Home > Community Bank of Boone > Securities
Community Bank of Boone, Securities
| 2008-12-31 | Rank | |
| Total securities | $19,275,000 | 4,534 |
| U.S. Government securities | $16,760,000 | 3,989 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,760,000 | 3,915 |
| Securities issued by states & political subdivisions | $260,000 | 5,500 |
| Other domestic debt securities | $2,255,000 | 1,742 |
| 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 | $2,255,000 | 1,050 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,112,000 | 3,122 |
| Mortgage-backed securities | $13,614,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $13,561,000 | 2,301 |
| Issued or guaranteed by U.S. | $13,561,000 | 2,290 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $53,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,256 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $19,275,000 | 4,071 |
| Total debt securities | $19,275,000 | 4,502 |
| 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 | $19,205,000 | 4,492 |
| U.S. Government securities | $16,669,000 | 3,945 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,669,000 | 3,874 |
| Securities issued by states & political subdivisions | $261,000 | 5,510 |
| Other domestic debt securities | $2,275,000 | 1,704 |
| 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 | $2,275,000 | 1,025 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,362,000 | 2,804 |
| Mortgage-backed securities | $13,610,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $13,519,000 | 2,220 |
| Issued or guaranteed by U.S. | $13,519,000 | 2,208 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $91,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,120 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,205,000 | 4,009 |
| Total debt securities | $19,206,000 | 4,457 |
| 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 | $19,884,000 | 4,468 |
| U.S. Government securities | $17,220,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,220,000 | 3,845 |
| Securities issued by states & political subdivisions | $260,000 | 5,570 |
| Other domestic debt securities | $2,404,000 | 1,708 |
| 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 | $2,404,000 | 1,078 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,615,000 | 2,734 |
| Mortgage-backed securities | $14,173,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $13,972,000 | 2,149 |
| Issued or guaranteed by U.S. | $13,972,000 | 2,139 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $201,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,025 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,884,000 | 4,002 |
| Total debt securities | $19,882,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $500,000 | 1,409 |
| 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 | $21,060,000 | 4,298 |
| U.S. Government securities | $18,308,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,308,000 | 3,670 |
| Securities issued by states & political subdivisions | $265,000 | 5,577 |
| Other domestic debt securities | $2,487,000 | 1,616 |
| 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 | $2,487,000 | 1,028 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,197,000 | 2,745 |
| Mortgage-backed securities | $14,265,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $13,940,000 | 2,090 |
| Issued or guaranteed by U.S. | $13,940,000 | 2,079 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $325,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,896 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,060,000 | 3,851 |
| Total debt securities | $21,060,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $502,000 | 1,531 |
| 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 | $22,153,000 | 4,192 |
| U.S. Government securities | $19,393,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,393,000 | 3,591 |
| Securities issued by states & political subdivisions | $260,000 | 5,603 |
| Other domestic debt securities | $2,500,000 | 1,493 |
| 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 | $2,500,000 | 956 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,102,000 | 2,574 |
| Mortgage-backed securities | $13,772,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $13,326,000 | 1,930 |
| Issued or guaranteed by U.S. | $13,326,000 | 1,920 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $446,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,721 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $22,153,000 | 3,719 |
| Total debt securities | $22,153,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 839 |
| Fair value | $2,884,000 | 840 |
| 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 | $23,440,000 | 4,060 |
| U.S. Government securities | $20,685,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,685,000 | 3,474 |
| Securities issued by states & political subdivisions | $255,000 | 5,647 |
| Other domestic debt securities | $2,500,000 | 1,449 |
| 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 | $2,500,000 | 928 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,177,000 | 2,765 |
| Mortgage-backed securities | $10,944,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $10,365,000 | 2,086 |
| Issued or guaranteed by U.S. | $10,365,000 | 2,077 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $579,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,556 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $23,440,000 | 3,588 |
| Total debt securities | $23,440,000 | 4,007 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,000 |
| Fair value | $2,857,000 | 1,005 |
| 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 | $23,975,000 | 3,983 |
| U.S. Government securities | $21,221,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,221,000 | 3,410 |
| Securities issued by states & political subdivisions | $251,000 | 5,689 |
| Other domestic debt securities | $2,503,000 | 1,392 |
| 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 | $2,503,000 | 894 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,959,000 | 2,185 |
| Mortgage-backed securities | $11,599,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $10,875,000 | 1,960 |
| Issued or guaranteed by U.S. | $10,875,000 | 1,954 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $724,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,440 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $23,975,000 | 3,506 |
| Total debt securities | $23,975,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,065 |
| Fair value | $2,801,000 | 1,075 |
| 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 | $22,868,000 | 4,129 |
| U.S. Government securities | $20,109,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,109,000 | 3,556 |
| Securities issued by states & political subdivisions | $255,000 | 5,741 |
| Other domestic debt securities | $2,504,000 | 1,384 |
| 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 | $2,504,000 | 905 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,722,000 | 2,599 |
| Mortgage-backed securities | $10,384,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $9,511,000 | 2,129 |
| Issued or guaranteed by U.S. | $9,511,000 | 2,121 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $873,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $873,000 | 2,350 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,868,000 | 3,623 |
| Total debt securities | $22,868,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,110 |
| Fair value | $2,843,000 | 1,120 |
| 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 | $24,449,000 | 3,990 |
| U.S. Government securities | $21,689,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,689,000 | 3,420 |
| Securities issued by states & political subdivisions | $255,000 | 5,789 |
| Other domestic debt securities | $2,505,000 | 1,402 |
| 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 | $2,505,000 | 939 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,963,000 | 2,561 |
| Mortgage-backed securities | $10,805,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $9,781,000 | 2,103 |
| Issued or guaranteed by U.S. | $9,781,000 | 2,093 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,024,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,222 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $24,449,000 | 3,494 |
| Total debt securities | $24,449,000 | 3,937 |
| Structured notes | ||
| Amortized cost | $3,340,000 | 1,047 |
| Fair value | $3,281,000 | 1,054 |
| 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 | $26,458,000 | 3,814 |
| U.S. Government securities | $20,227,000 | 3,727 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,227,000 | 3,620 |
| Securities issued by states & political subdivisions | $3,725,000 | 3,503 |
| Other domestic debt securities | $2,506,000 | 1,393 |
| 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 | $2,506,000 | 936 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,712,000 | 3,135 |
| Mortgage-backed securities | $10,880,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $10,176,000 | 2,081 |
| Issued or guaranteed by U.S. | $10,176,000 | 2,068 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $704,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,412 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $26,458,000 | 3,329 |
| Total debt securities | $26,458,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $3,339,000 | 1,138 |
| Fair value | $3,257,000 | 1,141 |
| 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 | $25,726,000 | 3,876 |
| U.S. Government securities | $17,886,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,886,000 | 3,942 |
| Securities issued by states & political subdivisions | $5,334,000 | 2,970 |
| Other domestic debt securities | $2,506,000 | 1,395 |
| 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 | $2,506,000 | 949 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,248,000 | 3,373 |
| Mortgage-backed securities | $9,234,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $8,430,000 | 2,327 |
| Issued or guaranteed by U.S. | $8,430,000 | 2,316 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $804,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,340 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,726,000 | 3,385 |
| Total debt securities | $25,726,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,314 |
| Fair value | $2,707,000 | 1,327 |
| 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 | $28,895,000 | 3,645 |
| U.S. Government securities | $16,879,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,879,000 | 4,118 |
| Securities issued by states & political subdivisions | $9,510,000 | 2,035 |
| Other domestic debt securities | $2,506,000 | 1,438 |
| 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 | $2,506,000 | 996 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,720,000 | 2,837 |
| Mortgage-backed securities | $9,147,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $8,223,000 | 2,401 |
| Issued or guaranteed by U.S. | $8,223,000 | 2,389 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $924,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,272 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $28,895,000 | 3,171 |
| Total debt securities | $28,895,000 | 3,596 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,337 |
| Fair value | $2,759,000 | 1,352 |
| 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 | $28,394,000 | 3,709 |
| U.S. Government securities | $15,833,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,833,000 | 4,273 |
| Securities issued by states & political subdivisions | $10,055,000 | 1,926 |
| Other domestic debt securities | $2,506,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,506,000 | 1,043 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,201,000 | 2,507 |
| Mortgage-backed securities | $6,694,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $5,423,000 | 3,001 |
| Issued or guaranteed by U.S. | $5,423,000 | 2,989 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,271,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,077 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $28,394,000 | 3,212 |
| Total debt securities | $28,394,000 | 3,653 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,346 |
| Fair value | $2,789,000 | 1,358 |
| 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 | $27,438,000 | 3,768 |
| U.S. Government securities | $14,471,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,471,000 | 4,464 |
| Securities issued by states & political subdivisions | $9,965,000 | 1,935 |
| Other domestic debt securities | $3,002,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,002,000 | 981 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,208,000 | 2,702 |
| Mortgage-backed securities | $5,638,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $4,129,000 | 3,377 |
| Issued or guaranteed by U.S. | $4,129,000 | 3,363 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,509,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 1,995 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $27,438,000 | 3,265 |
| Total debt securities | $27,438,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,315 |
| Fair value | $2,825,000 | 1,320 |
| 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 | $29,720,000 | 3,603 |
| U.S. Government securities | $16,657,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,657,000 | 4,166 |
| Securities issued by states & political subdivisions | $10,070,000 | 1,913 |
| Other domestic debt securities | $2,993,000 | 1,412 |
| 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 | $2,993,000 | 1,036 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,609,000 | 2,035 |
| Mortgage-backed securities | $5,461,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $4,111,000 | 3,472 |
| Issued or guaranteed by U.S. | $4,111,000 | 3,456 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,350,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $1,350,000 | 2,117 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $29,720,000 | 3,123 |
| Total debt securities | $29,720,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,316 |
| Fair value | $2,876,000 | 1,317 |
| 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 | $28,134,000 | 3,796 |
| U.S. Government securities | $16,085,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,085,000 | 4,308 |
| Securities issued by states & political subdivisions | $9,549,000 | 1,990 |
| Other domestic debt securities | $2,500,000 | 1,577 |
| 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 | $2,500,000 | 1,198 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,993,000 | 2,381 |
| Mortgage-backed securities | $6,041,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $4,466,000 | 3,421 |
| Issued or guaranteed by U.S. | $4,466,000 | 3,412 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,575,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,072 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $28,134,000 | 3,281 |
| Total debt securities | $28,134,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,307 |
| Fair value | $2,809,000 | 1,310 |
| 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 | $25,397,000 | 4,084 |
| U.S. Government securities | $13,555,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,555,000 | 4,753 |
| Securities issued by states & political subdivisions | $9,342,000 | 2,059 |
| Other domestic debt securities | $2,500,000 | 1,631 |
| 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 | $2,500,000 | 1,256 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,311,000 | 2,307 |
| Mortgage-backed securities | $4,861,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $3,169,000 | 3,953 |
| Issued or guaranteed by U.S. | $3,169,000 | 3,942 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,692,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,692,000 | 2,073 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $25,397,000 | 3,533 |
| Total debt securities | $25,397,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $4,398,000 | 940 |
| Fair value | $4,342,000 | 947 |
| 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 | $24,872,000 | 4,127 |
| U.S. Government securities | $13,213,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,213,000 | 4,838 |
| Securities issued by states & political subdivisions | $9,159,000 | 2,084 |
| Other domestic debt securities | $2,500,000 | 1,637 |
| 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 | $2,500,000 | 1,295 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,133,000 | 2,198 |
| Mortgage-backed securities | $4,745,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $3,002,000 | 4,029 |
| Issued or guaranteed by U.S. | $3,002,000 | 4,020 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,743,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $1,743,000 | 2,063 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,872,000 | 3,562 |
| Total debt securities | $24,872,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $4,398,000 | 942 |
| Fair value | $4,374,000 | 944 |
| 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 | $26,852,000 | 3,972 |
| U.S. Government securities | $15,589,000 | 4,582 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,589,000 | 4,421 |
| Securities issued by states & political subdivisions | $8,763,000 | 2,154 |
| Other domestic debt securities | $2,500,000 | 1,709 |
| 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 | $2,500,000 | 1,366 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,214,000 | 2,008 |
| Mortgage-backed securities | $5,148,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $3,393,000 | 3,944 |
| Issued or guaranteed by U.S. | $3,393,000 | 3,935 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,755,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 2,100 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $26,852,000 | 3,436 |
| Total debt securities | $26,852,000 | 3,902 |
| Structured notes | ||
| Amortized cost | $5,393,000 | 774 |
| Fair value | $5,270,000 | 775 |
| 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 | $28,547,000 | 3,804 |
| U.S. Government securities | $16,987,000 | 4,298 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,987,000 | 4,152 |
| Securities issued by states & political subdivisions | $9,060,000 | 2,140 |
| Other domestic debt securities | $2,500,000 | 1,803 |
| 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 | $2,500,000 | 1,455 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,360,000 | 3,194 |
| Mortgage-backed securities | $5,663,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $3,856,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,856,000 | 3,801 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,807,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,807,000 | 2,159 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $28,547,000 | 3,287 |
| Total debt securities | $28,547,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $5,392,000 | 653 |
| Fair value | $5,422,000 | 653 |
| 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 | $28,762,000 | 3,834 |
| U.S. Government securities | $18,153,000 | 4,174 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,153,000 | 4,029 |
| Securities issued by states & political subdivisions | $8,109,000 | 2,303 |
| Other domestic debt securities | $2,500,000 | 1,842 |
| 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 | $2,500,000 | 1,562 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,473,000 | 4,680 |
| Mortgage-backed securities | $7,170,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $5,378,000 | 3,323 |
| Issued or guaranteed by U.S. | $5,378,000 | 3,311 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,792,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $1,792,000 | 2,271 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $28,762,000 | 3,305 |
| Total debt securities | $28,762,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $5,391,000 | 586 |
| Fair value | $5,341,000 | 585 |
| 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 | $28,088,000 | 3,800 |
| U.S. Government securities | $18,560,000 | 3,987 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,560,000 | 3,833 |
| Securities issued by states & political subdivisions | $7,528,000 | 2,416 |
| Other domestic debt securities | $2,000,000 | 2,129 |
| 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 | $2,000,000 | 1,855 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,900,000 | 2,469 |
| Mortgage-backed securities | $7,999,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $6,145,000 | 3,119 |
| Issued or guaranteed by U.S. | $6,145,000 | 3,107 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,854,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,854,000 | 2,270 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $28,088,000 | 3,300 |
| Total debt securities | $28,087,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $3,896,000 | 661 |
| Fair value | $3,853,000 | 662 |
| 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 | $26,705,000 | 3,867 |
| U.S. Government securities | $19,118,000 | 3,810 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,118,000 | 3,662 |
| Securities issued by states & political subdivisions | $6,087,000 | 2,726 |
| Other domestic debt securities | $1,500,000 | 2,430 |
| 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 | $1,500,000 | 2,131 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,324,000 | 6,298 |
| Mortgage-backed securities | $8,038,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $6,796,000 | 2,983 |
| Issued or guaranteed by U.S. | $6,796,000 | 2,972 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,242,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,705 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $26,705,000 | 3,343 |
| Total debt securities | $26,705,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $4,393,000 | 454 |
| Fair value | $4,427,000 | 454 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $23,518,000 | 4,202 |
| U.S. Government securities | $17,432,000 | 4,071 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,432,000 | 3,909 |
| Securities issued by states & political subdivisions | $4,587,000 | 3,109 |
| Other domestic debt securities | $1,499,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $500,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 2,506 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,634,000 | 4,190 |
| Mortgage-backed securities | $8,753,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $7,457,000 | 2,779 |
| Issued or guaranteed by U.S. | $7,457,000 | 2,766 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,296,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 3,132 |
| Privately issued | $500,000 | 749 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $23,518,000 | 3,610 |
| Total debt securities | $23,518,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $2,593,000 | 511 |
| Fair value | $2,625,000 | 510 |
| 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 | $16,857,000 | 5,147 |
| U.S. Government securities | $12,116,000 | 5,061 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,116,000 | 4,883 |
| Securities issued by states & political subdivisions | $3,530,000 | 3,518 |
| Other domestic debt securities | $1,211,000 | 2,652 |
| 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 | $1,211,000 | 2,318 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,051,000 | 4,044 |
| Mortgage-backed securities | $5,112,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $3,967,000 | 3,745 |
| Issued or guaranteed by U.S. | $3,967,000 | 3,733 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,145,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,893 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $16,857,000 | 4,442 |
| Total debt securities | $16,857,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $1,896,000 | 568 |
| Fair value | $1,927,000 | 565 |
| 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 | $11,248,000 | 6,193 |
| U.S. Government securities | $8,604,000 | 5,911 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,604,000 | 5,683 |
| Securities issued by states & political subdivisions | $747,000 | 5,573 |
| Other domestic debt securities | $1,897,000 | 2,326 |
| 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 | $1,897,000 | 1,979 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,902,000 | 4,054 |
| Mortgage-backed securities | $2,628,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $1,817,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,817,000 | 4,607 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $811,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $811,000 | 3,296 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,248,000 | 5,314 |
| Total debt securities | $11,248,000 | 6,099 |
| Structured notes | ||
| Amortized cost | $300,000 | 708 |
| Fair value | $302,000 | 711 |
| 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 | $9,034,000 | 7,079 |
| U.S. Government securities | $7,007,000 | 6,907 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,007,000 | 6,539 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,109,000 | 2,376 |
| 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 | $1,109,000 | 2,061 |
| Foreign debt securities | NA | NA |
| Equity securities | $918,000 | 2,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,881,000 | 5,173 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,411,000 | 2,441 |
| Available-for-sale securities (fair market value) | $2,623,000 | 7,980 |
| Total debt securities | $8,116,000 | 7,211 |
| Structured notes | ||
| Amortized cost | $300,000 | 722 |
| Fair value | $303,000 | 720 |
| 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 | $4,349,000 | 8,905 |
| U.S. Government securities | $3,414,000 | 8,772 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,414,000 | 8,278 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $395,000 | 3,025 |
| 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 | $395,000 | 2,589 |
| Foreign debt securities | NA | NA |
| Equity securities | $540,000 | 3,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,305,000 | 5,500 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,809,000 | 3,461 |
| Available-for-sale securities (fair market value) | $540,000 | 8,978 |
| Total debt securities | $3,809,000 | 8,984 |
| 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 |