Home > First Cherokee State Bank > Securities
First Cherokee State Bank, Securities
| 2012-06-30 | Rank | |
| Total securities | $15,683,000 | 4,994 |
| U.S. Government securities | $14,292,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,292,000 | 4,164 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,391,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,391,000 | 1,397 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,998,000 | 2,923 |
| Mortgage-backed securities | $14,292,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $9,304,000 | 2,926 |
| Issued or guaranteed by U.S. | $9,304,000 | 2,926 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,988,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $4,988,000 | 2,021 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,683,000 | 4,620 |
| Total debt securities | $15,683,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,391,000 | 1,821 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $16,853,000 | 4,916 |
| U.S. Government securities | $15,432,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,432,000 | 4,131 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,421,000 | 1,817 |
| 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 | $1,421,000 | 1,368 |
| 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 | $14,073,000 | 2,788 |
| Mortgage-backed securities | $15,432,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $9,888,000 | 2,846 |
| Issued or guaranteed by U.S. | $9,888,000 | 2,844 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,544,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $5,544,000 | 1,955 |
| 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) | $16,853,000 | 4,531 |
| Total debt securities | $16,853,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,421,000 | 2,020 |
| 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 | $19,591,000 | 4,587 |
| U.S. Government securities | $16,632,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,632,000 | 3,922 |
| Securities issued by states & political subdivisions | $1,572,000 | 4,681 |
| Other domestic debt securities | $1,387,000 | 1,793 |
| 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 | $1,387,000 | 1,286 |
| 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 | $15,130,000 | 2,567 |
| Mortgage-backed securities | $16,632,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $10,447,000 | 2,676 |
| Issued or guaranteed by U.S. | $10,447,000 | 2,674 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,185,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $6,185,000 | 1,776 |
| 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) | $19,591,000 | 4,210 |
| Total debt securities | $19,590,000 | 4,559 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,387,000 | 1,986 |
| 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 | $20,983,000 | 4,413 |
| U.S. Government securities | $17,998,000 | 3,804 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,998,000 | 3,717 |
| Securities issued by states & political subdivisions | $1,586,000 | 4,633 |
| Other domestic debt securities | $1,399,000 | 1,794 |
| 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 | $1,399,000 | 1,271 |
| 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 | $12,851,000 | 2,791 |
| Mortgage-backed securities | $17,998,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $11,072,000 | 2,515 |
| Issued or guaranteed by U.S. | $11,072,000 | 2,510 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,926,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $6,926,000 | 1,679 |
| 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) | $20,983,000 | 4,049 |
| Total debt securities | $20,984,000 | 4,372 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,399,000 | 2,088 |
| 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 | $22,447,000 | 4,315 |
| U.S. Government securities | $18,386,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,386,000 | 3,755 |
| Securities issued by states & political subdivisions | $2,643,000 | 4,189 |
| Other domestic debt securities | $1,418,000 | 1,734 |
| 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 | $1,418,000 | 1,177 |
| 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 | $16,009,000 | 2,499 |
| Mortgage-backed securities | $18,386,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $12,177,000 | 2,346 |
| Issued or guaranteed by U.S. | $12,177,000 | 2,339 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,209,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $6,209,000 | 1,740 |
| 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) | $22,447,000 | 3,959 |
| Total debt securities | $22,447,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,418,000 | 2,287 |
| 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 | $17,437,000 | 4,836 |
| U.S. Government securities | $13,718,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,718,000 | 4,303 |
| Securities issued by states & political subdivisions | $2,572,000 | 4,182 |
| Other domestic debt securities | $1,147,000 | 1,888 |
| 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 | $1,147,000 | 1,290 |
| 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 | $15,268,000 | 2,554 |
| Mortgage-backed securities | $13,718,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $10,030,000 | 2,557 |
| Issued or guaranteed by U.S. | $10,030,000 | 2,553 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,688,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $3,688,000 | 2,029 |
| 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) | $17,437,000 | 4,436 |
| Total debt securities | $17,437,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,147,000 | 2,430 |
| 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 | $16,587,000 | 4,824 |
| U.S. Government securities | $12,751,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,751,000 | 4,301 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,197 |
| Other domestic debt securities | $1,272,000 | 1,955 |
| 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 | $1,272,000 | 1,256 |
| 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 | $13,522,000 | 2,692 |
| Mortgage-backed securities | $12,751,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $8,844,000 | 2,610 |
| Issued or guaranteed by U.S. | $8,844,000 | 2,604 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,907,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $3,907,000 | 1,943 |
| 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) | $16,587,000 | 4,415 |
| Total debt securities | $16,586,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,096 |
| Fair value | $1,272,000 | 2,235 |
| 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 | $17,407,000 | 4,657 |
| U.S. Government securities | $13,869,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,869,000 | 4,081 |
| Securities issued by states & political subdivisions | $2,247,000 | 4,244 |
| Other domestic debt securities | $1,291,000 | 1,998 |
| 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 | $1,291,000 | 1,242 |
| 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 | $6,798,000 | 3,798 |
| Mortgage-backed securities | $13,869,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $9,742,000 | 2,456 |
| Issued or guaranteed by U.S. | $9,742,000 | 2,452 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,127,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $4,127,000 | 1,878 |
| 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) | $17,407,000 | 4,261 |
| Total debt securities | $17,407,000 | 4,617 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,291,000 | 2,277 |
| 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 | $22,163,000 | 4,155 |
| U.S. Government securities | $19,725,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,725,000 | 3,438 |
| Securities issued by states & political subdivisions | $1,194,000 | 4,711 |
| Other domestic debt securities | $1,244,000 | 2,015 |
| 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 | $1,244,000 | 1,219 |
| 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 | $8,779,000 | 3,466 |
| Mortgage-backed securities | $9,203,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $4,103,000 | 3,584 |
| Issued or guaranteed by U.S. | $4,103,000 | 3,576 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,100,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $5,100,000 | 1,651 |
| 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) | $22,163,000 | 3,788 |
| Total debt securities | $22,163,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 557 |
| Fair value | $11,766,000 | 574 |
| 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 | $21,802,000 | 4,242 |
| U.S. Government securities | $20,154,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,154,000 | 3,442 |
| Securities issued by states & political subdivisions | $507,000 | 5,236 |
| Other domestic debt securities | $1,141,000 | 2,121 |
| 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 | $1,141,000 | 1,284 |
| 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 | $8,624,000 | 3,574 |
| Mortgage-backed securities | $9,697,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 3,556 |
| Issued or guaranteed by U.S. | $4,622,000 | 3,550 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,075,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $5,075,000 | 1,587 |
| 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) | $21,802,000 | 3,850 |
| Total debt securities | $21,804,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 450 |
| Fair value | $11,599,000 | 469 |
| 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 | $19,008,000 | 4,497 |
| U.S. Government securities | $17,908,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,908,000 | 3,673 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,100,000 | 2,202 |
| 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 | $1,100,000 | 1,329 |
| 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 | $17,908,000 | 2,399 |
| Mortgage-backed securities | $7,701,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $5,588,000 | 3,372 |
| Issued or guaranteed by U.S. | $5,588,000 | 3,364 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,113,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $2,113,000 | 2,117 |
| 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) | $19,008,000 | 4,092 |
| Total debt securities | $19,009,000 | 4,461 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 347 |
| Fair value | $11,307,000 | 372 |
| 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 | $19,989,000 | 4,447 |
| U.S. Government securities | $18,489,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,489,000 | 3,598 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,500,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,500,000 | 1,271 |
| 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 | $18,438,000 | 2,360 |
| Mortgage-backed securities | $7,989,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $5,859,000 | 3,393 |
| Issued or guaranteed by U.S. | $5,859,000 | 3,382 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,130,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $2,130,000 | 2,090 |
| 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) | $19,989,000 | 4,024 |
| Total debt securities | $19,989,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,500,000 | 1,352 |
| 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 | $20,839,000 | 4,332 |
| U.S. Government securities | $19,339,000 | 3,535 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,339,000 | 3,462 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,500,000 | 2,164 |
| 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 | $1,500,000 | 1,297 |
| 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 | $19,283,000 | 2,302 |
| Mortgage-backed securities | $9,220,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $7,160,000 | 3,180 |
| Issued or guaranteed by U.S. | $7,160,000 | 3,169 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,060,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 2,112 |
| 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) | $20,839,000 | 3,901 |
| Total debt securities | $20,839,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,500,000 | 941 |
| 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 | $25,684,000 | 3,828 |
| U.S. Government securities | $24,184,000 | 3,095 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,184,000 | 3,038 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,500,000 | 2,068 |
| 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 | $1,500,000 | 1,311 |
| 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 | $24,098,000 | 1,988 |
| Mortgage-backed securities | $13,983,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $8,704,000 | 2,967 |
| Issued or guaranteed by U.S. | $8,704,000 | 2,954 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,279,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $5,279,000 | 1,477 |
| 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) | $25,684,000 | 3,443 |
| Total debt securities | $25,685,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 737 |
| Fair value | $1,500,000 | 754 |
| 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 | $25,350,000 | 3,861 |
| U.S. Government securities | $23,850,000 | 3,122 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,850,000 | 3,061 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,500,000 | 2,025 |
| 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 | $1,500,000 | 1,288 |
| 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 | $23,207,000 | 2,058 |
| Mortgage-backed securities | $13,129,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $7,941,000 | 3,057 |
| Issued or guaranteed by U.S. | $7,941,000 | 3,045 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,188,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $5,188,000 | 1,477 |
| 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) | $25,350,000 | 3,446 |
| Total debt securities | $25,351,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 780 |
| Fair value | $1,500,000 | 808 |
| 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 | $24,830,000 | 3,835 |
| U.S. Government securities | $23,330,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,330,000 | 3,060 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,500,000 | 1,976 |
| 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 | $1,500,000 | 1,253 |
| 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 | $23,331,000 | 2,037 |
| Mortgage-backed securities | $13,270,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $8,115,000 | 2,952 |
| Issued or guaranteed by U.S. | $8,115,000 | 2,941 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,155,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $5,155,000 | 1,398 |
| 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) | $24,830,000 | 3,427 |
| Total debt securities | $24,831,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 761 |
| Fair value | $1,500,000 | 765 |
| 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 | $24,829,000 | 3,896 |
| U.S. Government securities | $23,329,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,329,000 | 3,123 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,500,000 | 2,012 |
| 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 | $1,500,000 | 1,336 |
| 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 | $23,207,000 | 2,009 |
| Mortgage-backed securities | $13,495,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $8,331,000 | 2,905 |
| Issued or guaranteed by U.S. | $8,331,000 | 2,891 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,164,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $5,164,000 | 1,401 |
| 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) | $24,829,000 | 3,479 |
| Total debt securities | $24,829,000 | 3,847 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 803 |
| Fair value | $1,500,000 | 804 |
| 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 | $26,303,000 | 3,755 |
| U.S. Government securities | $24,803,000 | 3,038 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,803,000 | 2,987 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,500,000 | 1,943 |
| 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 | $1,500,000 | 1,297 |
| 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 | $24,309,000 | 1,926 |
| Mortgage-backed securities | $14,513,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $9,074,000 | 2,678 |
| Issued or guaranteed by U.S. | $9,074,000 | 2,667 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,439,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $5,439,000 | 1,353 |
| 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) | $26,303,000 | 3,356 |
| Total debt securities | $26,303,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 872 |
| Fair value | $1,500,000 | 898 |
| 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 | $20,698,000 | 4,374 |
| U.S. Government securities | $19,198,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,198,000 | 3,616 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,500,000 | 1,790 |
| 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 | $1,500,000 | 1,214 |
| 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 | $18,545,000 | 2,344 |
| Mortgage-backed securities | $11,657,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,379 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,366 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,377,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 1,833 |
| 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) | $20,698,000 | 3,877 |
| Total debt securities | $20,698,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,271 |
| Fair value | $1,500,000 | 1,290 |
| 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 | $24,171,000 | 3,989 |
| U.S. Government securities | $19,431,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,431,000 | 3,636 |
| Securities issued by states & political subdivisions | $3,240,000 | 3,685 |
| Other domestic debt securities | $1,500,000 | 1,737 |
| 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 | $1,500,000 | 1,192 |
| 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 | $17,875,000 | 2,371 |
| Mortgage-backed securities | $11,991,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $9,552,000 | 2,177 |
| Issued or guaranteed by U.S. | $9,552,000 | 2,168 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,439,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,439,000 | 1,758 |
| 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) | $24,171,000 | 3,519 |
| Total debt securities | $24,171,000 | 3,936 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,500,000 | 1,446 |
| 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 | $24,504,000 | 3,925 |
| U.S. Government securities | $19,656,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,656,000 | 3,601 |
| Securities issued by states & political subdivisions | $3,148,000 | 3,726 |
| Other domestic debt securities | $1,700,000 | 1,603 |
| 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 | $1,700,000 | 1,088 |
| 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 | $13,852,000 | 2,818 |
| Mortgage-backed securities | $12,355,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $9,912,000 | 2,080 |
| Issued or guaranteed by U.S. | $9,912,000 | 2,073 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,443,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 1,737 |
| 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) | $24,504,000 | 3,454 |
| Total debt securities | $24,504,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,500,000 | 1,516 |
| 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 | $20,551,000 | 4,425 |
| U.S. Government securities | $15,612,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,612,000 | 4,222 |
| Securities issued by states & political subdivisions | $3,239,000 | 3,699 |
| Other domestic debt securities | $1,700,000 | 1,612 |
| 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 | $1,700,000 | 1,106 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,063,000 | 2,675 |
| Mortgage-backed securities | $10,692,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $10,692,000 | 1,990 |
| Issued or guaranteed by U.S. | $10,692,000 | 1,983 |
| 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) | $3,239,000 | 2,105 |
| Available-for-sale securities (fair market value) | $17,312,000 | 4,301 |
| Total debt securities | $20,551,000 | 4,377 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,500,000 | 1,598 |
| 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 | $20,983,000 | 4,399 |
| U.S. Government securities | $16,044,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,044,000 | 4,206 |
| Securities issued by states & political subdivisions | $3,239,000 | 3,731 |
| Other domestic debt securities | $1,700,000 | 1,626 |
| 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 | $1,700,000 | 1,136 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,225,000 | 2,656 |
| Mortgage-backed securities | $11,142,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $11,142,000 | 1,956 |
| Issued or guaranteed by U.S. | $11,142,000 | 1,946 |
| 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) | $3,239,000 | 2,138 |
| Available-for-sale securities (fair market value) | $17,744,000 | 4,295 |
| Total debt securities | $20,983,000 | 4,345 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,500,000 | 1,698 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,311,000 | 4,407 |
| U.S. Government securities | $16,371,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,371,000 | 4,190 |
| Securities issued by states & political subdivisions | $3,240,000 | 3,687 |
| Other domestic debt securities | $1,700,000 | 1,634 |
| 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 | $1,700,000 | 1,149 |
| 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 | $10,968,000 | 3,260 |
| Mortgage-backed securities | $11,509,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $11,509,000 | 1,924 |
| Issued or guaranteed by U.S. | $11,509,000 | 1,912 |
| 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) | $3,240,000 | 2,190 |
| Available-for-sale securities (fair market value) | $18,071,000 | 4,255 |
| Total debt securities | $21,307,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,500,000 | 1,772 |
| 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 | $20,353,000 | 4,531 |
| U.S. Government securities | $15,413,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,413,000 | 4,314 |
| Securities issued by states & political subdivisions | $3,240,000 | 3,686 |
| Other domestic debt securities | $1,700,000 | 1,642 |
| 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 | $1,700,000 | 1,162 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,763,000 | 3,284 |
| Mortgage-backed securities | $10,607,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $10,607,000 | 2,027 |
| Issued or guaranteed by U.S. | $10,607,000 | 2,017 |
| 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) | $3,240,000 | 2,211 |
| Available-for-sale securities (fair market value) | $17,113,000 | 4,346 |
| Total debt securities | $20,352,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,500,000 | 1,831 |
| 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 | $21,823,000 | 4,381 |
| U.S. Government securities | $16,133,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,133,000 | 4,241 |
| Securities issued by states & political subdivisions | $3,240,000 | 3,697 |
| Other domestic debt securities | $2,450,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,018 |
| 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 | $9,310,000 | 3,538 |
| Mortgage-backed securities | $11,280,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $11,280,000 | 1,997 |
| Issued or guaranteed by U.S. | $11,280,000 | 1,985 |
| 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) | $3,240,000 | 2,256 |
| Available-for-sale securities (fair market value) | $18,583,000 | 4,180 |
| Total debt securities | $21,822,000 | 4,318 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,500,000 | 1,839 |
| 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 | $22,398,000 | 4,320 |
| U.S. Government securities | $16,707,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,707,000 | 4,138 |
| Securities issued by states & political subdivisions | $3,241,000 | 3,729 |
| Other domestic debt securities | $2,450,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,064 |
| 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 | $9,694,000 | 3,434 |
| Mortgage-backed securities | $11,821,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $11,821,000 | 1,955 |
| Issued or guaranteed by U.S. | $11,821,000 | 1,944 |
| 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) | $3,241,000 | 2,308 |
| Available-for-sale securities (fair market value) | $19,157,000 | 4,098 |
| Total debt securities | $22,398,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,500,000 | 1,826 |
| 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 | $23,397,000 | 4,177 |
| U.S. Government securities | $17,706,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,706,000 | 3,958 |
| Securities issued by states & political subdivisions | $3,241,000 | 3,720 |
| Other domestic debt securities | $2,450,000 | 1,520 |
| 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 | $2,450,000 | 1,109 |
| 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 | $7,938,000 | 3,791 |
| Mortgage-backed securities | $12,740,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $12,740,000 | 1,894 |
| Issued or guaranteed by U.S. | $12,740,000 | 1,880 |
| 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) | $3,241,000 | 2,315 |
| Available-for-sale securities (fair market value) | $20,156,000 | 3,973 |
| Total debt securities | $23,396,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,500,000 | 1,789 |
| 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 | $24,310,000 | 4,112 |
| U.S. Government securities | $18,618,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,618,000 | 3,855 |
| Securities issued by states & political subdivisions | $3,242,000 | 3,693 |
| Other domestic debt securities | $2,450,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,150 |
| 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 | $6,833,000 | 4,043 |
| Mortgage-backed securities | $13,635,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $13,635,000 | 1,864 |
| Issued or guaranteed by U.S. | $13,635,000 | 1,850 |
| 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) | $3,242,000 | 2,344 |
| Available-for-sale securities (fair market value) | $21,068,000 | 3,898 |
| Total debt securities | $24,310,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,500,000 | 1,779 |
| 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 | $24,888,000 | 4,122 |
| U.S. Government securities | $19,196,000 | 3,996 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,196,000 | 3,853 |
| Securities issued by states & political subdivisions | $3,242,000 | 3,677 |
| Other domestic debt securities | $2,450,000 | 1,594 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,217 |
| 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 | $7,098,000 | 4,002 |
| Mortgage-backed securities | $14,268,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $14,268,000 | 1,861 |
| Issued or guaranteed by U.S. | $14,268,000 | 1,849 |
| 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) | $3,242,000 | 2,373 |
| Available-for-sale securities (fair market value) | $21,646,000 | 3,904 |
| Total debt securities | $24,888,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,500,000 | 1,748 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $25,933,000 | 4,009 |
| U.S. Government securities | $20,241,000 | 3,850 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,241,000 | 3,710 |
| Securities issued by states & political subdivisions | $3,242,000 | 3,709 |
| Other domestic debt securities | $2,450,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,273 |
| 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 | $7,015,000 | 4,008 |
| Mortgage-backed securities | $15,233,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $15,233,000 | 1,803 |
| Issued or guaranteed by U.S. | $15,233,000 | 1,795 |
| 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) | $3,242,000 | 2,400 |
| Available-for-sale securities (fair market value) | $22,691,000 | 3,808 |
| Total debt securities | $25,933,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,500,000 | 1,726 |
| 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 | $27,515,000 | 3,858 |
| U.S. Government securities | $21,822,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,822,000 | 3,515 |
| Securities issued by states & political subdivisions | $3,243,000 | 3,706 |
| Other domestic debt securities | $2,450,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,306 |
| 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 | $6,017,000 | 4,262 |
| Mortgage-backed securities | $15,804,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $15,804,000 | 1,779 |
| Issued or guaranteed by U.S. | $15,804,000 | 1,772 |
| 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) | $3,243,000 | 2,409 |
| Available-for-sale securities (fair market value) | $24,272,000 | 3,625 |
| Total debt securities | $27,516,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,500,000 | 1,748 |
| 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 | $27,466,000 | 3,919 |
| U.S. Government securities | $21,773,000 | 3,708 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,773,000 | 3,575 |
| Securities issued by states & political subdivisions | $3,243,000 | 3,722 |
| Other domestic debt securities | $2,450,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,385 |
| 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 | $6,436,000 | 4,129 |
| Mortgage-backed securities | $15,950,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $15,950,000 | 1,782 |
| Issued or guaranteed by U.S. | $15,950,000 | 1,774 |
| 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) | $3,243,000 | 2,428 |
| Available-for-sale securities (fair market value) | $24,223,000 | 3,690 |
| Total debt securities | $27,466,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,500,000 | 1,696 |
| 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 | $20,805,000 | 4,666 |
| U.S. Government securities | $16,124,000 | 4,445 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,124,000 | 4,297 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,221 |
| Other domestic debt securities | $2,450,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,471 |
| 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 | $4,975,000 | 4,560 |
| Mortgage-backed securities | $10,106,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $10,106,000 | 2,391 |
| Issued or guaranteed by U.S. | $10,106,000 | 2,381 |
| 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) | $2,231,000 | 2,725 |
| Available-for-sale securities (fair market value) | $18,574,000 | 4,342 |
| Total debt securities | $20,805,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,500,000 | 1,572 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,688,000 | 7,650 |
| U.S. Government securities | $3,238,000 | 7,811 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,238,000 | 7,631 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,450,000 | 1,854 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,574 |
| 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 | $3,088,000 | 5,265 |
| Mortgage-backed securities | $2,221,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,481 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,460 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,688,000 | 6,821 |
| Total debt securities | $5,687,000 | 7,571 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,500,000 | 1,405 |
| 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 | $4,906,000 | 7,813 |
| U.S. Government securities | $2,456,000 | 8,042 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,456,000 | 7,877 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,450,000 | 1,928 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,450,000 | 1,649 |
| 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 | $2,233,000 | 5,670 |
| Mortgage-backed securities | $2,456,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 4,356 |
| Issued or guaranteed by U.S. | $2,456,000 | 4,335 |
| 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) | $4,906,000 | 6,991 |
| Total debt securities | $4,906,000 | 7,727 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,197 |
| Fair value | $1,500,000 | 1,225 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,001,000 | 8,030 |
| U.S. Government securities | $3,051,000 | 7,813 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,051,000 | 7,627 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $950,000 | 2,836 |
| 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 | $950,000 | 2,516 |
| 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 | $2,682,000 | 5,443 |
| Mortgage-backed securities | $3,051,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $3,051,000 | 4,132 |
| Issued or guaranteed by U.S. | $3,051,000 | 4,119 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,001,000 | 7,207 |
| Total debt securities | $4,001,000 | 7,941 |
| 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 | $4,659,000 | 7,912 |
| U.S. Government securities | $3,709,000 | 7,636 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,709,000 | 7,436 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $950,000 | 2,889 |
| 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 | $950,000 | 2,554 |
| 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 | $2,767,000 | 5,436 |
| Mortgage-backed securities | $3,558,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,949 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,934 |
| 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) | $4,659,000 | 7,060 |
| Total debt securities | $4,659,000 | 7,835 |
| 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 | $4,992,000 | 7,839 |
| U.S. Government securities | $4,042,000 | 7,519 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,042,000 | 7,321 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $950,000 | 2,904 |
| 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 | $950,000 | 2,568 |
| 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 | $2,334,000 | 5,691 |
| Mortgage-backed securities | $3,890,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 3,776 |
| Issued or guaranteed by U.S. | $3,890,000 | 3,763 |
| 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) | $4,992,000 | 6,962 |
| Total debt securities | $4,991,000 | 7,761 |
| 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 | $1,912,000 | 8,881 |
| U.S. Government securities | $1,162,000 | 8,824 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,162,000 | 8,645 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $750,000 | 3,123 |
| 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 | $750,000 | 2,695 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,743 |
| Mortgage-backed securities | $12,000 | 7,366 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,982 |
| Issued or guaranteed by U.S. | $12,000 | 6,959 |
| 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) | $1,912,000 | 7,960 |
| Total debt securities | $1,911,000 | 8,806 |
| 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 | $1,604,000 | 9,376 |
| U.S. Government securities | $517,000 | 9,448 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $517,000 | 9,243 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,087,000 | 2,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 7,554 |
| Mortgage-backed securities | $20,000 | 7,288 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,868 |
| Issued or guaranteed by U.S. | $20,000 | 6,846 |
| 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) | $1,604,000 | 8,303 |
| Total debt securities | $517,000 | 9,526 |
| 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 | $1,370,000 | 9,785 |
| U.S. Government securities | $518,000 | 9,814 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $518,000 | 9,548 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $852,000 | 2,713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,000 | 7,749 |
| Mortgage-backed securities | $29,000 | 7,597 |
| Certificates of participation in pools of residential mortgages | $29,000 | 7,140 |
| Issued or guaranteed by U.S. | $29,000 | 7,121 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,370,000 | 8,633 |
| Total debt securities | $518,000 | 9,877 |
| 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 | $1,240,000 | 9,999 |
| U.S. Government securities | $543,000 | 9,981 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $543,000 | 9,570 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $697,000 | 2,947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 7,728 |
| Mortgage-backed securities | $41,000 | 7,778 |
| Certificates of participation in pools of residential mortgages | $41,000 | 7,309 |
| Issued or guaranteed by U.S. | $41,000 | 7,289 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,240,000 | 8,764 |
| Total debt securities | $543,000 | 10,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $1,300,000 | 10,506 |
| U.S. Government securities | $602,000 | 10,512 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $602,000 | 9,918 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $698,000 | 2,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,000 | 8,049 |
| Mortgage-backed securities | $103,000 | 7,884 |
| Certificates of participation in pools of residential mortgages | $103,000 | 7,280 |
| Issued or guaranteed by U.S. | $103,000 | 7,253 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,300,000 | 9,044 |
| Total debt securities | $602,000 | 10,573 |
| 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 | $1,445,000 | 11,024 |
| U.S. Government securities | $794,000 | 11,025 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $794,000 | 10,294 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $651,000 | 3,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,000 | 8,347 |
| Mortgage-backed securities | $292,000 | 7,947 |
| Certificates of participation in pools of residential mortgages | $292,000 | 7,189 |
| Issued or guaranteed by U.S. | $292,000 | 7,170 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $1,445,000 | 9,302 |
| Total debt securities | $794,000 | 11,090 |
| 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 | $1,577,000 | 11,499 |
| U.S. Government securities | $985,000 | 11,492 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $985,000 | 10,529 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $592,000 | 2,973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $883,000 | 8,327 |
| Mortgage-backed securities | $489,000 | 8,022 |
| Certificates of participation in pools of residential mortgages | $489,000 | 7,022 |
| Issued or guaranteed by U.S. | $489,000 | 6,990 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $1,577,000 | 9,626 |
| Total debt securities | $985,000 | 11,556 |
| 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 | $3,512,000 | 11,477 |
| U.S. Government securities | $3,108,000 | 11,183 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,108,000 | 9,019 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $404,000 | 3,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,879,000 | 7,235 |
| Mortgage-backed securities | $706,000 | 8,190 |
| Certificates of participation in pools of residential mortgages | $706,000 | 6,939 |
| Issued or guaranteed by U.S. | $706,000 | 6,912 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $3,512,000 | 7,776 |
| Total debt securities | $3,108,000 | 11,561 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,764,000 | 11,835 |
| U.S. Government securities | $3,610,000 | 11,328 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $3,610,000 | 8,902 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $154,000 | 4,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,056,000 | 6,918 |
| Mortgage-backed securities | $1,071,000 | 8,316 |
| Certificates of participation in pools of residential mortgages | $1,071,000 | 6,952 |
| Issued or guaranteed by U.S. | $1,071,000 | 6,902 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,610,000 | 11,769 |
| 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 | $7,981,000 | 10,043 |
| U.S. Government securities | $7,831,000 | 9,093 |
| U.S. Treasury securities | $2,007,000 | 8,760 |
| U.S. Government agency obligations | $5,824,000 | 7,479 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 4,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,700,000 | 6,292 |
| Mortgage-backed securities | $5,824,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $5,735,000 | 3,665 |
| Issued or guaranteed by U.S. | $5,735,000 | 3,620 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $89,000 | 7,004 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 6,430 |
| 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 | $7,831,000 | 9,971 |
| 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 |