Home > Milton Savings Bank > Securities
Milton Savings Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $1,449,000 | 6,872 |
| U.S. Government securities | $12,000 | 6,960 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,000 | 6,869 |
| Securities issued by states & political subdivisions | $220,000 | 5,527 |
| Other domestic debt securities | $400,000 | 2,453 |
| 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 | $400,000 | 1,917 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $817,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $12,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,649 |
| Issued or guaranteed by U.S. | $12,000 | 5,640 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $12,000 | 2,723 |
| Available-for-sale securities (fair market value) | $1,437,000 | 6,445 |
| Total debt securities | $632,000 | 6,963 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,075 |
| Fair value | $100,000 | 3,078 |
| 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 | $1,600,000 | 6,888 |
| U.S. Government securities | $13,000 | 6,999 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,000 | 6,914 |
| Securities issued by states & political subdivisions | $390,000 | 5,390 |
| Other domestic debt securities | $384,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $384,000 | 1,850 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $813,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $13,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,642 |
| Issued or guaranteed by U.S. | $13,000 | 5,630 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $13,000 | 2,840 |
| Available-for-sale securities (fair market value) | $1,587,000 | 6,436 |
| Total debt securities | $787,000 | 6,983 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,951 |
| Fair value | $99,000 | 2,954 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,559,000 | 6,967 |
| U.S. Government securities | $13,000 | 7,083 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,000 | 6,996 |
| Securities issued by states & political subdivisions | $349,000 | 5,422 |
| Other domestic debt securities | $387,000 | 2,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $387,000 | 1,827 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $810,000 | 628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $13,000 | 5,902 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,666 |
| Issued or guaranteed by U.S. | $13,000 | 5,654 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $13,000 | 2,875 |
| Available-for-sale securities (fair market value) | $1,546,000 | 6,522 |
| Total debt securities | $749,000 | 7,060 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,018 |
| Fair value | $99,000 | 3,022 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,561,000 | 7,038 |
| U.S. Government securities | $14,000 | 7,167 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,000 | 7,069 |
| Securities issued by states & political subdivisions | $348,000 | 5,410 |
| Other domestic debt securities | $401,000 | 2,391 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $401,000 | 1,738 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $798,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $14,000 | 5,931 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,683 |
| Issued or guaranteed by U.S. | $14,000 | 5,676 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $14,000 | 2,924 |
| Available-for-sale securities (fair market value) | $1,547,000 | 6,581 |
| Total debt securities | $763,000 | 7,130 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,142 |
| Fair value | $100,000 | 3,145 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,657,000 | 7,073 |
| U.S. Government securities | $15,000 | 7,218 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,000 | 7,128 |
| Securities issued by states & political subdivisions | $450,000 | 5,328 |
| Other domestic debt securities | $403,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $403,000 | 1,779 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $789,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $15,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,691 |
| Issued or guaranteed by U.S. | $15,000 | 5,680 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $15,000 | 2,939 |
| Available-for-sale securities (fair market value) | $1,642,000 | 6,601 |
| Total debt securities | $868,000 | 7,169 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,183 |
| Fair value | $101,000 | 3,182 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,722,000 | 7,116 |
| U.S. Government securities | $16,000 | 7,266 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $16,000 | 7,171 |
| Securities issued by states & political subdivisions | $354,000 | 5,420 |
| Other domestic debt securities | $758,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $758,000 | 1,525 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $594,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $16,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,682 |
| Issued or guaranteed by U.S. | $16,000 | 5,671 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $16,000 | 2,966 |
| Available-for-sale securities (fair market value) | $1,706,000 | 6,621 |
| Total debt securities | $1,128,000 | 7,174 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,078 |
| Fair value | $98,000 | 3,085 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,578,000 | 7,194 |
| U.S. Government securities | $16,000 | 7,342 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,000 | 7,250 |
| Securities issued by states & political subdivisions | $360,000 | 5,407 |
| Other domestic debt securities | $692,000 | 2,386 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $692,000 | 1,568 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $510,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $16,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,723 |
| Issued or guaranteed by U.S. | $16,000 | 5,709 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $16,000 | 3,045 |
| Available-for-sale securities (fair market value) | $1,562,000 | 6,682 |
| Total debt securities | $1,068,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,120 |
| Fair value | $98,000 | 3,124 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,733,000 | 7,245 |
| U.S. Government securities | $17,000 | 7,428 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,000 | 7,341 |
| Securities issued by states & political subdivisions | $226,000 | 5,523 |
| Other domestic debt securities | $636,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $636,000 | 1,547 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $854,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $17,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,767 |
| Issued or guaranteed by U.S. | $17,000 | 5,756 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $17,000 | 3,111 |
| Available-for-sale securities (fair market value) | $1,716,000 | 6,731 |
| Total debt securities | $879,000 | 7,366 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,193 |
| Fair value | $99,000 | 3,199 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,711,000 | 7,331 |
| U.S. Government securities | $18,000 | 7,533 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,000 | 7,439 |
| Securities issued by states & political subdivisions | $225,000 | 5,552 |
| Other domestic debt securities | $829,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $829,000 | 1,479 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $639,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $18,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,868 |
| Issued or guaranteed by U.S. | $18,000 | 5,857 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $18,000 | 3,161 |
| Available-for-sale securities (fair market value) | $1,693,000 | 6,807 |
| Total debt securities | $1,073,000 | 7,401 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,994 |
| Fair value | $96,000 | 3,007 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,651,000 | 7,378 |
| U.S. Government securities | $18,000 | 7,569 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,000 | 7,476 |
| Securities issued by states & political subdivisions | $230,000 | 5,580 |
| Other domestic debt securities | $724,000 | 2,490 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $724,000 | 1,571 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $679,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $18,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,931 |
| Issued or guaranteed by U.S. | $18,000 | 5,917 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $18,000 | 3,222 |
| Available-for-sale securities (fair market value) | $1,633,000 | 6,860 |
| Total debt securities | $972,000 | 7,473 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,758 |
| Fair value | $98,000 | 2,769 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,540,000 | 7,478 |
| U.S. Government securities | $19,000 | 7,656 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,000 | 7,565 |
| Securities issued by states & political subdivisions | $597,000 | 5,221 |
| Other domestic debt securities | $415,000 | 2,867 |
| 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 | $415,000 | 1,904 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $509,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $19,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,014 |
| Issued or guaranteed by U.S. | $19,000 | 5,993 |
| 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) | $19,000 | 3,312 |
| Available-for-sale securities (fair market value) | $1,521,000 | 6,935 |
| Total debt securities | $1,031,000 | 7,522 |
| 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 | $1,434,000 | 7,551 |
| U.S. Government securities | $20,000 | 7,722 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,000 | 7,641 |
| Securities issued by states & political subdivisions | $590,000 | 5,231 |
| Other domestic debt securities | $690,000 | 2,650 |
| 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 | $690,000 | 1,711 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $134,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $20,000 | 6,343 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,062 |
| Issued or guaranteed by U.S. | $20,000 | 6,040 |
| 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) | $20,000 | 3,357 |
| Available-for-sale securities (fair market value) | $1,414,000 | 7,010 |
| Total debt securities | $1,300,000 | 7,539 |
| 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 | $908,000 | 7,742 |
| U.S. Government securities | $20,000 | 7,796 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,000 | 7,719 |
| Securities issued by states & political subdivisions | $325,000 | 5,462 |
| Other domestic debt securities | $563,000 | 2,658 |
| 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 | $563,000 | 1,854 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $20,000 | 6,396 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,126 |
| Issued or guaranteed by U.S. | $20,000 | 6,109 |
| 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) | $20,000 | 3,394 |
| Available-for-sale securities (fair market value) | $888,000 | 7,159 |
| Total debt securities | $908,000 | 7,709 |
| 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 | $865,000 | 7,800 |
| U.S. Government securities | $273,000 | 7,756 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $273,000 | 7,677 |
| Securities issued by states & political subdivisions | $325,000 | 5,420 |
| Other domestic debt securities | $267,000 | 2,914 |
| 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 | $267,000 | 2,131 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $22,000 | 6,414 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,147 |
| Issued or guaranteed by U.S. | $22,000 | 6,127 |
| 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) | $22,000 | 3,410 |
| Available-for-sale securities (fair market value) | $843,000 | 7,215 |
| Total debt securities | $865,000 | 7,771 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,713 |
| Fair value | $81,000 | 1,726 |
| 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 | $679,000 | 7,904 |
| U.S. Government securities | $270,000 | 7,807 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $270,000 | 7,723 |
| Securities issued by states & political subdivisions | $323,000 | 5,433 |
| Other domestic debt securities | $86,000 | 3,105 |
| 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 | $86,000 | 2,331 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $22,000 | 6,432 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,167 |
| Issued or guaranteed by U.S. | $22,000 | 6,147 |
| 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) | $22,000 | 3,443 |
| Available-for-sale securities (fair market value) | $657,000 | 7,307 |
| Total debt securities | $679,000 | 7,869 |
| 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 | $390,000 | 8,016 |
| U.S. Government securities | $170,000 | 7,908 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $170,000 | 7,832 |
| Securities issued by states & political subdivisions | $125,000 | 5,783 |
| Other domestic debt securities | $95,000 | 3,066 |
| 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 | $95,000 | 2,333 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $22,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,193 |
| Issued or guaranteed by U.S. | $22,000 | 6,167 |
| 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) | $22,000 | 3,466 |
| Available-for-sale securities (fair market value) | $368,000 | 7,442 |
| Total debt securities | $390,000 | 7,972 |
| 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 | $619,000 | 8,009 |
| U.S. Government securities | $394,000 | 7,867 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $394,000 | 7,793 |
| Securities issued by states & political subdivisions | $127,000 | 5,777 |
| Other domestic debt securities | $98,000 | 3,027 |
| 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 | $98,000 | 2,291 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $23,000 | 6,453 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,184 |
| Issued or guaranteed by U.S. | $23,000 | 6,155 |
| 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) | $23,000 | 3,505 |
| Available-for-sale securities (fair market value) | $596,000 | 7,423 |
| Total debt securities | $619,000 | 7,963 |
| 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 | $1,315,000 | 7,937 |
| U.S. Government securities | $996,000 | 7,820 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $996,000 | 7,715 |
| Securities issued by states & political subdivisions | $225,000 | 5,663 |
| Other domestic debt securities | $94,000 | 2,867 |
| 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 | $94,000 | 2,170 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $28,000 | 6,376 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,098 |
| Issued or guaranteed by U.S. | $28,000 | 6,078 |
| 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) | $28,000 | 3,552 |
| Available-for-sale securities (fair market value) | $1,287,000 | 7,286 |
| Total debt securities | $1,315,000 | 7,890 |
| Structured notes | ||
| Amortized cost | $970,000 | 1,711 |
| Fair value | $970,000 | 1,708 |
| 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 | $1,501,000 | 7,935 |
| U.S. Government securities | $1,087,000 | 7,818 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,087,000 | 7,713 |
| Securities issued by states & political subdivisions | $325,000 | 5,551 |
| Other domestic debt securities | $89,000 | 2,834 |
| 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 | $89,000 | 2,147 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $28,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,051 |
| Issued or guaranteed by U.S. | $28,000 | 6,028 |
| 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) | $28,000 | 3,603 |
| Available-for-sale securities (fair market value) | $1,473,000 | 7,274 |
| Total debt securities | $1,501,000 | 7,889 |
| Structured notes | ||
| Amortized cost | $968,000 | 1,926 |
| Fair value | $958,000 | 1,923 |
| 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 | $1,329,000 | 8,019 |
| U.S. Government securities | $920,000 | 7,942 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $920,000 | 7,830 |
| Securities issued by states & political subdivisions | $323,000 | 5,579 |
| Other domestic debt securities | $86,000 | 2,786 |
| 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 | $86,000 | 2,112 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $29,000 | 6,366 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,067 |
| Issued or guaranteed by U.S. | $29,000 | 6,046 |
| 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) | $29,000 | 3,641 |
| Available-for-sale securities (fair market value) | $1,300,000 | 7,332 |
| Total debt securities | $1,329,000 | 7,980 |
| Structured notes | ||
| Amortized cost | $970,000 | 2,015 |
| Fair value | $942,000 | 2,024 |
| 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 | $1,495,000 | 8,029 |
| U.S. Government securities | $1,081,000 | 7,921 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,081,000 | 7,816 |
| Securities issued by states & political subdivisions | $325,000 | 5,627 |
| Other domestic debt securities | $89,000 | 2,813 |
| 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 | $89,000 | 2,159 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $29,000 | 6,383 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,085 |
| Issued or guaranteed by U.S. | $29,000 | 6,063 |
| 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) | $29,000 | 3,710 |
| Available-for-sale securities (fair market value) | $1,466,000 | 7,337 |
| Total debt securities | $1,495,000 | 7,989 |
| Structured notes | ||
| Amortized cost | $970,000 | 2,076 |
| Fair value | $953,000 | 2,082 |
| 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 | $1,577,000 | 8,064 |
| U.S. Government securities | $1,075,000 | 7,975 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,075,000 | 7,866 |
| Securities issued by states & political subdivisions | $414,000 | 5,559 |
| Other domestic debt securities | $88,000 | 2,856 |
| 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 | $88,000 | 2,223 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $30,000 | 6,404 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,101 |
| Issued or guaranteed by U.S. | $30,000 | 6,078 |
| 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) | $30,000 | 3,788 |
| Available-for-sale securities (fair market value) | $1,547,000 | 7,350 |
| Total debt securities | $1,577,000 | 8,017 |
| Structured notes | ||
| Amortized cost | $1,195,000 | 1,888 |
| Fair value | $1,170,000 | 1,893 |
| 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 | $1,582,000 | 8,133 |
| U.S. Government securities | $1,076,000 | 8,046 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,076,000 | 7,933 |
| Securities issued by states & political subdivisions | $414,000 | 5,616 |
| Other domestic debt securities | $92,000 | 2,903 |
| 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 | $92,000 | 2,267 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $30,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,149 |
| Issued or guaranteed by U.S. | $30,000 | 6,120 |
| 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) | $30,000 | 3,873 |
| Available-for-sale securities (fair market value) | $1,552,000 | 7,396 |
| Total debt securities | $1,582,000 | 8,087 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,602,000 | 8,184 |
| U.S. Government securities | $1,053,000 | 8,106 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,053,000 | 7,986 |
| Securities issued by states & political subdivisions | $457,000 | 5,585 |
| Other domestic debt securities | $92,000 | 2,968 |
| 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 | $92,000 | 2,341 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $30,000 | 6,510 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,203 |
| Issued or guaranteed by U.S. | $30,000 | 6,177 |
| 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) | $30,000 | 3,933 |
| Available-for-sale securities (fair market value) | $1,572,000 | 7,423 |
| Total debt securities | $1,602,000 | 8,142 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,849,000 | 8,177 |
| U.S. Government securities | $1,162,000 | 8,120 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,162,000 | 8,002 |
| Securities issued by states & political subdivisions | $595,000 | 5,443 |
| Other domestic debt securities | $92,000 | 3,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,000 | 2,448 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $31,000 | 6,542 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,228 |
| Issued or guaranteed by U.S. | $31,000 | 6,206 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,998 |
| Available-for-sale securities (fair market value) | $1,818,000 | 7,409 |
| Total debt securities | $1,849,000 | 8,134 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,040,000 | 8,170 |
| U.S. Government securities | $1,275,000 | 8,140 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,275,000 | 8,017 |
| Securities issued by states & political subdivisions | $671,000 | 5,386 |
| Other domestic debt securities | $94,000 | 3,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,000 | 2,573 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $31,000 | 6,617 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,288 |
| Issued or guaranteed by U.S. | $31,000 | 6,267 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 4,079 |
| Available-for-sale securities (fair market value) | $2,009,000 | 7,403 |
| Total debt securities | $2,040,000 | 8,121 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,496,000 | 8,098 |
| U.S. Government securities | $1,384,000 | 8,134 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,384,000 | 8,017 |
| Securities issued by states & political subdivisions | $782,000 | 5,295 |
| Other domestic debt securities | $245,000 | 2,952 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $245,000 | 2,436 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $85,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $32,000 | 6,647 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,317 |
| Issued or guaranteed by U.S. | $32,000 | 6,298 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,000 | 4,129 |
| Available-for-sale securities (fair market value) | $2,464,000 | 7,325 |
| Total debt securities | $2,410,000 | 8,056 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,109,000 | 7,984 |
| U.S. Government securities | $1,793,000 | 8,042 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,793,000 | 7,911 |
| Securities issued by states & political subdivisions | $738,000 | 5,330 |
| Other domestic debt securities | $448,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $448,000 | 2,301 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $130,000 | 1,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $32,000 | 6,688 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,364 |
| Issued or guaranteed by U.S. | $32,000 | 6,344 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,000 | 4,181 |
| Available-for-sale securities (fair market value) | $3,077,000 | 7,208 |
| Total debt securities | $2,979,000 | 7,963 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,308,000 | 8,014 |
| U.S. Government securities | $1,576,000 | 8,167 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,576,000 | 8,029 |
| Securities issued by states & political subdivisions | $727,000 | 5,342 |
| Other domestic debt securities | $753,000 | 2,481 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $753,000 | 2,037 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $252,000 | 1,635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $33,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,438 |
| Issued or guaranteed by U.S. | $33,000 | 6,420 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,000 | 4,249 |
| Available-for-sale securities (fair market value) | $3,275,000 | 7,223 |
| Total debt securities | $3,056,000 | 8,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,428,000 | 8,034 |
| U.S. Government securities | $1,385,000 | 8,257 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,385,000 | 8,128 |
| Securities issued by states & political subdivisions | $560,000 | 5,571 |
| Other domestic debt securities | $795,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $795,000 | 2,070 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $688,000 | 1,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $34,000 | 6,816 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,480 |
| Issued or guaranteed by U.S. | $34,000 | 6,468 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,000 | 4,317 |
| Available-for-sale securities (fair market value) | $3,394,000 | 7,237 |
| Total debt securities | $2,740,000 | 8,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,477,000 | 8,051 |
| U.S. Government securities | $1,397,000 | 8,306 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,397,000 | 8,175 |
| Securities issued by states & political subdivisions | $566,000 | 5,609 |
| Other domestic debt securities | $904,000 | 2,442 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $904,000 | 2,074 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $610,000 | 1,408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $34,000 | 6,858 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,520 |
| Issued or guaranteed by U.S. | $34,000 | 6,507 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,000 | 4,372 |
| Available-for-sale securities (fair market value) | $3,443,000 | 7,246 |
| Total debt securities | $2,867,000 | 8,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,689,000 | 8,060 |
| U.S. Government securities | $1,574,000 | 8,318 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,574,000 | 8,175 |
| Securities issued by states & political subdivisions | $547,000 | 5,660 |
| Other domestic debt securities | $888,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $888,000 | 2,186 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $680,000 | 1,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $35,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,592 |
| Issued or guaranteed by U.S. | $35,000 | 6,580 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,000 | 4,422 |
| Available-for-sale securities (fair market value) | $3,654,000 | 7,277 |
| Total debt securities | $3,009,000 | 8,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,267,000 | 8,157 |
| U.S. Government securities | $1,211,000 | 8,410 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,211,000 | 8,275 |
| Securities issued by states & political subdivisions | $569,000 | 5,642 |
| Other domestic debt securities | $814,000 | 2,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $814,000 | 2,294 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $673,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $36,000 | 6,950 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,603 |
| Issued or guaranteed by U.S. | $36,000 | 6,587 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,000 | 4,455 |
| Available-for-sale securities (fair market value) | $3,231,000 | 7,352 |
| Total debt securities | $2,594,000 | 8,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,677,000 | 8,159 |
| U.S. Government securities | $1,689,000 | 8,328 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,689,000 | 8,182 |
| Securities issued by states & political subdivisions | $601,000 | 5,646 |
| Other domestic debt securities | $714,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $714,000 | 2,496 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $673,000 | 1,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $36,000 | 6,991 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,662 |
| Issued or guaranteed by U.S. | $36,000 | 6,641 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,000 | 4,523 |
| Available-for-sale securities (fair market value) | $3,641,000 | 7,327 |
| Total debt securities | $3,004,000 | 8,225 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,631,000 | 8,124 |
| U.S. Government securities | $1,703,000 | 8,309 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,703,000 | 8,154 |
| Securities issued by states & political subdivisions | $602,000 | 5,687 |
| Other domestic debt securities | $708,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $708,000 | 2,630 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $618,000 | 1,558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $37,000 | 7,024 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,701 |
| Issued or guaranteed by U.S. | $37,000 | 6,678 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 4,552 |
| Available-for-sale securities (fair market value) | $3,594,000 | 7,307 |
| Total debt securities | $3,013,000 | 8,216 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,229,000 | 8,259 |
| U.S. Government securities | $1,600,000 | 8,359 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,600,000 | 8,197 |
| Securities issued by states & political subdivisions | $504,000 | 5,837 |
| Other domestic debt securities | $529,000 | 3,185 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $529,000 | 2,830 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $596,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $37,000 | 7,078 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,727 |
| Issued or guaranteed by U.S. | $37,000 | 6,708 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,000 | 4,589 |
| Available-for-sale securities (fair market value) | $3,192,000 | 7,421 |
| Total debt securities | $2,633,000 | 8,336 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,806,000 | 8,427 |
| U.S. Government securities | $2,208,000 | 8,204 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,208,000 | 8,032 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $598,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $38,000 | 7,112 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,746 |
| Issued or guaranteed by U.S. | $38,000 | 6,727 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,000 | 4,640 |
| Available-for-sale securities (fair market value) | $2,768,000 | 7,579 |
| Total debt securities | $2,208,000 | 8,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,996,000 | 8,438 |
| U.S. Government securities | $2,373,000 | 8,180 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,373,000 | 7,990 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $623,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $39,000 | 7,137 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,749 |
| Issued or guaranteed by U.S. | $39,000 | 6,730 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,000 | 4,723 |
| Available-for-sale securities (fair market value) | $2,957,000 | 7,553 |
| Total debt securities | $2,373,000 | 8,505 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,778,000 | 8,919 |
| U.S. Government securities | $1,047,000 | 8,857 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,047,000 | 8,687 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $731,000 | 1,466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $42,000 | 7,185 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,764 |
| Issued or guaranteed by U.S. | $42,000 | 6,742 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,000 | 4,965 |
| Available-for-sale securities (fair market value) | $1,736,000 | 8,024 |
| Total debt securities | $1,047,000 | 9,049 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,646,000 | 9,105 |
| U.S. Government securities | $1,599,000 | 9,126 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,599,000 | 8,852 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,047,000 | 2,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,000 | 7,814 |
| Mortgage-backed securities | $52,000 | 7,102 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,657 |
| Issued or guaranteed by U.S. | $52,000 | 6,635 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,000 | 5,556 |
| Available-for-sale securities (fair market value) | $2,594,000 | 7,990 |
| Total debt securities | $1,599,000 | 9,273 |
| Structured notes | ||
| Amortized cost | $294,000 | 749 |
| Fair value | $301,000 | 721 |
| 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 | $1,506,000 | 9,754 |
| U.S. Government securities | $74,000 | 9,942 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $74,000 | 9,730 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,432,000 | 1,892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,000 | 7,858 |
| Mortgage-backed securities | $74,000 | 7,379 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,878 |
| Issued or guaranteed by U.S. | $74,000 | 6,860 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,000 | 5,951 |
| Available-for-sale securities (fair market value) | $1,432,000 | 8,606 |
| Total debt securities | $74,000 | 9,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,654,000 | 9,893 |
| U.S. Government securities | $133,000 | 10,129 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $133,000 | 9,809 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $1,521,000 | 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 | $137,000 | 8,241 |
| Mortgage-backed securities | $133,000 | 7,394 |
| Certificates of participation in pools of residential mortgages | $133,000 | 6,854 |
| Issued or guaranteed by U.S. | $133,000 | 6,836 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $133,000 | 6,345 |
| Available-for-sale securities (fair market value) | $1,521,000 | 8,638 |
| Total debt securities | $133,000 | 10,183 |
| 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 | $1,333,000 | 10,493 |
| U.S. Government securities | $425,000 | 10,561 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $425,000 | 10,038 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $908,000 | 2,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $147,000 | 7,737 |
| Certificates of participation in pools of residential mortgages | $147,000 | 7,092 |
| Issued or guaranteed by U.S. | $147,000 | 7,067 |
| 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) | $147,000 | 7,145 |
| Available-for-sale securities (fair market value) | $1,186,000 | 9,092 |
| Total debt securities | $425,000 | 10,618 |
| Structured notes | ||
| Amortized cost | $275,000 | 2,420 |
| Fair value | $278,000 | 2,417 |
| 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 | $1,344,000 | 11,052 |
| U.S. Government securities | $736,000 | 11,047 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $736,000 | 10,323 |
| Securities issued by states & political subdivisions | $497,000 | 7,075 |
| 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 | $107,000 | 6,260 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 761 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $167,000 | 8,261 |
| Certificates of participation in pools of residential mortgages | $167,000 | 7,586 |
| Issued or guaranteed by U.S. | $167,000 | 7,566 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $668,000 | 7,285 |
| Available-for-sale securities (fair market value) | $676,000 | 9,707 |
| Total debt securities | $1,233,000 | 10,986 |
| 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 | $1,855,000 | 11,432 |
| U.S. Government securities | $950,000 | 11,497 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $950,000 | 10,552 |
| Securities issued by states & political subdivisions | $598,000 | 7,102 |
| 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 | $303,000 | 4,215 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 807 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $183,000 | 8,729 |
| Certificates of participation in pools of residential mortgages | $183,000 | 7,914 |
| Issued or guaranteed by U.S. | $183,000 | 7,882 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $785,000 | 7,561 |
| Available-for-sale securities (fair market value) | $1,070,000 | 9,919 |
| Total debt securities | $1,548,000 | 11,410 |
| 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 | $2,381,000 | 11,928 |
| U.S. Government securities | $1,188,000 | 12,100 |
| U.S. Treasury securities | $99,000 | 11,068 |
| U.S. Government agency obligations | $1,089,000 | 10,778 |
| Securities issued by states & political subdivisions | $597,000 | 7,453 |
| 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 | $588,000 | 2,802 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-8,000 | 903 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $214,000 | 9,192 |
| Certificates of participation in pools of residential mortgages | $214,000 | 8,287 |
| Issued or guaranteed by U.S. | $214,000 | 8,259 |
| Privately issued | $0 | 564 |
| 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) | $1,594,000 | 10,332 |
| Available-for-sale securities (fair market value) | $787,000 | 9,864 |
| Total debt securities | $1,785,000 | 12,031 |
| 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 | $2,587,000 | 12,325 |
| U.S. Government securities | $1,582,000 | 12,443 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,582,000 | 10,626 |
| Securities issued by states & political subdivisions | $496,000 | 7,912 |
| 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 | $500,000 | 3,063 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-9,000 | 969 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $282,000 | 9,723 |
| Certificates of participation in pools of residential mortgages | $282,000 | 8,703 |
| Issued or guaranteed by U.S. | $282,000 | 8,648 |
| Privately issued | $0 | 731 |
| 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 | $2,078,000 | 12,425 |
| 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 | $2,619,000 | 12,756 |
| U.S. Government securities | $2,208,000 | 12,579 |
| U.S. Treasury securities | $400,000 | 11,557 |
| U.S. Government agency obligations | $1,808,000 | 10,727 |
| Securities issued by states & political subdivisions | $396,000 | 8,043 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-15,000 | 1,238 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,008,000 | 8,899 |
| Certificates of participation in pools of residential mortgages | $1,008,000 | 7,495 |
| Issued or guaranteed by U.S. | $1,008,000 | 7,438 |
| Privately issued | $0 | 831 |
| 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 | $2,604,000 | 12,654 |
| 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 |