,000 | 1,938 |
| Privately issued | $504,000 | 1,368 |
| 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 | $19,568,000 | 6,103 |
| 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 | $17,081,000 | 6,787 |
| U.S. Government securities | $15,031,000 | 6,219 |
| U.S. Treasury securities | $2,935,000 | 7,689 |
| U.S. Government agency obligations | $12,096,000 | 4,847 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,977 |
| 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 | $10,057,000 | 2,652 |
| Mortgage-backed securities | $12,096,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $12,096,000 | 2,218 |
| Issued or guaranteed by U.S. | $12,096,000 | 2,181 |
| 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 | $17,081,000 | 6,672 |
| 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 |