Home > Community First Bank of Glendive > Securities
Community First Bank of Glendive, Securities
| 2013-09-30 | Rank | |
| Total securities | $6,643,000 | 5,863 |
| U.S. Government securities | $6,643,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,643,000 | 5,106 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,000 | 5,528 |
| Mortgage-backed securities | $6,643,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $4,224,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,224,000 | 3,650 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,627,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $1,627,000 | 2,526 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $792,000 | 748 |
| Commercial mortgage pass-through securities | $792,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,643,000 | 5,470 |
| Total debt securities | $6,643,000 | 5,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $7,163,000 | 5,820 |
| U.S. Government securities | $7,163,000 | 5,110 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,163,000 | 4,998 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,000 | 5,527 |
| Mortgage-backed securities | $7,163,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $4,571,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,571,000 | 3,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,799,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 2,519 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $793,000 | 724 |
| Commercial mortgage pass-through securities | $793,000 | 499 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,163,000 | 5,443 |
| Total debt securities | $7,163,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $8,083,000 | 5,769 |
| U.S. Government securities | $8,083,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,083,000 | 4,908 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 5,573 |
| Mortgage-backed securities | $8,083,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $5,184,000 | 3,481 |
| Issued or guaranteed by U.S. | $5,184,000 | 3,478 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,081,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 2,493 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $818,000 | 643 |
| Commercial mortgage pass-through securities | $818,000 | 451 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $8,083,000 | 5,394 |
| Total debt securities | $8,083,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,981,000 | 5,672 |
| U.S. Government securities | $8,981,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,981,000 | 4,761 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 5,549 |
| Mortgage-backed securities | $8,981,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $5,743,000 | 3,367 |
| Issued or guaranteed by U.S. | $5,743,000 | 3,365 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,411,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $2,411,000 | 2,449 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $827,000 | 534 |
| Commercial mortgage pass-through securities | $827,000 | 386 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,981,000 | 5,299 |
| Total debt securities | $8,981,000 | 5,638 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,943,000 | 5,638 |
| U.S. Government securities | $9,943,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,943,000 | 4,703 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,000 | 5,617 |
| Mortgage-backed securities | $9,943,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $6,317,000 | 3,408 |
| Issued or guaranteed by U.S. | $6,317,000 | 3,408 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,798,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $2,798,000 | 2,435 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $828,000 | 501 |
| Commercial mortgage pass-through securities | $828,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,943,000 | 5,259 |
| Total debt securities | $9,943,000 | 5,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,841,000 | 5,592 |
| U.S. Government securities | $10,841,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,841,000 | 4,665 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,000 | 5,666 |
| Mortgage-backed securities | $10,841,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $6,808,000 | 3,333 |
| Issued or guaranteed by U.S. | $6,808,000 | 3,333 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,213,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $3,213,000 | 2,349 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $820,000 | 464 |
| Commercial mortgage pass-through securities | $820,000 | 317 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,841,000 | 5,200 |
| Total debt securities | $10,841,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,731,000 | 5,521 |
| U.S. Government securities | $11,731,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,731,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,000 | 5,659 |
| Mortgage-backed securities | $11,731,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $8,113,000 | 3,104 |
| Issued or guaranteed by U.S. | $8,113,000 | 3,102 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,618,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $3,618,000 | 2,274 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,731,000 | 5,113 |
| Total debt securities | $11,731,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,076,000 | 5,474 |
| U.S. Government securities | $12,076,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,076,000 | 4,523 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,000 | 5,239 |
| Mortgage-backed securities | $11,575,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $8,641,000 | 2,912 |
| Issued or guaranteed by U.S. | $8,641,000 | 2,912 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,934,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 2,326 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,076,000 | 5,051 |
| Total debt securities | $12,076,000 | 5,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $10,711,000 | 5,629 |
| U.S. Government securities | $10,711,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,711,000 | 4,684 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $1,743,000 | 5,227 |
| Mortgage-backed securities | $10,207,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $7,119,000 | 3,122 |
| Issued or guaranteed by U.S. | $7,119,000 | 3,119 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,088,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $3,088,000 | 2,260 |
| 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) | $10,711,000 | 5,200 |
| Total debt securities | $10,711,000 | 5,590 |
| 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 | $12,222,000 | 5,504 |
| U.S. Government securities | $12,222,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,222,000 | 4,578 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $1,782,000 | 5,245 |
| Mortgage-backed securities | $10,725,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $7,489,000 | 3,008 |
| Issued or guaranteed by U.S. | $7,489,000 | 3,002 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,236,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $3,236,000 | 2,182 |
| 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) | $12,222,000 | 5,060 |
| Total debt securities | $12,222,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $989,000 | 2,598 |
| 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 | $10,105,000 | 5,773 |
| U.S. Government securities | $10,105,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,105,000 | 4,885 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $1,804,000 | 5,276 |
| Mortgage-backed securities | $7,623,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $6,241,000 | 3,191 |
| Issued or guaranteed by U.S. | $6,241,000 | 3,184 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,382,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $1,382,000 | 2,618 |
| 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) | $10,105,000 | 5,334 |
| Total debt securities | $10,105,000 | 5,742 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $972,000 | 2,643 |
| 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 | $10,915,000 | 5,581 |
| U.S. Government securities | $10,915,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,915,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $1,356,000 | 5,473 |
| Mortgage-backed securities | $8,449,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $6,661,000 | 2,988 |
| Issued or guaranteed by U.S. | $6,661,000 | 2,979 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,788,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $1,788,000 | 2,450 |
| 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) | $10,915,000 | 5,137 |
| Total debt securities | $10,915,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $951,000 | 2,531 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,679,000 | 5,709 |
| U.S. Government securities | $9,679,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,679,000 | 4,780 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $1,909,000 | 5,348 |
| Mortgage-backed securities | $6,146,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $5,318,000 | 3,247 |
| Issued or guaranteed by U.S. | $5,318,000 | 3,240 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $828,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $828,000 | 2,788 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,679,000 | 5,259 |
| Total debt securities | $9,679,000 | 5,677 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,784 |
| Fair value | $500,000 | 2,893 |
| 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 | $12,195,000 | 5,366 |
| U.S. Government securities | $12,195,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,195,000 | 4,431 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $1,914,000 | 5,404 |
| Mortgage-backed securities | $6,652,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $5,771,000 | 3,175 |
| Issued or guaranteed by U.S. | $5,771,000 | 3,166 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $881,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $881,000 | 2,668 |
| 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) | $12,195,000 | 4,917 |
| Total debt securities | $12,195,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $2,509,000 | 1,779 |
| Fair value | $2,500,000 | 1,834 |
| 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 | $12,590,000 | 5,360 |
| U.S. Government securities | $12,590,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,590,000 | 4,403 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $1,935,000 | 5,457 |
| Mortgage-backed securities | $7,084,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $6,163,000 | 3,195 |
| Issued or guaranteed by U.S. | $6,163,000 | 3,187 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $921,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,608 |
| 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) | $12,590,000 | 4,910 |
| Total debt securities | $12,590,000 | 5,318 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $1,981,000 | 1,892 |
| 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 | $11,590,000 | 5,510 |
| U.S. Government securities | $11,590,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,590,000 | 4,573 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $1,962,000 | 5,495 |
| Mortgage-backed securities | $6,044,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $5,069,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,069,000 | 3,508 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $975,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,555 |
| 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) | $11,590,000 | 5,045 |
| Total debt securities | $11,590,000 | 5,470 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,991,000 | 1,567 |
| 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 | $10,505,000 | 5,745 |
| U.S. Government securities | $10,505,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,505,000 | 4,816 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,490,000 | 5,293 |
| Mortgage-backed securities | $5,422,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $4,403,000 | 3,786 |
| Issued or guaranteed by U.S. | $4,403,000 | 3,775 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,019,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,510 |
| 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) | $10,505,000 | 5,260 |
| Total debt securities | $10,505,000 | 5,706 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,004,000 | 1,576 |
| 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 | $10,003,000 | 5,822 |
| U.S. Government securities | $10,003,000 | 4,984 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,003,000 | 4,890 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,509,000 | 5,289 |
| Mortgage-backed securities | $5,919,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $4,836,000 | 3,718 |
| Issued or guaranteed by U.S. | $4,836,000 | 3,705 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,083,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $1,083,000 | 2,457 |
| 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) | $10,003,000 | 5,320 |
| Total debt securities | $10,003,000 | 5,776 |
| 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 | $11,600,000 | 5,604 |
| U.S. Government securities | $11,600,000 | 4,771 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,600,000 | 4,688 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 5,561 |
| Mortgage-backed securities | $5,979,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $4,804,000 | 3,824 |
| Issued or guaranteed by U.S. | $4,804,000 | 3,811 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,175,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $1,175,000 | 2,443 |
| 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) | $11,600,000 | 5,116 |
| Total debt securities | $11,600,000 | 5,558 |
| 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 | $12,529,000 | 5,500 |
| U.S. Government securities | $12,529,000 | 4,665 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,529,000 | 4,583 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,183,000 | 5,947 |
| Mortgage-backed securities | $5,343,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $4,137,000 | 3,972 |
| Issued or guaranteed by U.S. | $4,137,000 | 3,960 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,206,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $1,206,000 | 2,412 |
| 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) | $12,529,000 | 4,989 |
| Total debt securities | $12,529,000 | 5,455 |
| 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 | $10,475,000 | 5,785 |
| U.S. Government securities | $10,475,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,475,000 | 4,912 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 5,652 |
| Mortgage-backed securities | $3,880,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $3,165,000 | 4,228 |
| Issued or guaranteed by U.S. | $3,165,000 | 4,216 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $715,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $715,000 | 2,617 |
| 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) | $10,475,000 | 5,252 |
| Total debt securities | $10,475,000 | 5,737 |
| 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 | $10,514,000 | 5,833 |
| U.S. Government securities | $10,514,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,514,000 | 4,936 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $1,993,000 | 5,652 |
| Mortgage-backed securities | $2,929,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 4,618 |
| Issued or guaranteed by U.S. | $2,186,000 | 4,599 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $743,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 2,620 |
| 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) | $10,514,000 | 5,306 |
| Total debt securities | $10,514,000 | 5,774 |
| 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 | $10,289,000 | 5,880 |
| U.S. Government securities | $10,289,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,289,000 | 4,974 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,000 | 5,640 |
| Mortgage-backed securities | $2,072,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,262,000 | 4,956 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $810,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,563 |
| 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) | $10,289,000 | 5,349 |
| Total debt securities | $10,289,000 | 5,810 |
| 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 | $8,437,000 | 6,339 |
| U.S. Government securities | $8,437,000 | 5,620 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,437,000 | 5,515 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $2,000,000 | 5,678 |
| Mortgage-backed securities | $823,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $823,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,456 |
| 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) | $8,437,000 | 5,749 |
| Total debt securities | $8,437,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,663 |
| Fair value | $1,002,000 | 1,538 |
| 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 | $9,371,000 | 6,209 |
| U.S. Government securities | $9,371,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,371,000 | 5,383 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $2,000,000 | 5,686 |
| Mortgage-backed securities | $835,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $835,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,403 |
| 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) | $9,371,000 | 5,610 |
| Total debt securities | $9,371,000 | 6,144 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,491 |
| Fair value | $1,499,000 | 1,461 |
| 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 | $9,789,000 | 6,133 |
| U.S. Government securities | $9,789,000 | 5,446 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,789,000 | 5,339 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $1,995,000 | 5,739 |
| Mortgage-backed securities | $871,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $871,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,363 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $9,789,000 | 5,516 |
| Total debt securities | $9,789,000 | 6,080 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,577 |
| Fair value | $1,483,000 | 1,564 |
| 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 | $8,968,000 | 6,351 |
| U.S. Government securities | $8,968,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,968,000 | 5,543 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $3,000,000 | 5,304 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,968,000 | 5,715 |
| Total debt securities | $8,968,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,659 |
| Fair value | $1,490,000 | 1,630 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,457,000 | 6,285 |
| U.S. Government securities | $9,457,000 | 5,602 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,457,000 | 5,480 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $3,000,000 | 5,311 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $8,457,000 | 5,831 |
| Total debt securities | $9,457,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,261 |
| Fair value | $2,492,000 | 1,265 |
| 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 | $9,394,000 | 6,336 |
| U.S. Government securities | $9,394,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,394,000 | 5,532 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $3,999,000 | 4,944 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,908 |
| Available-for-sale securities (fair market value) | $8,394,000 | 5,870 |
| Total debt securities | $9,394,000 | 6,273 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,603 |
| Fair value | $1,978,000 | 1,556 |
| 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 | $10,428,000 | 6,144 |
| U.S. Government securities | $10,428,000 | 5,450 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,428,000 | 5,316 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $3,998,000 | 4,961 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,942 |
| Available-for-sale securities (fair market value) | $9,428,000 | 5,664 |
| Total debt securities | $10,428,000 | 6,084 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,657 |
| Fair value | $1,953,000 | 1,615 |
| 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 | $10,428,000 | 6,186 |
| U.S. Government securities | $10,428,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,428,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,998,000 | 4,955 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,998 |
| Available-for-sale securities (fair market value) | $9,428,000 | 5,719 |
| Total debt securities | $10,428,000 | 6,130 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,660 |
| Fair value | $1,968,000 | 1,605 |
| 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 | $10,416,000 | 6,233 |
| U.S. Government securities | $10,416,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,416,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $3,997,000 | 4,955 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,060 |
| Available-for-sale securities (fair market value) | $9,416,000 | 5,745 |
| Total debt securities | $10,416,000 | 6,177 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,658 |
| Fair value | $1,970,000 | 1,608 |
| 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 | $10,459,000 | 6,236 |
| U.S. Government securities | $10,459,000 | 5,467 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,459,000 | 5,329 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $3,996,000 | 4,948 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $9,459,000 | 5,719 |
| Total debt securities | $10,459,000 | 6,173 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,646 |
| Fair value | $1,985,000 | 1,560 |
| 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 | $10,484,000 | 6,271 |
| U.S. Government securities | $10,484,000 | 5,494 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,484,000 | 5,353 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $3,996,000 | 4,932 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $999,000 | 3,160 |
| Available-for-sale securities (fair market value) | $9,485,000 | 5,743 |
| Total debt securities | $10,484,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,646 |
| Fair value | $1,994,000 | 1,540 |
| 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 | $10,415,000 | 6,366 |
| U.S. Government securities | $10,415,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,415,000 | 5,435 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $3,995,000 | 4,986 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,197 |
| Available-for-sale securities (fair market value) | $9,415,000 | 5,816 |
| Total debt securities | $10,415,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,633 |
| Fair value | $1,973,000 | 1,559 |
| 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 | $11,278,000 | 6,228 |
| U.S. Government securities | $11,278,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,278,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $3,747,000 | 5,055 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 2,883 |
| Available-for-sale securities (fair market value) | $9,528,000 | 5,806 |
| Total debt securities | $11,278,000 | 6,162 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,598 |
| Fair value | $1,995,000 | 1,512 |
| 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 | $11,341,000 | 6,230 |
| U.S. Government securities | $11,341,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,341,000 | 5,248 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $3,747,000 | 5,082 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,750,000 | 2,561 |
| Available-for-sale securities (fair market value) | $8,591,000 | 6,029 |
| Total debt securities | $11,341,000 | 6,162 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,600 |
| Fair value | $2,005,000 | 1,493 |
| 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 | $11,269,000 | 6,306 |
| U.S. Government securities | $11,269,000 | 5,494 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,269,000 | 5,335 |
| 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 | $3,747,000 | 5,067 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $2,750,000 | 2,586 |
| Available-for-sale securities (fair market value) | $8,519,000 | 6,148 |
| Total debt securities | $11,269,000 | 6,230 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,578 |
| Fair value | $1,973,000 | 1,517 |
| 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 | $7,273,000 | 7,194 |
| U.S. Government securities | $7,273,000 | 6,433 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,273,000 | 6,275 |
| 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 | $4,747,000 | 4,638 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $4,251,000 | 2,172 |
| Available-for-sale securities (fair market value) | $3,022,000 | 7,410 |
| Total debt securities | $7,273,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $6,248,000 | 583 |
| Fair value | $6,319,000 | 581 |
| 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 | $10,415,000 | 6,525 |
| U.S. Government securities | $10,415,000 | 5,674 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,415,000 | 5,516 |
| 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 | $4,752,000 | 4,566 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $6,002,000 | 1,914 |
| Available-for-sale securities (fair market value) | $4,413,000 | 7,136 |
| Total debt securities | $10,415,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,001,000 | 7,267 |
| U.S. Government securities | $7,001,000 | 6,466 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,001,000 | 6,280 |
| 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 | $4,752,000 | 4,523 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $7,001,000 | 1,785 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,001,000 | 7,170 |
| 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 | $8,252,000 | 6,896 |
| U.S. Government securities | $8,252,000 | 6,035 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,252,000 | 5,858 |
| 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 | $4,753,000 | 4,495 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $8,252,000 | 1,607 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $8,252,000 | 6,798 |
| 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 | $6,738,000 | 7,345 |
| U.S. Government securities | $6,738,000 | 6,533 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,738,000 | 6,339 |
| 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 | $1,750,000 | 6,038 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $6,738,000 | 1,858 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $6,738,000 | 7,249 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,237,000 | 6,698 |
| U.S. Government securities | $9,237,000 | 5,796 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,237,000 | 5,600 |
| 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 | $1,750,000 | 6,048 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $9,237,000 | 1,565 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $9,237,000 | 6,604 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $500,000 | 1,297 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,525,000 | 7,472 |
| U.S. Government securities | $6,425,000 | 6,666 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,425,000 | 6,432 |
| Securities issued by states & political subdivisions | $100,000 | 6,778 |
| 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 | $1,000,000 | 6,746 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $6,525,000 | 1,985 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $6,525,000 | 7,367 |
| 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 | $6,351,000 | 7,895 |
| U.S. Government securities | $6,149,000 | 7,240 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,149,000 | 6,897 |
| Securities issued by states & political subdivisions | $200,000 | 6,718 |
| Other domestic debt securities | $2,000 | 3,959 |
| 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 | $2,000 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,837,000 | 5,200 |
| 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) | $6,351,000 | 2,455 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $6,351,000 | 7,781 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,422,000 | 8,199 |
| U.S. Government securities | $6,119,000 | 7,558 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,119,000 | 7,027 |
| Securities issued by states & political subdivisions | $301,000 | 6,754 |
| Other domestic debt securities | $2,000 | 3,954 |
| 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 | $2,000 | 3,232 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,085,000 | 5,059 |
| 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) | $6,422,000 | 2,707 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $6,422,000 | 8,068 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $249,000 | 1,100 |
| 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 | $2,800,000 | 9,559 |
| U.S. Government securities | $2,394,000 | 9,264 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $1,894,000 | 8,829 |
| Securities issued by states & political subdivisions | $404,000 | 6,792 |
| Other domestic debt securities | $2,000 | 3,964 |
| 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 | $2,000 | 3,155 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,000 | 7,369 |
| Mortgage-backed securities | $71,000 | 7,626 |
| Certificates of participation in pools of residential mortgages | $71,000 | 7,136 |
| Issued or guaranteed by U.S. | $71,000 | 7,118 |
| 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) | $2,800,000 | 4,297 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,800,000 | 9,447 |
| Structured notes | ||
| Amortized cost | $347,000 | 1,253 |
| Fair value | $339,000 | 1,258 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,190,000 | 9,528 |
| U.S. Government securities | $3,778,000 | 9,188 |
| U.S. Treasury securities | $997,000 | 6,543 |
| U.S. Government agency obligations | $2,781,000 | 8,569 |
| Securities issued by states & political subdivisions | $410,000 | 6,919 |
| Other domestic debt securities | $2,000 | 3,885 |
| 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 | $2,000 | 2,970 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,000 | 8,374 |
| Mortgage-backed securities | $108,000 | 7,864 |
| Certificates of participation in pools of residential mortgages | $108,000 | 7,252 |
| Issued or guaranteed by U.S. | $108,000 | 7,225 |
| 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) | $4,190,000 | 4,475 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $4,190,000 | 9,421 |
| Structured notes | ||
| Amortized cost | $843,000 | 1,555 |
| Fair value | $836,000 | 1,548 |
| 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 | $4,759,000 | 9,864 |
| U.S. Government securities | $4,095,000 | 9,631 |
| U.S. Treasury securities | $1,993,000 | 6,080 |
| U.S. Government agency obligations | $2,102,000 | 9,405 |
| Securities issued by states & political subdivisions | $662,000 | 6,721 |
| Other domestic debt securities | $2,000 | 4,432 |
| 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 | $2,000 | 3,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,987,000 | 6,772 |
| Mortgage-backed securities | $163,000 | 8,272 |
| Certificates of participation in pools of residential mortgages | $163,000 | 7,601 |
| Issued or guaranteed by U.S. | $163,000 | 7,581 |
| 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) | $4,511,000 | 4,911 |
| Available-for-sale securities (fair market value) | $248,000 | 10,035 |
| Total debt securities | $4,759,000 | 9,762 |
| Structured notes | ||
| Amortized cost | $1,841,000 | 1,200 |
| Fair value | $1,846,000 | 1,184 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,125,000 | 10,568 |
| U.S. Government securities | $3,876,000 | 10,131 |
| U.S. Treasury securities | $997,000 | 8,667 |
| U.S. Government agency obligations | $2,879,000 | 9,082 |
| Securities issued by states & political subdivisions | $247,000 | 8,060 |
| Other domestic debt securities | $2,000 | 5,139 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000 | 3,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $202,000 | 8,669 |
| Certificates of participation in pools of residential mortgages | $202,000 | 7,844 |
| Issued or guaranteed by U.S. | $202,000 | 7,814 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,878,000 | 5,547 |
| Available-for-sale securities (fair market value) | $247,000 | 10,474 |
| Total debt securities | $4,125,000 | 10,469 |
| Structured notes | ||
| Amortized cost | $1,338,000 | 2,253 |
| Fair value | $1,348,000 | 2,223 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,164,000 | 11,632 |
| U.S. Government securities | $2,712,000 | 11,411 |
| U.S. Treasury securities | $475,000 | 10,595 |
| U.S. Government agency obligations | $2,237,000 | 9,704 |
| Securities issued by states & political subdivisions | $450,000 | 7,845 |
| Other domestic debt securities | $2,000 | 5,783 |
| 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 | $2,000 | 4,477 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $245,000 | 9,112 |
| Certificates of participation in pools of residential mortgages | $245,000 | 8,171 |
| Issued or guaranteed by U.S. | $245,000 | 8,146 |
| 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) | $3,164,000 | 9,207 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,164,000 | 11,540 |
| 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 | $2,199,000 | 12,490 |
| U.S. Government securities | $1,747,000 | 12,360 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,747,000 | 10,488 |
| Securities issued by states & political subdivisions | $450,000 | 8,034 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,505 |
| Mortgage-backed securities | $757,000 | 8,797 |
| Certificates of participation in pools of residential mortgages | $441,000 | 8,256 |
| Issued or guaranteed by U.S. | $441,000 | 8,199 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $316,000 | 6,063 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 5,799 |
| 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 | $2,197,000 | 12,370 |
| 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 | $2,350,000 | 12,882 |
| U.S. Government securities | $2,348,000 | 12,489 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,348,000 | 10,170 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,000 | 9,920 |
| Mortgage-backed securities | $1,161,000 | 8,688 |
| Certificates of participation in pools of residential mortgages | $675,000 | 8,156 |
| Issued or guaranteed by U.S. | $675,000 | 8,096 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $486,000 | 5,934 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 5,536 |
| 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 | $2,348,000 | 12,762 |
| 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 |