Home > Farmers' and Traders' State Bank > Securities
Farmers' and Traders' State Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $9,023,000 | 5,852 |
| U.S. Government securities | $8,343,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,343,000 | 5,152 |
| Securities issued by states & political subdivisions | $680,000 | 5,147 |
| 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 | $5,388,000 | 4,291 |
| Mortgage-backed securities | $8,343,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $8,343,000 | 3,065 |
| Issued or guaranteed by U.S. | $8,343,000 | 3,063 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $9,023,000 | 5,461 |
| Total debt securities | $9,024,000 | 5,824 |
| 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 | $4,589,000 | 6,469 |
| U.S. Government securities | $3,909,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,909,000 | 5,979 |
| Securities issued by states & political subdivisions | $680,000 | 5,142 |
| 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 | $3,187,000 | 4,719 |
| Mortgage-backed securities | $3,909,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $3,909,000 | 3,870 |
| Issued or guaranteed by U.S. | $3,909,000 | 3,865 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $4,589,000 | 6,012 |
| Total debt securities | $4,589,000 | 6,437 |
| 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 | $4,923,000 | 6,476 |
| U.S. Government securities | $4,200,000 | 6,057 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,200,000 | 5,943 |
| Securities issued by states & political subdivisions | $723,000 | 5,112 |
| 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 | $3,402,000 | 4,665 |
| Mortgage-backed securities | $4,200,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $4,200,000 | 3,734 |
| Issued or guaranteed by U.S. | $4,200,000 | 3,725 |
| 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) | $4,923,000 | 6,013 |
| Total debt securities | $4,922,000 | 6,440 |
| 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 | $4,066,000 | 6,689 |
| U.S. Government securities | $3,045,000 | 6,434 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,045,000 | 6,321 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,895 |
| 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 | $2,595,000 | 4,955 |
| Mortgage-backed securities | $2,518,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $2,518,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,518,000 | 4,189 |
| 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) | $4,066,000 | 6,214 |
| Total debt securities | $4,066,000 | 6,654 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,194,000 | 6,700 |
| U.S. Government securities | $3,192,000 | 6,428 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,192,000 | 6,312 |
| Securities issued by states & political subdivisions | $1,002,000 | 4,917 |
| 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 | $2,699,000 | 4,936 |
| Mortgage-backed securities | $2,665,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,665,000 | 4,105 |
| Issued or guaranteed by U.S. | $2,665,000 | 4,094 |
| 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) | $4,194,000 | 6,214 |
| Total debt securities | $4,193,000 | 6,659 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,248,000 | 6,837 |
| U.S. Government securities | $2,268,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,268,000 | 6,482 |
| Securities issued by states & political subdivisions | $980,000 | 4,953 |
| 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 | $2,849,000 | 4,917 |
| Mortgage-backed securities | $2,268,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $2,268,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,268,000 | 4,134 |
| 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) | $3,248,000 | 6,336 |
| Total debt securities | $3,248,000 | 6,800 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,567,000 | 6,826 |
| U.S. Government securities | $2,491,000 | 6,576 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,491,000 | 6,454 |
| Securities issued by states & political subdivisions | $1,076,000 | 4,807 |
| 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 | $3,102,000 | 4,869 |
| Mortgage-backed securities | $2,491,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,037 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,027 |
| 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) | $3,567,000 | 6,318 |
| Total debt securities | $3,566,000 | 6,793 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,331,000 | 6,973 |
| U.S. Government securities | $2,292,000 | 6,755 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,292,000 | 6,640 |
| Securities issued by states & political subdivisions | $1,039,000 | 4,819 |
| 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 | $2,719,000 | 5,059 |
| Mortgage-backed securities | $2,292,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 4,179 |
| Issued or guaranteed by U.S. | $2,292,000 | 4,170 |
| 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) | $3,331,000 | 6,442 |
| Total debt securities | $3,331,000 | 6,934 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,099,000 | 7,072 |
| U.S. Government securities | $2,062,000 | 6,917 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,062,000 | 6,803 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,822 |
| 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 | $53,000 | 6,322 |
| Mortgage-backed securities | $2,062,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $2,062,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,062,000 | 4,374 |
| 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) | $3,099,000 | 6,539 |
| Total debt securities | $3,098,000 | 7,031 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,266,000 | 7,061 |
| U.S. Government securities | $2,232,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,232,000 | 6,799 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,862 |
| 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 | $2,837,000 | 5,139 |
| Mortgage-backed securities | $2,232,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $2,232,000 | 4,397 |
| Issued or guaranteed by U.S. | $2,232,000 | 4,391 |
| 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) | $3,266,000 | 6,533 |
| Total debt securities | $3,267,000 | 7,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,481,000 | 7,093 |
| U.S. Government securities | $2,383,000 | 6,911 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,383,000 | 6,810 |
| Securities issued by states & political subdivisions | $1,098,000 | 4,861 |
| 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 | $2,778,000 | 5,192 |
| Mortgage-backed securities | $2,383,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $2,383,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,383,000 | 4,440 |
| 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) | $3,481,000 | 6,553 |
| Total debt securities | $3,480,000 | 7,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,324,000 | 7,145 |
| U.S. Government securities | $2,478,000 | 6,922 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,478,000 | 6,824 |
| Securities issued by states & political subdivisions | $846,000 | 5,042 |
| 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 | $3,124,000 | 5,067 |
| Mortgage-backed securities | $2,478,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,478,000 | 4,464 |
| 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) | $3,324,000 | 6,604 |
| Total debt securities | $3,324,000 | 7,102 |
| 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 | $3,688,000 | 7,119 |
| U.S. Government securities | $3,053,000 | 6,842 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,053,000 | 6,753 |
| Securities issued by states & political subdivisions | $635,000 | 5,128 |
| 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 | $2,455,000 | 5,367 |
| Mortgage-backed securities | $3,053,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 4,375 |
| Issued or guaranteed by U.S. | $3,053,000 | 4,364 |
| 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) | $3,688,000 | 6,579 |
| Total debt securities | $3,688,000 | 7,072 |
| 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 | $3,911,000 | 7,155 |
| U.S. Government securities | $3,267,000 | 6,897 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,267,000 | 6,801 |
| Securities issued by states & political subdivisions | $644,000 | 5,079 |
| 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 | $3,911,000 | 4,887 |
| Mortgage-backed securities | $3,267,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 4,265 |
| Issued or guaranteed by U.S. | $3,267,000 | 4,253 |
| 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) | $3,911,000 | 6,581 |
| Total debt securities | $3,910,000 | 7,115 |
| 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 | $4,468,000 | 7,030 |
| U.S. Government securities | $3,653,000 | 6,798 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,653,000 | 6,706 |
| Securities issued by states & political subdivisions | $815,000 | 4,949 |
| 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 | $2,183,000 | 5,544 |
| Mortgage-backed securities | $3,403,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 4,147 |
| Issued or guaranteed by U.S. | $3,403,000 | 4,135 |
| 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) | $4,468,000 | 6,447 |
| Total debt securities | $4,468,000 | 6,983 |
| 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 | $6,727,000 | 6,595 |
| U.S. Government securities | $5,802,000 | 6,200 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,802,000 | 6,118 |
| Securities issued by states & political subdivisions | $925,000 | 4,905 |
| 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 | $5,569,000 | 4,357 |
| Mortgage-backed securities | $4,028,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 3,952 |
| Issued or guaranteed by U.S. | $4,028,000 | 3,936 |
| 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) | $6,727,000 | 6,025 |
| Total debt securities | $6,725,000 | 6,531 |
| 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 | $8,591,000 | 6,212 |
| U.S. Government securities | $7,652,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,652,000 | 5,609 |
| Securities issued by states & political subdivisions | $939,000 | 4,922 |
| 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 | $5,219,000 | 4,404 |
| Mortgage-backed securities | $4,480,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $4,480,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,480,000 | 3,665 |
| 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) | $8,591,000 | 5,664 |
| Total debt securities | $8,589,000 | 6,144 |
| 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 | $9,216,000 | 6,170 |
| U.S. Government securities | $8,291,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,291,000 | 5,554 |
| Securities issued by states & political subdivisions | $925,000 | 4,954 |
| 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 | $5,294,000 | 4,426 |
| Mortgage-backed securities | $4,645,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $4,645,000 | 3,331 |
| Issued or guaranteed by U.S. | $4,645,000 | 3,316 |
| 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) | $9,216,000 | 5,583 |
| Total debt securities | $9,216,000 | 6,100 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $9,515,000 | 6,171 |
| U.S. Government securities | $8,420,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,420,000 | 5,631 |
| Securities issued by states & political subdivisions | $1,095,000 | 4,807 |
| 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 | $5,387,000 | 4,425 |
| Mortgage-backed securities | $4,830,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $4,830,000 | 3,119 |
| Issued or guaranteed by U.S. | $4,830,000 | 3,104 |
| 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) | $9,515,000 | 5,567 |
| Total debt securities | $9,515,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,725,000 | 6,149 |
| U.S. Government securities | $8,594,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,594,000 | 5,612 |
| Securities issued by states & political subdivisions | $1,131,000 | 4,806 |
| 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 | $8,594,000 | 3,660 |
| Mortgage-backed securities | $5,068,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $5,068,000 | 2,988 |
| Issued or guaranteed by U.S. | $5,068,000 | 2,974 |
| 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) | $9,725,000 | 5,532 |
| Total debt securities | $9,724,000 | 6,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,156,000 | 6,094 |
| U.S. Government securities | $9,006,000 | 5,644 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,006,000 | 5,529 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,825 |
| 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 | $8,655,000 | 3,669 |
| Mortgage-backed securities | $5,435,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 2,889 |
| Issued or guaranteed by U.S. | $5,435,000 | 2,874 |
| 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) | $10,156,000 | 5,454 |
| Total debt securities | $10,157,000 | 6,039 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $10,669,000 | 6,039 |
| U.S. Government securities | $9,253,000 | 5,652 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,253,000 | 5,524 |
| Securities issued by states & political subdivisions | $1,416,000 | 4,647 |
| 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 | $8,126,000 | 3,771 |
| Mortgage-backed securities | $5,690,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $5,690,000 | 2,843 |
| Issued or guaranteed by U.S. | $5,690,000 | 2,829 |
| 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) | $10,669,000 | 5,404 |
| Total debt securities | $10,670,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $11,157,000 | 5,980 |
| U.S. Government securities | $9,494,000 | 5,625 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,494,000 | 5,504 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,512 |
| 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 | $9,147,000 | 3,576 |
| Mortgage-backed securities | $5,957,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $5,957,000 | 2,782 |
| Issued or guaranteed by U.S. | $5,957,000 | 2,769 |
| 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) | $11,157,000 | 5,336 |
| Total debt securities | $11,158,000 | 5,921 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $11,331,000 | 5,967 |
| U.S. Government securities | $9,737,000 | 5,591 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,737,000 | 5,461 |
| Securities issued by states & political subdivisions | $1,594,000 | 4,565 |
| 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 | $9,394,000 | 3,533 |
| Mortgage-backed securities | $6,259,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $6,259,000 | 2,732 |
| Issued or guaranteed by U.S. | $6,259,000 | 2,719 |
| 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) | $11,331,000 | 5,307 |
| Total debt securities | $11,331,000 | 5,910 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $488,000 | 2,719 |
| 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 | $11,822,000 | 5,913 |
| U.S. Government securities | $10,245,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,245,000 | 5,381 |
| Securities issued by states & political subdivisions | $1,577,000 | 4,608 |
| 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 | $9,401,000 | 3,518 |
| Mortgage-backed securities | $6,712,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $6,712,000 | 2,693 |
| Issued or guaranteed by U.S. | $6,712,000 | 2,679 |
| 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) | $11,822,000 | 5,242 |
| Total debt securities | $11,822,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $494,000 | 2,643 |
| 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 | $12,291,000 | 5,855 |
| U.S. Government securities | $10,616,000 | 5,440 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,616,000 | 5,304 |
| Securities issued by states & political subdivisions | $1,675,000 | 4,572 |
| 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 | $7,944,000 | 3,795 |
| Mortgage-backed securities | $7,070,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $7,070,000 | 2,642 |
| Issued or guaranteed by U.S. | $7,070,000 | 2,632 |
| 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) | $12,291,000 | 5,174 |
| Total debt securities | $12,291,000 | 5,803 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,748 |
| Fair value | $493,000 | 2,679 |
| 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 | $11,818,000 | 5,950 |
| U.S. Government securities | $10,006,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,006,000 | 5,428 |
| Securities issued by states & political subdivisions | $1,812,000 | 4,475 |
| 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 | $7,345,000 | 3,928 |
| Mortgage-backed securities | $6,418,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $6,418,000 | 2,785 |
| Issued or guaranteed by U.S. | $6,418,000 | 2,773 |
| 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) | $11,818,000 | 5,243 |
| Total debt securities | $11,817,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,740 |
| Fair value | $497,000 | 2,586 |
| 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 | $10,825,000 | 6,204 |
| U.S. Government securities | $9,003,000 | 5,842 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,003,000 | 5,706 |
| Securities issued by states & political subdivisions | $1,822,000 | 4,454 |
| 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 | $7,590,000 | 3,862 |
| Mortgage-backed securities | $6,401,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $6,401,000 | 2,863 |
| Issued or guaranteed by U.S. | $6,401,000 | 2,852 |
| 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) | $10,825,000 | 5,472 |
| Total debt securities | $10,825,000 | 6,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,390,000 | 6,173 |
| U.S. Government securities | $9,575,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,575,000 | 5,629 |
| Securities issued by states & political subdivisions | $1,815,000 | 4,462 |
| 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 | $5,878,000 | 4,345 |
| Mortgage-backed securities | $6,730,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $6,730,000 | 2,884 |
| Issued or guaranteed by U.S. | $6,730,000 | 2,874 |
| 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) | $11,390,000 | 5,426 |
| Total debt securities | $11,390,000 | 6,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $13,294,000 | 5,817 |
| U.S. Government securities | $11,300,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,300,000 | 5,242 |
| Securities issued by states & political subdivisions | $1,994,000 | 4,361 |
| 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 | $6,123,000 | 4,253 |
| Mortgage-backed securities | $8,041,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $8,041,000 | 2,635 |
| Issued or guaranteed by U.S. | $8,041,000 | 2,629 |
| 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) | $13,294,000 | 5,096 |
| Total debt securities | $13,294,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,723,000 | 6,161 |
| U.S. Government securities | $9,936,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,936,000 | 5,565 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,516 |
| 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 | $5,227,000 | 4,520 |
| Mortgage-backed securities | $6,652,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $6,652,000 | 2,959 |
| Issued or guaranteed by U.S. | $6,652,000 | 2,953 |
| 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) | $11,723,000 | 5,382 |
| Total debt securities | $11,723,000 | 6,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,615,000 | 6,447 |
| U.S. Government securities | $8,557,000 | 6,140 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,557,000 | 5,982 |
| Securities issued by states & political subdivisions | $1,807,000 | 4,509 |
| Other domestic debt securities | $251,000 | 3,226 |
| 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 | $251,000 | 2,798 |
| 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 | $4,431,000 | 4,797 |
| Mortgage-backed securities | $4,714,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $4,714,000 | 3,485 |
| Issued or guaranteed by U.S. | $4,714,000 | 3,478 |
| 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) | $10,615,000 | 5,694 |
| Total debt securities | $10,615,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,624,000 | 6,441 |
| U.S. Government securities | $8,299,000 | 6,163 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,299,000 | 6,002 |
| Securities issued by states & political subdivisions | $1,818,000 | 4,484 |
| Other domestic debt securities | $507,000 | 2,991 |
| 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 | $507,000 | 2,576 |
| 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 | $4,766,000 | 4,629 |
| Mortgage-backed securities | $4,874,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $4,874,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,874,000 | 3,463 |
| 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) | $10,624,000 | 5,704 |
| Total debt securities | $10,624,000 | 6,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,965,000 | 6,622 |
| U.S. Government securities | $7,498,000 | 6,449 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,498,000 | 6,277 |
| Securities issued by states & political subdivisions | $1,953,000 | 4,421 |
| Other domestic debt securities | $514,000 | 3,024 |
| 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 | $514,000 | 2,685 |
| 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 | $4,472,000 | 4,681 |
| Mortgage-backed securities | $5,116,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $4,945,000 | 3,437 |
| Issued or guaranteed by U.S. | $4,945,000 | 3,426 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $171,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 3,404 |
| 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) | $9,965,000 | 5,864 |
| Total debt securities | $9,965,000 | 6,546 |
| 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 | $9,092,000 | 6,741 |
| U.S. Government securities | $6,595,000 | 6,601 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,595,000 | 6,422 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,418 |
| Other domestic debt securities | $518,000 | 3,135 |
| 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 | $518,000 | 2,796 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,597,000 | 5,003 |
| Mortgage-backed securities | $5,744,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $5,534,000 | 3,270 |
| Issued or guaranteed by U.S. | $5,534,000 | 3,255 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $210,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,435 |
| 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) | $9,092,000 | 5,972 |
| Total debt securities | $9,092,000 | 6,648 |
| 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 | $8,372,000 | 6,871 |
| U.S. Government securities | $5,833,000 | 6,791 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,833,000 | 6,608 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,365 |
| Other domestic debt securities | $522,000 | 3,212 |
| 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 | $522,000 | 2,852 |
| 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 | $4,582,000 | 4,570 |
| Mortgage-backed securities | $4,971,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $4,454,000 | 3,611 |
| Issued or guaranteed by U.S. | $4,454,000 | 3,601 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $517,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,235 |
| 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) | $8,372,000 | 6,099 |
| Total debt securities | $8,372,000 | 6,769 |
| 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 | $10,067,000 | 6,478 |
| U.S. Government securities | $7,038,000 | 6,441 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,038,000 | 6,259 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,300 |
| Other domestic debt securities | $1,030,000 | 2,755 |
| 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 | $1,030,000 | 2,424 |
| 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 | $4,837,000 | 4,501 |
| Mortgage-backed securities | $6,179,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $5,394,000 | 3,308 |
| Issued or guaranteed by U.S. | $5,394,000 | 3,297 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $785,000 | 3,295 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 3,139 |
| 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) | $10,067,000 | 5,706 |
| Total debt securities | $10,067,000 | 6,384 |
| 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 | $10,999,000 | 6,292 |
| U.S. Government securities | $7,646,000 | 6,273 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,646,000 | 6,078 |
| Securities issued by states & political subdivisions | $2,323,000 | 4,113 |
| Other domestic debt securities | $1,030,000 | 2,774 |
| 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 | $1,030,000 | 2,443 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,267,000 | 3,965 |
| Mortgage-backed securities | $6,028,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $5,175,000 | 3,313 |
| Issued or guaranteed by U.S. | $5,175,000 | 3,301 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $853,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 3,146 |
| 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) | $10,999,000 | 5,506 |
| Total debt securities | $10,999,000 | 6,192 |
| 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 | $11,002,000 | 6,263 |
| U.S. Government securities | $8,083,000 | 6,084 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,083,000 | 5,849 |
| Securities issued by states & political subdivisions | $1,894,000 | 4,403 |
| Other domestic debt securities | $1,025,000 | 2,872 |
| 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 | $1,025,000 | 2,472 |
| 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 | $6,002,000 | 4,012 |
| Mortgage-backed securities | $5,226,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $4,473,000 | 3,309 |
| Issued or guaranteed by U.S. | $4,473,000 | 3,293 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $753,000 | 3,514 |
| CMOs issued by government agencies or sponsored agencies | $753,000 | 3,349 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,002,000 | 5,378 |
| Total debt securities | $11,002,000 | 6,169 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $8,715,000 | 7,170 |
| U.S. Government securities | $7,907,000 | 6,560 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,907,000 | 6,206 |
| Securities issued by states & political subdivisions | $808,000 | 5,609 |
| 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 | $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 | $5,735,000 | 4,358 |
| Mortgage-backed securities | $4,896,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $4,497,000 | 2,806 |
| Issued or guaranteed by U.S. | $4,497,000 | 2,786 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $399,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 3,308 |
| 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) | $8,715,000 | 6,072 |
| Total debt securities | $8,715,000 | 7,053 |
| 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 | $12,245,000 | 6,467 |
| U.S. Government securities | $10,658,000 | 5,906 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,658,000 | 5,386 |
| Securities issued by states & political subdivisions | $1,587,000 | 4,984 |
| 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 | $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 | $4,971,000 | 4,640 |
| Mortgage-backed securities | $5,461,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $5,075,000 | 2,766 |
| Issued or guaranteed by U.S. | $5,075,000 | 2,754 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $386,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 3,549 |
| 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) | $12,245,000 | 5,325 |
| Total debt securities | $12,245,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 225 |
| Fair value | $2,290,000 | 236 |
| 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 | $10,596,000 | 6,914 |
| U.S. Government securities | $8,554,000 | 6,547 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,554,000 | 5,712 |
| Securities issued by states & political subdivisions | $2,042,000 | 4,672 |
| 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 | $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 | $5,981,000 | 3,902 |
| Mortgage-backed securities | $1,775,000 | 5,470 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,863 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $393,000 | 3,954 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 3,799 |
| 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) | $10,596,000 | 5,606 |
| Total debt securities | $10,596,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 231 |
| Fair value | $2,877,000 | 257 |
| 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 | $10,250,000 | 7,328 |
| U.S. Government securities | $8,460,000 | 7,059 |
| U.S. Treasury securities | $297,000 | 7,579 |
| U.S. Government agency obligations | $8,163,000 | 5,893 |
| Securities issued by states & political subdivisions | $1,790,000 | 4,810 |
| 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 | $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 | $2,801,000 | 5,788 |
| Mortgage-backed securities | $1,442,000 | 5,879 |
| Certificates of participation in pools of residential mortgages | $580,000 | 6,015 |
| Issued or guaranteed by U.S. | $580,000 | 5,995 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $862,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 3,460 |
| 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) | $10,250,000 | 5,664 |
| Total debt securities | $10,250,000 | 7,197 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $1,762,000 | 834 |
| 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 | $10,206,000 | 7,866 |
| U.S. Government securities | $8,287,000 | 7,697 |
| U.S. Treasury securities | $294,000 | 8,437 |
| U.S. Government agency obligations | $7,993,000 | 6,266 |
| Securities issued by states & political subdivisions | $1,919,000 | 4,885 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| 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 | $3,259,000 | 5,656 |
| Mortgage-backed securities | $1,498,000 | 6,300 |
| Certificates of participation in pools of residential mortgages | $647,000 | 6,378 |
| Issued or guaranteed by U.S. | $647,000 | 6,362 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $851,000 | 4,014 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 3,862 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,206,000 | 5,939 |
| Total debt securities | $10,206,000 | 7,731 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,759,000 | 1,219 |
| 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 | $9,931,000 | 8,310 |
| U.S. Government securities | $7,772,000 | 8,291 |
| U.S. Treasury securities | $1,318,000 | 7,981 |
| U.S. Government agency obligations | $6,454,000 | 6,961 |
| Securities issued by states & political subdivisions | $2,159,000 | 4,734 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| 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 | $1,447,000 | 7,533 |
| Mortgage-backed securities | $1,588,000 | 6,642 |
| Certificates of participation in pools of residential mortgages | $729,000 | 6,554 |
| Issued or guaranteed by U.S. | $729,000 | 6,522 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $859,000 | 4,442 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 4,267 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,931,000 | 6,173 |
| Total debt securities | $9,931,000 | 8,181 |
| Structured notes | ||
| Amortized cost | $2,597,000 | 1,354 |
| Fair value | $2,281,000 | 1,476 |
| 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 | $10,392,000 | 8,612 |
| U.S. Government securities | $8,199,000 | 8,555 |
| U.S. Treasury securities | $1,296,000 | 9,183 |
| U.S. Government agency obligations | $6,903,000 | 6,701 |
| Securities issued by states & political subdivisions | $2,193,000 | 4,943 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| 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 | $1,468,000 | 7,747 |
| Mortgage-backed securities | $2,037,000 | 6,614 |
| Certificates of participation in pools of residential mortgages | $839,000 | 6,702 |
| Issued or guaranteed by U.S. | $839,000 | 6,679 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,198,000 | 4,309 |
| CMOs issued by government agencies or sponsored agencies | $1,198,000 | 4,126 |
| 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) | $3,489,000 | 8,976 |
| Available-for-sale securities (fair market value) | $6,903,000 | 5,937 |
| Total debt securities | $10,392,000 | 8,499 |
| 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 | $9,966,000 | 9,099 |
| U.S. Government securities | $7,987,000 | 8,893 |
| U.S. Treasury securities | $793,000 | 10,402 |
| U.S. Government agency obligations | $7,194,000 | 6,718 |
| Securities issued by states & political subdivisions | $1,979,000 | 5,339 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,505,000 | 7,713 |
| Mortgage-backed securities | $6,740,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $5,898,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,898,000 | 3,392 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $842,000 | 5,203 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 4,985 |
| 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 | $9,966,000 | 8,963 |
| 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 | $8,671,000 | 9,720 |
| U.S. Government securities | $7,162,000 | 9,470 |
| U.S. Treasury securities | $687,000 | 11,002 |
| U.S. Government agency obligations | $6,475,000 | 7,084 |
| Securities issued by states & political subdivisions | $1,509,000 | 5,685 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,062,000 | 8,529 |
| Mortgage-backed securities | $6,254,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $5,294,000 | 3,835 |
| Issued or guaranteed by U.S. | $5,294,000 | 3,785 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $960,000 | 5,165 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 4,797 |
| 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 | $8,671,000 | 9,584 |
| 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 |