Home > First Farmers & Merchants National Bank > Securities
First Farmers & Merchants National Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $21,245,000 | 4,393 |
| U.S. Government securities | $19,120,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,120,000 | 3,503 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,689 |
| Other domestic debt securities | $481,000 | 2,380 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $481,000 | 1,890 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,317,000 | 2,936 |
| Mortgage-backed securities | $79,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,213 |
| Issued or guaranteed by U.S. | $79,000 | 5,205 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,245,000 | 4,044 |
| Total debt securities | $21,245,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $21,606,000 | 4,366 |
| U.S. Government securities | $19,444,000 | 3,593 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,444,000 | 3,502 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,675 |
| Other domestic debt securities | $480,000 | 2,372 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $480,000 | 1,867 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,745,000 | 2,584 |
| Mortgage-backed securities | $103,000 | 5,464 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,227 |
| Issued or guaranteed by U.S. | $103,000 | 5,221 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $21,606,000 | 4,039 |
| Total debt securities | $21,606,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $21,412,000 | 4,351 |
| U.S. Government securities | $19,026,000 | 3,592 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,026,000 | 3,505 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,599 |
| Other domestic debt securities | $478,000 | 2,368 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $478,000 | 1,840 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,475,000 | 2,601 |
| Mortgage-backed securities | $118,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,247 |
| Issued or guaranteed by U.S. | $118,000 | 5,242 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $21,412,000 | 4,007 |
| Total debt securities | $21,412,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $23,753,000 | 4,183 |
| U.S. Government securities | $21,353,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,353,000 | 3,370 |
| Securities issued by states & political subdivisions | $1,924,000 | 4,601 |
| Other domestic debt securities | $476,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $476,000 | 1,912 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,422,000 | 2,859 |
| Mortgage-backed securities | $130,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,341 |
| Issued or guaranteed by U.S. | $130,000 | 5,332 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,753,000 | 3,856 |
| Total debt securities | $23,751,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $236,000 | 2,538 |
| Fair value | $238,000 | 2,538 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $25,439,000 | 4,074 |
| U.S. Government securities | $22,738,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,738,000 | 3,301 |
| Securities issued by states & political subdivisions | $2,227,000 | 4,473 |
| Other domestic debt securities | $474,000 | 2,430 |
| 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 | $474,000 | 1,894 |
| 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 | $16,241,000 | 2,576 |
| Mortgage-backed securities | $152,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,352 |
| Issued or guaranteed by U.S. | $152,000 | 5,344 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $25,439,000 | 3,756 |
| Total debt securities | $25,439,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $372,000 | 2,673 |
| Fair value | $378,000 | 2,670 |
| 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 | $25,841,000 | 4,069 |
| U.S. Government securities | $23,156,000 | 3,407 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,156,000 | 3,338 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,430 |
| Other domestic debt securities | $472,000 | 2,408 |
| 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 | $472,000 | 1,884 |
| 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 | $16,161,000 | 2,567 |
| Mortgage-backed securities | $172,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $172,000 | 5,357 |
| Issued or guaranteed by U.S. | $172,000 | 5,351 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $25,841,000 | 3,741 |
| Total debt securities | $25,841,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $411,000 | 2,870 |
| Fair value | $420,000 | 2,864 |
| 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 | $26,750,000 | 3,952 |
| U.S. Government securities | $23,799,000 | 3,279 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,799,000 | 3,209 |
| Securities issued by states & political subdivisions | $2,481,000 | 4,309 |
| Other domestic debt securities | $470,000 | 2,392 |
| 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 | $470,000 | 1,802 |
| 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 | $16,252,000 | 2,464 |
| Mortgage-backed securities | $182,000 | 5,609 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,332 |
| Issued or guaranteed by U.S. | $182,000 | 5,319 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $26,750,000 | 3,634 |
| Total debt securities | $26,751,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,756 |
| Fair value | $462,000 | 2,742 |
| 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 | $24,980,000 | 4,023 |
| U.S. Government securities | $21,907,000 | 3,376 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,907,000 | 3,295 |
| Securities issued by states & political subdivisions | $2,605,000 | 4,227 |
| Other domestic debt securities | $468,000 | 2,390 |
| 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 | $468,000 | 1,777 |
| 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 | $14,670,000 | 2,591 |
| Mortgage-backed securities | $203,000 | 5,619 |
| Certificates of participation in pools of residential mortgages | $203,000 | 5,322 |
| Issued or guaranteed by U.S. | $203,000 | 5,305 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $24,980,000 | 3,691 |
| Total debt securities | $24,981,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $488,000 | 2,802 |
| Fair value | $507,000 | 2,642 |
| 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 | $26,725,000 | 3,877 |
| U.S. Government securities | $23,683,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,683,000 | 3,189 |
| Securities issued by states & political subdivisions | $2,576,000 | 4,216 |
| Other domestic debt securities | $466,000 | 2,339 |
| 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 | $466,000 | 1,707 |
| 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 | $13,958,000 | 2,700 |
| Mortgage-backed securities | $214,000 | 5,624 |
| Certificates of participation in pools of residential mortgages | $214,000 | 5,320 |
| Issued or guaranteed by U.S. | $214,000 | 5,308 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $26,725,000 | 3,576 |
| Total debt securities | $26,725,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $1,522,000 | 2,174 |
| Fair value | $1,541,000 | 2,177 |
| 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 | $27,222,000 | 3,832 |
| U.S. Government securities | $24,217,000 | 3,236 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $24,217,000 | 3,144 |
| Securities issued by states & political subdivisions | $2,540,000 | 4,200 |
| Other domestic debt securities | $465,000 | 2,394 |
| 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 | $465,000 | 1,748 |
| 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 | $9,863,000 | 3,240 |
| Mortgage-backed securities | $218,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $218,000 | 5,305 |
| Issued or guaranteed by U.S. | $218,000 | 5,294 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,222,000 | 3,533 |
| Total debt securities | $27,222,000 | 3,801 |
| Structured notes | ||
| Amortized cost | $2,056,000 | 1,964 |
| Fair value | $2,064,000 | 1,962 |
| 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 | $27,170,000 | 3,730 |
| U.S. Government securities | $24,187,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,187,000 | 2,973 |
| Securities issued by states & political subdivisions | $2,520,000 | 4,209 |
| Other domestic debt securities | $463,000 | 2,542 |
| 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 | $463,000 | 1,759 |
| 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 | $7,092,000 | 3,699 |
| Mortgage-backed securities | $226,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,270 |
| Issued or guaranteed by U.S. | $226,000 | 5,258 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $27,170,000 | 3,428 |
| Total debt securities | $27,170,000 | 3,698 |
| Structured notes | ||
| Amortized cost | $2,115,000 | 1,818 |
| Fair value | $2,127,000 | 1,815 |
| 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 | $22,161,000 | 4,119 |
| U.S. Government securities | $19,577,000 | 3,480 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,577,000 | 3,385 |
| Securities issued by states & political subdivisions | $2,584,000 | 4,105 |
| 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 | $6,714,000 | 3,820 |
| Mortgage-backed securities | $253,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,266 |
| Issued or guaranteed by U.S. | $253,000 | 5,255 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $22,161,000 | 3,785 |
| Total debt securities | $22,160,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $2,688,000 | 1,664 |
| Fair value | $2,741,000 | 1,661 |
| 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 | $19,094,000 | 4,509 |
| U.S. Government securities | $16,569,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,569,000 | 3,782 |
| Securities issued by states & political subdivisions | $2,525,000 | 4,088 |
| 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 | $8,225,000 | 3,571 |
| Mortgage-backed securities | $357,000 | 5,610 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,296 |
| Issued or guaranteed by U.S. | $278,000 | 5,285 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $79,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,247 |
| 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) | $19,094,000 | 4,090 |
| Total debt securities | $19,094,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $2,742,000 | 1,747 |
| Fair value | $2,789,000 | 1,730 |
| 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 | $19,986,000 | 4,455 |
| U.S. Government securities | $17,269,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,269,000 | 3,778 |
| Securities issued by states & political subdivisions | $2,717,000 | 3,988 |
| 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 | $8,037,000 | 3,681 |
| Mortgage-backed securities | $459,000 | 5,652 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,399 |
| Issued or guaranteed by U.S. | $290,000 | 5,388 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $169,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,127 |
| 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) | $19,986,000 | 4,041 |
| Total debt securities | $19,986,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $1,791,000 | 1,950 |
| Fair value | $1,830,000 | 1,942 |
| 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 | $18,578,000 | 4,552 |
| U.S. Government securities | $15,868,000 | 4,004 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,868,000 | 3,920 |
| Securities issued by states & political subdivisions | $2,710,000 | 4,010 |
| 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 | $8,024,000 | 3,696 |
| Mortgage-backed securities | $591,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,427 |
| Issued or guaranteed by U.S. | $336,000 | 5,414 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $255,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,043 |
| 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) | $18,578,000 | 4,145 |
| Total debt securities | $18,579,000 | 4,516 |
| Structured notes | ||
| Amortized cost | $1,853,000 | 1,673 |
| Fair value | $1,887,000 | 1,663 |
| 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 | $18,557,000 | 4,607 |
| U.S. Government securities | $15,488,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,488,000 | 3,985 |
| Securities issued by states & political subdivisions | $3,069,000 | 3,898 |
| 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 | $8,316,000 | 3,663 |
| Mortgage-backed securities | $696,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,486 |
| Issued or guaranteed by U.S. | $349,000 | 5,470 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $347,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,969 |
| 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) | $18,557,000 | 4,179 |
| Total debt securities | $18,557,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $1,398,000 | 1,400 |
| Fair value | $1,440,000 | 1,389 |
| 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 | $16,691,000 | 4,830 |
| U.S. Government securities | $13,566,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,566,000 | 4,260 |
| Securities issued by states & political subdivisions | $3,125,000 | 3,838 |
| 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 | $8,962,000 | 3,543 |
| Mortgage-backed securities | $817,000 | 5,637 |
| Certificates of participation in pools of residential mortgages | $360,000 | 5,542 |
| Issued or guaranteed by U.S. | $360,000 | 5,525 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $457,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,869 |
| 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) | $16,691,000 | 4,382 |
| Total debt securities | $16,691,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $687,000 | 1,438 |
| Fair value | $725,000 | 1,414 |
| 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 | $16,041,000 | 4,934 |
| U.S. Government securities | $13,094,000 | 4,511 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,094,000 | 4,431 |
| Securities issued by states & political subdivisions | $2,947,000 | 3,827 |
| 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 | $7,849,000 | 3,779 |
| Mortgage-backed securities | $972,000 | 5,624 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,573 |
| Issued or guaranteed by U.S. | $405,000 | 5,558 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $567,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 2,815 |
| 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) | $16,041,000 | 4,460 |
| Total debt securities | $16,041,000 | 4,892 |
| Structured notes | ||
| Amortized cost | $754,000 | 1,133 |
| Fair value | $788,000 | 1,119 |
| 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 | $18,101,000 | 4,676 |
| U.S. Government securities | $15,206,000 | 4,211 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,206,000 | 4,137 |
| Securities issued by states & political subdivisions | $2,895,000 | 3,811 |
| 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 | $11,755,000 | 3,179 |
| Mortgage-backed securities | $1,078,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,561 |
| Issued or guaranteed by U.S. | $423,000 | 5,545 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $655,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,740 |
| 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) | $18,101,000 | 4,204 |
| Total debt securities | $18,102,000 | 4,640 |
| Structured notes | ||
| Amortized cost | $793,000 | 1,180 |
| Fair value | $797,000 | 1,177 |
| 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 | $20,231,000 | 4,367 |
| U.S. Government securities | $17,297,000 | 3,859 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,297,000 | 3,782 |
| Securities issued by states & political subdivisions | $2,934,000 | 3,775 |
| 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 | $11,833,000 | 3,159 |
| Mortgage-backed securities | $1,154,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,548 |
| Issued or guaranteed by U.S. | $427,000 | 5,532 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $727,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $727,000 | 2,609 |
| 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) | $20,231,000 | 3,891 |
| Total debt securities | $20,231,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $813,000 | 1,139 |
| Fair value | $816,000 | 1,134 |
| 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 | $19,765,000 | 4,484 |
| U.S. Government securities | $16,831,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,831,000 | 3,904 |
| Securities issued by states & political subdivisions | $2,934,000 | 3,807 |
| 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 | $11,612,000 | 3,149 |
| Mortgage-backed securities | $1,243,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,568 |
| Issued or guaranteed by U.S. | $427,000 | 5,544 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $816,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,572 |
| 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) | $19,765,000 | 4,021 |
| Total debt securities | $19,765,000 | 4,437 |
| Structured notes | ||
| Amortized cost | $834,000 | 1,178 |
| Fair value | $838,000 | 1,171 |
| 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 | $19,831,000 | 4,458 |
| U.S. Government securities | $16,832,000 | 3,955 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,832,000 | 3,887 |
| Securities issued by states & political subdivisions | $2,999,000 | 3,802 |
| 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 | $9,172,000 | 3,510 |
| Mortgage-backed securities | $1,402,000 | 5,353 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,501 |
| Issued or guaranteed by U.S. | $471,000 | 5,472 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $931,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,492 |
| 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) | $19,831,000 | 3,990 |
| Total debt securities | $19,831,000 | 4,394 |
| Structured notes | ||
| Amortized cost | $865,000 | 1,285 |
| Fair value | $869,000 | 1,282 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $19,760,000 | 4,487 |
| U.S. Government securities | $16,077,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,077,000 | 4,040 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,520 |
| 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 | $8,564,000 | 3,653 |
| Mortgage-backed securities | $1,472,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,352 |
| Issued or guaranteed by U.S. | $478,000 | 5,331 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $994,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,348 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $19,760,000 | 3,985 |
| Total debt securities | $19,760,000 | 4,432 |
| Structured notes | ||
| Amortized cost | $1,383,000 | 1,356 |
| Fair value | $1,394,000 | 1,355 |
| 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 | $17,702,000 | 4,794 |
| U.S. Government securities | $14,453,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,453,000 | 4,384 |
| Securities issued by states & political subdivisions | $3,249,000 | 3,683 |
| 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 | $8,466,000 | 3,700 |
| Mortgage-backed securities | $1,470,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,265 |
| Issued or guaranteed by U.S. | $480,000 | 5,246 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $990,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,290 |
| 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) | $17,702,000 | 4,252 |
| Total debt securities | $17,702,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $1,403,000 | 1,542 |
| Fair value | $1,413,000 | 1,542 |
| 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 | $17,863,000 | 4,760 |
| U.S. Government securities | $14,282,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,282,000 | 4,413 |
| Securities issued by states & political subdivisions | $2,981,000 | 3,808 |
| Other domestic debt securities | $600,000 | 2,177 |
| 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 | $600,000 | 1,561 |
| 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 | $6,711,000 | 4,092 |
| Mortgage-backed securities | $1,457,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,282 |
| Issued or guaranteed by U.S. | $476,000 | 5,264 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $981,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,279 |
| 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) | $17,863,000 | 4,212 |
| Total debt securities | $17,862,000 | 4,716 |
| Structured notes | ||
| Amortized cost | $1,431,000 | 1,624 |
| Fair value | $1,437,000 | 1,612 |
| 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 | $19,158,000 | 4,608 |
| U.S. Government securities | $14,844,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,844,000 | 4,344 |
| Securities issued by states & political subdivisions | $3,028,000 | 3,784 |
| Other domestic debt securities | $1,286,000 | 1,770 |
| 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 | $1,286,000 | 1,233 |
| 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 | $6,699,000 | 4,093 |
| Mortgage-backed securities | $1,486,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,262 |
| Issued or guaranteed by U.S. | $498,000 | 5,241 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $988,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,269 |
| 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) | $19,158,000 | 4,062 |
| Total debt securities | $19,158,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $1,465,000 | 1,691 |
| Fair value | $1,473,000 | 1,681 |
| 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 | $18,852,000 | 4,712 |
| U.S. Government securities | $13,823,000 | 4,696 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,823,000 | 4,570 |
| Securities issued by states & political subdivisions | $3,336,000 | 3,686 |
| Other domestic debt securities | $1,693,000 | 1,630 |
| 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 | $1,693,000 | 1,140 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,783,000 | 4,085 |
| Mortgage-backed securities | $981,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $981,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 2,265 |
| 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) | $18,852,000 | 4,144 |
| Total debt securities | $18,852,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $491,000 | 2,621 |
| Fair value | $493,000 | 2,563 |
| 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 | $16,412,000 | 5,119 |
| U.S. Government securities | $13,798,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,798,000 | 4,626 |
| Securities issued by states & political subdivisions | $2,614,000 | 3,974 |
| 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 | $6,758,000 | 4,106 |
| Mortgage-backed securities | $979,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $979,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,231 |
| 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) | $16,412,000 | 4,505 |
| Total debt securities | $16,412,000 | 5,079 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,041,000 | 5,327 |
| U.S. Government securities | $12,444,000 | 5,009 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,444,000 | 4,872 |
| Securities issued by states & political subdivisions | $2,597,000 | 3,963 |
| 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 | $7,297,000 | 3,967 |
| Mortgage-backed securities | $968,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $968,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,224 |
| 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) | $15,041,000 | 4,667 |
| Total debt securities | $15,040,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $15,889,000 | 5,227 |
| U.S. Government securities | $13,276,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,276,000 | 4,755 |
| Securities issued by states & political subdivisions | $2,613,000 | 3,994 |
| 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 | $7,020,000 | 4,023 |
| Mortgage-backed securities | $977,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $977,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,229 |
| 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) | $15,889,000 | 4,584 |
| Total debt securities | $15,889,000 | 5,173 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $17,243,000 | 5,019 |
| U.S. Government securities | $14,427,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,427,000 | 4,497 |
| Securities issued by states & political subdivisions | $2,816,000 | 3,909 |
| 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 | $6,974,000 | 4,018 |
| Mortgage-backed securities | $983,000 | 5,422 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,644 |
| Issued or guaranteed by U.S. | $1,000 | 6,627 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $982,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,240 |
| 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) | $17,243,000 | 4,353 |
| Total debt securities | $17,243,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $16,828,000 | 5,069 |
| U.S. Government securities | $13,951,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,951,000 | 4,568 |
| Securities issued by states & political subdivisions | $2,877,000 | 3,883 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,194,000 | 3,964 |
| Mortgage-backed securities | $993,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,657 |
| Issued or guaranteed by U.S. | $2,000 | 6,638 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $991,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,250 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,828,000 | 4,406 |
| Total debt securities | $16,828,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $15,702,000 | 5,293 |
| U.S. Government securities | $12,808,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,808,000 | 4,832 |
| Securities issued by states & political subdivisions | $2,894,000 | 3,846 |
| 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 | $6,954,000 | 4,020 |
| Mortgage-backed securities | $1,005,000 | 5,517 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,682 |
| Issued or guaranteed by U.S. | $3,000 | 6,663 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,002,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,309 |
| 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) | $15,702,000 | 4,623 |
| Total debt securities | $15,702,000 | 5,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $16,956,000 | 5,159 |
| U.S. Government securities | $13,203,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,203,000 | 4,811 |
| Securities issued by states & political subdivisions | $2,755,000 | 3,918 |
| Other domestic debt securities | $998,000 | 2,277 |
| 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 | $998,000 | 1,862 |
| 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 | $7,221,000 | 3,971 |
| Mortgage-backed securities | $988,000 | 5,601 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,742 |
| Issued or guaranteed by U.S. | $4,000 | 6,725 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $984,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,389 |
| 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) | $3,614,000 | 2,294 |
| Available-for-sale securities (fair market value) | $13,342,000 | 5,061 |
| Total debt securities | $16,959,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,625,000 | 5,082 |
| U.S. Government securities | $11,399,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,399,000 | 5,219 |
| Securities issued by states & political subdivisions | $3,035,000 | 3,791 |
| Other domestic debt securities | $3,191,000 | 1,433 |
| 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 | $3,191,000 | 1,074 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,814,000 | 4,066 |
| Mortgage-backed securities | $1,010,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,773 |
| Issued or guaranteed by U.S. | $5,000 | 6,761 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,005,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,410 |
| 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) | $6,085,000 | 1,877 |
| Available-for-sale securities (fair market value) | $11,540,000 | 5,408 |
| Total debt securities | $17,625,000 | 5,017 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,250,000 | 5,460 |
| U.S. Government securities | $8,477,000 | 6,075 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,477,000 | 5,930 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,678 |
| Other domestic debt securities | $3,451,000 | 1,392 |
| 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 | $3,451,000 | 1,067 |
| 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 | $6,671,000 | 4,089 |
| Mortgage-backed securities | $1,011,000 | 5,625 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,788 |
| Issued or guaranteed by U.S. | $6,000 | 6,776 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,005,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,420 |
| 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) | $4,385,000 | 2,156 |
| Available-for-sale securities (fair market value) | $10,865,000 | 5,566 |
| Total debt securities | $15,250,000 | 5,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $13,098,000 | 5,924 |
| U.S. Government securities | $7,809,000 | 6,349 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,809,000 | 6,184 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,676 |
| Other domestic debt securities | $1,956,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,956,000 | 1,581 |
| 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 | $6,277,000 | 4,176 |
| Mortgage-backed securities | $3,084,000 | 4,645 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,843 |
| Issued or guaranteed by U.S. | $379,000 | 5,832 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,705,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,705,000 | 1,795 |
| 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) | $5,289,000 | 2,020 |
| Available-for-sale securities (fair market value) | $7,809,000 | 6,290 |
| Total debt securities | $13,099,000 | 5,852 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,215,000 | 5,891 |
| U.S. Government securities | $8,371,000 | 6,145 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,371,000 | 5,985 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,564 |
| Other domestic debt securities | $1,209,000 | 2,361 |
| 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 | $1,209,000 | 1,983 |
| 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 | $6,035,000 | 4,194 |
| Mortgage-backed securities | $3,509,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $432,000 | 5,806 |
| Issued or guaranteed by U.S. | $432,000 | 5,791 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,077,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $3,077,000 | 1,743 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,844,000 | 2,064 |
| Available-for-sale securities (fair market value) | $8,371,000 | 6,154 |
| Total debt securities | $13,215,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $14,241,000 | 5,749 |
| U.S. Government securities | $9,157,000 | 5,998 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,157,000 | 5,827 |
| Securities issued by states & political subdivisions | $3,773,000 | 3,517 |
| Other domestic debt securities | $1,311,000 | 2,351 |
| 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 | $1,311,000 | 2,053 |
| 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 | $7,646,000 | 3,697 |
| Mortgage-backed securities | $3,838,000 | 4,430 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,796 |
| Issued or guaranteed by U.S. | $481,000 | 5,777 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,357,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,357,000 | 1,787 |
| 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) | $5,084,000 | 2,064 |
| Available-for-sale securities (fair market value) | $9,157,000 | 6,047 |
| Total debt securities | $14,240,000 | 5,663 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $18,124,000 | 5,010 |
| U.S. Government securities | $13,362,000 | 4,847 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,362,000 | 4,696 |
| Securities issued by states & political subdivisions | $3,149,000 | 3,783 |
| Other domestic debt securities | $1,613,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,613,000 | 2,000 |
| 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 | $5,327,000 | 4,297 |
| Mortgage-backed securities | $8,521,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,804 |
| Issued or guaranteed by U.S. | $496,000 | 5,780 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,025,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $8,025,000 | 1,176 |
| 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) | $4,762,000 | 2,124 |
| Available-for-sale securities (fair market value) | $13,362,000 | 5,120 |
| Total debt securities | $18,125,000 | 4,920 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,346,000 | 4,915 |
| U.S. Government securities | $13,914,000 | 4,712 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,914,000 | 4,562 |
| Securities issued by states & political subdivisions | $2,816,000 | 3,921 |
| Other domestic debt securities | $1,616,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,616,000 | 2,059 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,215,000 | 4,711 |
| Mortgage-backed securities | $11,240,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,750 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,379,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $9,379,000 | 1,181 |
| 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) | $4,825,000 | 2,110 |
| Available-for-sale securities (fair market value) | $13,521,000 | 5,043 |
| Total debt securities | $18,346,000 | 4,823 |
| 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 | $20,116,000 | 4,656 |
| U.S. Government securities | $16,070,000 | 4,341 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,070,000 | 4,156 |
| Securities issued by states & political subdivisions | $2,428,000 | 4,049 |
| Other domestic debt securities | $1,618,000 | 2,365 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,618,000 | 2,064 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,387,000 | 3,929 |
| Mortgage-backed securities | $12,897,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $3,598,000 | 3,924 |
| Issued or guaranteed by U.S. | $3,598,000 | 3,910 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,299,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $9,299,000 | 1,222 |
| 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) | $4,608,000 | 2,198 |
| Available-for-sale securities (fair market value) | $15,508,000 | 4,687 |
| Total debt securities | $20,117,000 | 4,557 |
| 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 | $19,995,000 | 4,647 |
| U.S. Government securities | $15,930,000 | 4,303 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,930,000 | 4,132 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,101 |
| Other domestic debt securities | $1,720,000 | 2,338 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,720,000 | 2,045 |
| 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 | $8,371,000 | 3,409 |
| Mortgage-backed securities | $10,845,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $4,093,000 | 3,702 |
| Issued or guaranteed by U.S. | $4,093,000 | 3,689 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,752,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $6,752,000 | 1,477 |
| 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) | $4,760,000 | 2,221 |
| Available-for-sale securities (fair market value) | $15,235,000 | 4,693 |
| Total debt securities | $19,995,000 | 4,558 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,552,000 | 6,124 |
| U.S. Government securities | $7,062,000 | 6,429 |
| U.S. Treasury securities | $305,000 | 2,749 |
| U.S. Government agency obligations | $6,757,000 | 6,305 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,581 |
| Other domestic debt securities | $2,826,000 | 1,955 |
| 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 | $2,826,000 | 1,644 |
| 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 | $5,975,000 | 4,028 |
| Mortgage-backed securities | $1,897,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,882,000 | 4,549 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $15,000 | 4,446 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 4,228 |
| 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) | $5,456,000 | 2,196 |
| Available-for-sale securities (fair market value) | $6,096,000 | 6,653 |
| Total debt securities | $11,552,000 | 6,033 |
| 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 | $9,807,000 | 6,848 |
| U.S. Government securities | $6,538,000 | 7,104 |
| U.S. Treasury securities | $305,000 | 3,675 |
| U.S. Government agency obligations | $6,233,000 | 6,869 |
| Securities issued by states & political subdivisions | $1,563,000 | 4,772 |
| Other domestic debt securities | $1,410,000 | 2,230 |
| 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 | $1,410,000 | 1,929 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 5,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,426,000 | 4,090 |
| Mortgage-backed securities | $577,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,798 |
| Issued or guaranteed by U.S. | $315,000 | 5,778 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $262,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,477 |
| 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) | $2,977,000 | 3,432 |
| Available-for-sale securities (fair market value) | $6,830,000 | 6,649 |
| Total debt securities | $9,511,000 | 6,809 |
| 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 | $8,318,000 | 7,552 |
| U.S. Government securities | $5,628,000 | 7,762 |
| U.S. Treasury securities | $1,194,000 | 3,397 |
| U.S. Government agency obligations | $4,434,000 | 7,783 |
| Securities issued by states & political subdivisions | $1,386,000 | 5,172 |
| Other domestic debt securities | $1,008,000 | 2,321 |
| 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 | $1,008,000 | 1,956 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 4,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,555,000 | 4,415 |
| Mortgage-backed securities | $1,072,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $674,000 | 5,446 |
| Issued or guaranteed by U.S. | $674,000 | 5,436 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $398,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 3,530 |
| 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) | $2,652,000 | 3,911 |
| Available-for-sale securities (fair market value) | $5,666,000 | 7,197 |
| Total debt securities | $8,022,000 | 7,512 |
| 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 | $8,242,000 | 7,613 |
| U.S. Government securities | $4,956,000 | 8,067 |
| U.S. Treasury securities | $1,219,000 | 4,690 |
| U.S. Government agency obligations | $3,737,000 | 7,831 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,798 |
| Other domestic debt securities | $1,097,000 | 2,095 |
| 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 | $1,097,000 | 1,721 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 4,697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,832,000 | 4,373 |
| Mortgage-backed securities | $1,515,000 | 5,662 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 5,212 |
| Issued or guaranteed by U.S. | $1,042,000 | 5,194 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $473,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 3,674 |
| 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) | $3,445,000 | 3,994 |
| Available-for-sale securities (fair market value) | $4,797,000 | 7,434 |
| Total debt securities | $7,952,000 | 7,589 |
| 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 | $8,891,000 | 7,791 |
| U.S. Government securities | $6,612,000 | 7,829 |
| U.S. Treasury securities | $1,510,000 | 5,663 |
| U.S. Government agency obligations | $5,102,000 | 7,222 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,501 |
| 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 | $157,000 | 5,787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,543,000 | 3,878 |
| Mortgage-backed securities | $2,309,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,640,000 | 4,671 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $669,000 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 3,644 |
| 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) | $2,886,000 | 5,095 |
| Available-for-sale securities (fair market value) | $6,005,000 | 7,070 |
| Total debt securities | $8,734,000 | 7,712 |
| 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 | $9,547,000 | 8,091 |
| U.S. Government securities | $7,100,000 | 8,209 |
| U.S. Treasury securities | $1,002,000 | 7,210 |
| U.S. Government agency obligations | $6,098,000 | 7,072 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,699 |
| Other domestic debt securities | $200,000 | 3,410 |
| 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 | $200,000 | 2,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 5,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,906,000 | 4,206 |
| Mortgage-backed securities | $2,813,000 | 5,322 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,667 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,643 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $713,000 | 4,161 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 4,008 |
| 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) | $3,825,000 | 5,227 |
| Available-for-sale securities (fair market value) | $5,722,000 | 7,438 |
| Total debt securities | $9,380,000 | 8,031 |
| 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 | $9,080,000 | 8,609 |
| U.S. Government securities | $6,107,000 | 9,015 |
| U.S. Treasury securities | $720,000 | 9,042 |
| U.S. Government agency obligations | $5,387,000 | 7,492 |
| Securities issued by states & political subdivisions | $2,645,000 | 4,255 |
| Other domestic debt securities | $301,000 | 3,658 |
| 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 | $301,000 | 2,859 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,336,000 | 5,046 |
| Mortgage-backed securities | $3,123,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,841 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,811 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,047,000 | 4,153 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 3,986 |
| 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) | $4,223,000 | 5,357 |
| Available-for-sale securities (fair market value) | $4,857,000 | 8,112 |
| Total debt securities | $9,053,000 | 8,492 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $990,000 | 2,712 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,027,000 | 8,747 |
| U.S. Government securities | $6,952,000 | 9,157 |
| U.S. Treasury securities | $2,150,000 | 8,043 |
| U.S. Government agency obligations | $4,802,000 | 7,825 |
| Securities issued by states & political subdivisions | $2,584,000 | 4,550 |
| Other domestic debt securities | $452,000 | 3,767 |
| 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 | $452,000 | 3,021 |
| Foreign debt securities | NA | NA |
| Equity securities | $39,000 | 7,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,146,000 | 4,658 |
| Mortgage-backed securities | $2,898,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $2,340,000 | 4,892 |
| Issued or guaranteed by U.S. | $2,340,000 | 4,866 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $558,000 | 5,135 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 4,913 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,392,000 | 9,048 |
| Available-for-sale securities (fair market value) | $6,635,000 | 6,053 |
| Total debt securities | $9,988,000 | 8,648 |
| 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 | $13,172,000 | 7,966 |
| U.S. Government securities | $9,202,000 | 8,380 |
| U.S. Treasury securities | $2,209,000 | 8,185 |
| U.S. Government agency obligations | $6,993,000 | 6,819 |
| Securities issued by states & political subdivisions | $2,934,000 | 4,338 |
| Other domestic debt securities | $845,000 | 3,574 |
| Privately issued residential mortgage-backed securities | $9,000 | 3,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $836,000 | 2,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $191,000 | 4,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,208,000 | 5,091 |
| Mortgage-backed securities | $3,585,000 | 6,061 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 5,235 |
| Issued or guaranteed by U.S. | $2,553,000 | 5,196 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,032,000 | 4,889 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 4,683 |
| Privately issued | $9,000 | 2,856 |
| 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 | $12,981,000 | 7,864 |
| 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 | $13,508,000 | 7,817 |
| U.S. Government securities | $8,709,000 | 8,650 |
| U.S. Treasury securities | $1,397,000 | 9,727 |
| U.S. Government agency obligations | $7,312,000 | 6,673 |
| Securities issued by states & political subdivisions | $2,951,000 | 4,106 |
| Other domestic debt securities | $1,676,000 | 3,225 |
| Privately issued residential mortgage-backed securities | $31,000 | 3,906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,645,000 | 2,290 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 4,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,697,000 | 4,689 |
| Mortgage-backed securities | $4,043,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 5,039 |
| Issued or guaranteed by U.S. | $3,182,000 | 4,983 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $861,000 | 5,304 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 4,947 |
| Privately issued | $31,000 | 3,354 |
| 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 | $13,336,000 | 7,753 |
| 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 |