Home > First Chicago Bank & Trust > Securities
First Chicago Bank & Trust, Securities
| 2011-06-30 | Rank | |
| Total securities | $76,456,000 | 1,774 |
| U.S. Government securities | $73,704,000 | 1,339 |
| U.S. Treasury securities | $11,050,000 | 284 |
| U.S. Government agency obligations | $62,654,000 | 1,520 |
| Securities issued by states & political subdivisions | $2,752,000 | 4,144 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,907,000 | 790 |
| Mortgage-backed securities | $52,000,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $21,920,000 | 1,556 |
| Issued or guaranteed by U.S. | $21,920,000 | 1,553 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $30,080,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $30,080,000 | 702 |
| 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) | $76,456,000 | 1,608 |
| Total debt securities | $76,456,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $88,636,000 | 1,557 |
| U.S. Government securities | $74,437,000 | 1,336 |
| U.S. Treasury securities | $10,824,000 | 312 |
| U.S. Government agency obligations | $63,613,000 | 1,475 |
| Securities issued by states & political subdivisions | $14,199,000 | 1,966 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,830,000 | 737 |
| Mortgage-backed securities | $52,956,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $22,324,000 | 1,497 |
| Issued or guaranteed by U.S. | $22,324,000 | 1,493 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $30,632,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $30,632,000 | 668 |
| 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) | $88,636,000 | 1,403 |
| Total debt securities | $88,636,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $95,523,000 | 1,405 |
| U.S. Government securities | $76,364,000 | 1,219 |
| U.S. Treasury securities | $10,792,000 | 309 |
| U.S. Government agency obligations | $65,572,000 | 1,347 |
| Securities issued by states & political subdivisions | $19,159,000 | 1,482 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,521,000 | 705 |
| Mortgage-backed securities | $54,875,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $23,031,000 | 1,417 |
| Issued or guaranteed by U.S. | $23,031,000 | 1,411 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $31,844,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $31,844,000 | 640 |
| 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) | $95,523,000 | 1,258 |
| Total debt securities | $95,523,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $80,588,000 | 1,594 |
| U.S. Government securities | $60,146,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $60,146,000 | 1,416 |
| Securities issued by states & political subdivisions | $20,442,000 | 1,355 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,032,000 | 891 |
| Mortgage-backed securities | $49,194,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $33,967,000 | 1,025 |
| Issued or guaranteed by U.S. | $33,967,000 | 1,015 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,227,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $15,227,000 | 1,002 |
| 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) | $80,588,000 | 1,426 |
| Total debt securities | $80,588,000 | 1,576 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $84,023,000 | 1,544 |
| U.S. Government securities | $63,311,000 | 1,440 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $63,311,000 | 1,384 |
| Securities issued by states & political subdivisions | $20,712,000 | 1,249 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,045,000 | 858 |
| Mortgage-backed securities | $52,118,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $35,363,000 | 984 |
| Issued or guaranteed by U.S. | $35,363,000 | 976 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $16,755,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $16,755,000 | 898 |
| 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) | $84,023,000 | 1,372 |
| Total debt securities | $84,023,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $87,222,000 | 1,494 |
| U.S. Government securities | $66,087,000 | 1,400 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $66,087,000 | 1,356 |
| Securities issued by states & political subdivisions | $21,135,000 | 1,195 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,027,000 | 1,028 |
| Mortgage-backed securities | $55,000,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $36,770,000 | 1,019 |
| Issued or guaranteed by U.S. | $36,770,000 | 1,011 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,230,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $18,230,000 | 829 |
| 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) | $87,222,000 | 1,323 |
| Total debt securities | $87,222,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $91,428,000 | 1,415 |
| U.S. Government securities | $69,180,000 | 1,308 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $69,180,000 | 1,265 |
| Securities issued by states & political subdivisions | $22,248,000 | 1,118 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,507,000 | 1,167 |
| Mortgage-backed securities | $58,142,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $37,888,000 | 1,017 |
| Issued or guaranteed by U.S. | $37,888,000 | 1,008 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,254,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $20,254,000 | 760 |
| 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) | $91,428,000 | 1,239 |
| Total debt securities | $91,428,000 | 1,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $96,757,000 | 1,312 |
| U.S. Government securities | $73,299,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $73,299,000 | 1,163 |
| Securities issued by states & political subdivisions | $23,458,000 | 1,037 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,341,000 | 1,433 |
| Mortgage-backed securities | $62,105,000 | 998 |
| Certificates of participation in pools of residential mortgages | $32,750,000 | 1,164 |
| Issued or guaranteed by U.S. | $32,750,000 | 1,156 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $29,355,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $29,355,000 | 573 |
| 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) | $96,757,000 | 1,150 |
| Total debt securities | $96,757,000 | 1,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $98,740,000 | 1,271 |
| U.S. Government securities | $76,114,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $76,114,000 | 1,092 |
| Securities issued by states & political subdivisions | $22,626,000 | 1,043 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,201,000 | 1,066 |
| Mortgage-backed securities | $58,482,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $27,704,000 | 1,378 |
| Issued or guaranteed by U.S. | $27,704,000 | 1,368 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $30,778,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $30,778,000 | 516 |
| 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) | $98,740,000 | 1,096 |
| Total debt securities | $98,740,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $104,245,000 | 1,201 |
| U.S. Government securities | $80,066,000 | 1,089 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $80,066,000 | 1,053 |
| Securities issued by states & political subdivisions | $24,179,000 | 924 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,139,000 | 774 |
| Mortgage-backed securities | $62,394,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $29,799,000 | 1,337 |
| Issued or guaranteed by U.S. | $29,799,000 | 1,326 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,595,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $32,595,000 | 472 |
| 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) | $104,245,000 | 1,039 |
| Total debt securities | $104,245,000 | 1,172 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $106,048,000 | 1,148 |
| U.S. Government securities | $82,176,000 | 1,049 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $82,176,000 | 1,022 |
| Securities issued by states & political subdivisions | $23,872,000 | 910 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,945,000 | 694 |
| Mortgage-backed securities | $69,354,000 | 894 |
| Certificates of participation in pools of residential mortgages | $39,553,000 | 1,016 |
| Issued or guaranteed by U.S. | $39,553,000 | 1,006 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $29,801,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $29,801,000 | 490 |
| 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) | $106,048,000 | 989 |
| Total debt securities | $106,048,000 | 1,130 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $107,367,000 | 1,107 |
| U.S. Government securities | $82,767,000 | 996 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $82,767,000 | 975 |
| Securities issued by states & political subdivisions | $24,600,000 | 865 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,782,000 | 649 |
| Mortgage-backed securities | $70,246,000 | 848 |
| Certificates of participation in pools of residential mortgages | $39,824,000 | 982 |
| Issued or guaranteed by U.S. | $39,824,000 | 972 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $30,422,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $30,422,000 | 451 |
| 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) | $107,367,000 | 956 |
| Total debt securities | $107,367,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $110,443,000 | 1,094 |
| U.S. Government securities | $85,128,000 | 983 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $85,128,000 | 964 |
| Securities issued by states & political subdivisions | $25,315,000 | 854 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,750,000 | 620 |
| Mortgage-backed securities | $71,533,000 | 823 |
| Certificates of participation in pools of residential mortgages | $40,489,000 | 958 |
| Issued or guaranteed by U.S. | $40,489,000 | 946 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $31,044,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $31,044,000 | 444 |
| 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) | $110,443,000 | 954 |
| Total debt securities | $110,443,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $107,310,000 | 1,138 |
| U.S. Government securities | $81,663,000 | 1,017 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $81,663,000 | 990 |
| Securities issued by states & political subdivisions | $25,647,000 | 826 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,581,000 | 535 |
| Mortgage-backed securities | $58,746,000 | 954 |
| Certificates of participation in pools of residential mortgages | $30,438,000 | 1,154 |
| Issued or guaranteed by U.S. | $30,438,000 | 1,142 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,308,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $28,308,000 | 459 |
| 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) | $107,310,000 | 996 |
| Total debt securities | $107,310,000 | 1,109 |
| Structured notes | ||
| Amortized cost | $4,847,000 | 307 |
| Fair value | $5,005,000 | 292 |
| 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 | $114,472,000 | 1,057 |
| U.S. Government securities | $87,647,000 | 944 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $87,647,000 | 911 |
| Securities issued by states & political subdivisions | $26,825,000 | 761 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,375,000 | 575 |
| Mortgage-backed securities | $42,583,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $15,023,000 | 1,747 |
| Issued or guaranteed by U.S. | $15,023,000 | 1,738 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,560,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $27,560,000 | 450 |
| 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) | $114,472,000 | 922 |
| Total debt securities | $114,472,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $4,828,000 | 531 |
| Fair value | $4,989,000 | 521 |
| 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 | $120,976,000 | 980 |
| U.S. Government securities | $94,317,000 | 890 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $94,317,000 | 864 |
| Securities issued by states & political subdivisions | $26,659,000 | 745 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,422,000 | 582 |
| Mortgage-backed securities | $43,745,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $15,428,000 | 1,598 |
| Issued or guaranteed by U.S. | $15,428,000 | 1,590 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $28,317,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $28,317,000 | 429 |
| 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) | $120,976,000 | 841 |
| Total debt securities | $120,976,000 | 951 |
| Structured notes | ||
| Amortized cost | $4,809,000 | 650 |
| Fair value | $4,886,000 | 646 |
| 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 | $124,990,000 | 952 |
| U.S. Government securities | $98,652,000 | 860 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $98,652,000 | 833 |
| Securities issued by states & political subdivisions | $26,338,000 | 751 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,008,000 | 551 |
| Mortgage-backed securities | $39,965,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $10,857,000 | 1,966 |
| Issued or guaranteed by U.S. | $10,857,000 | 1,960 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $29,108,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $29,108,000 | 430 |
| 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) | $124,990,000 | 811 |
| Total debt securities | $124,990,000 | 930 |
| Structured notes | ||
| Amortized cost | $4,790,000 | 681 |
| Fair value | $4,758,000 | 676 |
| 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 | $134,585,000 | 881 |
| U.S. Government securities | $106,922,000 | 794 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $106,922,000 | 767 |
| Securities issued by states & political subdivisions | $27,663,000 | 711 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,831,000 | 511 |
| Mortgage-backed securities | $43,656,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $12,641,000 | 1,789 |
| Issued or guaranteed by U.S. | $12,641,000 | 1,783 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,015,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $31,015,000 | 414 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $134,585,000 | 744 |
| Total debt securities | $134,585,000 | 867 |
| Structured notes | ||
| Amortized cost | $4,772,000 | 732 |
| Fair value | $4,858,000 | 721 |
| 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 | $141,287,000 | 865 |
| U.S. Government securities | $113,356,000 | 772 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $113,356,000 | 743 |
| Securities issued by states & political subdivisions | $27,931,000 | 691 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,479,000 | 542 |
| Mortgage-backed securities | $45,325,000 | 994 |
| Certificates of participation in pools of residential mortgages | $13,232,000 | 1,754 |
| Issued or guaranteed by U.S. | $13,232,000 | 1,744 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $32,093,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $32,093,000 | 421 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $141,287,000 | 729 |
| Total debt securities | $141,287,000 | 849 |
| Structured notes | ||
| Amortized cost | $5,746,000 | 655 |
| Fair value | $5,823,000 | 635 |
| 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 | $89,844,000 | 1,357 |
| U.S. Government securities | $80,208,000 | 1,135 |
| U.S. Treasury securities | $3,982,000 | 537 |
| U.S. Government agency obligations | $76,226,000 | 1,155 |
| Securities issued by states & political subdivisions | $9,636,000 | 2,061 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,012,000 | 715 |
| Mortgage-backed securities | $46,083,000 | 990 |
| Certificates of participation in pools of residential mortgages | $12,680,000 | 1,811 |
| Issued or guaranteed by U.S. | $12,680,000 | 1,799 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $33,403,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $33,403,000 | 405 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $89,844,000 | 1,175 |
| Total debt securities | $89,844,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $9,499,000 | 421 |
| Fair value | $9,647,000 | 412 |
| 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 | $97,160,000 | 1,271 |
| U.S. Government securities | $87,742,000 | 1,027 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $87,742,000 | 990 |
| Securities issued by states & political subdivisions | $9,418,000 | 2,062 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,619,000 | 672 |
| Mortgage-backed securities | $47,559,000 | 966 |
| Certificates of participation in pools of residential mortgages | $13,180,000 | 1,776 |
| Issued or guaranteed by U.S. | $13,180,000 | 1,766 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $34,379,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $34,379,000 | 392 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $97,160,000 | 1,093 |
| Total debt securities | $97,160,000 | 1,242 |
| Structured notes | ||
| Amortized cost | $9,462,000 | 456 |
| Fair value | $9,397,000 | 441 |
| 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 | $100,136,000 | 1,255 |
| U.S. Government securities | $90,625,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $90,625,000 | 982 |
| Securities issued by states & political subdivisions | $9,511,000 | 2,034 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,990,000 | 647 |
| Mortgage-backed securities | $50,132,000 | 941 |
| Certificates of participation in pools of residential mortgages | $13,857,000 | 1,740 |
| Issued or guaranteed by U.S. | $13,857,000 | 1,729 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $36,275,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $36,275,000 | 387 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $100,136,000 | 1,078 |
| Total debt securities | $100,136,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $9,974,000 | 456 |
| Fair value | $9,466,000 | 466 |
| 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 | $103,426,000 | 1,211 |
| U.S. Government securities | $93,867,000 | 975 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $93,867,000 | 944 |
| Securities issued by states & political subdivisions | $9,559,000 | 2,013 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,735,000 | 641 |
| Mortgage-backed securities | $52,889,000 | 905 |
| Certificates of participation in pools of residential mortgages | $14,612,000 | 1,703 |
| Issued or guaranteed by U.S. | $14,612,000 | 1,691 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $38,277,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $38,277,000 | 363 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $103,426,000 | 1,028 |
| Total debt securities | $103,426,000 | 1,175 |
| Structured notes | ||
| Amortized cost | $9,970,000 | 458 |
| Fair value | $9,591,000 | 470 |
| 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 | $107,725,000 | 1,152 |
| U.S. Government securities | $98,071,000 | 927 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $98,071,000 | 898 |
| Securities issued by states & political subdivisions | $9,654,000 | 1,981 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,865,000 | 737 |
| Mortgage-backed securities | $56,787,000 | 855 |
| Certificates of participation in pools of residential mortgages | $15,713,000 | 1,625 |
| Issued or guaranteed by U.S. | $15,713,000 | 1,613 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $41,074,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $41,074,000 | 353 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $107,725,000 | 978 |
| Total debt securities | $107,725,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $9,968,000 | 455 |
| Fair value | $9,719,000 | 464 |
| 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 | $125,559,000 | 980 |
| U.S. Government securities | $115,796,000 | 786 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $115,796,000 | 760 |
| Securities issued by states & political subdivisions | $9,763,000 | 1,968 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,134,000 | 832 |
| Mortgage-backed securities | $62,463,000 | 806 |
| Certificates of participation in pools of residential mortgages | $17,228,000 | 1,582 |
| Issued or guaranteed by U.S. | $17,228,000 | 1,567 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $45,235,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $45,235,000 | 336 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $125,559,000 | 817 |
| Total debt securities | $125,559,000 | 959 |
| Structured notes | ||
| Amortized cost | $16,422,000 | 244 |
| Fair value | $16,338,000 | 244 |
| 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 | $163,066,000 | 783 |
| U.S. Government securities | $152,013,000 | 638 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $152,013,000 | 611 |
| Securities issued by states & political subdivisions | $11,053,000 | 1,756 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,028,000 | 812 |
| Mortgage-backed securities | $82,775,000 | 676 |
| Certificates of participation in pools of residential mortgages | $35,111,000 | 983 |
| Issued or guaranteed by U.S. | $35,111,000 | 975 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $47,664,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $47,664,000 | 340 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $163,066,000 | 661 |
| Total debt securities | $163,066,000 | 762 |
| Structured notes | ||
| Amortized cost | $16,406,000 | 249 |
| Fair value | $15,981,000 | 252 |
| 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 | $153,486,000 | 842 |
| U.S. Government securities | $142,305,000 | 688 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $142,305,000 | 657 |
| Securities issued by states & political subdivisions | $11,181,000 | 1,753 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,932,000 | 923 |
| Mortgage-backed securities | $79,367,000 | 725 |
| Certificates of participation in pools of residential mortgages | $37,756,000 | 942 |
| Issued or guaranteed by U.S. | $37,756,000 | 933 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $41,611,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $41,611,000 | 370 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $153,486,000 | 713 |
| Total debt securities | $153,486,000 | 822 |
| Structured notes | ||
| Amortized cost | $9,959,000 | 429 |
| Fair value | $9,736,000 | 430 |
| 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 | $151,163,000 | 850 |
| U.S. Government securities | $141,357,000 | 697 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $141,357,000 | 665 |
| Securities issued by states & political subdivisions | $9,806,000 | 1,969 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,120,000 | 708 |
| Mortgage-backed securities | $74,143,000 | 764 |
| Certificates of participation in pools of residential mortgages | $35,156,000 | 996 |
| Issued or guaranteed by U.S. | $35,156,000 | 989 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $38,987,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $38,987,000 | 386 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $151,163,000 | 727 |
| Total debt securities | $151,163,000 | 830 |
| Structured notes | ||
| Amortized cost | $9,956,000 | 444 |
| Fair value | $9,900,000 | 444 |
| 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 | $126,301,000 | 1,017 |
| U.S. Government securities | $117,361,000 | 833 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $117,361,000 | 794 |
| Securities issued by states & political subdivisions | $8,940,000 | 2,115 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,878,000 | 872 |
| Mortgage-backed securities | $72,689,000 | 792 |
| Certificates of participation in pools of residential mortgages | $37,514,000 | 954 |
| Issued or guaranteed by U.S. | $37,514,000 | 948 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,175,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $35,175,000 | 427 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $126,301,000 | 866 |
| Total debt securities | $126,301,000 | 983 |
| Structured notes | ||
| Amortized cost | $9,953,000 | 423 |
| Fair value | $9,442,000 | 433 |
| 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 | $126,762,000 | 1,027 |
| U.S. Government securities | $118,288,000 | 830 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,288,000 | 795 |
| Securities issued by states & political subdivisions | $8,474,000 | 2,233 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,098,000 | 814 |
| Certificates of participation in pools of residential mortgages | $42,398,000 | 885 |
| Issued or guaranteed by U.S. | $42,398,000 | 879 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $29,700,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $29,700,000 | 504 |
| 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) | $1,000 | 4,607 |
| Available-for-sale securities (fair market value) | $126,761,000 | 868 |
| Total debt securities | $126,762,000 | 990 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $122,120,000 | 1,097 |
| U.S. Government securities | $114,367,000 | 889 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $114,367,000 | 850 |
| Securities issued by states & political subdivisions | $7,753,000 | 2,381 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,083,000 | 793 |
| Certificates of participation in pools of residential mortgages | $44,757,000 | 859 |
| Issued or guaranteed by U.S. | $44,757,000 | 852 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $31,326,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $31,326,000 | 527 |
| Privately issued | NA | NA |
| 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) | $122,120,000 | 938 |
| Total debt securities | $122,120,000 | 1,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $91,127,000 | 1,462 |
| U.S. Government securities | $84,387,000 | 1,171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $84,387,000 | 1,121 |
| Securities issued by states & political subdivisions | $6,740,000 | 2,603 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,908,000 | 859 |
| Certificates of participation in pools of residential mortgages | $43,070,000 | 879 |
| Issued or guaranteed by U.S. | $43,070,000 | 874 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $22,838,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $22,838,000 | 656 |
| Privately issued | NA | NA |
| 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) | $91,127,000 | 1,240 |
| Total debt securities | $91,127,000 | 1,408 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $81,466,000 | 1,547 |
| U.S. Government securities | $76,224,000 | 1,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,224,000 | 1,169 |
| Securities issued by states & political subdivisions | $5,242,000 | 2,954 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $62,393,000 | 905 |
| Certificates of participation in pools of residential mortgages | $39,280,000 | 917 |
| Issued or guaranteed by U.S. | $39,280,000 | 913 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,113,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $23,113,000 | 684 |
| Privately issued | NA | NA |
| 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) | $81,466,000 | 1,330 |
| Total debt securities | $81,466,000 | 1,499 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $87,940,000 | 1,432 |
| U.S. Government securities | $83,852,000 | 1,110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,852,000 | 1,067 |
| Securities issued by states & political subdivisions | $4,088,000 | 3,280 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,700,000 | 916 |
| Certificates of participation in pools of residential mortgages | $31,263,000 | 1,064 |
| Issued or guaranteed by U.S. | $31,263,000 | 1,059 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $29,437,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $29,437,000 | 613 |
| Privately issued | NA | NA |
| 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) | $87,940,000 | 1,223 |
| Total debt securities | $87,940,000 | 1,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $72,920,000 | 1,686 |
| U.S. Government securities | $69,404,000 | 1,292 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,404,000 | 1,226 |
| Securities issued by states & political subdivisions | $3,516,000 | 3,524 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,971,000 | 941 |
| Certificates of participation in pools of residential mortgages | $30,102,000 | 1,071 |
| Issued or guaranteed by U.S. | $30,102,000 | 1,062 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $24,869,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $24,869,000 | 665 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,852 |
| Available-for-sale securities (fair market value) | $72,919,000 | 1,424 |
| Total debt securities | $72,920,000 | 1,630 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $34,500,000 | 3,013 |
| U.S. Government securities | $34,500,000 | 2,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,500,000 | 2,131 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,260,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $20,198,000 | 1,281 |
| Issued or guaranteed by U.S. | $20,198,000 | 1,271 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,062,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $13,062,000 | 1,017 |
| Privately issued | NA | NA |
| 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) | $14,252,000 | 1,211 |
| Available-for-sale securities (fair market value) | $20,248,000 | 3,799 |
| Total debt securities | $34,500,000 | 2,949 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $32,234,000 | 3,255 |
| U.S. Government securities | $32,234,000 | 2,480 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,234,000 | 2,288 |
| 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 | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,153,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $9,343,000 | 1,817 |
| Issued or guaranteed by U.S. | $9,343,000 | 1,805 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,810,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $4,810,000 | 1,413 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,000 | 5,660 |
| Available-for-sale securities (fair market value) | $32,225,000 | 2,617 |
| Total debt securities | $32,234,000 | 3,159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $33,971,000 | 3,249 |
| U.S. Government securities | $33,971,000 | 2,461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,971,000 | 2,195 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,847,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $9,965,000 | 1,880 |
| Issued or guaranteed by U.S. | $9,965,000 | 1,870 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,882,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $6,882,000 | 1,229 |
| Privately issued | NA | NA |
| 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) | $33,971,000 | 2,535 |
| Total debt securities | $33,971,000 | 3,146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $34,174,000 | 3,239 |
| U.S. Government securities | $33,682,000 | 2,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,682,000 | 2,129 |
| Securities issued by states & political subdivisions | $492,000 | 6,607 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,483,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $6,992,000 | 2,472 |
| Issued or guaranteed by U.S. | $6,992,000 | 2,456 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,491,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $3,491,000 | 1,958 |
| Privately issued | NA | NA |
| 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) | $124,000 | 6,363 |
| Available-for-sale securities (fair market value) | $34,050,000 | 2,472 |
| Total debt securities | $34,174,000 | 3,149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $21,028,000 | 4,734 |
| U.S. Government securities | $20,557,000 | 3,995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,557,000 | 3,149 |
| Securities issued by states & political subdivisions | $471,000 | 6,795 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,884,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,884,000 | 3,826 |
| Issued or guaranteed by U.S. | $2,884,000 | 3,811 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 7,363 |
| Available-for-sale securities (fair market value) | $21,027,000 | 3,465 |
| Total debt securities | $21,028,000 | 4,622 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $12,877,000 | 7,032 |
| U.S. Government securities | $12,883,000 | 6,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,883,000 | 4,687 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 256 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,148,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $5,148,000 | 3,154 |
| Issued or guaranteed by U.S. | $5,148,000 | 3,132 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $12,877,000 | 5,220 |
| Total debt securities | $12,883,000 | 6,904 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $16,507,000 | 6,320 |
| U.S. Government securities | $16,505,000 | 5,359 |
| U.S. Treasury securities | $4,989,000 | 4,659 |
| U.S. Government agency obligations | $11,516,000 | 5,012 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,000 | 5,160 |
| 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 | $1,000 | 3,932 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 772 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,549,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $8,549,000 | 2,387 |
| Issued or guaranteed by U.S. | $8,549,000 | 2,363 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $2,540,000 | 6,282 |
| Available-for-sale securities (fair market value) | $13,967,000 | 5,078 |
| Total debt securities | $16,506,000 | 6,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $21,855,000 | 5,523 |
| U.S. Government securities | $21,883,000 | 4,590 |
| U.S. Treasury securities | $5,283,000 | 5,364 |
| U.S. Government agency obligations | $16,600,000 | 3,727 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $22,000 | 5,602 |
| 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 | $22,000 | 4,366 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $50,000 | 205 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,789,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $10,806,000 | 2,134 |
| Issued or guaranteed by U.S. | $10,806,000 | 2,116 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $983,000 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 4,360 |
| Privately issued | NA | NA |
| 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) | $11,777,000 | 5,124 |
| Available-for-sale securities (fair market value) | $10,078,000 | 4,738 |
| Total debt securities | $21,905,000 | 5,415 |
| 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 | $24,669,000 | 5,272 |
| U.S. Government securities | $24,733,000 | 4,286 |
| U.S. Treasury securities | $2,019,000 | 8,401 |
| U.S. Government agency obligations | $22,714,000 | 2,957 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $64,000 | 159 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,692,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $11,374,000 | 2,280 |
| Issued or guaranteed by U.S. | $11,374,000 | 2,252 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,318,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $5,318,000 | 2,373 |
| Privately issued | NA | NA |
| 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 | $24,733,000 | 5,133 |
| 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 | $35,613,000 | 3,825 |
| U.S. Government securities | $35,646,000 | 3,024 |
| U.S. Treasury securities | $2,001,000 | 8,820 |
| U.S. Government agency obligations | $33,645,000 | 2,012 |
| 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 | $76,000 | 5,625 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $109,000 | 203 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,167,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $12,347,000 | 2,179 |
| Issued or guaranteed by U.S. | $12,347,000 | 2,138 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $14,820,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $14,820,000 | 1,120 |
| Privately issued | NA | NA |
| 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 | $35,646,000 | 3,740 |
| 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 |