Home > F & M Bank, National Association, Oklahoma City, Oklahoma > Securities
F & M Bank, National Association, Oklahoma City, Oklahoma, Securities
| 2011-09-30 | Rank | |
| Total securities | $16,029,000 | 4,951 |
| U.S. Government securities | $7,088,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,088,000 | 5,340 |
| Securities issued by states & political subdivisions | $8,440,000 | 2,816 |
| Other domestic debt securities | $501,000 | 2,319 |
| 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 | $501,000 | 1,694 |
| 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 | $11,660,000 | 2,943 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $16,029,000 | 4,541 |
| Total debt securities | $16,028,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $1,896,000 | 1,887 |
| Fair value | $1,917,000 | 1,879 |
| 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 | $21,242,000 | 4,428 |
| U.S. Government securities | $9,665,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,665,000 | 4,981 |
| Securities issued by states & political subdivisions | $11,070,000 | 2,374 |
| Other domestic debt securities | $507,000 | 2,241 |
| 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 | $507,000 | 1,603 |
| 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 | $16,597,000 | 2,443 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $21,242,000 | 4,068 |
| Total debt securities | $21,242,000 | 4,398 |
| Structured notes | ||
| Amortized cost | $2,925,000 | 1,686 |
| Fair value | $2,955,000 | 1,678 |
| 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 | $18,816,000 | 4,683 |
| U.S. Government securities | $9,699,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,699,000 | 4,969 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,697 |
| Other domestic debt securities | $501,000 | 2,320 |
| 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 | $501,000 | 1,665 |
| 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 | $13,118,000 | 2,777 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,816,000 | 4,283 |
| Total debt securities | $18,815,000 | 4,645 |
| Structured notes | ||
| Amortized cost | $2,948,000 | 1,743 |
| Fair value | $2,964,000 | 1,712 |
| 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 | $15,086,000 | 5,020 |
| U.S. Government securities | $6,754,000 | 5,506 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,754,000 | 5,395 |
| Securities issued by states & political subdivisions | $7,826,000 | 2,831 |
| Other domestic debt securities | $506,000 | 2,449 |
| 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 | $506,000 | 1,653 |
| 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 | $12,365,000 | 2,829 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $15,086,000 | 4,584 |
| Total debt securities | $15,086,000 | 4,985 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,986 |
| Fair value | $2,007,000 | 1,868 |
| 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 | $16,204,000 | 4,818 |
| U.S. Government securities | $7,319,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,319,000 | 5,228 |
| Securities issued by states & political subdivisions | $8,384,000 | 2,640 |
| Other domestic debt securities | $501,000 | 2,556 |
| 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 | $501,000 | 1,699 |
| 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 | $12,894,000 | 2,790 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $16,204,000 | 4,408 |
| Total debt securities | $16,205,000 | 4,778 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,523,000 | 2,138 |
| 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 | $14,396,000 | 5,064 |
| U.S. Government securities | $7,804,000 | 5,387 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,804,000 | 5,271 |
| Securities issued by states & political subdivisions | $6,086,000 | 2,987 |
| Other domestic debt securities | $506,000 | 2,542 |
| 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 | $506,000 | 1,641 |
| 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 | $11,660,000 | 2,984 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $14,396,000 | 4,641 |
| Total debt securities | $14,395,000 | 5,031 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,788 |
| Fair value | $2,519,000 | 1,797 |
| 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 | $12,315,000 | 5,409 |
| U.S. Government securities | $6,155,000 | 5,828 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,155,000 | 5,714 |
| Securities issued by states & political subdivisions | $5,659,000 | 3,075 |
| Other domestic debt securities | $501,000 | 2,615 |
| 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 | $501,000 | 1,679 |
| 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 | $11,618,000 | 3,075 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,315,000 | 4,955 |
| Total debt securities | $12,314,000 | 5,367 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,298 |
| Fair value | $3,487,000 | 1,300 |
| 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 | $13,377,000 | 5,251 |
| U.S. Government securities | $6,194,000 | 5,805 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,194,000 | 5,701 |
| Securities issued by states & political subdivisions | $6,678,000 | 2,830 |
| Other domestic debt securities | $505,000 | 2,656 |
| 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 | $505,000 | 1,705 |
| 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 | $7,248,000 | 3,855 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $13,377,000 | 4,805 |
| Total debt securities | $13,377,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,818 |
| Fair value | $1,504,000 | 1,766 |
| 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 | $13,081,000 | 5,327 |
| U.S. Government securities | $6,395,000 | 5,786 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,395,000 | 5,697 |
| Securities issued by states & political subdivisions | $6,185,000 | 2,944 |
| Other domestic debt securities | $501,000 | 2,772 |
| 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 | $501,000 | 1,811 |
| 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 | $12,217,000 | 2,997 |
| Mortgage-backed securities | $166,000 | 6,009 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,691 |
| Issued or guaranteed by U.S. | $166,000 | 5,672 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,081,000 | 4,880 |
| Total debt securities | $13,080,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $501,000 | 2,069 |
| 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 | $10,039,000 | 5,815 |
| U.S. Government securities | $6,383,000 | 5,819 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,383,000 | 5,733 |
| Securities issued by states & political subdivisions | $3,158,000 | 3,830 |
| Other domestic debt securities | $498,000 | 2,834 |
| 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 | $498,000 | 1,873 |
| 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 | $9,170,000 | 3,501 |
| Mortgage-backed securities | $174,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $174,000 | 5,737 |
| Issued or guaranteed by U.S. | $174,000 | 5,718 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,039,000 | 5,315 |
| Total debt securities | $10,040,000 | 5,769 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $498,000 | 1,607 |
| 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 | $14,201,000 | 5,203 |
| U.S. Government securities | $8,918,000 | 5,308 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,918,000 | 5,229 |
| Securities issued by states & political subdivisions | $4,827,000 | 3,187 |
| Other domestic debt securities | $456,000 | 2,808 |
| 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 | $456,000 | 2,006 |
| 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 | $11,107,000 | 3,233 |
| Mortgage-backed securities | $191,000 | 6,079 |
| Certificates of participation in pools of residential mortgages | $191,000 | 5,772 |
| Issued or guaranteed by U.S. | $191,000 | 5,754 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $14,201,000 | 4,718 |
| Total debt securities | $14,200,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $456,000 | 1,418 |
| 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 | $14,350,000 | 5,213 |
| U.S. Government securities | $8,563,000 | 5,457 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,563,000 | 5,374 |
| Securities issued by states & political subdivisions | $5,297,000 | 3,039 |
| Other domestic debt securities | $490,000 | 2,718 |
| 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 | $490,000 | 1,929 |
| 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 | $11,165,000 | 3,267 |
| Mortgage-backed securities | $198,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,778 |
| Issued or guaranteed by U.S. | $198,000 | 5,757 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,350,000 | 4,706 |
| Total debt securities | $14,350,000 | 5,170 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $490,000 | 1,434 |
| 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 | $14,253,000 | 5,173 |
| U.S. Government securities | $8,491,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,491,000 | 5,366 |
| Securities issued by states & political subdivisions | $5,274,000 | 3,021 |
| Other domestic debt securities | $488,000 | 2,684 |
| 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 | $488,000 | 1,907 |
| 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 | $12,997,000 | 2,992 |
| Mortgage-backed securities | $211,000 | 6,077 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,764 |
| Issued or guaranteed by U.S. | $211,000 | 5,746 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,253,000 | 4,656 |
| Total debt securities | $14,252,000 | 5,131 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $488,000 | 1,425 |
| 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 | $13,787,000 | 5,281 |
| U.S. Government securities | $8,511,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,511,000 | 5,372 |
| Securities issued by states & political subdivisions | $4,781,000 | 3,178 |
| Other domestic debt securities | $495,000 | 2,647 |
| 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 | $495,000 | 1,916 |
| 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 | $10,383,000 | 3,318 |
| Mortgage-backed securities | $218,000 | 6,099 |
| Certificates of participation in pools of residential mortgages | $218,000 | 5,780 |
| Issued or guaranteed by U.S. | $218,000 | 5,756 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $13,787,000 | 4,793 |
| Total debt securities | $13,787,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $495,000 | 1,451 |
| 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 | $14,433,000 | 5,199 |
| U.S. Government securities | $8,620,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,620,000 | 5,347 |
| Securities issued by states & political subdivisions | $5,313,000 | 3,035 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| 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 | $10,281,000 | 3,311 |
| Mortgage-backed securities | $233,000 | 6,081 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,749 |
| Issued or guaranteed by U.S. | $233,000 | 5,718 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,433,000 | 4,700 |
| Total debt securities | $14,434,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $500,000 | 1,593 |
| 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 | $19,579,000 | 4,515 |
| U.S. Government securities | $13,556,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,556,000 | 4,480 |
| Securities issued by states & political subdivisions | $5,527,000 | 2,967 |
| Other domestic debt securities | $496,000 | 2,441 |
| 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 | $496,000 | 1,778 |
| 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 | $10,131,000 | 3,374 |
| Mortgage-backed securities | $241,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,624 |
| Issued or guaranteed by U.S. | $241,000 | 5,602 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $19,579,000 | 4,002 |
| Total debt securities | $19,579,000 | 4,461 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,271 |
| Fair value | $1,497,000 | 1,313 |
| 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 | $21,337,000 | 4,323 |
| U.S. Government securities | $15,367,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,367,000 | 4,211 |
| Securities issued by states & political subdivisions | $5,481,000 | 2,941 |
| Other domestic debt securities | $489,000 | 2,391 |
| 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 | $489,000 | 1,758 |
| 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 | $11,007,000 | 3,256 |
| Mortgage-backed securities | $254,000 | 5,909 |
| Certificates of participation in pools of residential mortgages | $254,000 | 5,547 |
| Issued or guaranteed by U.S. | $254,000 | 5,525 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $21,337,000 | 3,806 |
| Total debt securities | $21,337,000 | 4,274 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,076 |
| Fair value | $2,476,000 | 1,099 |
| 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 | $20,707,000 | 4,394 |
| U.S. Government securities | $15,122,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,122,000 | 4,269 |
| Securities issued by states & political subdivisions | $5,107,000 | 3,042 |
| Other domestic debt securities | $478,000 | 2,360 |
| 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 | $478,000 | 1,749 |
| 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 | $11,006,000 | 3,259 |
| Mortgage-backed securities | $271,000 | 5,900 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,533 |
| Issued or guaranteed by U.S. | $271,000 | 5,513 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,707,000 | 3,869 |
| Total debt securities | $20,707,000 | 4,346 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,140 |
| Fair value | $2,442,000 | 1,175 |
| 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 | $17,281,000 | 4,880 |
| U.S. Government securities | $14,436,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,436,000 | 4,406 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,101 |
| Other domestic debt securities | $485,000 | 2,368 |
| 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 | $485,000 | 1,781 |
| 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 | $11,156,000 | 3,227 |
| Mortgage-backed securities | $291,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,518 |
| Issued or guaranteed by U.S. | $291,000 | 5,493 |
| 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) | $17,281,000 | 4,304 |
| Total debt securities | $17,280,000 | 4,831 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,183 |
| Fair value | $2,481,000 | 1,201 |
| 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 | $11,734,000 | 5,831 |
| U.S. Government securities | $8,197,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,197,000 | 5,768 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,795 |
| Other domestic debt securities | $483,000 | 2,401 |
| 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 | $483,000 | 1,826 |
| 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 | $6,756,000 | 4,090 |
| Mortgage-backed securities | $305,000 | 5,885 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,505 |
| Issued or guaranteed by U.S. | $305,000 | 5,484 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,734,000 | 5,216 |
| Total debt securities | $11,734,000 | 5,778 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,262 |
| Fair value | $2,475,000 | 1,281 |
| 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 | $12,702,000 | 5,714 |
| U.S. Government securities | $9,172,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,172,000 | 5,591 |
| Securities issued by states & political subdivisions | $3,050,000 | 3,763 |
| Other domestic debt securities | $480,000 | 2,441 |
| 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 | $480,000 | 1,870 |
| 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 | $7,725,000 | 3,881 |
| Mortgage-backed securities | $325,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $325,000 | 5,500 |
| Issued or guaranteed by U.S. | $325,000 | 5,473 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,702,000 | 5,073 |
| Total debt securities | $12,701,000 | 5,665 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,079 |
| Fair value | $3,457,000 | 1,091 |
| 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 | $13,012,000 | 5,690 |
| U.S. Government securities | $9,098,000 | 5,748 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,098,000 | 5,618 |
| Securities issued by states & political subdivisions | $3,445,000 | 3,604 |
| Other domestic debt securities | $469,000 | 2,465 |
| 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 | $469,000 | 1,910 |
| 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 | $7,127,000 | 4,019 |
| Mortgage-backed securities | $341,000 | 5,891 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,512 |
| Issued or guaranteed by U.S. | $341,000 | 5,487 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,012,000 | 5,033 |
| Total debt securities | $13,013,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,131 |
| Fair value | $3,423,000 | 1,137 |
| 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 | $13,531,000 | 5,638 |
| U.S. Government securities | $9,175,000 | 5,800 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,175,000 | 5,660 |
| Securities issued by states & political subdivisions | $3,633,000 | 3,547 |
| Other domestic debt securities | $723,000 | 2,236 |
| 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 | $723,000 | 1,711 |
| 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 | $7,264,000 | 3,974 |
| Mortgage-backed securities | $368,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,498 |
| Issued or guaranteed by U.S. | $368,000 | 5,475 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,531,000 | 4,959 |
| Total debt securities | $13,530,000 | 5,582 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,146 |
| Fair value | $3,481,000 | 1,142 |
| 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 | $13,955,000 | 5,558 |
| U.S. Government securities | $9,202,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,202,000 | 5,627 |
| Securities issued by states & political subdivisions | $4,028,000 | 3,416 |
| Other domestic debt securities | $725,000 | 2,318 |
| 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 | $725,000 | 1,815 |
| 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 | $6,713,000 | 4,090 |
| Mortgage-backed securities | $392,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $392,000 | 5,507 |
| Issued or guaranteed by U.S. | $392,000 | 5,482 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,955,000 | 4,888 |
| Total debt securities | $13,954,000 | 5,510 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,139 |
| Fair value | $3,435,000 | 1,165 |
| 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 | $16,185,000 | 5,179 |
| U.S. Government securities | $11,323,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,323,000 | 5,103 |
| Securities issued by states & political subdivisions | $4,127,000 | 3,367 |
| Other domestic debt securities | $735,000 | 2,348 |
| 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 | $735,000 | 1,871 |
| 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 | $7,764,000 | 3,828 |
| Mortgage-backed securities | $432,000 | 5,932 |
| Certificates of participation in pools of residential mortgages | $432,000 | 5,502 |
| Issued or guaranteed by U.S. | $432,000 | 5,480 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,185,000 | 4,512 |
| Total debt securities | $16,185,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,456,000 | 1,135 |
| 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 | $16,308,000 | 5,198 |
| U.S. Government securities | $11,409,000 | 5,284 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,409,000 | 5,127 |
| Securities issued by states & political subdivisions | $4,164,000 | 3,334 |
| Other domestic debt securities | $735,000 | 2,426 |
| 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 | $735,000 | 1,959 |
| 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 | $4,789,000 | 4,663 |
| Mortgage-backed securities | $485,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,498 |
| Issued or guaranteed by U.S. | $485,000 | 5,471 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,308,000 | 4,535 |
| Total debt securities | $16,307,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,110 |
| Fair value | $3,468,000 | 1,137 |
| 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 | $16,669,000 | 5,198 |
| U.S. Government securities | $11,383,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,383,000 | 5,218 |
| Securities issued by states & political subdivisions | $4,564,000 | 3,173 |
| Other domestic debt securities | $722,000 | 2,512 |
| 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 | $722,000 | 2,068 |
| 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 | $4,791,000 | 4,684 |
| Mortgage-backed securities | $530,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,520 |
| Issued or guaranteed by U.S. | $530,000 | 5,500 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,669,000 | 4,544 |
| Total debt securities | $16,669,000 | 5,139 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,446,000 | 1,123 |
| 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 | $13,403,000 | 5,794 |
| U.S. Government securities | $9,054,000 | 5,920 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,054,000 | 5,772 |
| Securities issued by states & political subdivisions | $3,609,000 | 3,561 |
| Other domestic debt securities | $740,000 | 2,530 |
| 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 | $740,000 | 2,121 |
| 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 | $4,788,000 | 4,673 |
| Mortgage-backed securities | $580,000 | 5,953 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,504 |
| Issued or guaranteed by U.S. | $580,000 | 5,485 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $13,403,000 | 5,077 |
| Total debt securities | $13,403,000 | 5,726 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,330 |
| Fair value | $2,478,000 | 1,362 |
| 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 | $16,115,000 | 5,339 |
| U.S. Government securities | $11,168,000 | 5,441 |
| U.S. Treasury securities | $1,001,000 | 1,306 |
| U.S. Government agency obligations | $10,167,000 | 5,509 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,442 |
| Other domestic debt securities | $998,000 | 2,385 |
| 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 | $998,000 | 2,021 |
| 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 | $4,788,000 | 4,693 |
| Mortgage-backed securities | $639,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,468 |
| Issued or guaranteed by U.S. | $639,000 | 5,452 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,115,000 | 4,648 |
| Total debt securities | $16,115,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,355 |
| Fair value | $2,496,000 | 1,374 |
| 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 | $15,280,000 | 5,517 |
| U.S. Government securities | $10,620,000 | 5,637 |
| U.S. Treasury securities | $1,002,000 | 1,368 |
| U.S. Government agency obligations | $9,618,000 | 5,703 |
| Securities issued by states & political subdivisions | $3,474,000 | 3,625 |
| Other domestic debt securities | $1,186,000 | 2,285 |
| 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 | $1,186,000 | 1,914 |
| 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 | $4,302,000 | 4,846 |
| Mortgage-backed securities | $683,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,492 |
| Issued or guaranteed by U.S. | $683,000 | 5,475 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,280,000 | 4,845 |
| Total debt securities | $15,280,000 | 5,447 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,333 |
| Fair value | $2,445,000 | 1,355 |
| 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 | $15,523,000 | 5,465 |
| U.S. Government securities | $11,215,000 | 5,455 |
| U.S. Treasury securities | $1,007,000 | 1,346 |
| U.S. Government agency obligations | $10,208,000 | 5,544 |
| Securities issued by states & political subdivisions | $3,601,000 | 3,576 |
| Other domestic debt securities | $707,000 | 2,770 |
| 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 | $707,000 | 2,372 |
| 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 | $4,217,000 | 4,833 |
| Mortgage-backed securities | $790,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $790,000 | 5,432 |
| Issued or guaranteed by U.S. | $790,000 | 5,414 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,523,000 | 4,797 |
| Total debt securities | $15,523,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,020,000 | 1,307 |
| 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 | $15,282,000 | 5,571 |
| U.S. Government securities | $11,819,000 | 5,348 |
| U.S. Treasury securities | $1,008,000 | 1,435 |
| U.S. Government agency obligations | $10,811,000 | 5,403 |
| Securities issued by states & political subdivisions | $2,754,000 | 3,984 |
| Other domestic debt securities | $709,000 | 2,823 |
| 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 | $709,000 | 2,500 |
| 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 | $3,627,000 | 5,005 |
| Mortgage-backed securities | $840,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $840,000 | 5,418 |
| Issued or guaranteed by U.S. | $840,000 | 5,396 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,282,000 | 4,860 |
| Total debt securities | $15,282,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $16,240,000 | 5,321 |
| U.S. Government securities | $12,203,000 | 5,113 |
| U.S. Treasury securities | $1,009,000 | 1,489 |
| U.S. Government agency obligations | $11,194,000 | 5,167 |
| Securities issued by states & political subdivisions | $2,776,000 | 3,978 |
| Other domestic debt securities | $1,261,000 | 2,483 |
| 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 | $1,261,000 | 2,176 |
| 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 | $6,036,000 | 4,073 |
| Mortgage-backed securities | $921,000 | 5,879 |
| Certificates of participation in pools of residential mortgages | $921,000 | 5,372 |
| Issued or guaranteed by U.S. | $921,000 | 5,347 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,240,000 | 4,659 |
| Total debt securities | $16,240,000 | 5,231 |
| 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 | $18,924,000 | 4,840 |
| U.S. Government securities | $14,426,000 | 4,606 |
| U.S. Treasury securities | $1,014,000 | 1,501 |
| U.S. Government agency obligations | $13,412,000 | 4,647 |
| Securities issued by states & political subdivisions | $2,977,000 | 3,837 |
| Other domestic debt securities | $1,521,000 | 2,414 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,521,000 | 2,115 |
| 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 | $6,206,000 | 3,965 |
| Mortgage-backed securities | $1,130,000 | 5,827 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 5,229 |
| Issued or guaranteed by U.S. | $1,130,000 | 5,208 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,924,000 | 4,216 |
| Total debt securities | $18,924,000 | 4,745 |
| 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 | $16,722,000 | 5,202 |
| U.S. Government securities | $12,482,000 | 4,993 |
| U.S. Treasury securities | $1,007,000 | 1,583 |
| U.S. Government agency obligations | $11,475,000 | 5,063 |
| Securities issued by states & political subdivisions | $2,974,000 | 3,775 |
| Other domestic debt securities | $1,266,000 | 2,593 |
| 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 | $1,266,000 | 2,262 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,389,000 | 3,928 |
| Mortgage-backed securities | $1,234,000 | 5,773 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 5,166 |
| Issued or guaranteed by U.S. | $1,234,000 | 5,148 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $16,722,000 | 4,500 |
| Total debt securities | $16,722,000 | 5,104 |
| 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 | $18,773,000 | 4,833 |
| U.S. Government securities | $14,144,000 | 4,632 |
| U.S. Treasury securities | $1,003,000 | 1,693 |
| U.S. Government agency obligations | $13,141,000 | 4,663 |
| Securities issued by states & political subdivisions | $3,056,000 | 3,726 |
| Other domestic debt securities | $1,573,000 | 2,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,573,000 | 2,111 |
| 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 | $7,860,000 | 3,530 |
| Mortgage-backed securities | $1,372,000 | 5,681 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 5,058 |
| Issued or guaranteed by U.S. | $1,372,000 | 5,040 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,773,000 | 4,168 |
| Total debt securities | $18,773,000 | 4,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,050,000 | 5,562 |
| U.S. Government securities | $10,347,000 | 5,429 |
| U.S. Treasury securities | $2,543,000 | 1,228 |
| U.S. Government agency obligations | $7,804,000 | 5,937 |
| Securities issued by states & political subdivisions | $2,669,000 | 3,937 |
| Other domestic debt securities | $1,034,000 | 2,854 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,034,000 | 2,453 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,180,000 | 4,739 |
| Mortgage-backed securities | $722,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,472 |
| Issued or guaranteed by U.S. | $722,000 | 5,451 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,050,000 | 4,749 |
| Total debt securities | $14,050,000 | 5,473 |
| 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 | $11,553,000 | 6,350 |
| U.S. Government securities | $8,493,000 | 6,339 |
| U.S. Treasury securities | $4,528,000 | 1,147 |
| U.S. Government agency obligations | $3,965,000 | 7,859 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,746 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $125,000 | 6,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,319,000 | 4,521 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $11,553,000 | 5,334 |
| Total debt securities | $11,428,000 | 6,256 |
| 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 | $9,230,000 | 7,307 |
| U.S. Government securities | $6,996,000 | 7,179 |
| U.S. Treasury securities | $3,973,000 | 1,877 |
| U.S. Government agency obligations | $3,023,000 | 8,446 |
| Securities issued by states & political subdivisions | $2,111,000 | 4,539 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $123,000 | 6,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,869,000 | 4,691 |
| Mortgage-backed securities | $616,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $119,000 | 6,652 |
| Issued or guaranteed by U.S. | $119,000 | 6,633 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $497,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 3,365 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,230,000 | 6,091 |
| Total debt securities | $9,107,000 | 7,226 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,906,000 | 6,836 |
| U.S. Government securities | $8,629,000 | 6,525 |
| U.S. Treasury securities | $4,550,000 | 2,422 |
| U.S. Government agency obligations | $4,079,000 | 7,653 |
| Securities issued by states & political subdivisions | $2,173,000 | 4,573 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $104,000 | 6,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,329,000 | 4,128 |
| Mortgage-backed securities | $1,586,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $219,000 | 6,572 |
| Issued or guaranteed by U.S. | $219,000 | 6,550 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,367,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $1,367,000 | 2,859 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $10,906,000 | 5,540 |
| Total debt securities | $10,802,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,177,000 | 7,692 |
| U.S. Government securities | $8,200,000 | 7,175 |
| U.S. Treasury securities | $4,491,000 | 3,449 |
| U.S. Government agency obligations | $3,709,000 | 7,992 |
| Securities issued by states & political subdivisions | $899,000 | 5,998 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $78,000 | 6,664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,050,000 | 4,035 |
| Mortgage-backed securities | $2,162,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $372,000 | 6,442 |
| Issued or guaranteed by U.S. | $372,000 | 6,420 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,790,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $1,790,000 | 2,723 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $9,177,000 | 5,995 |
| Total debt securities | $9,099,000 | 7,577 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,513,000 | 8,438 |
| U.S. Government securities | $8,043,000 | 7,797 |
| U.S. Treasury securities | $4,246,000 | 4,192 |
| U.S. Government agency obligations | $3,797,000 | 8,333 |
| Securities issued by states & political subdivisions | $393,000 | 7,332 |
| Other domestic debt securities | $3,000 | 4,418 |
| Privately issued residential mortgage-backed securities | $3,000 | 2,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,286,000 | 4,471 |
| Mortgage-backed securities | $2,253,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $464,000 | 6,774 |
| Issued or guaranteed by U.S. | $464,000 | 6,754 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,789,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 3,088 |
| Privately issued | $3,000 | 1,768 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,513,000 | 6,459 |
| Total debt securities | $8,439,000 | 8,351 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,971,000 | 9,007 |
| U.S. Government securities | $7,463,000 | 8,411 |
| U.S. Treasury securities | $2,758,000 | 6,284 |
| U.S. Government agency obligations | $4,705,000 | 7,882 |
| Securities issued by states & political subdivisions | $392,000 | 7,624 |
| Other domestic debt securities | $45,000 | 4,821 |
| Privately issued residential mortgage-backed securities | $45,000 | 2,184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $71,000 | 6,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,350,000 | 4,504 |
| Mortgage-backed securities | $2,896,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $547,000 | 6,893 |
| Issued or guaranteed by U.S. | $547,000 | 6,862 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,349,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 3,081 |
| Privately issued | $45,000 | 1,861 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,971,000 | 6,796 |
| Total debt securities | $7,900,000 | 8,921 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,105,000 | 8,709 |
| U.S. Government securities | $9,559,000 | 7,936 |
| U.S. Treasury securities | $2,767,000 | 7,402 |
| U.S. Government agency obligations | $6,792,000 | 6,751 |
| Securities issued by states & political subdivisions | $390,000 | 8,024 |
| Other domestic debt securities | $88,000 | 5,178 |
| Privately issued residential mortgage-backed securities | $88,000 | 2,218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 6,539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,830,000 | 4,345 |
| Mortgage-backed securities | $6,880,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $3,112,000 | 4,298 |
| Issued or guaranteed by U.S. | $3,112,000 | 4,274 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,768,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $3,680,000 | 2,607 |
| Privately issued | $88,000 | 1,910 |
| 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) | $10,037,000 | 5,660 |
| Available-for-sale securities (fair market value) | $68,000 | 10,838 |
| Total debt securities | $10,037,000 | 8,622 |
| 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 | $10,863,000 | 8,771 |
| U.S. Government securities | $10,680,000 | 7,730 |
| U.S. Treasury securities | $3,725,000 | 6,709 |
| U.S. Government agency obligations | $6,955,000 | 6,836 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $170,000 | 5,487 |
| Privately issued residential mortgage-backed securities | $170,000 | 2,455 |
| 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 | $13,000 | 8,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,950,000 | 4,656 |
| Mortgage-backed securities | $3,755,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $915,000 | 7,248 |
| Issued or guaranteed by U.S. | $915,000 | 7,197 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,840,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $2,670,000 | 3,423 |
| Privately issued | $170,000 | 2,057 |
| 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 | $10,850,000 | 8,637 |
| 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 | $9,257,000 | 9,467 |
| U.S. Government securities | $8,788,000 | 8,610 |
| U.S. Treasury securities | $4,716,000 | 6,006 |
| U.S. Government agency obligations | $4,072,000 | 8,668 |
| Securities issued by states & political subdivisions | $110,000 | 9,198 |
| Other domestic debt securities | $346,000 | 5,604 |
| Privately issued residential mortgage-backed securities | $346,000 | 2,666 |
| 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 | $13,000 | 7,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,450,000 | 4,258 |
| Mortgage-backed securities | $2,615,000 | 7,071 |
| Certificates of participation in pools of residential mortgages | $889,000 | 7,744 |
| Issued or guaranteed by U.S. | $889,000 | 7,680 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,726,000 | 4,268 |
| CMOs issued by government agencies or sponsored agencies | $1,380,000 | 4,236 |
| Privately issued | $346,000 | 2,265 |
| 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 | $9,244,000 | 9,338 |
| 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 |