Home > Liberty Bank, F.S.B. > Securities
Liberty Bank, F.S.B., Securities
| 2013-09-30 | Rank | |
| Total securities | $21,373,000 | 4,381 |
| U.S. Government securities | $21,128,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,128,000 | 3,325 |
| Securities issued by states & political subdivisions | $170,000 | 5,437 |
| Other domestic debt securities | $75,000 | 2,633 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $75,000 | 2,077 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,069,000 | 2,983 |
| Mortgage-backed securities | $18,626,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $18,626,000 | 1,870 |
| Issued or guaranteed by U.S. | $18,626,000 | 1,867 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,373,000 | 4,016 |
| Total debt securities | $21,373,000 | 4,352 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $29,087,000 | 3,774 |
| U.S. Government securities | $28,789,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,789,000 | 2,778 |
| Securities issued by states & political subdivisions | $223,000 | 5,409 |
| Other domestic debt securities | $75,000 | 2,701 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $75,000 | 2,122 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,517,000 | 2,800 |
| Mortgage-backed securities | $23,053,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $22,969,000 | 1,617 |
| Issued or guaranteed by U.S. | $22,969,000 | 1,615 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $84,000 | 3,514 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,364 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $29,087,000 | 3,473 |
| Total debt securities | $29,084,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $34,589,000 | 3,447 |
| U.S. Government securities | $34,278,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,278,000 | 2,497 |
| Securities issued by states & political subdivisions | $236,000 | 5,421 |
| Other domestic debt securities | $75,000 | 2,700 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $75,000 | 2,092 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,800,000 | 2,483 |
| Mortgage-backed securities | $28,532,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $28,446,000 | 1,409 |
| Issued or guaranteed by U.S. | $28,446,000 | 1,407 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $86,000 | 3,553 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,391 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $34,589,000 | 3,196 |
| Total debt securities | $34,589,000 | 3,413 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $42,436,000 | 2,987 |
| U.S. Government securities | $42,125,000 | 2,133 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $42,125,000 | 2,080 |
| Securities issued by states & political subdivisions | $236,000 | 5,463 |
| Other domestic debt securities | $75,000 | 2,695 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $75,000 | 2,058 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,183,000 | 3,261 |
| Mortgage-backed securities | $31,375,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $31,284,000 | 1,289 |
| Issued or guaranteed by U.S. | $31,284,000 | 1,286 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $91,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,431 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $42,436,000 | 2,758 |
| Total debt securities | $42,436,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $43,170,000 | 2,982 |
| U.S. Government securities | $42,847,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $42,847,000 | 2,111 |
| Securities issued by states & political subdivisions | $248,000 | 5,500 |
| Other domestic debt securities | $75,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $75,000 | 2,136 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,206,000 | 3,280 |
| Mortgage-backed securities | $32,086,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $31,989,000 | 1,330 |
| Issued or guaranteed by U.S. | $31,989,000 | 1,329 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $97,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,492 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $43,170,000 | 2,755 |
| Total debt securities | $43,170,000 | 2,957 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $50,785,000 | 2,644 |
| U.S. Government securities | $50,412,000 | 1,909 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $50,412,000 | 1,857 |
| Securities issued by states & political subdivisions | $298,000 | 5,474 |
| Other domestic debt securities | $75,000 | 2,775 |
| 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 | $75,000 | 2,138 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,622,000 | 2,293 |
| Mortgage-backed securities | $32,153,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $32,052,000 | 1,346 |
| Issued or guaranteed by U.S. | $32,052,000 | 1,345 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $101,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,500 |
| 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) | $50,785,000 | 2,434 |
| Total debt securities | $50,785,000 | 2,617 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $23,056,000 | 4,344 |
| U.S. Government securities | $22,403,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,403,000 | 3,411 |
| Securities issued by states & political subdivisions | $578,000 | 5,217 |
| Other domestic debt securities | $75,000 | 2,767 |
| 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 | $75,000 | 2,140 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,372,000 | 3,022 |
| Mortgage-backed securities | $1,644,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 4,657 |
| Issued or guaranteed by U.S. | $1,537,000 | 4,653 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $107,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,520 |
| 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) | $23,056,000 | 3,997 |
| Total debt securities | $23,058,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $20,618,000 | 4,493 |
| U.S. Government securities | $20,035,000 | 3,634 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,035,000 | 3,558 |
| Securities issued by states & political subdivisions | $583,000 | 5,221 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,806,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $1,694,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,694,000 | 4,536 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $112,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,384 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,806,000 | 1,839 |
| Available-for-sale securities (fair market value) | $18,812,000 | 4,279 |
| Total debt securities | $20,618,000 | 4,467 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $20,814,000 | 4,427 |
| U.S. Government securities | $20,211,000 | 3,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,211,000 | 3,472 |
| Securities issued by states & political subdivisions | $603,000 | 5,191 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,039,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,890,000 | 4,441 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $149,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,355 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,039,000 | 1,795 |
| Available-for-sale securities (fair market value) | $18,775,000 | 4,251 |
| Total debt securities | $20,814,000 | 4,388 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $13,474,000 | 5,315 |
| U.S. Government securities | $12,816,000 | 4,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,816,000 | 4,478 |
| Securities issued by states & political subdivisions | $658,000 | 5,126 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,816,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $12,649,000 | 2,291 |
| Issued or guaranteed by U.S. | $12,649,000 | 2,285 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $167,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,318 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,159,000 | 1,809 |
| Available-for-sale securities (fair market value) | $11,315,000 | 5,200 |
| Total debt securities | $13,474,000 | 5,284 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $11,248,000 | 5,610 |
| U.S. Government securities | $10,332,000 | 4,964 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,332,000 | 4,846 |
| Securities issued by states & political subdivisions | $916,000 | 4,986 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,332,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | $10,133,000 | 2,542 |
| Issued or guaranteed by U.S. | $10,133,000 | 2,538 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $199,000 | 3,536 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,249 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,248,000 | 1,817 |
| Available-for-sale securities (fair market value) | $9,000,000 | 5,506 |
| Total debt securities | $11,248,000 | 5,578 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $8,352,000 | 5,961 |
| U.S. Government securities | $7,402,000 | 5,372 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,402,000 | 5,260 |
| Securities issued by states & political subdivisions | $950,000 | 4,982 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,402,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $7,075,000 | 2,919 |
| Issued or guaranteed by U.S. | $7,075,000 | 2,912 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $327,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 3,120 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,559,000 | 1,769 |
| Available-for-sale securities (fair market value) | $5,793,000 | 5,905 |
| Total debt securities | $8,352,000 | 5,922 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $4,364,000 | 6,669 |
| U.S. Government securities | $3,387,000 | 6,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,387,000 | 6,203 |
| Securities issued by states & political subdivisions | $977,000 | 4,881 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,311,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 4,053 |
| Issued or guaranteed by U.S. | $2,463,000 | 4,044 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $848,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,782 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,311,000 | 1,678 |
| Available-for-sale securities (fair market value) | $1,053,000 | 6,770 |
| Total debt securities | $4,364,000 | 6,631 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $4,516,000 | 6,728 |
| U.S. Government securities | $3,791,000 | 6,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,791,000 | 6,244 |
| Securities issued by states & political subdivisions | $725,000 | 5,030 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,715,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $2,599,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,599,000 | 4,051 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,116,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,543 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,715,000 | 1,680 |
| Available-for-sale securities (fair market value) | $801,000 | 6,885 |
| Total debt securities | $4,516,000 | 6,683 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $7,278,000 | 6,288 |
| U.S. Government securities | $6,313,000 | 5,799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,313,000 | 5,690 |
| Securities issued by states & political subdivisions | $965,000 | 4,876 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,230,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $4,008,000 | 3,729 |
| Issued or guaranteed by U.S. | $4,008,000 | 3,724 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,222,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $1,222,000 | 2,454 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,298,000 | 1,760 |
| Available-for-sale securities (fair market value) | $3,980,000 | 6,384 |
| Total debt securities | $7,278,000 | 6,242 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $5,600,000 | 6,617 |
| U.S. Government securities | $4,635,000 | 6,189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,635,000 | 6,087 |
| Securities issued by states & political subdivisions | $965,000 | 4,925 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,539,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,127,000 | 4,433 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,412,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $1,412,000 | 2,361 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,539,000 | 1,740 |
| Available-for-sale securities (fair market value) | $2,061,000 | 6,774 |
| Total debt securities | $5,600,000 | 6,581 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $7,910,000 | 6,202 |
| U.S. Government securities | $6,919,000 | 5,666 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,919,000 | 5,575 |
| Securities issued by states & political subdivisions | $991,000 | 4,943 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,802,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $2,330,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,330,000 | 4,457 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,472,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,320 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,878,000 | 1,760 |
| Available-for-sale securities (fair market value) | $4,032,000 | 6,447 |
| Total debt securities | $7,910,000 | 6,163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $8,263,000 | 6,133 |
| U.S. Government securities | $7,227,000 | 5,575 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,227,000 | 5,491 |
| Securities issued by states & political subdivisions | $1,036,000 | 4,890 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,075,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 4,488 |
| Issued or guaranteed by U.S. | $2,451,000 | 4,476 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,624,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,624,000 | 2,265 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,075,000 | 1,737 |
| Available-for-sale securities (fair market value) | $4,188,000 | 6,425 |
| Total debt securities | $8,263,000 | 6,090 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $8,711,000 | 6,134 |
| U.S. Government securities | $7,665,000 | 5,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,665,000 | 5,495 |
| Securities issued by states & political subdivisions | $1,046,000 | 4,809 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,495,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $2,592,000 | 4,533 |
| Issued or guaranteed by U.S. | $2,592,000 | 4,522 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,903,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $1,903,000 | 2,161 |
| 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) | $4,495,000 | 1,700 |
| Available-for-sale securities (fair market value) | $4,216,000 | 6,461 |
| Total debt securities | $8,711,000 | 6,076 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $10,496,000 | 5,816 |
| U.S. Government securities | $9,451,000 | 5,276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,451,000 | 5,193 |
| Securities issued by states & political subdivisions | $1,045,000 | 4,779 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,736,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 4,464 |
| Issued or guaranteed by U.S. | $2,702,000 | 4,451 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,034,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,034,000 | 2,104 |
| 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) | $4,736,000 | 1,669 |
| Available-for-sale securities (fair market value) | $5,760,000 | 6,197 |
| Total debt securities | $10,496,000 | 5,773 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $10,665,000 | 5,750 |
| U.S. Government securities | $9,595,000 | 5,179 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,595,000 | 5,094 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,753 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,935,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,912,000 | 4,303 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,023,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 2,013 |
| 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) | $4,935,000 | 1,658 |
| Available-for-sale securities (fair market value) | $5,730,000 | 6,171 |
| Total debt securities | $10,665,000 | 5,708 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $12,197,000 | 5,548 |
| U.S. Government securities | $11,084,000 | 4,902 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,084,000 | 4,821 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,756 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,409,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 4,224 |
| Issued or guaranteed by U.S. | $3,199,000 | 4,209 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,210,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 1,962 |
| 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) | $5,409,000 | 1,584 |
| Available-for-sale securities (fair market value) | $6,788,000 | 6,011 |
| Total debt securities | $12,197,000 | 5,487 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $15,266,000 | 5,073 |
| U.S. Government securities | $13,808,000 | 4,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,808,000 | 4,353 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,560 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,024,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $3,685,000 | 3,954 |
| Issued or guaranteed by U.S. | $3,685,000 | 3,939 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,339,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $2,339,000 | 1,924 |
| 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) | $6,024,000 | 1,511 |
| Available-for-sale securities (fair market value) | $9,242,000 | 5,549 |
| Total debt securities | $15,266,000 | 5,019 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $15,523,000 | 5,078 |
| U.S. Government securities | $14,065,000 | 4,472 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,065,000 | 4,385 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,560 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,387,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 3,526 |
| Issued or guaranteed by U.S. | $3,987,000 | 3,512 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,400,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $2,400,000 | 1,825 |
| 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) | $2,959,000 | 2,074 |
| Available-for-sale securities (fair market value) | $12,564,000 | 5,015 |
| Total debt securities | $15,523,000 | 5,030 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $19,327,000 | 4,578 |
| U.S. Government securities | $11,331,000 | 5,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,331,000 | 4,997 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,628 |
| Other domestic debt securities | $6,644,000 | 940 |
| Privately issued residential mortgage-backed securities | $6,644,000 | 519 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,644,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,644,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $6,644,000 | 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 | 3,749 |
| Available-for-sale securities (fair market value) | $19,327,000 | 4,044 |
| Total debt securities | $19,327,000 | 4,526 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $21,058,000 | 4,337 |
| U.S. Government securities | $12,665,000 | 4,856 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,665,000 | 4,741 |
| Securities issued by states & political subdivisions | $1,394,000 | 4,624 |
| Other domestic debt securities | $6,999,000 | 874 |
| Privately issued residential mortgage-backed securities | $6,999,000 | 486 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,999,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,999,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $6,999,000 | 460 |
| 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) | $21,058,000 | 3,815 |
| Total debt securities | $21,058,000 | 4,293 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $21,787,000 | 4,263 |
| U.S. Government securities | $12,763,000 | 4,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,763,000 | 4,722 |
| Securities issued by states & political subdivisions | $1,655,000 | 4,487 |
| Other domestic debt securities | $7,369,000 | 861 |
| Privately issued residential mortgage-backed securities | $7,369,000 | 464 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,369,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,369,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $7,369,000 | 436 |
| 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) | $21,787,000 | 3,743 |
| Total debt securities | $21,787,000 | 4,213 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $22,149,000 | 4,265 |
| U.S. Government securities | $13,502,000 | 4,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,502,000 | 4,629 |
| Securities issued by states & political subdivisions | $1,655,000 | 4,498 |
| Other domestic debt securities | $6,992,000 | 862 |
| Privately issued residential mortgage-backed securities | $6,992,000 | 469 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,992,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,992,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $6,992,000 | 444 |
| 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) | $22,149,000 | 3,725 |
| Total debt securities | $22,149,000 | 4,212 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $20,266,000 | 4,533 |
| U.S. Government securities | $11,712,000 | 5,145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,712,000 | 5,030 |
| Securities issued by states & political subdivisions | $1,670,000 | 4,508 |
| Other domestic debt securities | $6,128,000 | 935 |
| Privately issued residential mortgage-backed securities | $6,128,000 | 485 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $756,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,128,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,128,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $6,128,000 | 457 |
| 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) | $756,000 | 3,058 |
| Available-for-sale securities (fair market value) | $19,510,000 | 4,060 |
| Total debt securities | $19,510,000 | 4,587 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $18,538,000 | 4,771 |
| U.S. Government securities | $9,612,000 | 5,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,612,000 | 5,489 |
| Securities issued by states & political subdivisions | $1,714,000 | 4,482 |
| Other domestic debt securities | $6,456,000 | 903 |
| Privately issued residential mortgage-backed securities | $6,456,000 | 464 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $756,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,456,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,456,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $6,456,000 | 438 |
| 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) | $756,000 | 3,090 |
| Available-for-sale securities (fair market value) | $17,782,000 | 4,254 |
| Total debt securities | $17,782,000 | 4,830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $15,773,000 | 5,240 |
| U.S. Government securities | $7,136,000 | 6,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,136,000 | 6,151 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,484 |
| Other domestic debt securities | $6,875,000 | 895 |
| Privately issued residential mortgage-backed securities | $6,875,000 | 455 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,875,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,875,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $6,875,000 | 429 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,773,000 | 4,601 |
| Total debt securities | $15,773,000 | 5,188 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $15,116,000 | 5,350 |
| U.S. Government securities | $6,182,000 | 6,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,182,000 | 6,450 |
| Securities issued by states & political subdivisions | $1,763,000 | 4,513 |
| Other domestic debt securities | $7,171,000 | 889 |
| Privately issued residential mortgage-backed securities | $7,171,000 | 430 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,171,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,171,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $7,171,000 | 408 |
| 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) | $70,000 | 3,994 |
| Available-for-sale securities (fair market value) | $15,046,000 | 4,685 |
| Total debt securities | $15,116,000 | 5,298 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $13,183,000 | 5,686 |
| U.S. Government securities | $3,539,000 | 7,439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,539,000 | 7,291 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,501 |
| Other domestic debt securities | $7,866,000 | 858 |
| Privately issued residential mortgage-backed securities | $7,866,000 | 405 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,866,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,866,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $7,866,000 | 382 |
| 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) | $13,183,000 | 5,009 |
| Total debt securities | $13,183,000 | 5,628 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $12,546,000 | 5,849 |
| U.S. Government securities | $1,981,000 | 7,990 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,981,000 | 7,854 |
| Securities issued by states & political subdivisions | $1,803,000 | 4,475 |
| Other domestic debt securities | $8,762,000 | 810 |
| Privately issued residential mortgage-backed securities | $8,762,000 | 389 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,762,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,762,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $8,762,000 | 367 |
| 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) | $12,546,000 | 5,138 |
| Total debt securities | $12,546,000 | 5,785 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,044,000 | 6,877 |
| U.S. Government securities | $984,000 | 8,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $984,000 | 8,234 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,371 |
| Other domestic debt securities | $5,094,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $5,094,000 | 471 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,094,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,094,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $5,094,000 | 437 |
| 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) | $8,044,000 | 6,108 |
| Total debt securities | $8,044,000 | 6,822 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $8,437,000 | 6,779 |
| U.S. Government securities | $994,000 | 8,379 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $994,000 | 8,260 |
| Securities issued by states & political subdivisions | $2,013,000 | 4,350 |
| Other domestic debt securities | $5,430,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $5,430,000 | 455 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,430,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,430,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,430,000 | 422 |
| 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) | $3,000 | 4,445 |
| Available-for-sale securities (fair market value) | $8,434,000 | 6,023 |
| Total debt securities | $8,437,000 | 6,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $8,870,000 | 6,745 |
| U.S. Government securities | $998,000 | 8,429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $998,000 | 8,310 |
| Securities issued by states & political subdivisions | $2,042,000 | 4,331 |
| Other domestic debt securities | $5,830,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $5,830,000 | 418 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,830,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,830,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $5,830,000 | 386 |
| 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) | $66,000 | 4,301 |
| Available-for-sale securities (fair market value) | $8,804,000 | 5,984 |
| Total debt securities | $8,870,000 | 6,680 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $9,480,000 | 6,684 |
| U.S. Government securities | $1,940,000 | 8,207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,940,000 | 8,060 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,892 |
| Other domestic debt securities | $6,261,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $6,261,000 | 403 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,261,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,261,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $6,261,000 | 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) | $6,288,000 | 1,883 |
| Available-for-sale securities (fair market value) | $3,192,000 | 7,388 |
| Total debt securities | $9,480,000 | 6,613 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $11,525,000 | 6,247 |
| U.S. Government securities | $2,997,000 | 7,832 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,997,000 | 7,666 |
| Securities issued by states & political subdivisions | $1,592,000 | 4,657 |
| Other domestic debt securities | $6,936,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $6,936,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,936,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,936,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $6,936,000 | 365 |
| 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) | $11,525,000 | 5,524 |
| Total debt securities | $11,525,000 | 6,167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $12,567,000 | 6,089 |
| U.S. Government securities | $10,757,000 | 5,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,757,000 | 5,418 |
| Securities issued by states & political subdivisions | $1,810,000 | 4,525 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,263,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,263,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $7,263,000 | 1,239 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $12,567,000 | 5,346 |
| Total debt securities | $12,567,000 | 5,998 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $9,174,000 | 6,716 |
| U.S. Government securities | $6,753,000 | 6,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,753,000 | 6,371 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,173 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,987,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,987,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $4,987,000 | 1,509 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,174,000 | 5,948 |
| Total debt securities | $9,174,000 | 6,622 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $10,915,000 | 6,265 |
| U.S. Government securities | $8,411,000 | 5,985 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,411,000 | 5,802 |
| Securities issued by states & political subdivisions | $2,504,000 | 4,078 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,409,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,409,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $4,409,000 | 1,730 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,915,000 | 5,530 |
| Total debt securities | $10,915,000 | 6,181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $3,297,000 | 8,289 |
| U.S. Government securities | $1,846,000 | 8,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,846,000 | 8,175 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,716 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $899,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $899,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 3,066 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,297,000 | 7,410 |
| Total debt securities | $3,297,000 | 8,213 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,768,000 | 8,209 |
| U.S. Government securities | $2,314,000 | 8,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,314,000 | 8,010 |
| Securities issued by states & political subdivisions | $1,454,000 | 4,724 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,160,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,160,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $1,160,000 | 2,886 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,768,000 | 7,311 |
| Total debt securities | $3,768,000 | 8,123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $4,910,000 | 7,960 |
| U.S. Government securities | $3,649,000 | 7,800 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,649,000 | 7,551 |
| Securities issued by states & political subdivisions | $1,261,000 | 4,966 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,393,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,393,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 2,405 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,910,000 | 7,009 |
| Total debt securities | $4,910,000 | 7,856 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $9,313,000 | 7,011 |
| U.S. Government securities | $7,870,000 | 6,568 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,870,000 | 6,214 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,891 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,657,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,657,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,657,000 | 1,898 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,313,000 | 5,911 |
| Total debt securities | $9,313,000 | 6,870 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,221,000 | 6,730 |
| U.S. Government securities | $8,360,000 | 6,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,360,000 | 6,116 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,652 |
| Other domestic debt securities | $900,000 | 2,468 |
| 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 | $900,000 | 2,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,091,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,091,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $3,091,000 | 1,895 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $900,000 | 4,954 |
| Available-for-sale securities (fair market value) | $10,321,000 | 5,778 |
| Total debt securities | $11,221,000 | 6,613 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,217,000 | 6,749 |
| U.S. Government securities | $9,578,000 | 6,246 |
| U.S. Treasury securities | $1,317,000 | 4,579 |
| U.S. Government agency obligations | $8,261,000 | 5,824 |
| Securities issued by states & political subdivisions | $1,633,000 | 5,068 |
| 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 | $6,000 | 7,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $712,000 | 7,488 |
| Mortgage-backed securities | $2,564,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,564,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $2,564,000 | 2,263 |
| 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) | $11,217,000 | 5,459 |
| Total debt securities | $11,211,000 | 6,613 |
| 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 | $6,059,000 | 8,798 |
| U.S. Government securities | $4,384,000 | 8,903 |
| U.S. Treasury securities | $2,321,000 | 4,829 |
| U.S. Government agency obligations | $2,063,000 | 8,979 |
| Securities issued by states & political subdivisions | $1,669,000 | 4,931 |
| 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 | $6,000 | 8,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $706,000 | 7,877 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,171,000 | 5,496 |
| Available-for-sale securities (fair market value) | $3,888,000 | 7,969 |
| Total debt securities | $6,053,000 | 8,675 |
| Structured notes | ||
| Amortized cost | $401,000 | 2,241 |
| Fair value | $401,000 | 2,241 |
| 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 | $5,729,000 | 9,465 |
| U.S. Government securities | $3,976,000 | 9,695 |
| U.S. Treasury securities | $2,202,000 | 5,743 |
| U.S. Government agency obligations | $1,774,000 | 9,636 |
| Securities issued by states & political subdivisions | $1,747,000 | 5,072 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $603,000 | 8,349 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,038,000 | 6,261 |
| Available-for-sale securities (fair market value) | $3,691,000 | 8,319 |
| Total debt securities | $5,723,000 | 9,356 |
| 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 | $6,617,000 | 9,532 |
| U.S. Government securities | $5,544,000 | 9,283 |
| U.S. Treasury securities | $4,933,000 | 4,690 |
| U.S. Government agency obligations | $611,000 | 10,760 |
| Securities issued by states & political subdivisions | $1,067,000 | 6,216 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,000 | 8,644 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,344,000 | 7,155 |
| Available-for-sale securities (fair market value) | $5,273,000 | 7,890 |
| Total debt securities | $6,617,000 | 9,425 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,631,000 | 9,279 |
| U.S. Government securities | $7,288,000 | 8,989 |
| U.S. Treasury securities | $6,717,000 | 4,583 |
| U.S. Government agency obligations | $571,000 | 11,246 |
| Securities issued by states & political subdivisions | $1,337,000 | 6,082 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,493 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,301,000 | 8,420 |
| Available-for-sale securities (fair market value) | $4,330,000 | 7,261 |
| Total debt securities | $8,631,000 | 9,170 |
| 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 | $8,216,000 | 9,783 |
| U.S. Government securities | $6,367,000 | 9,750 |
| U.S. Treasury securities | $6,009,000 | 5,106 |
| U.S. Government agency obligations | $358,000 | 11,825 |
| Securities issued by states & political subdivisions | $1,843,000 | 5,522 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,505 |
| Mortgage-backed securities | $358,000 | 9,540 |
| Certificates of participation in pools of residential mortgages | $358,000 | 8,487 |
| Issued or guaranteed by U.S. | $358,000 | 8,430 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,210,000 | 9,631 |
| 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 | $6,940,000 | 10,559 |
| U.S. Government securities | $5,647,000 | 10,375 |
| U.S. Treasury securities | $5,466,000 | 5,505 |
| U.S. Government agency obligations | $181,000 | 12,478 |
| Securities issued by states & political subdivisions | $1,287,000 | 6,049 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,303 |
| Mortgage-backed securities | $80,000 | 10,838 |
| Certificates of participation in pools of residential mortgages | $80,000 | 9,883 |
| Issued or guaranteed by U.S. | $80,000 | 9,808 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,934,000 | 10,438 |
| 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 |