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CNB Community Bank, Securities
| 2012-09-30 | Rank | |
| Total securities | $4,146,000 | 6,375 |
| U.S. Government securities | $2,784,000 | 6,112 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,784,000 | 6,012 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,823 |
| 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 | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,628,000 | 5,411 |
| Mortgage-backed securities | $1,479,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,030 |
| Issued or guaranteed by U.S. | $569,000 | 5,025 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $910,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $910,000 | 3,020 |
| 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) | $1,365,000 | 1,839 |
| Available-for-sale securities (fair market value) | $2,781,000 | 6,149 |
| Total debt securities | $4,145,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $790,000 | 2,015 |
| Fair value | $791,000 | 2,013 |
| 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 | $4,624,000 | 6,381 |
| U.S. Government securities | $3,086,000 | 6,139 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,086,000 | 6,041 |
| Securities issued by states & political subdivisions | $1,537,000 | 4,736 |
| 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 | $1,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 5,524 |
| Mortgage-backed securities | $1,637,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $620,000 | 5,030 |
| Issued or guaranteed by U.S. | $620,000 | 5,025 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,017,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,973 |
| 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) | $1,541,000 | 1,794 |
| Available-for-sale securities (fair market value) | $3,083,000 | 6,151 |
| Total debt securities | $4,623,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $535,000 | 2,421 |
| Fair value | $537,000 | 2,419 |
| 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 | $4,322,000 | 6,470 |
| U.S. Government securities | $2,800,000 | 6,298 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,800,000 | 6,194 |
| Securities issued by states & political subdivisions | $1,520,000 | 4,699 |
| 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 | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,622,000 | 5,497 |
| Mortgage-backed securities | $1,638,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $680,000 | 5,008 |
| Issued or guaranteed by U.S. | $680,000 | 5,005 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $958,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 3,034 |
| 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) | $1,524,000 | 1,850 |
| Available-for-sale securities (fair market value) | $2,798,000 | 6,244 |
| Total debt securities | $4,320,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $536,000 | 2,657 |
| Fair value | $536,000 | 2,658 |
| 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 | $4,797,000 | 6,436 |
| U.S. Government securities | $3,330,000 | 6,195 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,330,000 | 6,092 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,734 |
| 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 | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,426,000 | 4,959 |
| Mortgage-backed securities | $1,626,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,026 |
| Issued or guaranteed by U.S. | $586,000 | 5,015 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,040,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,850 |
| 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) | $1,469,000 | 1,945 |
| Available-for-sale securities (fair market value) | $3,328,000 | 6,173 |
| Total debt securities | $4,795,000 | 6,407 |
| Structured notes | ||
| Amortized cost | $541,000 | 2,554 |
| Fair value | $542,000 | 2,552 |
| 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 | $5,956,000 | 6,298 |
| U.S. Government securities | $4,578,000 | 5,984 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,578,000 | 5,866 |
| Securities issued by states & political subdivisions | $1,376,000 | 4,733 |
| 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 | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,877,000 | 4,841 |
| Mortgage-backed securities | $1,903,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,945 |
| Issued or guaranteed by U.S. | $754,000 | 4,935 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,149,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 2,813 |
| 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) | $1,380,000 | 1,985 |
| Available-for-sale securities (fair market value) | $4,576,000 | 6,058 |
| Total debt securities | $5,954,000 | 6,267 |
| Structured notes | ||
| Amortized cost | $542,000 | 2,613 |
| Fair value | $543,000 | 2,610 |
| 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 | $6,923,000 | 6,247 |
| U.S. Government securities | $5,550,000 | 5,903 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,550,000 | 5,776 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,704 |
| 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 | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,090,000 | 4,805 |
| Mortgage-backed securities | $1,789,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $814,000 | 4,916 |
| Issued or guaranteed by U.S. | $814,000 | 4,908 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $975,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,846 |
| 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) | $1,375,000 | 2,015 |
| Available-for-sale securities (fair market value) | $5,548,000 | 5,995 |
| Total debt securities | $6,921,000 | 6,216 |
| Structured notes | ||
| Amortized cost | $897,000 | 2,637 |
| Fair value | $899,000 | 2,638 |
| 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 | $6,806,000 | 6,283 |
| U.S. Government securities | $5,408,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,408,000 | 5,812 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,683 |
| 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 | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,872,000 | 5,260 |
| Mortgage-backed securities | $1,817,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $964,000 | 4,803 |
| Issued or guaranteed by U.S. | $964,000 | 4,797 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $853,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,832 |
| 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) | $1,400,000 | 2,027 |
| Available-for-sale securities (fair market value) | $5,406,000 | 6,030 |
| Total debt securities | $6,804,000 | 6,252 |
| Structured notes | ||
| Amortized cost | $1,022,000 | 2,467 |
| Fair value | $1,020,000 | 2,480 |
| 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 | $5,358,000 | 6,467 |
| U.S. Government securities | $3,950,000 | 6,175 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,950,000 | 6,050 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,693 |
| 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 | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,000 | 5,470 |
| Mortgage-backed securities | $2,051,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,606 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $873,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $873,000 | 2,802 |
| 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) | $1,410,000 | 2,035 |
| Available-for-sale securities (fair market value) | $3,948,000 | 6,218 |
| Total debt securities | $5,356,000 | 6,436 |
| Structured notes | ||
| Amortized cost | $642,000 | 2,685 |
| Fair value | $637,000 | 2,685 |
| 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 | $4,912,000 | 6,561 |
| U.S. Government securities | $3,800,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,800,000 | 6,096 |
| Securities issued by states & political subdivisions | $1,110,000 | 4,793 |
| 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 | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,619,000 | 5,440 |
| Mortgage-backed securities | $1,900,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,627 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,619 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $761,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,823 |
| 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) | $1,115,000 | 2,167 |
| Available-for-sale securities (fair market value) | $3,797,000 | 6,285 |
| Total debt securities | $4,910,000 | 6,525 |
| Structured notes | ||
| Amortized cost | $893,000 | 2,606 |
| Fair value | $898,000 | 2,603 |
| 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 | $4,771,000 | 6,683 |
| U.S. Government securities | $3,619,000 | 6,401 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,619,000 | 6,281 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,750 |
| 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 | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,960,000 | 5,383 |
| Mortgage-backed securities | $1,381,000 | 5,057 |
| Certificates of participation in pools of residential mortgages | $988,000 | 4,765 |
| Issued or guaranteed by U.S. | $988,000 | 4,758 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $393,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,958 |
| 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) | $1,155,000 | 2,223 |
| Available-for-sale securities (fair market value) | $3,616,000 | 6,391 |
| Total debt securities | $4,769,000 | 6,639 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,821 |
| Fair value | $608,000 | 2,821 |
| 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 | $4,335,000 | 6,837 |
| U.S. Government securities | $3,323,000 | 6,584 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,323,000 | 6,476 |
| Securities issued by states & political subdivisions | $1,010,000 | 4,844 |
| 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 | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 6,011 |
| Mortgage-backed securities | $1,554,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $908,000 | 4,944 |
| Issued or guaranteed by U.S. | $908,000 | 4,935 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $646,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 2,753 |
| 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) | $1,015,000 | 2,321 |
| Available-for-sale securities (fair market value) | $3,320,000 | 6,507 |
| Total debt securities | $4,333,000 | 6,797 |
| Structured notes | ||
| Amortized cost | $365,000 | 2,868 |
| Fair value | $362,000 | 2,868 |
| 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 | $4,961,000 | 6,749 |
| U.S. Government securities | $3,984,000 | 6,387 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,984,000 | 6,293 |
| Securities issued by states & political subdivisions | $975,000 | 4,916 |
| 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 | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,574,000 | 5,638 |
| Mortgage-backed securities | $2,199,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,699 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,690 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $653,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,748 |
| 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) | $980,000 | 2,392 |
| Available-for-sale securities (fair market value) | $3,981,000 | 6,415 |
| Total debt securities | $4,959,000 | 6,707 |
| 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 | $5,508,000 | 6,700 |
| U.S. Government securities | $4,436,000 | 6,309 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,436,000 | 6,216 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,872 |
| 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 | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,990,000 | 5,514 |
| Mortgage-backed securities | $2,633,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,716 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,707 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $908,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 2,582 |
| 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) | $1,076,000 | 2,419 |
| Available-for-sale securities (fair market value) | $4,432,000 | 6,378 |
| Total debt securities | $5,506,000 | 6,661 |
| 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 | $5,889,000 | 6,629 |
| U.S. Government securities | $4,807,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,807,000 | 6,124 |
| Securities issued by states & political subdivisions | $1,080,000 | 4,862 |
| 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 | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,000 | 5,577 |
| Mortgage-backed securities | $3,127,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 4,697 |
| Issued or guaranteed by U.S. | $1,891,000 | 4,682 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,236,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,405 |
| 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) | $1,086,000 | 2,449 |
| Available-for-sale securities (fair market value) | $4,803,000 | 6,296 |
| Total debt securities | $5,887,000 | 6,584 |
| 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 | $6,172,000 | 6,615 |
| U.S. Government securities | $5,130,000 | 6,251 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,130,000 | 6,169 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,814 |
| 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 | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,000 | 5,852 |
| Mortgage-backed securities | $3,053,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,802 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,207,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $1,207,000 | 2,432 |
| 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) | $1,046,000 | 2,505 |
| Available-for-sale securities (fair market value) | $5,126,000 | 6,276 |
| Total debt securities | $6,170,000 | 6,577 |
| 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 | $6,760,000 | 6,549 |
| U.S. Government securities | $5,718,000 | 6,187 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,718,000 | 6,106 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,782 |
| 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 | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,531,000 | 5,413 |
| Mortgage-backed securities | $3,558,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $2,287,000 | 4,619 |
| Issued or guaranteed by U.S. | $2,287,000 | 4,606 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,271,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,380 |
| 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) | $1,046,000 | 2,508 |
| Available-for-sale securities (fair market value) | $5,714,000 | 6,204 |
| Total debt securities | $6,758,000 | 6,509 |
| 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 | $6,793,000 | 6,532 |
| U.S. Government securities | $5,701,000 | 6,172 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,701,000 | 6,081 |
| Securities issued by states & political subdivisions | $1,090,000 | 4,739 |
| 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 | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,385,000 | 5,094 |
| Mortgage-backed securities | $3,299,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $2,096,000 | 4,656 |
| Issued or guaranteed by U.S. | $2,096,000 | 4,641 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,203,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,326 |
| 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) | $1,096,000 | 2,495 |
| Available-for-sale securities (fair market value) | $5,697,000 | 6,177 |
| Total debt securities | $6,791,000 | 6,491 |
| 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 | $7,147,000 | 6,505 |
| U.S. Government securities | $6,045,000 | 6,132 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,045,000 | 6,044 |
| Securities issued by states & political subdivisions | $1,100,000 | 4,763 |
| 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 | $2,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,123,000 | 5,170 |
| Mortgage-backed securities | $2,972,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,915,000 | 4,722 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,057,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,057,000 | 2,381 |
| 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) | $1,107,000 | 2,502 |
| Available-for-sale securities (fair market value) | $6,040,000 | 6,164 |
| Total debt securities | $7,145,000 | 6,445 |
| 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 | $7,300,000 | 6,497 |
| U.S. Government securities | $6,183,000 | 6,101 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,183,000 | 6,005 |
| Securities issued by states & political subdivisions | $1,115,000 | 4,770 |
| 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 | $2,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,801,000 | 5,269 |
| Mortgage-backed securities | $3,149,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,607 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,164,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000 | 2,336 |
| 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) | $1,122,000 | 2,525 |
| Available-for-sale securities (fair market value) | $6,178,000 | 6,162 |
| Total debt securities | $7,298,000 | 6,428 |
| 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 | $7,304,000 | 6,579 |
| U.S. Government securities | $6,142,000 | 6,251 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,142,000 | 6,147 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,759 |
| 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 | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,192,000 | 5,139 |
| Mortgage-backed securities | $2,561,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $1,312,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,312,000 | 4,718 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,249,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,208 |
| 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) | $1,168,000 | 2,592 |
| Available-for-sale securities (fair market value) | $6,136,000 | 6,200 |
| Total debt securities | $7,302,000 | 6,518 |
| 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 | $7,365,000 | 6,615 |
| U.S. Government securities | $6,163,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,163,000 | 6,226 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,737 |
| 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 | $2,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,374,000 | 5,099 |
| Mortgage-backed securities | $2,488,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,159,000 | 4,674 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,329,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,124 |
| 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) | $1,209,000 | 2,628 |
| Available-for-sale securities (fair market value) | $6,156,000 | 6,253 |
| Total debt securities | $7,363,000 | 6,561 |
| 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 | $7,601,000 | 6,593 |
| U.S. Government securities | $6,399,000 | 6,317 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,399,000 | 6,197 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,754 |
| 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 | $2,000 | 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 | $3,404,000 | 5,114 |
| Mortgage-backed securities | $2,575,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,234,000 | 4,613 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,341,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 2,097 |
| 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) | $1,211,000 | 2,659 |
| Available-for-sale securities (fair market value) | $6,390,000 | 6,222 |
| Total debt securities | $7,599,000 | 6,537 |
| 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 | $7,254,000 | 6,724 |
| U.S. Government securities | $6,037,000 | 6,453 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,037,000 | 6,334 |
| Securities issued by states & political subdivisions | $1,215,000 | 4,776 |
| 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 | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,471,000 | 5,536 |
| Mortgage-backed securities | $2,568,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $1,322,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,322,000 | 4,560 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,246,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000 | 2,115 |
| 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) | $1,228,000 | 2,686 |
| Available-for-sale securities (fair market value) | $6,026,000 | 6,322 |
| Total debt securities | $7,252,000 | 6,669 |
| Structured notes | ||
| Amortized cost | $120,000 | 2,763 |
| Fair value | $119,000 | 2,763 |
| 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 | $7,180,000 | 6,765 |
| U.S. Government securities | $5,948,000 | 6,523 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,948,000 | 6,391 |
| Securities issued by states & political subdivisions | $1,230,000 | 4,791 |
| 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 | $2,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,463,000 | 5,553 |
| Mortgage-backed securities | $2,687,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $1,415,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,415,000 | 4,497 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,272,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,109 |
| 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) | $1,244,000 | 2,745 |
| Available-for-sale securities (fair market value) | $5,936,000 | 6,356 |
| Total debt securities | $7,178,000 | 6,710 |
| Structured notes | ||
| Amortized cost | $120,000 | 2,858 |
| Fair value | $119,000 | 2,857 |
| 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 | $7,543,000 | 6,756 |
| U.S. Government securities | $6,291,000 | 6,495 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,291,000 | 6,355 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,807 |
| 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 | $2,000 | 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 | $2,915,000 | 5,407 |
| Mortgage-backed securities | $2,437,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $1,503,000 | 4,467 |
| Issued or guaranteed by U.S. | $1,503,000 | 4,443 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $934,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,274 |
| 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) | $1,266,000 | 2,802 |
| Available-for-sale securities (fair market value) | $6,277,000 | 6,321 |
| Total debt securities | $7,541,000 | 6,690 |
| Structured notes | ||
| Amortized cost | $120,000 | 2,981 |
| Fair value | $119,000 | 2,980 |
| 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 | $7,133,000 | 6,875 |
| U.S. Government securities | $5,876,000 | 6,621 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,876,000 | 6,488 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,823 |
| 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 | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 5,432 |
| Mortgage-backed securities | $2,426,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,465,000 | 4,498 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $961,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,237 |
| 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) | $1,273,000 | 2,825 |
| Available-for-sale securities (fair market value) | $5,860,000 | 6,427 |
| Total debt securities | $7,132,000 | 6,817 |
| 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 | $6,524,000 | 7,075 |
| U.S. Government securities | $5,327,000 | 6,823 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,327,000 | 6,681 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,895 |
| 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 | $2,000 | 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 | $2,462,000 | 5,600 |
| Mortgage-backed securities | $2,594,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,601,000 | 4,436 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $993,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $993,000 | 2,208 |
| 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) | $1,216,000 | 2,909 |
| Available-for-sale securities (fair market value) | $5,308,000 | 6,611 |
| Total debt securities | $6,521,000 | 7,019 |
| 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 | $6,335,000 | 7,136 |
| U.S. Government securities | $5,138,000 | 6,907 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,138,000 | 6,755 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,918 |
| 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 | $2,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,349,000 | 5,665 |
| Mortgage-backed securities | $2,743,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,398 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,022,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,206 |
| 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) | $1,217,000 | 2,960 |
| Available-for-sale securities (fair market value) | $5,118,000 | 6,673 |
| Total debt securities | $6,334,000 | 7,081 |
| 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 | $6,336,000 | 7,158 |
| U.S. Government securities | $5,219,000 | 6,889 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,219,000 | 6,745 |
| Securities issued by states & political subdivisions | $1,115,000 | 4,993 |
| 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 | $2,000 | 2,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,380,000 | 5,671 |
| Mortgage-backed securities | $2,931,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,363 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,067,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,067,000 | 2,202 |
| 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) | $1,140,000 | 3,029 |
| Available-for-sale securities (fair market value) | $5,196,000 | 6,668 |
| Total debt securities | $6,336,000 | 7,100 |
| 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 | $6,507,000 | 7,169 |
| U.S. Government securities | $5,470,000 | 6,858 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,470,000 | 6,712 |
| Securities issued by states & political subdivisions | $1,035,000 | 5,037 |
| 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 | $2,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 5,852 |
| Mortgage-backed securities | $3,159,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $2,032,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,032,000 | 4,322 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,127,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,236 |
| 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) | $1,064,000 | 3,108 |
| Available-for-sale securities (fair market value) | $5,443,000 | 6,640 |
| Total debt securities | $6,505,000 | 7,103 |
| 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 | $6,396,000 | 7,268 |
| U.S. Government securities | $5,414,000 | 6,946 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,414,000 | 6,796 |
| Securities issued by states & political subdivisions | $980,000 | 5,126 |
| 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 | $2,000 | 2,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 6,119 |
| Mortgage-backed securities | $3,144,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $1,954,000 | 4,473 |
| Issued or guaranteed by U.S. | $1,954,000 | 4,459 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,190,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $1,190,000 | 2,267 |
| 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) | $1,012,000 | 3,187 |
| Available-for-sale securities (fair market value) | $5,384,000 | 6,711 |
| Total debt securities | $6,394,000 | 7,208 |
| 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 | $6,271,000 | 7,328 |
| U.S. Government securities | $5,349,000 | 6,989 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,349,000 | 6,838 |
| Securities issued by states & political subdivisions | $920,000 | 5,190 |
| 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 | $2,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,000 | 5,853 |
| Mortgage-backed securities | $3,414,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,334 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,319 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,145,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,331 |
| 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) | $955,000 | 3,274 |
| Available-for-sale securities (fair market value) | $5,316,000 | 6,746 |
| Total debt securities | $6,269,000 | 7,259 |
| 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 | $6,173,000 | 7,404 |
| U.S. Government securities | $5,191,000 | 7,070 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,191,000 | 6,911 |
| Securities issued by states & political subdivisions | $980,000 | 5,160 |
| 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 | $2,000 | 2,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,179,000 | 5,783 |
| Mortgage-backed securities | $3,543,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,451,000 | 4,271 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,092,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,368 |
| 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) | $1,031,000 | 3,267 |
| Available-for-sale securities (fair market value) | $5,142,000 | 6,819 |
| Total debt securities | $6,171,000 | 7,327 |
| 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 | $6,938,000 | 7,287 |
| U.S. Government securities | $5,946,000 | 6,910 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,946,000 | 6,745 |
| Securities issued by states & political subdivisions | $990,000 | 5,182 |
| 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 | $2,000 | 2,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,347,000 | 5,731 |
| Mortgage-backed securities | $4,040,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 4,188 |
| Issued or guaranteed by U.S. | $2,769,000 | 4,178 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,271,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,328 |
| 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) | $1,309,000 | 3,133 |
| Available-for-sale securities (fair market value) | $5,629,000 | 6,779 |
| Total debt securities | $6,936,000 | 7,214 |
| 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 | $6,210,000 | 7,455 |
| U.S. Government securities | $5,268,000 | 7,086 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,268,000 | 6,914 |
| Securities issued by states & political subdivisions | $940,000 | 5,236 |
| 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 | $2,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,000 | 6,102 |
| Mortgage-backed securities | $3,325,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,459 |
| Issued or guaranteed by U.S. | $2,290,000 | 4,443 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,035,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $1,035,000 | 2,480 |
| 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) | $1,258,000 | 3,167 |
| Available-for-sale securities (fair market value) | $4,952,000 | 6,961 |
| Total debt securities | $6,208,000 | 7,380 |
| 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 | $6,106,000 | 7,530 |
| U.S. Government securities | $5,129,000 | 7,182 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,129,000 | 6,997 |
| Securities issued by states & political subdivisions | $975,000 | 5,243 |
| 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 | $2,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,704,000 | 6,038 |
| Mortgage-backed securities | $3,424,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $2,289,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,289,000 | 4,421 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,135,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $1,135,000 | 2,555 |
| 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) | $1,309,000 | 3,183 |
| Available-for-sale securities (fair market value) | $4,797,000 | 7,043 |
| Total debt securities | $6,104,000 | 7,455 |
| 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 | $5,867,000 | 7,564 |
| U.S. Government securities | $4,970,000 | 7,164 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,970,000 | 6,986 |
| Securities issued by states & political subdivisions | $895,000 | 5,355 |
| 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 | $2,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,000 | 5,850 |
| Mortgage-backed securities | $3,367,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $2,157,000 | 4,493 |
| Issued or guaranteed by U.S. | $2,157,000 | 4,471 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,210,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,210,000 | 2,542 |
| 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) | $1,250,000 | 3,262 |
| Available-for-sale securities (fair market value) | $4,617,000 | 7,047 |
| Total debt securities | $5,865,000 | 7,477 |
| 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 | $5,603,000 | 7,604 |
| U.S. Government securities | $4,801,000 | 7,157 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,801,000 | 6,981 |
| Securities issued by states & political subdivisions | $800,000 | 5,441 |
| 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 | $2,000 | 2,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,106,000 | 5,751 |
| Mortgage-backed securities | $2,962,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $2,096,000 | 4,614 |
| Issued or guaranteed by U.S. | $2,096,000 | 4,597 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $866,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,987 |
| 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) | $1,170,000 | 3,331 |
| Available-for-sale securities (fair market value) | $4,433,000 | 7,101 |
| Total debt securities | $5,601,000 | 7,506 |
| 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 | $5,277,000 | 7,727 |
| U.S. Government securities | $4,507,000 | 7,331 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,507,000 | 7,129 |
| Securities issued by states & political subdivisions | $765,000 | 5,453 |
| 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 | $5,000 | 2,331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,153,000 | 5,761 |
| Mortgage-backed securities | $2,836,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $2,077,000 | 4,616 |
| Issued or guaranteed by U.S. | $2,077,000 | 4,600 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $759,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 3,157 |
| 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) | $1,153,000 | 3,394 |
| Available-for-sale securities (fair market value) | $4,124,000 | 7,187 |
| Total debt securities | $5,272,000 | 7,644 |
| 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 | $5,332,000 | 7,728 |
| U.S. Government securities | $4,542,000 | 7,333 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,542,000 | 7,129 |
| Securities issued by states & political subdivisions | $785,000 | 5,428 |
| 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 | $5,000 | 2,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,399,000 | 5,663 |
| Mortgage-backed securities | $2,755,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,800 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,783 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,002,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 3,031 |
| 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) | $1,226,000 | 3,437 |
| Available-for-sale securities (fair market value) | $4,106,000 | 7,203 |
| Total debt securities | $5,327,000 | 7,645 |
| 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 | $6,405,000 | 7,505 |
| U.S. Government securities | $5,610,000 | 6,984 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,610,000 | 6,751 |
| Securities issued by states & political subdivisions | $790,000 | 5,511 |
| 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 | $5,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,223,000 | 5,796 |
| Mortgage-backed securities | $3,416,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,831 |
| Issued or guaranteed by U.S. | $1,513,000 | 4,806 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,903,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $1,903,000 | 2,626 |
| 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) | $1,288,000 | 3,605 |
| Available-for-sale securities (fair market value) | $5,117,000 | 6,950 |
| Total debt securities | $6,400,000 | 7,400 |
| 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 | $8,055,000 | 7,346 |
| U.S. Government securities | $7,061,000 | 6,878 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,061,000 | 6,514 |
| Securities issued by states & political subdivisions | $780,000 | 5,647 |
| Other domestic debt securities | $134,000 | 3,539 |
| 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 | $134,000 | 3,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 7,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,000 | 6,229 |
| Mortgage-backed securities | $2,936,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,504 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,664,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 2,302 |
| 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) | $1,733,000 | 3,999 |
| Available-for-sale securities (fair market value) | $6,322,000 | 6,807 |
| Total debt securities | $7,975,000 | 7,254 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,901,000 | 8,018 |
| U.S. Government securities | $5,982,000 | 7,624 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,982,000 | 7,093 |
| Securities issued by states & political subdivisions | $860,000 | 5,834 |
| 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 | $59,000 | 7,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,000 | 6,538 |
| Mortgage-backed securities | $2,378,000 | 4,832 |
| Certificates of participation in pools of residential mortgages | $963,000 | 5,074 |
| Issued or guaranteed by U.S. | $963,000 | 5,062 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,415,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,588 |
| 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) | $2,114,000 | 4,176 |
| Available-for-sale securities (fair market value) | $4,787,000 | 7,492 |
| Total debt securities | $6,842,000 | 7,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,705,000 | 8,505 |
| U.S. Government securities | $4,598,000 | 8,230 |
| U.S. Treasury securities | $409,000 | 6,200 |
| U.S. Government agency obligations | $4,189,000 | 7,599 |
| Securities issued by states & political subdivisions | $945,000 | 5,851 |
| Other domestic debt securities | $100,000 | 3,452 |
| 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 | $100,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 6,941 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 6,577 |
| Mortgage-backed securities | $1,881,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $362,000 | 6,239 |
| Issued or guaranteed by U.S. | $362,000 | 6,221 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,519,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $1,519,000 | 2,757 |
| 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) | $2,655,000 | 4,362 |
| Available-for-sale securities (fair market value) | $3,050,000 | 8,072 |
| Total debt securities | $5,643,000 | 8,408 |
| 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 | $5,702,000 | 8,925 |
| U.S. Government securities | $4,673,000 | 8,759 |
| U.S. Treasury securities | $910,000 | 6,639 |
| U.S. Government agency obligations | $3,763,000 | 7,961 |
| Securities issued by states & political subdivisions | $870,000 | 6,048 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 6,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,854,000 | 6,626 |
| Mortgage-backed securities | $790,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $183,000 | 6,971 |
| Issued or guaranteed by U.S. | $183,000 | 6,949 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $607,000 | 3,839 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 3,701 |
| 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) | $4,010,000 | 4,555 |
| Available-for-sale securities (fair market value) | $1,692,000 | 8,869 |
| Total debt securities | $5,643,000 | 8,826 |
| 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 | $5,543,000 | 9,551 |
| U.S. Government securities | $4,551,000 | 9,384 |
| U.S. Treasury securities | $1,315,000 | 6,764 |
| U.S. Government agency obligations | $3,236,000 | 8,651 |
| Securities issued by states & political subdivisions | $885,000 | 6,290 |
| Other domestic debt securities | $100,000 | 3,782 |
| 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 | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,087,000 | 6,625 |
| Mortgage-backed securities | $473,000 | 7,625 |
| Certificates of participation in pools of residential mortgages | $10,000 | 8,447 |
| Issued or guaranteed by U.S. | $10,000 | 8,420 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $463,000 | 4,559 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 4,395 |
| 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) | $3,709,000 | 5,279 |
| Available-for-sale securities (fair market value) | $1,834,000 | 9,108 |
| Total debt securities | $5,536,000 | 9,439 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $202,000 | 3,350 |
| 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 | $4,931,000 | 10,249 |
| U.S. Government securities | $3,889,000 | 10,119 |
| U.S. Treasury securities | $1,636,000 | 7,556 |
| U.S. Government agency obligations | $2,253,000 | 9,536 |
| Securities issued by states & political subdivisions | $935,000 | 6,451 |
| Other domestic debt securities | $100,000 | 4,419 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,583,000 | 7,343 |
| Mortgage-backed securities | $490,000 | 8,020 |
| Certificates of participation in pools of residential mortgages | $15,000 | 8,796 |
| Issued or guaranteed by U.S. | $15,000 | 8,762 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $475,000 | 4,992 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 4,796 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,877,000 | 6,094 |
| Available-for-sale securities (fair market value) | $2,054,000 | 9,375 |
| Total debt securities | $4,924,000 | 10,145 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $101,000 | 4,440 |
| 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 | $4,372,000 | 11,121 |
| U.S. Government securities | $2,950,000 | 11,289 |
| U.S. Treasury securities | $1,712,000 | 8,640 |
| U.S. Government agency obligations | $1,238,000 | 10,629 |
| Securities issued by states & political subdivisions | $911,000 | 6,822 |
| Other domestic debt securities | $504,000 | 3,523 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,816 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,000 | 7,815 |
| Mortgage-backed securities | $685,000 | 8,229 |
| Certificates of participation in pools of residential mortgages | $24,000 | 9,232 |
| Issued or guaranteed by U.S. | $24,000 | 9,203 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $661,000 | 5,000 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 4,794 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,969,000 | 8,642 |
| Available-for-sale securities (fair market value) | $403,000 | 10,239 |
| Total debt securities | $4,365,000 | 11,031 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,767,000 | 11,404 |
| U.S. Government securities | $3,174,000 | 11,547 |
| U.S. Treasury securities | $1,523,000 | 9,101 |
| U.S. Government agency obligations | $1,651,000 | 10,566 |
| Securities issued by states & political subdivisions | $987,000 | 6,841 |
| Other domestic debt securities | $599,000 | 3,999 |
| Privately issued residential mortgage-backed securities | $82,000 | 2,809 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 3,184 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,000 | 7,602 |
| Mortgage-backed securities | $806,000 | 8,742 |
| Certificates of participation in pools of residential mortgages | $47,000 | 9,648 |
| Issued or guaranteed by U.S. | $47,000 | 9,597 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $759,000 | 5,304 |
| CMOs issued by government agencies or sponsored agencies | $677,000 | 5,184 |
| Privately issued | $82,000 | 2,389 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,760,000 | 11,266 |
| 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 | $4,175,000 | 12,040 |
| U.S. Government securities | $2,765,000 | 12,243 |
| U.S. Treasury securities | $1,310,000 | 9,791 |
| U.S. Government agency obligations | $1,455,000 | 11,072 |
| Securities issued by states & political subdivisions | $968,000 | 6,643 |
| Other domestic debt securities | $435,000 | 5,312 |
| Privately issued residential mortgage-backed securities | $228,000 | 2,985 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,000 | 4,682 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,000 | 7,247 |
| Mortgage-backed securities | $776,000 | 9,298 |
| Certificates of participation in pools of residential mortgages | $100,000 | 9,804 |
| Issued or guaranteed by U.S. | $100,000 | 9,732 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $676,000 | 5,560 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 5,616 |
| Privately issued | $228,000 | 2,543 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,168,000 | 11,904 |
| 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 |