Home > MainSource Bank - Ohio > Securities
MainSource Bank - Ohio, Securities
| 2009-09-30 | Rank | |
| Total securities | $12,149,000 | 5,465 |
| U.S. Government securities | $8,901,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,901,000 | 5,123 |
| Securities issued by states & political subdivisions | $3,248,000 | 3,830 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,017,000 | 5,905 |
| Mortgage-backed securities | $8,901,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $8,901,000 | 2,820 |
| Issued or guaranteed by U.S. | $8,901,000 | 2,810 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,149,000 | 4,997 |
| Total debt securities | $12,148,000 | 5,417 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,167,000 | 6,358 |
| U.S. Government securities | $6,096,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,096,000 | 5,795 |
| Securities issued by states & political subdivisions | $1,071,000 | 4,870 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,071,000 | 5,898 |
| Mortgage-backed securities | $6,096,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $6,096,000 | 3,402 |
| Issued or guaranteed by U.S. | $6,096,000 | 3,389 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,167,000 | 5,850 |
| Total debt securities | $7,167,000 | 6,312 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,244,000 | 7,667 |
| U.S. Government securities | $1,244,000 | 7,385 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,244,000 | 7,299 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,000 | 5,883 |
| Mortgage-backed securities | $1,143,000 | 5,536 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 5,117 |
| Issued or guaranteed by U.S. | $1,143,000 | 5,101 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $1,244,000 | 7,083 |
| Total debt securities | $1,244,000 | 7,629 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,299,000 | 7,717 |
| U.S. Government securities | $1,299,000 | 7,453 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,299,000 | 7,365 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,000 | 5,899 |
| Mortgage-backed securities | $1,197,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 5,084 |
| Issued or guaranteed by U.S. | $1,197,000 | 5,071 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $1,299,000 | 7,114 |
| Total debt securities | $1,298,000 | 7,682 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,321,000 | 7,763 |
| U.S. Government securities | $1,321,000 | 7,492 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,321,000 | 7,401 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,319,000 | 5,914 |
| Mortgage-backed securities | $1,220,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $1,220,000 | 5,044 |
| Issued or guaranteed by U.S. | $1,220,000 | 5,030 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $1,321,000 | 7,145 |
| Total debt securities | $1,320,000 | 7,722 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,354,000 | 7,813 |
| U.S. Government securities | $1,354,000 | 7,538 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,354,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,351,000 | 5,928 |
| Mortgage-backed securities | $1,252,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 5,029 |
| Issued or guaranteed by U.S. | $1,252,000 | 5,010 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,354,000 | 7,189 |
| Total debt securities | $1,354,000 | 7,761 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,455,000 | 7,837 |
| U.S. Government securities | $1,455,000 | 7,564 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,455,000 | 7,477 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,452,000 | 5,881 |
| Mortgage-backed securities | $1,351,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,351,000 | 4,908 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,455,000 | 7,214 |
| Total debt securities | $1,456,000 | 7,783 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,484,000 | 7,899 |
| U.S. Government securities | $1,484,000 | 7,661 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,484,000 | 7,555 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,379,000 | 5,974 |
| Mortgage-backed securities | $1,382,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,699 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,679 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,484,000 | 7,247 |
| Total debt securities | $1,484,000 | 7,854 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,356,000 | 7,517 |
| U.S. Government securities | $3,356,000 | 7,153 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,356,000 | 7,033 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,353,000 | 5,107 |
| Mortgage-backed securities | $1,407,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,532 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,356,000 | 6,848 |
| Total debt securities | $3,356,000 | 7,474 |
| Structured notes | ||
| Amortized cost | $1,846,000 | 1,342 |
| Fair value | $1,848,000 | 1,339 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,381,000 | 7,563 |
| U.S. Government securities | $3,381,000 | 7,211 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,381,000 | 7,080 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,278,000 | 5,175 |
| Mortgage-backed securities | $1,440,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,492 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,381,000 | 6,877 |
| Total debt securities | $3,381,000 | 7,524 |
| Structured notes | ||
| Amortized cost | $1,839,000 | 1,427 |
| Fair value | $1,841,000 | 1,413 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,477,000 | 7,588 |
| U.S. Government securities | $3,477,000 | 7,214 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,477,000 | 7,082 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,000 | 5,160 |
| Mortgage-backed securities | $1,539,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $1,539,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,539,000 | 4,429 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,477,000 | 6,869 |
| Total debt securities | $3,473,000 | 7,547 |
| Structured notes | ||
| Amortized cost | $1,833,000 | 1,494 |
| Fair value | $1,837,000 | 1,486 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,531,000 | 7,591 |
| U.S. Government securities | $3,531,000 | 7,223 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,531,000 | 7,098 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,426,000 | 5,155 |
| Mortgage-backed securities | $1,599,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,387 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,531,000 | 6,878 |
| Total debt securities | $3,531,000 | 7,544 |
| Structured notes | ||
| Amortized cost | $1,826,000 | 1,600 |
| Fair value | $1,831,000 | 1,588 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,823,000 | 7,613 |
| U.S. Government securities | $3,823,000 | 7,228 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,823,000 | 7,095 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,493,000 | 5,138 |
| Mortgage-backed securities | $1,897,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,253 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,232 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,823,000 | 6,888 |
| Total debt securities | $3,823,000 | 7,564 |
| Structured notes | ||
| Amortized cost | $1,813,000 | 1,680 |
| Fair value | $1,827,000 | 1,673 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,932,000 | 7,623 |
| U.S. Government securities | $3,832,000 | 7,256 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,832,000 | 7,119 |
| Securities issued by states & political subdivisions | $100,000 | 6,173 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,503,000 | 5,152 |
| Mortgage-backed securities | $1,921,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $1,921,000 | 4,230 |
| Issued or guaranteed by U.S. | $1,921,000 | 4,215 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,932,000 | 6,875 |
| Total debt securities | $3,931,000 | 7,574 |
| Structured notes | ||
| Amortized cost | $1,813,000 | 1,732 |
| Fair value | $1,811,000 | 1,720 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,266,000 | 7,585 |
| U.S. Government securities | $4,166,000 | 7,189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,166,000 | 7,041 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $100,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,404 |
| 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 | $2,216,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,723 |
| Issued or guaranteed by U.S. | $226,000 | 5,698 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,990,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 1,817 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,837,000 | 2,136 |
| Available-for-sale securities (fair market value) | $429,000 | 7,759 |
| Total debt securities | $4,266,000 | 7,536 |
| 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 | $4,160,000 | 7,649 |
| U.S. Government securities | $4,058,000 | 7,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,058,000 | 7,079 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $102,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,529 |
| 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 | $2,110,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $254,000 | 5,722 |
| Issued or guaranteed by U.S. | $254,000 | 5,697 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,856,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,854,000 | 1,868 |
| Privately issued | $2,000 | 1,212 |
| 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) | $459,000 | 3,452 |
| Available-for-sale securities (fair market value) | $3,701,000 | 6,994 |
| Total debt securities | $4,160,000 | 7,600 |
| 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 | $4,261,000 | 7,662 |
| U.S. Government securities | $4,161,000 | 7,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,161,000 | 7,087 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $100,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,599 |
| 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 | $2,211,000 | 4,729 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,751 |
| Issued or guaranteed by U.S. | $255,000 | 5,733 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,956,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 1,848 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $458,000 | 3,500 |
| Available-for-sale securities (fair market value) | $3,803,000 | 6,994 |
| Total debt securities | $4,261,000 | 7,612 |
| 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 | $4,421,000 | 7,666 |
| U.S. Government securities | $4,321,000 | 7,221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,321,000 | 7,064 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $100,000 | 3,206 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,671 |
| 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 | $2,371,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,793 |
| Issued or guaranteed by U.S. | $257,000 | 5,768 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,114,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,114,000 | 1,843 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $460,000 | 3,570 |
| Available-for-sale securities (fair market value) | $3,961,000 | 6,988 |
| Total debt securities | $4,421,000 | 7,607 |
| 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 | $4,684,000 | 7,665 |
| U.S. Government securities | $4,584,000 | 7,200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,584,000 | 7,033 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $100,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,752 |
| 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 | $2,634,000 | 4,704 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,797 |
| Issued or guaranteed by U.S. | $306,000 | 5,780 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,328,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,823 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $510,000 | 3,537 |
| Available-for-sale securities (fair market value) | $4,174,000 | 7,007 |
| Total debt securities | $4,684,000 | 7,610 |
| 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 | $5,471,000 | 7,516 |
| U.S. Government securities | $5,371,000 | 6,982 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,371,000 | 6,831 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $100,000 | 3,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,833 |
| 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 | $3,421,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $308,000 | 5,828 |
| Issued or guaranteed by U.S. | $308,000 | 5,815 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,113,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $3,113,000 | 1,676 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,583 |
| Available-for-sale securities (fair market value) | $4,960,000 | 6,863 |
| Total debt securities | $5,471,000 | 7,446 |
| 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 | $15,827,000 | 5,378 |
| U.S. Government securities | $15,727,000 | 4,470 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,727,000 | 4,328 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $100,000 | 3,376 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,903 |
| 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 | $10,277,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,859 |
| Issued or guaranteed by U.S. | $310,000 | 5,846 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,967,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $9,967,000 | 952 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $514,000 | 3,650 |
| Available-for-sale securities (fair market value) | $15,313,000 | 4,773 |
| Total debt securities | $15,827,000 | 5,305 |
| 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 | $16,242,000 | 5,354 |
| U.S. Government securities | $16,142,000 | 4,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,142,000 | 4,325 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $100,000 | 3,474 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,007 |
| 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 | $10,692,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,928 |
| Issued or guaranteed by U.S. | $312,000 | 5,916 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,380,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $10,380,000 | 951 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $516,000 | 3,677 |
| Available-for-sale securities (fair market value) | $15,726,000 | 4,775 |
| Total debt securities | $16,242,000 | 5,282 |
| 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 | $17,874,000 | 5,072 |
| U.S. Government securities | $17,774,000 | 4,155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,774,000 | 4,009 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $100,000 | 3,579 |
| 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 | $100,000 | 3,086 |
| 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 | $8,002,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,871 |
| Issued or guaranteed by U.S. | $364,000 | 5,856 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,638,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $7,638,000 | 1,158 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $564,000 | 3,692 |
| Available-for-sale securities (fair market value) | $17,310,000 | 4,528 |
| Total debt securities | $17,874,000 | 4,996 |
| 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 | $20,047,000 | 4,807 |
| U.S. Government securities | $19,947,000 | 3,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,947,000 | 3,787 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $100,000 | 3,629 |
| 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 | $100,000 | 3,226 |
| 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 | $10,246,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $597,000 | 5,648 |
| Issued or guaranteed by U.S. | $597,000 | 5,628 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,649,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $9,649,000 | 1,074 |
| 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) | $630,000 | 3,684 |
| Available-for-sale securities (fair market value) | $19,417,000 | 4,278 |
| Total debt securities | $20,047,000 | 4,730 |
| 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 | $23,168,000 | 4,357 |
| U.S. Government securities | $14,710,000 | 4,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,710,000 | 4,431 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $8,458,000 | 981 |
| 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 | $8,458,000 | 764 |
| 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 | $8,610,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $711,000 | 5,565 |
| Issued or guaranteed by U.S. | $711,000 | 5,543 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,899,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $7,899,000 | 1,189 |
| 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) | $697,000 | 3,671 |
| Available-for-sale securities (fair market value) | $22,471,000 | 3,838 |
| Total debt securities | $23,168,000 | 4,270 |
| 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 | $17,408,000 | 5,068 |
| U.S. Government securities | $8,760,000 | 5,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,760,000 | 5,708 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $8,648,000 | 996 |
| 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 | $8,648,000 | 760 |
| 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 | $2,660,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,719 |
| Issued or guaranteed by U.S. | $607,000 | 5,698 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,053,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,339 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,014,000 | 3,437 |
| Available-for-sale securities (fair market value) | $16,394,000 | 4,566 |
| Total debt securities | $17,408,000 | 4,975 |
| 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 | $19,758,000 | 4,700 |
| U.S. Government securities | $10,930,000 | 5,391 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,930,000 | 5,214 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $8,828,000 | 1,001 |
| 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 | $8,828,000 | 775 |
| 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 | $7,830,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $7,830,000 | 2,714 |
| Issued or guaranteed by U.S. | $7,830,000 | 2,699 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $19,758,000 | 933 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $19,758,000 | 4,604 |
| 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 | $7,138,000 | 7,247 |
| U.S. Government securities | $838,000 | 8,737 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $838,000 | 8,594 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $6,300,000 | 1,228 |
| 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 | $6,300,000 | 989 |
| 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 | $738,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $738,000 | 5,601 |
| Issued or guaranteed by U.S. | $738,000 | 5,584 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $7,138,000 | 1,843 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $7,138,000 | 7,161 |
| 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 | $1,239,000 | 9,072 |
| U.S. Government securities | $1,139,000 | 8,831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,139,000 | 8,652 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $100,000 | 3,936 |
| 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 | $100,000 | 3,406 |
| 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 | $1,039,000 | 5,850 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 5,165 |
| Issued or guaranteed by U.S. | $1,039,000 | 5,142 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,239,000 | 3,646 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,239,000 | 8,996 |
| 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 | $1,529,000 | 9,399 |
| U.S. Government securities | $1,430,000 | 9,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,430,000 | 8,927 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $99,000 | 3,635 |
| 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 | $99,000 | 3,182 |
| 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 | $1,330,000 | 5,250 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,330,000 | 4,461 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,529,000 | 4,124 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $1,529,000 | 9,293 |
| 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 | $1,765,000 | 9,700 |
| U.S. Government securities | $1,665,000 | 9,470 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,665,000 | 9,088 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $100,000 | 3,509 |
| 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 | $100,000 | 2,969 |
| 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 | $1,566,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,520 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,507 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,765,000 | 4,387 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,765,000 | 9,604 |
| 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 | $2,363,000 | 9,692 |
| U.S. Government securities | $2,263,000 | 9,317 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,263,000 | 8,597 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $100,000 | 3,452 |
| 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 | $100,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,163,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,163,000 | 4,247 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,363,000 | 4,528 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,363,000 | 9,586 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,857,000 | 10,028 |
| U.S. Government securities | $2,754,000 | 9,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,754,000 | 8,582 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $103,000 | 3,216 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,747 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,657,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 3,948 |
| Issued or guaranteed by U.S. | $2,654,000 | 3,933 |
| Privately issued | $3,000 | 389 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,857,000 | 5,107 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,857,000 | 9,925 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,462,000 | 10,386 |
| U.S. Government securities | $3,321,000 | 9,978 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,321,000 | 8,604 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $121,000 | 3,665 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-20,000 | 855 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,242,000 | 5,082 |
| Certificates of participation in pools of residential mortgages | $3,242,000 | 3,964 |
| Issued or guaranteed by U.S. | $3,221,000 | 3,952 |
| Privately issued | $21,000 | 445 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,462,000 | 5,432 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,442,000 | 10,302 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,818,000 | 10,704 |
| U.S. Government securities | $3,750,000 | 10,189 |
| U.S. Treasury securities | $97,000 | 10,148 |
| U.S. Government agency obligations | $3,653,000 | 8,545 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $43,000 | 4,832 |
| Privately issued residential mortgage-backed securities | $43,000 | 2,198 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-25,000 | 925 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,696,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,829 |
| Issued or guaranteed by U.S. | $3,653,000 | 3,818 |
| Privately issued | $43,000 | 493 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,818,000 | 5,572 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $3,793,000 | 10,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,926,000 | 11,286 |
| U.S. Government securities | $3,864,000 | 10,765 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,864,000 | 8,476 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $62,000 | 5,292 |
| Privately issued residential mortgage-backed securities | $62,000 | 2,365 |
| 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 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,926,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $3,926,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,864,000 | 3,829 |
| Privately issued | $62,000 | 483 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $3,926,000 | 8,673 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,926,000 | 11,193 |
| 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 | $802,000 | 12,947 |
| U.S. Government securities | $545,000 | 12,837 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $545,000 | 11,629 |
| Securities issued by states & political subdivisions | $174,000 | 8,990 |
| Other domestic debt securities | $83,000 | 5,965 |
| Privately issued residential mortgage-backed securities | $83,000 | 2,802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $628,000 | 9,000 |
| Certificates of participation in pools of residential mortgages | $628,000 | 7,764 |
| Issued or guaranteed by U.S. | $545,000 | 7,898 |
| Privately issued | $83,000 | 597 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $802,000 | 12,831 |
| 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 | $3,066,000 | 12,547 |
| U.S. Government securities | $2,777,000 | 12,236 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,777,000 | 9,742 |
| Securities issued by states & political subdivisions | $158,000 | 8,947 |
| Other domestic debt securities | $131,000 | 6,495 |
| Privately issued residential mortgage-backed securities | $131,000 | 3,359 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,908,000 | 7,761 |
| Certificates of participation in pools of residential mortgages | $1,908,000 | 6,257 |
| Issued or guaranteed by U.S. | $1,777,000 | 6,360 |
| Privately issued | $131,000 | 661 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,066,000 | 12,436 |
| 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 |