Home > Community Banks of Colorado > Securities
Community Banks of Colorado, Securities
| 2011-09-30 | Rank | |
| Total securities | $21,390,000 | 4,371 |
| U.S. Government securities | $21,129,000 | 3,443 |
| U.S. Treasury securities | $18,023,000 | 190 |
| U.S. Government agency obligations | $3,106,000 | 6,195 |
| Securities issued by states & political subdivisions | $261,000 | 5,507 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,389,000 | 2,029 |
| Mortgage-backed securities | $88,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $88,000 | 5,458 |
| Issued or guaranteed by U.S. | $88,000 | 5,443 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,390,000 | 4,015 |
| Total debt securities | $21,391,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $38,408,000 | 3,105 |
| U.S. Government securities | $38,145,000 | 2,321 |
| U.S. Treasury securities | $35,031,000 | 127 |
| U.S. Government agency obligations | $3,114,000 | 6,306 |
| Securities issued by states & political subdivisions | $263,000 | 5,488 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,408,000 | 1,325 |
| Mortgage-backed securities | $93,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,473 |
| Issued or guaranteed by U.S. | $93,000 | 5,463 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $38,408,000 | 2,837 |
| Total debt securities | $38,406,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $30,394,000 | 3,596 |
| U.S. Government securities | $30,129,000 | 2,773 |
| U.S. Treasury securities | $30,032,000 | 157 |
| U.S. Government agency obligations | $97,000 | 7,077 |
| Securities issued by states & political subdivisions | $265,000 | 5,502 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,394,000 | 1,583 |
| Mortgage-backed securities | $97,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,464 |
| Issued or guaranteed by U.S. | $97,000 | 5,452 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,394,000 | 3,305 |
| Total debt securities | $30,394,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $55,950,000 | 2,213 |
| U.S. Government securities | $55,683,000 | 1,607 |
| U.S. Treasury securities | $14,137,000 | 269 |
| U.S. Government agency obligations | $41,546,000 | 1,974 |
| Securities issued by states & political subdivisions | $267,000 | 5,514 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,950,000 | 930 |
| Mortgage-backed securities | $41,546,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $41,546,000 | 890 |
| Issued or guaranteed by U.S. | $41,546,000 | 884 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $55,950,000 | 2,002 |
| Total debt securities | $55,952,000 | 2,184 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $62,099,000 | 1,994 |
| U.S. Government securities | $61,583,000 | 1,452 |
| U.S. Treasury securities | $18,195,000 | 210 |
| U.S. Government agency obligations | $43,388,000 | 1,874 |
| Securities issued by states & political subdivisions | $516,000 | 5,241 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,099,000 | 847 |
| Mortgage-backed securities | $43,388,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $43,388,000 | 808 |
| Issued or guaranteed by U.S. | $43,388,000 | 801 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $62,099,000 | 1,782 |
| Total debt securities | $62,099,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $68,015,000 | 1,819 |
| U.S. Government securities | $67,496,000 | 1,361 |
| U.S. Treasury securities | $23,125,000 | 172 |
| U.S. Government agency obligations | $44,371,000 | 1,881 |
| Securities issued by states & political subdivisions | $519,000 | 5,202 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,015,000 | 793 |
| Mortgage-backed securities | $44,371,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $44,371,000 | 806 |
| Issued or guaranteed by U.S. | $44,371,000 | 800 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $68,015,000 | 1,616 |
| Total debt securities | $68,012,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $81,096,000 | 1,603 |
| U.S. Government securities | $80,574,000 | 1,171 |
| U.S. Treasury securities | $2,997,000 | 578 |
| U.S. Government agency obligations | $77,577,000 | 1,163 |
| Securities issued by states & political subdivisions | $522,000 | 5,221 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,096,000 | 691 |
| Mortgage-backed securities | $77,577,000 | 815 |
| Certificates of participation in pools of residential mortgages | $72,625,000 | 539 |
| Issued or guaranteed by U.S. | $72,625,000 | 537 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,952,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $4,952,000 | 1,617 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $81,096,000 | 1,418 |
| Total debt securities | $81,097,000 | 1,579 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $61,378,000 | 2,011 |
| U.S. Government securities | $60,855,000 | 1,462 |
| U.S. Treasury securities | $3,000,000 | 524 |
| U.S. Government agency obligations | $57,855,000 | 1,487 |
| Securities issued by states & political subdivisions | $523,000 | 5,248 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,372,000 | 897 |
| Mortgage-backed securities | $57,855,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $57,855,000 | 682 |
| Issued or guaranteed by U.S. | $57,855,000 | 677 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $61,378,000 | 1,784 |
| Total debt securities | $61,377,000 | 1,988 |
| 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 | $66,800,000 | 1,857 |
| U.S. Government securities | $59,060,000 | 1,489 |
| U.S. Treasury securities | $3,001,000 | 486 |
| U.S. Government agency obligations | $56,059,000 | 1,512 |
| Securities issued by states & political subdivisions | $768,000 | 5,098 |
| Other domestic debt securities | $1,587,000 | 2,082 |
| 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 | $1,587,000 | 1,238 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,385,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,340,000 | 834 |
| Mortgage-backed securities | $56,059,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $56,059,000 | 725 |
| Issued or guaranteed by U.S. | $56,059,000 | 716 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $66,800,000 | 1,637 |
| Total debt securities | $61,416,000 | 1,991 |
| 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 | $151,712,000 | 839 |
| U.S. Government securities | $139,016,000 | 642 |
| U.S. Treasury securities | $101,008,000 | 50 |
| U.S. Government agency obligations | $38,008,000 | 2,112 |
| Securities issued by states & political subdivisions | $764,000 | 5,105 |
| Other domestic debt securities | $3,023,000 | 1,653 |
| 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 | $3,023,000 | 903 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $8,909,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,703,000 | 389 |
| Mortgage-backed securities | $38,008,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $38,008,000 | 1,052 |
| Issued or guaranteed by U.S. | $38,008,000 | 1,041 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $151,712,000 | 722 |
| Total debt securities | $142,804,000 | 865 |
| 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 | $108,708,000 | 1,145 |
| U.S. Government securities | $94,721,000 | 911 |
| U.S. Treasury securities | $51,012,000 | 73 |
| U.S. Government agency obligations | $43,709,000 | 1,880 |
| Securities issued by states & political subdivisions | $772,000 | 5,025 |
| Other domestic debt securities | $2,664,000 | 1,667 |
| 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 | $2,664,000 | 979 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,551,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,030,000 | 620 |
| Mortgage-backed securities | $43,709,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $43,709,000 | 966 |
| Issued or guaranteed by U.S. | $43,709,000 | 956 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $108,708,000 | 986 |
| Total debt securities | $98,158,000 | 1,240 |
| 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 | $59,595,000 | 1,971 |
| U.S. Government securities | $41,025,000 | 2,035 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $41,025,000 | 1,991 |
| Securities issued by states & political subdivisions | $760,000 | 4,990 |
| Other domestic debt securities | $3,204,000 | 1,499 |
| 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 | $3,204,000 | 853 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $14,606,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,581,000 | 957 |
| Mortgage-backed securities | $36,013,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $36,013,000 | 1,104 |
| Issued or guaranteed by U.S. | $36,013,000 | 1,094 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $59,595,000 | 1,731 |
| Total debt securities | $44,989,000 | 2,501 |
| 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 | $43,345,000 | 2,555 |
| U.S. Government securities | $25,220,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,220,000 | 2,884 |
| Securities issued by states & political subdivisions | $760,000 | 4,993 |
| 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 | $17,365,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,967,000 | 1,878 |
| Mortgage-backed securities | $10,264,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $10,264,000 | 2,642 |
| Issued or guaranteed by U.S. | $10,264,000 | 2,625 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $43,345,000 | 2,256 |
| Total debt securities | $25,979,000 | 3,691 |
| 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 | $15,870,000 | 5,003 |
| U.S. Government securities | $15,110,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,110,000 | 4,130 |
| Securities issued by states & political subdivisions | $760,000 | 5,031 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,870,000 | 2,594 |
| Mortgage-backed securities | $149,000 | 6,183 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,887 |
| Issued or guaranteed by U.S. | $146,000 | 5,862 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,355 |
| 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) | $15,870,000 | 4,505 |
| Total debt securities | $15,868,000 | 4,947 |
| 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 | $16,988,000 | 4,819 |
| U.S. Government securities | $16,223,000 | 4,039 |
| U.S. Treasury securities | $9,021,000 | 200 |
| U.S. Government agency obligations | $7,202,000 | 5,740 |
| Securities issued by states & political subdivisions | $765,000 | 5,042 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,987,000 | 2,457 |
| Mortgage-backed securities | $192,000 | 6,138 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,829 |
| Issued or guaranteed by U.S. | $186,000 | 5,799 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,325 |
| 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) | $16,988,000 | 4,337 |
| Total debt securities | $16,988,000 | 4,762 |
| 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 | $16,908,000 | 4,884 |
| U.S. Government securities | $16,156,000 | 4,113 |
| U.S. Treasury securities | $10,955,000 | 187 |
| U.S. Government agency obligations | $5,201,000 | 6,419 |
| Securities issued by states & political subdivisions | $752,000 | 5,070 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,908,000 | 2,483 |
| Mortgage-backed securities | $198,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,707 |
| Issued or guaranteed by U.S. | $190,000 | 5,687 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,271 |
| 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) | $16,908,000 | 4,336 |
| Total debt securities | $16,908,000 | 4,834 |
| 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 | $18,955,000 | 4,619 |
| U.S. Government securities | $18,211,000 | 3,873 |
| U.S. Treasury securities | $17,999,000 | 141 |
| U.S. Government agency obligations | $212,000 | 7,975 |
| Securities issued by states & political subdivisions | $744,000 | 5,115 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,955,000 | 2,276 |
| Mortgage-backed securities | $212,000 | 5,966 |
| Certificates of participation in pools of residential mortgages | $200,000 | 5,640 |
| Issued or guaranteed by U.S. | $200,000 | 5,618 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,212 |
| 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) | $18,955,000 | 4,082 |
| Total debt securities | $18,956,000 | 4,566 |
| 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 | $23,391,000 | 4,048 |
| U.S. Government securities | $22,653,000 | 3,327 |
| U.S. Treasury securities | $19,928,000 | 151 |
| U.S. Government agency obligations | $2,725,000 | 7,264 |
| Securities issued by states & political subdivisions | $738,000 | 5,140 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,391,000 | 1,929 |
| Mortgage-backed securities | $233,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,626 |
| Issued or guaranteed by U.S. | $217,000 | 5,605 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,184 |
| 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) | $23,391,000 | 3,564 |
| Total debt securities | $23,393,000 | 4,007 |
| 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 | $23,353,000 | 4,059 |
| U.S. Government securities | $22,609,000 | 3,362 |
| U.S. Treasury securities | $19,874,000 | 164 |
| U.S. Government agency obligations | $2,735,000 | 7,312 |
| Securities issued by states & political subdivisions | $744,000 | 5,185 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,353,000 | 1,934 |
| Mortgage-backed securities | $250,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,622 |
| Issued or guaranteed by U.S. | $230,000 | 5,598 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $20,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,180 |
| 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) | $23,353,000 | 3,565 |
| Total debt securities | $23,353,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,383,000 | 4,352 |
| U.S. Government securities | $20,637,000 | 3,629 |
| U.S. Treasury securities | $17,894,000 | 189 |
| U.S. Government agency obligations | $2,743,000 | 7,350 |
| Securities issued by states & political subdivisions | $746,000 | 5,201 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,383,000 | 2,082 |
| Mortgage-backed securities | $264,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $239,000 | 5,617 |
| Issued or guaranteed by U.S. | $239,000 | 5,592 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $25,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,175 |
| 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) | $21,383,000 | 3,810 |
| Total debt securities | $21,383,000 | 4,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,466,000 | 4,378 |
| U.S. Government securities | $20,666,000 | 3,672 |
| U.S. Treasury securities | $17,912,000 | 197 |
| U.S. Government agency obligations | $2,754,000 | 7,416 |
| Securities issued by states & political subdivisions | $800,000 | 5,189 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,465,000 | 2,069 |
| Mortgage-backed securities | $282,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,613 |
| Issued or guaranteed by U.S. | $253,000 | 5,585 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $29,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,157 |
| 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) | $21,466,000 | 3,829 |
| Total debt securities | $21,466,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $42,695,000 | 2,684 |
| U.S. Government securities | $41,903,000 | 2,080 |
| U.S. Treasury securities | $39,143,000 | 106 |
| U.S. Government agency obligations | $2,760,000 | 7,455 |
| Securities issued by states & political subdivisions | $792,000 | 5,230 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,695,000 | 1,122 |
| Mortgage-backed securities | $306,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,628 |
| Issued or guaranteed by U.S. | $272,000 | 5,603 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $34,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,138 |
| 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) | $42,695,000 | 2,297 |
| Total debt securities | $42,694,000 | 2,642 |
| 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 | $18,918,000 | 4,766 |
| U.S. Government securities | $18,118,000 | 4,074 |
| U.S. Treasury securities | $14,323,000 | 260 |
| U.S. Government agency obligations | $3,795,000 | 7,173 |
| Securities issued by states & political subdivisions | $800,000 | 5,245 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,918,000 | 2,245 |
| Mortgage-backed securities | $337,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,612 |
| Issued or guaranteed by U.S. | $299,000 | 5,588 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,132 |
| 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) | $18,918,000 | 4,133 |
| Total debt securities | $18,918,000 | 4,708 |
| 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 | $27,457,000 | 3,799 |
| U.S. Government securities | $26,656,000 | 3,075 |
| U.S. Treasury securities | $20,835,000 | 202 |
| U.S. Government agency obligations | $5,821,000 | 6,560 |
| Securities issued by states & political subdivisions | $801,000 | 5,269 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,457,000 | 1,639 |
| Mortgage-backed securities | $365,000 | 5,969 |
| Certificates of participation in pools of residential mortgages | $321,000 | 5,623 |
| Issued or guaranteed by U.S. | $321,000 | 5,597 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $44,000 | 3,470 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,141 |
| 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) | $27,457,000 | 3,292 |
| Total debt securities | $27,457,000 | 3,741 |
| 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 | $27,081,000 | 3,800 |
| U.S. Government securities | $26,209,000 | 3,070 |
| U.S. Treasury securities | $20,294,000 | 196 |
| U.S. Government agency obligations | $5,915,000 | 6,547 |
| Securities issued by states & political subdivisions | $872,000 | 5,219 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,081,000 | 1,612 |
| Mortgage-backed securities | $438,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,563 |
| Issued or guaranteed by U.S. | $387,000 | 5,543 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $51,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 3,138 |
| 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) | $27,081,000 | 3,290 |
| Total debt securities | $27,081,000 | 3,745 |
| 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 | $103,363,000 | 1,211 |
| U.S. Government securities | $103,249,000 | 893 |
| U.S. Treasury securities | $97,287,000 | 60 |
| U.S. Government agency obligations | $5,962,000 | 6,560 |
| Securities issued by states & political subdivisions | $114,000 | 6,272 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,362,000 | 496 |
| Mortgage-backed securities | $476,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,585 |
| Issued or guaranteed by U.S. | $416,000 | 5,559 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $60,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,162 |
| 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) | $103,363,000 | 1,037 |
| Total debt securities | $103,362,000 | 1,175 |
| 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 | $44,507,000 | 2,636 |
| U.S. Government securities | $44,393,000 | 2,050 |
| U.S. Treasury securities | $38,385,000 | 130 |
| U.S. Government agency obligations | $6,008,000 | 6,604 |
| Securities issued by states & political subdivisions | $114,000 | 6,307 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,018,000 | 1,097 |
| Mortgage-backed securities | $538,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $469,000 | 5,593 |
| Issued or guaranteed by U.S. | $469,000 | 5,574 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,190 |
| 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) | $44,507,000 | 2,223 |
| Total debt securities | $44,507,000 | 2,589 |
| 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 | $19,077,000 | 4,862 |
| U.S. Government securities | $18,962,000 | 4,006 |
| U.S. Treasury securities | $17,356,000 | 249 |
| U.S. Government agency obligations | $1,606,000 | 8,043 |
| Securities issued by states & political subdivisions | $115,000 | 6,344 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,747,000 | 2,177 |
| Mortgage-backed securities | $605,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,554 |
| Issued or guaranteed by U.S. | $530,000 | 5,535 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $75,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,207 |
| 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) | $19,077,000 | 4,219 |
| Total debt securities | $19,077,000 | 4,804 |
| 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 | $19,037,000 | 4,833 |
| U.S. Government securities | $18,867,000 | 3,985 |
| U.S. Treasury securities | $17,185,000 | 247 |
| U.S. Government agency obligations | $1,682,000 | 8,074 |
| Securities issued by states & political subdivisions | $170,000 | 6,266 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,682,000 | 2,153 |
| Mortgage-backed securities | $680,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $596,000 | 5,515 |
| Issued or guaranteed by U.S. | $596,000 | 5,498 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $84,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,212 |
| 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) | $19,037,000 | 4,201 |
| Total debt securities | $19,038,000 | 4,774 |
| 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 | $18,735,000 | 4,973 |
| U.S. Government securities | $18,735,000 | 4,074 |
| U.S. Treasury securities | $18,734,000 | 250 |
| U.S. Government agency obligations | $1,000 | 8,717 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,734,000 | 2,139 |
| Mortgage-backed securities | $1,000 | 7,269 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,990 |
| Issued or guaranteed by U.S. | $1,000 | 6,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,735,000 | 4,350 |
| Total debt securities | $18,735,000 | 4,908 |
| 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 | $6,291,000 | 7,432 |
| U.S. Government securities | $6,291,000 | 6,743 |
| U.S. Treasury securities | $6,290,000 | 519 |
| U.S. Government agency obligations | $1,000 | 8,738 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,291,000 | 4,098 |
| Mortgage-backed securities | $1,000 | 7,286 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,001 |
| Issued or guaranteed by U.S. | $1,000 | 6,983 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,291,000 | 6,618 |
| Total debt securities | $6,291,000 | 7,354 |
| 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 | $5,286,000 | 7,731 |
| U.S. Government securities | $5,286,000 | 7,137 |
| U.S. Treasury securities | $5,285,000 | 636 |
| U.S. Government agency obligations | $1,000 | 8,794 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,286,000 | 4,368 |
| Mortgage-backed securities | $1,000 | 7,327 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,067 |
| Issued or guaranteed by U.S. | $1,000 | 7,041 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,286,000 | 6,906 |
| Total debt securities | $5,286,000 | 7,652 |
| 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 | $3,297,000 | 8,214 |
| U.S. Government securities | $3,297,000 | 7,711 |
| U.S. Treasury securities | $3,296,000 | 854 |
| U.S. Government agency obligations | $1,000 | 8,833 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,297,000 | 5,141 |
| Mortgage-backed securities | $1,000 | 7,369 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,110 |
| Issued or guaranteed by U.S. | $1,000 | 7,083 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,297,000 | 7,380 |
| Total debt securities | $3,297,000 | 8,128 |
| 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 | $4,296,000 | 7,960 |
| U.S. Government securities | $4,296,000 | 7,335 |
| U.S. Treasury securities | $4,295,000 | 728 |
| U.S. Government agency obligations | $1,000 | 8,854 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,296,000 | 4,671 |
| Mortgage-backed securities | $1,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,133 |
| Issued or guaranteed by U.S. | $1,000 | 7,110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,296,000 | 7,134 |
| Total debt securities | $4,296,000 | 7,871 |
| 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 | $6,375,000 | 7,432 |
| U.S. Government securities | $6,375,000 | 6,660 |
| U.S. Treasury securities | $5,368,000 | 632 |
| U.S. Government agency obligations | $1,007,000 | 8,483 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,375,000 | 3,930 |
| Mortgage-backed securities | $2,000 | 7,427 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,128 |
| Issued or guaranteed by U.S. | $2,000 | 7,106 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,375,000 | 6,605 |
| Total debt securities | $6,375,000 | 7,338 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,005,000 | 1,015 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,399,000 | 7,423 |
| U.S. Government securities | $6,399,000 | 6,683 |
| U.S. Treasury securities | $5,385,000 | 659 |
| U.S. Government agency obligations | $1,014,000 | 8,528 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,399,000 | 3,917 |
| Mortgage-backed securities | $2,000 | 7,439 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,124 |
| Issued or guaranteed by U.S. | $2,000 | 7,100 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,399,000 | 6,582 |
| Total debt securities | $6,400,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,012,000 | 850 |
| 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 | $4,092,000 | 8,211 |
| U.S. Government securities | $4,092,000 | 7,612 |
| U.S. Treasury securities | $4,089,000 | 903 |
| U.S. Government agency obligations | $3,000 | 9,180 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,092,000 | 4,784 |
| Mortgage-backed securities | $3,000 | 7,492 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,131 |
| Issued or guaranteed by U.S. | $3,000 | 7,107 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,092,000 | 7,258 |
| Total debt securities | $4,092,000 | 8,109 |
| 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 | $6,981,000 | 7,680 |
| U.S. Government securities | $4,100,000 | 8,129 |
| U.S. Treasury securities | $100,000 | 4,079 |
| U.S. Government agency obligations | $4,000,000 | 7,835 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,881,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 5,035 |
| Mortgage-backed securities | $3,000 | 7,509 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,128 |
| Issued or guaranteed by U.S. | $3,000 | 7,102 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,981,000 | 6,598 |
| Total debt securities | $4,100,000 | 8,555 |
| 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 | $10,151,000 | 7,031 |
| U.S. Government securities | $9,438,000 | 6,291 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $9,338,000 | 5,800 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $713,000 | 3,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,438,000 | 3,279 |
| Mortgage-backed securities | $3,000 | 7,881 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,467 |
| Issued or guaranteed by U.S. | $3,000 | 7,444 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,151,000 | 5,822 |
| Total debt securities | $9,438,000 | 7,128 |
| 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 | $283,000 | 10,252 |
| U.S. Government securities | $6,000 | 10,176 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,000 | 9,910 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000 | 8,357 |
| Mortgage-backed securities | $6,000 | 8,061 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,635 |
| Issued or guaranteed by U.S. | $6,000 | 7,612 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $283,000 | 9,275 |
| Total debt securities | $6,000 | 10,225 |
| 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 | $1,340,000 | 10,492 |
| U.S. Government securities | $1,109,000 | 10,357 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,109,000 | 9,618 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $231,000 | 5,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 7,470 |
| Mortgage-backed securities | $9,000 | 8,411 |
| Certificates of participation in pools of residential mortgages | $9,000 | 7,914 |
| Issued or guaranteed by U.S. | $9,000 | 7,890 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,100,000 | 6,210 |
| Available-for-sale securities (fair market value) | $240,000 | 9,684 |
| Total debt securities | $1,109,000 | 10,455 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $299,000 | 2,353 |
| 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 | $7,685,000 | 8,728 |
| U.S. Government securities | $7,498,000 | 8,059 |
| U.S. Treasury securities | $601,000 | 7,849 |
| U.S. Government agency obligations | $6,897,000 | 6,753 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $150,000 | 3,572 |
| 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 | $150,000 | 2,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,299,000 | 3,683 |
| Mortgage-backed securities | $12,000 | 8,963 |
| Certificates of participation in pools of residential mortgages | $12,000 | 8,431 |
| Issued or guaranteed by U.S. | $12,000 | 8,403 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,636,000 | 3,785 |
| Available-for-sale securities (fair market value) | $49,000 | 10,346 |
| Total debt securities | $7,648,000 | 8,640 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,402 |
| Fair value | $550,000 | 2,401 |
| 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 | $12,556,000 | 7,406 |
| U.S. Government securities | $12,270,000 | 6,490 |
| U.S. Treasury securities | $6,002,000 | 4,088 |
| U.S. Government agency obligations | $6,268,000 | 7,046 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| Other domestic debt securities | $149,000 | 4,207 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,757,000 | 3,897 |
| Mortgage-backed securities | $164,000 | 8,788 |
| 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 | $149,000 | 5,596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $149,000 | 1,419 |
| 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) | $12,504,000 | 2,894 |
| Available-for-sale securities (fair market value) | $52,000 | 10,804 |
| Total debt securities | $12,519,000 | 7,288 |
| Structured notes | ||
| Amortized cost | $699,000 | 3,228 |
| Fair value | $679,000 | 3,236 |
| 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 | $6,554,000 | 10,119 |
| U.S. Government securities | $5,954,000 | 9,672 |
| U.S. Treasury securities | $590,000 | 10,283 |
| U.S. Government agency obligations | $5,364,000 | 7,504 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $462,000 | 3,735 |
| 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 | $462,000 | 3,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,088,000 | 4,685 |
| Mortgage-backed securities | $17,000 | 9,976 |
| Certificates of participation in pools of residential mortgages | $17,000 | 9,275 |
| Issued or guaranteed by U.S. | $17,000 | 9,245 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,499,000 | 7,166 |
| Available-for-sale securities (fair market value) | $55,000 | 10,888 |
| Total debt securities | $6,516,000 | 10,033 |
| 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 | $3,324,000 | 12,021 |
| U.S. Government securities | $3,065,000 | 11,610 |
| U.S. Treasury securities | $554,000 | 10,691 |
| U.S. Government agency obligations | $2,511,000 | 9,798 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $221,000 | 5,174 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 4,055 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,049,000 | 5,948 |
| Mortgage-backed securities | $28,000 | 10,559 |
| Certificates of participation in pools of residential mortgages | $28,000 | 9,778 |
| Issued or guaranteed by U.S. | $28,000 | 9,726 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,286,000 | 11,927 |
| 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 | $3,363,000 | 12,412 |
| U.S. Government securities | $2,862,000 | 12,191 |
| U.S. Treasury securities | $453,000 | 11,495 |
| U.S. Government agency obligations | $2,409,000 | 10,109 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $501,000 | 5,058 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 3,788 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,832,000 | 6,142 |
| Mortgage-backed securities | $113,000 | 10,728 |
| Certificates of participation in pools of residential mortgages | $43,000 | 10,050 |
| Issued or guaranteed by U.S. | $43,000 | 9,975 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $70,000 | 7,066 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 6,469 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,363,000 | 12,297 |
| 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 |