Home > First National Bank > Securities
First National Bank, Securities
| 2012-06-30 | Rank | |
| Total securities | $17,960,000 | 4,769 |
| U.S. Government securities | $10,176,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,176,000 | 4,763 |
| Securities issued by states & political subdivisions | $7,718,000 | 3,130 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $66,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,083,000 | 4,119 |
| Mortgage-backed securities | $8,763,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,720 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,719 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,835,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $3,835,000 | 2,232 |
| 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) | $17,960,000 | 4,397 |
| Total debt securities | $17,894,000 | 4,741 |
| Structured notes | ||
| Amortized cost | $185,000 | 2,835 |
| Fair value | $189,000 | 2,831 |
| 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 | $18,577,000 | 4,734 |
| U.S. Government securities | $10,813,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,813,000 | 4,754 |
| Securities issued by states & political subdivisions | $7,698,000 | 3,039 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $66,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,394,000 | 4,049 |
| Mortgage-backed securities | $9,369,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $5,321,000 | 3,626 |
| Issued or guaranteed by U.S. | $5,321,000 | 3,621 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,048,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $4,048,000 | 2,199 |
| 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) | $18,577,000 | 4,361 |
| Total debt securities | $18,510,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $205,000 | 3,029 |
| Fair value | $208,000 | 3,026 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $19,465,000 | 4,600 |
| U.S. Government securities | $11,360,000 | 4,723 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,360,000 | 4,633 |
| Securities issued by states & political subdivisions | $8,039,000 | 2,941 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $66,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,669,000 | 3,795 |
| Mortgage-backed securities | $9,882,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $5,662,000 | 3,468 |
| Issued or guaranteed by U.S. | $5,662,000 | 3,466 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,220,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $4,220,000 | 2,066 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,465,000 | 4,225 |
| Total debt securities | $19,400,000 | 4,575 |
| Structured notes | ||
| Amortized cost | $227,000 | 2,901 |
| Fair value | $231,000 | 2,899 |
| 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 | $19,605,000 | 4,550 |
| U.S. Government securities | $11,655,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,655,000 | 4,555 |
| Securities issued by states & political subdivisions | $7,884,000 | 2,911 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $66,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,212,000 | 3,670 |
| Mortgage-backed securities | $8,836,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $4,454,000 | 3,680 |
| Issued or guaranteed by U.S. | $4,454,000 | 3,670 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,382,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $4,382,000 | 2,004 |
| 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) | $19,605,000 | 4,174 |
| Total debt securities | $19,538,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,191 |
| Fair value | $1,054,000 | 2,193 |
| 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 | $19,286,000 | 4,642 |
| U.S. Government securities | $11,723,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,723,000 | 4,652 |
| Securities issued by states & political subdivisions | $7,497,000 | 2,926 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $66,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,427,000 | 3,687 |
| Mortgage-backed securities | $8,067,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $4,809,000 | 3,570 |
| Issued or guaranteed by U.S. | $4,809,000 | 3,558 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,258,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $3,258,000 | 2,175 |
| 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) | $19,286,000 | 4,256 |
| Total debt securities | $19,221,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $1,368,000 | 2,298 |
| Fair value | $1,372,000 | 2,301 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $18,929,000 | 4,670 |
| U.S. Government securities | $12,119,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,119,000 | 4,574 |
| Securities issued by states & political subdivisions | $6,744,000 | 3,023 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $66,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,467,000 | 3,676 |
| Mortgage-backed securities | $8,028,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 3,392 |
| Issued or guaranteed by U.S. | $5,260,000 | 3,384 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,768,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 2,225 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,929,000 | 4,269 |
| Total debt securities | $18,863,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $1,383,000 | 2,349 |
| Fair value | $1,368,000 | 2,347 |
| 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 | $18,383,000 | 4,596 |
| U.S. Government securities | $12,378,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,378,000 | 4,361 |
| Securities issued by states & political subdivisions | $5,939,000 | 3,200 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $66,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,479,000 | 3,831 |
| Mortgage-backed securities | $8,548,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $5,714,000 | 3,200 |
| Issued or guaranteed by U.S. | $5,714,000 | 3,193 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,834,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $2,834,000 | 2,150 |
| 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) | $18,383,000 | 4,211 |
| Total debt securities | $18,317,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $1,111,000 | 2,292 |
| Fair value | $1,092,000 | 2,297 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $16,603,000 | 4,767 |
| U.S. Government securities | $10,876,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,876,000 | 4,551 |
| Securities issued by states & political subdivisions | $5,661,000 | 3,195 |
| 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 | $66,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,794,000 | 3,801 |
| Mortgage-backed securities | $6,985,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $6,292,000 | 3,013 |
| Issued or guaranteed by U.S. | $6,292,000 | 3,004 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $693,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,863 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $16,603,000 | 4,359 |
| Total debt securities | $16,536,000 | 4,736 |
| Structured notes | ||
| Amortized cost | $351,000 | 2,970 |
| Fair value | $352,000 | 2,970 |
| 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 | $16,173,000 | 4,849 |
| U.S. Government securities | $11,083,000 | 4,723 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,083,000 | 4,618 |
| Securities issued by states & political subdivisions | $5,024,000 | 3,279 |
| 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 | $66,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,345,000 | 3,945 |
| Mortgage-backed securities | $6,983,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $6,983,000 | 2,920 |
| Issued or guaranteed by U.S. | $6,983,000 | 2,910 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,173,000 | 4,430 |
| Total debt securities | $16,108,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $752,000 | 2,763 |
| 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 | $14,427,000 | 5,097 |
| U.S. Government securities | $9,994,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,994,000 | 4,914 |
| Securities issued by states & political subdivisions | $4,367,000 | 3,449 |
| 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 | $66,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,441,000 | 4,267 |
| Mortgage-backed securities | $6,029,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $6,029,000 | 3,220 |
| Issued or guaranteed by U.S. | $6,029,000 | 3,213 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $14,427,000 | 4,668 |
| Total debt securities | $14,362,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,540 |
| Fair value | $742,000 | 2,555 |
| 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 | $11,351,000 | 5,545 |
| U.S. Government securities | $7,181,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,181,000 | 5,450 |
| Securities issued by states & political subdivisions | $4,104,000 | 3,543 |
| 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 | $66,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,094,000 | 4,105 |
| Mortgage-backed securities | $3,646,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $3,646,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,646,000 | 3,904 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,351,000 | 5,079 |
| Total debt securities | $11,287,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $290,000 | 2,656 |
| Fair value | $291,000 | 2,652 |
| 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 | $11,304,000 | 5,600 |
| U.S. Government securities | $8,178,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,178,000 | 5,265 |
| Securities issued by states & political subdivisions | $3,065,000 | 3,901 |
| 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 | $61,000 | 1,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,120,000 | 4,675 |
| Mortgage-backed securities | $3,554,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $3,554,000 | 4,030 |
| Issued or guaranteed by U.S. | $3,554,000 | 4,021 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,304,000 | 5,129 |
| Total debt securities | $11,243,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $1,605,000 | 1,297 |
| Fair value | $1,608,000 | 1,297 |
| 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 | $9,210,000 | 5,964 |
| U.S. Government securities | $6,608,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,608,000 | 5,662 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,084 |
| 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 | $61,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,618,000 | 4,880 |
| Mortgage-backed securities | $3,862,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 3,998 |
| Issued or guaranteed by U.S. | $3,862,000 | 3,984 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,210,000 | 5,458 |
| Total debt securities | $9,150,000 | 5,921 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,381,000 | 5,818 |
| U.S. Government securities | $8,270,000 | 5,450 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,270,000 | 5,370 |
| Securities issued by states & political subdivisions | $2,046,000 | 4,243 |
| 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 | $65,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,689,000 | 4,923 |
| Mortgage-backed securities | $4,298,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $4,298,000 | 3,964 |
| Issued or guaranteed by U.S. | $4,298,000 | 3,952 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,381,000 | 5,311 |
| Total debt securities | $10,317,000 | 5,775 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $12,032,000 | 5,577 |
| U.S. Government securities | $9,811,000 | 5,191 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,811,000 | 5,108 |
| Securities issued by states & political subdivisions | $2,156,000 | 4,129 |
| 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 | $65,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,671,000 | 4,975 |
| Mortgage-backed securities | $3,591,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 4,162 |
| Issued or guaranteed by U.S. | $3,591,000 | 4,149 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,032,000 | 5,066 |
| Total debt securities | $11,968,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $12,185,000 | 5,505 |
| U.S. Government securities | $10,215,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,215,000 | 4,969 |
| Securities issued by states & political subdivisions | $1,905,000 | 4,268 |
| 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 | $65,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,068,000 | 4,828 |
| Mortgage-backed securities | $3,622,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 4,078 |
| Issued or guaranteed by U.S. | $3,622,000 | 4,066 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,185,000 | 4,987 |
| Total debt securities | $12,120,000 | 5,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,791,000 | 5,152 |
| U.S. Government securities | $12,824,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,824,000 | 4,509 |
| Securities issued by states & political subdivisions | $1,902,000 | 4,287 |
| 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 | $65,000 | 1,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,303,000 | 4,733 |
| Mortgage-backed securities | $1,709,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $1,709,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,709,000 | 4,809 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,791,000 | 4,653 |
| Total debt securities | $14,726,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,683,000 | 6,627 |
| U.S. Government securities | $5,035,000 | 6,461 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,035,000 | 6,367 |
| Securities issued by states & political subdivisions | $1,583,000 | 4,486 |
| 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 | $65,000 | 1,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,632,000 | 4,596 |
| Mortgage-backed securities | $1,324,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 4,944 |
| Issued or guaranteed by U.S. | $1,324,000 | 4,922 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,683,000 | 6,055 |
| Total debt securities | $6,617,000 | 6,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,456,000 | 6,551 |
| U.S. Government securities | $5,420,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,420,000 | 6,357 |
| Securities issued by states & political subdivisions | $1,971,000 | 4,287 |
| 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 | $65,000 | 1,664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,477,000 | 4,674 |
| Mortgage-backed securities | $1,072,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,881 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,861 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,456,000 | 5,941 |
| Total debt securities | $7,391,000 | 6,503 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,327 |
| Fair value | $250,000 | 2,290 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,980,000 | 6,487 |
| U.S. Government securities | $5,951,000 | 6,402 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,951,000 | 6,297 |
| Securities issued by states & political subdivisions | $1,964,000 | 4,294 |
| 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 | $65,000 | 1,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,888,000 | 4,589 |
| Mortgage-backed securities | $1,174,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,174,000 | 4,663 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,980,000 | 5,874 |
| Total debt securities | $7,916,000 | 6,449 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,545 |
| Fair value | $248,000 | 2,540 |
| 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 | $8,346,000 | 6,429 |
| U.S. Government securities | $6,328,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,328,000 | 6,222 |
| Securities issued by states & political subdivisions | $1,953,000 | 4,284 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $65,000 | 1,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,768,000 | 4,646 |
| Mortgage-backed securities | $900,000 | 5,351 |
| Certificates of participation in pools of residential mortgages | $900,000 | 4,882 |
| Issued or guaranteed by U.S. | $900,000 | 4,866 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,346,000 | 5,801 |
| Total debt securities | $8,281,000 | 6,395 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,626 |
| Fair value | $245,000 | 2,622 |
| 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 | $7,017,000 | 6,777 |
| U.S. Government securities | $5,805,000 | 6,528 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,805,000 | 6,406 |
| Securities issued by states & political subdivisions | $1,147,000 | 4,829 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $65,000 | 1,652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,785,000 | 4,654 |
| Mortgage-backed securities | $366,000 | 5,804 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,422 |
| Issued or guaranteed by U.S. | $366,000 | 5,397 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,017,000 | 6,106 |
| Total debt securities | $6,953,000 | 6,745 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,665,000 | 6,889 |
| U.S. Government securities | $5,787,000 | 6,577 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,787,000 | 6,445 |
| Securities issued by states & political subdivisions | $813,000 | 5,153 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $65,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,768,000 | 4,661 |
| Mortgage-backed securities | $368,000 | 5,814 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,421 |
| Issued or guaranteed by U.S. | $368,000 | 5,400 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,665,000 | 6,203 |
| Total debt securities | $6,601,000 | 6,847 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $503,000 | 2,415 |
| 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 | $5,434,000 | 7,238 |
| U.S. Government securities | $4,704,000 | 6,953 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,704,000 | 6,821 |
| Securities issued by states & political subdivisions | $665,000 | 5,319 |
| 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 | $65,000 | 1,739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,525,000 | 4,745 |
| Mortgage-backed securities | $389,000 | 5,806 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,411 |
| Issued or guaranteed by U.S. | $389,000 | 5,385 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,434,000 | 6,509 |
| Total debt securities | $5,369,000 | 7,201 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $503,000 | 2,535 |
| 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 | $5,218,000 | 7,315 |
| U.S. Government securities | $4,656,000 | 7,010 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,656,000 | 6,872 |
| Securities issued by states & political subdivisions | $497,000 | 5,533 |
| 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 | $65,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,307,000 | 4,856 |
| Mortgage-backed securities | $406,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,427 |
| Issued or guaranteed by U.S. | $406,000 | 5,402 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,218,000 | 6,572 |
| Total debt securities | $5,154,000 | 7,279 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $486,000 | 2,747 |
| 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 | $5,474,000 | 7,299 |
| U.S. Government securities | $4,751,000 | 7,014 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,751,000 | 6,873 |
| Securities issued by states & political subdivisions | $658,000 | 5,377 |
| 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 | $65,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,686,000 | 4,727 |
| Mortgage-backed securities | $449,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,401 |
| Issued or guaranteed by U.S. | $449,000 | 5,379 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,474,000 | 6,564 |
| Total debt securities | $5,409,000 | 7,261 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,793 |
| Fair value | $500,000 | 2,584 |
| 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 | $5,563,000 | 7,330 |
| U.S. Government securities | $4,778,000 | 7,027 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,778,000 | 6,874 |
| Securities issued by states & political subdivisions | $720,000 | 5,346 |
| 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 | $65,000 | 1,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,709,000 | 4,692 |
| Mortgage-backed securities | $476,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,401 |
| Issued or guaranteed by U.S. | $476,000 | 5,376 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,563,000 | 6,583 |
| Total debt securities | $5,497,000 | 7,294 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $493,000 | 2,679 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,609,000 | 7,342 |
| U.S. Government securities | $4,818,000 | 7,014 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,818,000 | 6,870 |
| Securities issued by states & political subdivisions | $725,000 | 5,354 |
| 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 | $66,000 | 1,826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,746,000 | 4,691 |
| Mortgage-backed securities | $501,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,409 |
| Issued or guaranteed by U.S. | $501,000 | 5,387 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,609,000 | 6,575 |
| Total debt securities | $5,543,000 | 7,300 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $494,000 | 2,677 |
| 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 | $5,720,000 | 7,353 |
| U.S. Government securities | $4,926,000 | 7,028 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,926,000 | 6,884 |
| Securities issued by states & political subdivisions | $728,000 | 5,338 |
| 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 | $66,000 | 1,851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,845,000 | 4,650 |
| Mortgage-backed securities | $580,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,372 |
| Issued or guaranteed by U.S. | $580,000 | 5,348 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,720,000 | 6,570 |
| Total debt securities | $5,654,000 | 7,299 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $497,000 | 2,635 |
| 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 | $5,635,000 | 7,449 |
| U.S. Government securities | $4,848,000 | 7,120 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,848,000 | 6,958 |
| Securities issued by states & political subdivisions | $721,000 | 5,353 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $66,000 | 1,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,812,000 | 4,677 |
| Mortgage-backed securities | $53,000 | 6,681 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,359 |
| Issued or guaranteed by U.S. | $53,000 | 6,340 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,635,000 | 6,657 |
| Total debt securities | $5,569,000 | 7,394 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $489,000 | 2,655 |
| 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 | $5,513,000 | 7,505 |
| U.S. Government securities | $4,722,000 | 7,192 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,722,000 | 7,034 |
| Securities issued by states & political subdivisions | $725,000 | 5,372 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $66,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,683,000 | 4,709 |
| Mortgage-backed securities | $56,000 | 6,725 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,390 |
| Issued or guaranteed by U.S. | $56,000 | 6,375 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,513,000 | 6,699 |
| Total debt securities | $5,447,000 | 7,458 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $494,000 | 2,611 |
| 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 | $5,363,000 | 7,592 |
| U.S. Government securities | $4,773,000 | 7,204 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,773,000 | 7,048 |
| Securities issued by states & political subdivisions | $524,000 | 5,667 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $66,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,632,000 | 4,747 |
| Mortgage-backed securities | $75,000 | 6,705 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,354 |
| Issued or guaranteed by U.S. | $75,000 | 6,340 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,363,000 | 6,767 |
| Total debt securities | $5,297,000 | 7,538 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $495,000 | 2,605 |
| 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 | $4,669,000 | 7,826 |
| U.S. Government securities | $4,446,000 | 7,385 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,446,000 | 7,228 |
| Securities issued by states & political subdivisions | $156,000 | 6,336 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $67,000 | 2,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,300,000 | 4,848 |
| Mortgage-backed securities | $83,000 | 6,755 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,397 |
| Issued or guaranteed by U.S. | $83,000 | 6,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,669,000 | 7,038 |
| Total debt securities | $4,602,000 | 7,778 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $482,000 | 2,565 |
| 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 | $4,719,000 | 7,822 |
| U.S. Government securities | $4,491,000 | 7,334 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,491,000 | 7,180 |
| Securities issued by states & political subdivisions | $161,000 | 6,328 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $67,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,234,000 | 4,826 |
| Mortgage-backed securities | $478,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,762 |
| Issued or guaranteed by U.S. | $478,000 | 5,746 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,719,000 | 7,020 |
| Total debt securities | $4,652,000 | 7,760 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,106,000 | 7,780 |
| U.S. Government securities | $4,880,000 | 7,274 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,880,000 | 7,095 |
| Securities issued by states & political subdivisions | $159,000 | 6,420 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $67,000 | 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 | $4,842,000 | 4,542 |
| Mortgage-backed securities | $498,000 | 6,216 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,772 |
| Issued or guaranteed by U.S. | $498,000 | 5,753 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,106,000 | 6,951 |
| Total debt securities | $5,039,000 | 7,717 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $490,000 | 2,208 |
| 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 | $5,144,000 | 7,752 |
| U.S. Government securities | $4,916,000 | 7,181 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,916,000 | 7,007 |
| Securities issued by states & political subdivisions | $160,000 | 6,460 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $68,000 | 2,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,873,000 | 4,480 |
| Mortgage-backed securities | $521,000 | 6,231 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,769 |
| Issued or guaranteed by U.S. | $521,000 | 5,747 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,144,000 | 6,922 |
| Total debt securities | $5,076,000 | 7,677 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $489,000 | 1,943 |
| 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 | $5,242,000 | 7,701 |
| U.S. Government securities | $5,012,000 | 7,084 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,012,000 | 6,904 |
| Securities issued by states & political subdivisions | $162,000 | 6,462 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $68,000 | 2,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,963,000 | 4,421 |
| Mortgage-backed securities | $570,000 | 6,257 |
| Certificates of participation in pools of residential mortgages | $570,000 | 5,764 |
| Issued or guaranteed by U.S. | $570,000 | 5,742 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,242,000 | 6,884 |
| Total debt securities | $5,174,000 | 7,630 |
| 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 | $5,230,000 | 7,741 |
| U.S. Government securities | $5,002,000 | 7,138 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,002,000 | 6,931 |
| Securities issued by states & political subdivisions | $161,000 | 6,451 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $67,000 | 2,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,948,000 | 4,473 |
| Mortgage-backed securities | $673,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,721 |
| Issued or guaranteed by U.S. | $625,000 | 5,704 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $48,000 | 4,180 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,988 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,230,000 | 6,898 |
| Total debt securities | $5,163,000 | 7,681 |
| 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 | $5,154,000 | 7,786 |
| U.S. Government securities | $4,929,000 | 7,195 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,929,000 | 6,990 |
| Securities issued by states & political subdivisions | $157,000 | 6,482 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $68,000 | 2,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,928,000 | 4,452 |
| Mortgage-backed securities | $986,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $671,000 | 5,668 |
| Issued or guaranteed by U.S. | $671,000 | 5,651 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $315,000 | 3,806 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 3,639 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,154,000 | 6,908 |
| Total debt securities | $5,086,000 | 7,731 |
| 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 | $5,862,000 | 7,672 |
| U.S. Government securities | $5,525,000 | 7,025 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,525,000 | 6,791 |
| Securities issued by states & political subdivisions | $271,000 | 6,364 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $66,000 | 2,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,107,000 | 4,773 |
| Mortgage-backed securities | $2,438,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $977,000 | 5,225 |
| Issued or guaranteed by U.S. | $977,000 | 5,203 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,461,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,844 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,862,000 | 6,735 |
| Total debt securities | $5,796,000 | 7,584 |
| 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 | $5,678,000 | 8,128 |
| U.S. Government securities | $5,069,000 | 7,715 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,069,000 | 7,365 |
| Securities issued by states & political subdivisions | $398,000 | 6,271 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $211,000 | 5,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 5,346 |
| Mortgage-backed securities | $1,927,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,440 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,419 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $542,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 3,103 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,678,000 | 7,012 |
| Total debt securities | $5,467,000 | 8,080 |
| 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 | $5,344,000 | 8,556 |
| U.S. Government securities | $4,560,000 | 8,241 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,560,000 | 7,733 |
| Securities issued by states & political subdivisions | $578,000 | 6,262 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $206,000 | 5,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,726,000 | 5,254 |
| Mortgage-backed securities | $1,301,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,542 |
| Issued or guaranteed by U.S. | $621,000 | 5,530 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $680,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 3,167 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,344,000 | 7,314 |
| Total debt securities | $5,138,000 | 8,506 |
| 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 | $3,958,000 | 9,144 |
| U.S. Government securities | $3,242,000 | 8,879 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,242,000 | 8,082 |
| Securities issued by states & political subdivisions | $517,000 | 6,531 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $199,000 | 5,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,106,000 | 6,037 |
| Mortgage-backed securities | $1,141,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $888,000 | 5,413 |
| Issued or guaranteed by U.S. | $888,000 | 5,396 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $253,000 | 4,151 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,983 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,958,000 | 7,750 |
| Total debt securities | $3,759,000 | 9,080 |
| 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 | $5,093,000 | 9,202 |
| U.S. Government securities | $3,866,000 | 9,141 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,866,000 | 7,904 |
| Securities issued by states & political subdivisions | $906,000 | 5,982 |
| 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 | $321,000 | 4,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,095,000 | 6,359 |
| Mortgage-backed securities | $1,765,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $1,514,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,514,000 | 4,792 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $251,000 | 4,398 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 4,237 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,093,000 | 7,438 |
| Total debt securities | $4,772,000 | 9,222 |
| 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 | $4,287,000 | 10,067 |
| U.S. Government securities | $2,958,000 | 10,175 |
| U.S. Treasury securities | $351,000 | 8,330 |
| U.S. Government agency obligations | $2,607,000 | 9,067 |
| Securities issued by states & political subdivisions | $954,000 | 6,176 |
| Other domestic debt securities | $204,000 | 3,377 |
| 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 | $204,000 | 2,583 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 5,544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,083,000 | 6,630 |
| Mortgage-backed securities | $1,714,000 | 6,119 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 5,238 |
| Issued or guaranteed by U.S. | $1,470,000 | 5,222 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $244,000 | 4,922 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 4,736 |
| 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) | $954,000 | 7,059 |
| Available-for-sale securities (fair market value) | $3,333,000 | 8,456 |
| Total debt securities | $4,116,000 | 10,024 |
| 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 | $5,790,000 | 9,865 |
| U.S. Government securities | $4,602,000 | 9,754 |
| U.S. Treasury securities | $927,000 | 8,780 |
| U.S. Government agency obligations | $3,675,000 | 8,532 |
| Securities issued by states & political subdivisions | $826,000 | 6,664 |
| Other domestic debt securities | $211,000 | 3,950 |
| 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 | $211,000 | 3,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 5,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,608,000 | 7,294 |
| Mortgage-backed securities | $2,141,000 | 6,145 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 5,018 |
| Issued or guaranteed by U.S. | $1,894,000 | 4,986 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $247,000 | 5,365 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 5,146 |
| 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) | $614,000 | 7,710 |
| Available-for-sale securities (fair market value) | $5,176,000 | 7,946 |
| Total debt securities | $5,639,000 | 9,809 |
| Structured notes | ||
| Amortized cost | $964,000 | 2,906 |
| Fair value | $931,000 | 2,913 |
| 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 | $5,773,000 | 10,489 |
| U.S. Government securities | $3,847,000 | 10,775 |
| U.S. Treasury securities | $836,000 | 9,974 |
| U.S. Government agency obligations | $3,011,000 | 9,102 |
| Securities issued by states & political subdivisions | $1,023,000 | 6,612 |
| Other domestic debt securities | $668,000 | 3,202 |
| 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 | $668,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $235,000 | 4,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,145,000 | 5,955 |
| Mortgage-backed securities | $1,971,000 | 6,688 |
| Certificates of participation in pools of residential mortgages | $1,671,000 | 5,549 |
| Issued or guaranteed by U.S. | $1,671,000 | 5,524 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $300,000 | 5,654 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,407 |
| 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) | $3,961,000 | 8,648 |
| Available-for-sale securities (fair market value) | $1,812,000 | 9,029 |
| Total debt securities | $5,538,000 | 10,481 |
| 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 | $5,120,000 | 11,207 |
| U.S. Government securities | $3,444,000 | 11,407 |
| U.S. Treasury securities | $102,000 | 11,467 |
| U.S. Government agency obligations | $3,342,000 | 9,093 |
| Securities issued by states & political subdivisions | $1,124,000 | 6,577 |
| Other domestic debt securities | $398,000 | 4,575 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $398,000 | 3,543 |
| Foreign debt securities | NA | NA |
| Equity securities | $154,000 | 4,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,123,000 | 8,311 |
| Mortgage-backed securities | $2,492,000 | 6,819 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 5,677 |
| Issued or guaranteed by U.S. | $2,065,000 | 5,632 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $427,000 | 5,889 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 5,634 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,966,000 | 11,160 |
| 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 | $5,058,000 | 11,570 |
| U.S. Government securities | $3,493,000 | 11,781 |
| U.S. Treasury securities | $300,000 | 11,671 |
| U.S. Government agency obligations | $3,193,000 | 9,368 |
| Securities issued by states & political subdivisions | $914,000 | 6,757 |
| Other domestic debt securities | $519,000 | 4,978 |
| Privately issued residential mortgage-backed securities | $86,000 | 3,585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $433,000 | 4,049 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 4,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,000 | 10,834 |
| Mortgage-backed securities | $2,579,000 | 7,113 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 6,037 |
| Issued or guaranteed by U.S. | $2,080,000 | 5,969 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $499,000 | 5,870 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 5,670 |
| Privately issued | $86,000 | 3,080 |
| 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 | $4,926,000 | 11,498 |
| 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 |