Home > Mizuho Corporate Bank of California > Securities
Mizuho Corporate Bank of California, Securities
| 2011-09-30 | Rank | |
| Total securities | $0 | 7,264 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $0 | 7,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $0 | 7,340 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $0 | 7,305 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $2,856,000 | 6,909 |
| U.S. Government securities | $1,804,000 | 6,731 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,804,000 | 6,634 |
| Securities issued by states & political subdivisions | $1,052,000 | 4,883 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,000 | 5,742 |
| Mortgage-backed securities | $1,652,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 4,488 |
| Issued or guaranteed by U.S. | $1,652,000 | 4,479 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,856,000 | 6,430 |
| Total debt securities | $2,856,000 | 6,871 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $2,934,000 | 6,908 |
| U.S. Government securities | $1,882,000 | 6,713 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,882,000 | 6,601 |
| Securities issued by states & political subdivisions | $1,052,000 | 4,895 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 5,796 |
| Mortgage-backed securities | $1,726,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,726,000 | 4,364 |
| Issued or guaranteed by U.S. | $1,726,000 | 4,359 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,934,000 | 6,405 |
| Total debt securities | $2,934,000 | 6,871 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $3,139,000 | 6,912 |
| U.S. Government securities | $2,062,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,062,000 | 6,563 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,805 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,000 | 5,874 |
| Mortgage-backed securities | $1,901,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $1,901,000 | 4,277 |
| Issued or guaranteed by U.S. | $1,901,000 | 4,270 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,139,000 | 6,385 |
| Total debt securities | $3,139,000 | 6,874 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $3,210,000 | 6,992 |
| U.S. Government securities | $2,142,000 | 6,799 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,142,000 | 6,683 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,797 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $689,000 | 5,914 |
| Mortgage-backed securities | $1,977,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 4,304 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,296 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,210,000 | 6,464 |
| Total debt securities | $3,209,000 | 6,952 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $23,293,000 | 4,079 |
| U.S. Government securities | $22,217,000 | 3,322 |
| U.S. Treasury securities | $19,998,000 | 190 |
| U.S. Government agency obligations | $2,219,000 | 6,761 |
| Securities issued by states & political subdivisions | $1,076,000 | 4,803 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $696,000 | 5,997 |
| Mortgage-backed securities | $2,050,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,050,000 | 4,380 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $23,293,000 | 3,706 |
| Total debt securities | $23,293,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $23,371,000 | 4,047 |
| U.S. Government securities | $22,302,000 | 3,281 |
| U.S. Treasury securities | $19,996,000 | 164 |
| U.S. Government agency obligations | $2,306,000 | 6,776 |
| Securities issued by states & political subdivisions | $1,069,000 | 4,842 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,044,000 | 3,502 |
| Mortgage-backed securities | $2,132,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,437 |
| Issued or guaranteed by U.S. | $2,132,000 | 4,431 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,371,000 | 3,661 |
| Total debt securities | $23,371,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $53,470,000 | 2,256 |
| U.S. Government securities | $52,385,000 | 1,646 |
| U.S. Treasury securities | $29,997,000 | 124 |
| U.S. Government agency obligations | $22,388,000 | 3,179 |
| Securities issued by states & political subdivisions | $1,085,000 | 4,867 |
| 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 | $37,030,000 | 1,383 |
| Mortgage-backed securities | $2,209,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $2,209,000 | 4,517 |
| Issued or guaranteed by U.S. | $2,209,000 | 4,510 |
| 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) | $53,470,000 | 2,003 |
| Total debt securities | $53,470,000 | 2,228 |
| 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 | $63,736,000 | 1,916 |
| U.S. Government securities | $62,672,000 | 1,376 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $62,672,000 | 1,338 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,877 |
| 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 | $32,212,000 | 1,562 |
| Mortgage-backed securities | $2,478,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,478,000 | 4,464 |
| 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) | $63,736,000 | 1,676 |
| Total debt securities | $63,736,000 | 1,893 |
| 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 | $204,850,000 | 601 |
| U.S. Government securities | $203,778,000 | 445 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $203,778,000 | 430 |
| Securities issued by states & political subdivisions | $1,072,000 | 4,793 |
| 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 | $86,715,000 | 675 |
| Mortgage-backed securities | $2,547,000 | 5,024 |
| Certificates of participation in pools of residential mortgages | $2,547,000 | 4,547 |
| Issued or guaranteed by U.S. | $2,547,000 | 4,536 |
| 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) | $204,850,000 | 520 |
| Total debt securities | $204,849,000 | 589 |
| 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 | $225,308,000 | 545 |
| U.S. Government securities | $224,268,000 | 393 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $224,268,000 | 385 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,782 |
| 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 | $97,664,000 | 602 |
| Mortgage-backed securities | $2,600,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $2,600,000 | 4,502 |
| Issued or guaranteed by U.S. | $2,600,000 | 4,490 |
| 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) | $225,308,000 | 468 |
| Total debt securities | $225,308,000 | 533 |
| 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 | $272,116,000 | 458 |
| U.S. Government securities | $271,085,000 | 313 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $271,085,000 | 308 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,783 |
| 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 | $65,269,000 | 849 |
| Mortgage-backed securities | $2,628,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,428 |
| Issued or guaranteed by U.S. | $2,628,000 | 4,415 |
| 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) | $272,116,000 | 78 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $272,116,000 | 449 |
| 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 | $272,264,000 | 460 |
| U.S. Government securities | $271,231,000 | 319 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $271,231,000 | 310 |
| Securities issued by states & political subdivisions | $1,033,000 | 4,817 |
| 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 | $63,525,000 | 851 |
| Mortgage-backed securities | $2,769,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 4,374 |
| Issued or guaranteed by U.S. | $2,769,000 | 4,358 |
| 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) | $272,264,000 | 78 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $272,265,000 | 446 |
| 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 | $256,681,000 | 492 |
| U.S. Government securities | $255,647,000 | 332 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $255,647,000 | 323 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,845 |
| 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 | $77,072,000 | 703 |
| Mortgage-backed securities | $2,940,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,940,000 | 4,205 |
| 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) | $256,681,000 | 76 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $256,681,000 | 475 |
| 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 | $331,541,000 | 385 |
| U.S. Government securities | $330,216,000 | 273 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $330,216,000 | 267 |
| Securities issued by states & political subdivisions | $1,325,000 | 4,650 |
| 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 | $110,184,000 | 496 |
| Mortgage-backed securities | $3,081,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $3,081,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,081,000 | 3,852 |
| 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) | $331,541,000 | 66 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $331,541,000 | 375 |
| 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 | $445,175,000 | 299 |
| U.S. Government securities | $443,848,000 | 215 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $443,848,000 | 210 |
| Securities issued by states & political subdivisions | $1,327,000 | 4,645 |
| 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 | $111,073,000 | 476 |
| Mortgage-backed securities | $3,215,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $3,215,000 | 3,643 |
| Issued or guaranteed by U.S. | $3,215,000 | 3,627 |
| 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) | $445,175,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $445,175,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $505,897,000 | 266 |
| U.S. Government securities | $504,414,000 | 205 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $504,414,000 | 202 |
| Securities issued by states & political subdivisions | $1,483,000 | 4,576 |
| 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 | $136,880,000 | 397 |
| Mortgage-backed securities | $3,557,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 3,498 |
| Issued or guaranteed by U.S. | $3,557,000 | 3,483 |
| 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) | $505,897,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $505,897,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $440,605,000 | 309 |
| U.S. Government securities | $439,120,000 | 227 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $439,120,000 | 220 |
| Securities issued by states & political subdivisions | $1,485,000 | 4,594 |
| 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 | $146,621,000 | 375 |
| Mortgage-backed securities | $3,694,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,412 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,392 |
| 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) | $440,605,000 | 53 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $440,605,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $456,766,000 | 296 |
| U.S. Government securities | $455,280,000 | 229 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $455,280,000 | 220 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,605 |
| 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 | $130,988,000 | 425 |
| Mortgage-backed securities | $3,952,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $3,952,000 | 3,333 |
| Issued or guaranteed by U.S. | $3,952,000 | 3,319 |
| 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) | $456,766,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $456,769,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $395,545,000 | 344 |
| U.S. Government securities | $393,213,000 | 257 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $393,213,000 | 246 |
| Securities issued by states & political subdivisions | $2,332,000 | 4,119 |
| 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 | $106,393,000 | 511 |
| Mortgage-backed securities | $4,172,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $4,172,000 | 3,265 |
| Issued or guaranteed by U.S. | $4,172,000 | 3,249 |
| 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) | $395,545,000 | 61 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $395,545,000 | 335 |
| 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 | $395,576,000 | 355 |
| U.S. Government securities | $393,122,000 | 261 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $393,122,000 | 252 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,045 |
| 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 | $98,338,000 | 545 |
| Mortgage-backed securities | $4,401,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $4,401,000 | 3,204 |
| Issued or guaranteed by U.S. | $4,401,000 | 3,193 |
| 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) | $395,576,000 | 62 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $395,575,000 | 344 |
| 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 | $364,275,000 | 384 |
| U.S. Government securities | $361,520,000 | 289 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $361,520,000 | 276 |
| Securities issued by states & political subdivisions | $2,755,000 | 3,920 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,737,000 | 554 |
| Mortgage-backed securities | $4,646,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $4,646,000 | 3,164 |
| Issued or guaranteed by U.S. | $4,646,000 | 3,151 |
| 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) | $364,275,000 | 72 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $364,275,000 | 376 |
| 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 | $391,866,000 | 363 |
| U.S. Government securities | $389,110,000 | 281 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $389,110,000 | 266 |
| Securities issued by states & political subdivisions | $2,756,000 | 3,937 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,016,000 | 322 |
| Mortgage-backed securities | $4,935,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $4,935,000 | 3,131 |
| Issued or guaranteed by U.S. | $4,935,000 | 3,119 |
| 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) | $391,866,000 | 68 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $391,866,000 | 356 |
| 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 | $346,299,000 | 410 |
| U.S. Government securities | $342,911,000 | 311 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $342,911,000 | 297 |
| Securities issued by states & political subdivisions | $3,388,000 | 3,657 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,049,000 | 345 |
| Mortgage-backed securities | $5,339,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $5,339,000 | 3,053 |
| Issued or guaranteed by U.S. | $5,339,000 | 3,039 |
| 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) | $346,299,000 | 78 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $346,297,000 | 402 |
| 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 | $332,844,000 | 420 |
| U.S. Government securities | $329,000,000 | 326 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $329,000,000 | 310 |
| Securities issued by states & political subdivisions | $3,844,000 | 3,468 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,869,000 | 392 |
| Mortgage-backed securities | $5,888,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $5,888,000 | 2,984 |
| Issued or guaranteed by U.S. | $5,888,000 | 2,971 |
| 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) | $332,844,000 | 79 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $332,845,000 | 411 |
| 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 | $314,333,000 | 440 |
| U.S. Government securities | $310,487,000 | 347 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $310,487,000 | 333 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,470 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,500,000 | 391 |
| Mortgage-backed securities | $6,274,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $6,274,000 | 2,974 |
| Issued or guaranteed by U.S. | $6,274,000 | 2,963 |
| 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) | $314,333,000 | 85 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $314,333,000 | 431 |
| 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 | $354,659,000 | 401 |
| U.S. Government securities | $350,811,000 | 315 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $350,811,000 | 297 |
| Securities issued by states & political subdivisions | $3,848,000 | 3,481 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,006,000 | 301 |
| Mortgage-backed securities | $6,625,000 | 3,543 |
| Certificates of participation in pools of residential mortgages | $6,625,000 | 2,922 |
| Issued or guaranteed by U.S. | $6,625,000 | 2,913 |
| 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) | $354,659,000 | 75 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $354,661,000 | 393 |
| 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 | $334,116,000 | 422 |
| U.S. Government securities | $329,892,000 | 339 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $329,892,000 | 319 |
| Securities issued by states & political subdivisions | $4,224,000 | 3,344 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,116,000 | 202 |
| Mortgage-backed securities | $7,108,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $7,108,000 | 2,863 |
| Issued or guaranteed by U.S. | $7,108,000 | 2,855 |
| 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) | $334,116,000 | 78 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $334,115,000 | 412 |
| 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 | $329,999,000 | 447 |
| U.S. Government securities | $325,773,000 | 347 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $325,773,000 | 330 |
| Securities issued by states & political subdivisions | $4,226,000 | 3,336 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,999,000 | 207 |
| Mortgage-backed securities | $7,937,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $7,937,000 | 2,735 |
| Issued or guaranteed by U.S. | $7,937,000 | 2,726 |
| 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) | $329,999,000 | 80 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $329,999,000 | 433 |
| 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 | $320,228,000 | 456 |
| U.S. Government securities | $316,680,000 | 352 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $316,680,000 | 330 |
| Securities issued by states & political subdivisions | $3,548,000 | 3,598 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,228,000 | 211 |
| Mortgage-backed securities | $9,081,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $9,081,000 | 2,552 |
| Issued or guaranteed by U.S. | $9,081,000 | 2,543 |
| 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) | $320,228,000 | 80 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $320,228,000 | 445 |
| 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 | $272,037,000 | 540 |
| U.S. Government securities | $268,348,000 | 429 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $268,348,000 | 417 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,554 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,037,000 | 232 |
| Mortgage-backed securities | $10,617,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,340 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,327 |
| 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) | $272,037,000 | 84 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $272,037,000 | 521 |
| 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 | $288,636,000 | 511 |
| U.S. Government securities | $284,947,000 | 402 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $284,947,000 | 386 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,546 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,636,000 | 210 |
| Mortgage-backed securities | $12,018,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $12,018,000 | 2,145 |
| Issued or guaranteed by U.S. | $12,018,000 | 2,136 |
| 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) | $288,636,000 | 82 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $288,636,000 | 492 |
| 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 | $247,444,000 | 567 |
| U.S. Government securities | $243,361,000 | 457 |
| U.S. Treasury securities | $4,998,000 | 674 |
| U.S. Government agency obligations | $238,363,000 | 449 |
| Securities issued by states & political subdivisions | $4,083,000 | 3,377 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,444,000 | 225 |
| Mortgage-backed securities | $14,899,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $14,899,000 | 1,869 |
| Issued or guaranteed by U.S. | $14,899,000 | 1,858 |
| 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) | $247,444,000 | 96 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $247,444,000 | 551 |
| 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 | $255,011,000 | 546 |
| U.S. Government securities | $250,930,000 | 443 |
| U.S. Treasury securities | $4,993,000 | 701 |
| U.S. Government agency obligations | $245,937,000 | 433 |
| Securities issued by states & political subdivisions | $4,081,000 | 3,285 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,011,000 | 216 |
| Mortgage-backed securities | $23,348,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $23,348,000 | 1,358 |
| Issued or guaranteed by U.S. | $23,348,000 | 1,354 |
| 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) | $255,011,000 | 96 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $255,010,000 | 522 |
| 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 | $240,126,000 | 553 |
| U.S. Government securities | $236,044,000 | 440 |
| U.S. Treasury securities | $4,989,000 | 736 |
| U.S. Government agency obligations | $231,055,000 | 431 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,265 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,126,000 | 228 |
| Mortgage-backed securities | $27,458,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $27,458,000 | 1,155 |
| Issued or guaranteed by U.S. | $27,458,000 | 1,147 |
| 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) | $240,126,000 | 102 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $240,126,000 | 534 |
| 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 | $219,631,000 | 552 |
| U.S. Government securities | $215,547,000 | 420 |
| U.S. Treasury securities | $4,968,000 | 808 |
| U.S. Government agency obligations | $210,579,000 | 408 |
| Securities issued by states & political subdivisions | $4,084,000 | 3,217 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,132,000 | 233 |
| Mortgage-backed securities | $40,548,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $40,548,000 | 748 |
| Issued or guaranteed by U.S. | $40,548,000 | 741 |
| 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) | $219,631,000 | 99 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $219,631,000 | 533 |
| 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 | $232,915,000 | 508 |
| U.S. Government securities | $228,548,000 | 393 |
| U.S. Treasury securities | $14,980,000 | 448 |
| U.S. Government agency obligations | $213,568,000 | 401 |
| Securities issued by states & political subdivisions | $4,238,000 | 3,102 |
| 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 | $0 | 313 |
| Equity securities | $129,000 | 6,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,804,000 | 239 |
| Mortgage-backed securities | $52,590,000 | 754 |
| Certificates of participation in pools of residential mortgages | $52,590,000 | 519 |
| Issued or guaranteed by U.S. | $52,590,000 | 515 |
| 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) | $232,786,000 | 124 |
| Available-for-sale securities (fair market value) | $129,000 | 9,062 |
| Total debt securities | $232,786,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $318,640,000 | 419 |
| U.S. Government securities | $314,292,000 | 333 |
| U.S. Treasury securities | $20,001,000 | 478 |
| U.S. Government agency obligations | $294,291,000 | 322 |
| Securities issued by states & political subdivisions | $4,348,000 | 3,197 |
| 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 | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,299,000 | 209 |
| Mortgage-backed securities | $59,843,000 | 758 |
| Certificates of participation in pools of residential mortgages | $59,843,000 | 519 |
| Issued or guaranteed by U.S. | $59,843,000 | 515 |
| 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) | $318,640,000 | 100 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $318,640,000 | 403 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $345,372,000 | 401 |
| U.S. Government securities | $340,527,000 | 320 |
| U.S. Treasury securities | $20,032,000 | 683 |
| U.S. Government agency obligations | $320,495,000 | 301 |
| Securities issued by states & political subdivisions | $4,845,000 | 3,030 |
| 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 | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,717,000 | 189 |
| Mortgage-backed securities | $55,241,000 | 831 |
| Certificates of participation in pools of residential mortgages | $55,241,000 | 593 |
| Issued or guaranteed by U.S. | $55,241,000 | 586 |
| 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) | $345,372,000 | 99 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $345,372,000 | 391 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $301,276,000 | 444 |
| U.S. Government securities | $297,127,000 | 385 |
| U.S. Treasury securities | $25,091,000 | 753 |
| U.S. Government agency obligations | $272,036,000 | 354 |
| Securities issued by states & political subdivisions | $4,149,000 | 3,131 |
| 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 | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,915,000 | 297 |
| Mortgage-backed securities | $28,365,000 | 1,308 |
| Certificates of participation in pools of residential mortgages | $28,365,000 | 976 |
| Issued or guaranteed by U.S. | $28,365,000 | 960 |
| 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) | $301,276,000 | 131 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $301,276,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $212,235,000 | 601 |
| U.S. Government securities | $208,880,000 | 534 |
| U.S. Treasury securities | $25,328,000 | 927 |
| U.S. Government agency obligations | $183,552,000 | 487 |
| Securities issued by states & political subdivisions | $3,355,000 | 3,678 |
| 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 | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,928,000 | 454 |
| Mortgage-backed securities | $28,241,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $28,241,000 | 1,035 |
| Issued or guaranteed by U.S. | $28,241,000 | 1,011 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,235,000 | 199 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $212,235,000 | 591 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $189,040,000 | 707 |
| U.S. Government securities | $187,382,000 | 596 |
| U.S. Treasury securities | $20,287,000 | 1,402 |
| U.S. Government agency obligations | $167,095,000 | 512 |
| Securities issued by states & political subdivisions | $1,658,000 | 5,327 |
| 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 | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,015,000 | 407 |
| Mortgage-backed securities | $16,742,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $16,742,000 | 1,507 |
| Issued or guaranteed by U.S. | $16,742,000 | 1,492 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $189,040,000 | 235 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $189,040,000 | 688 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 683 |
| Fair value | $5,000,000 | 682 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $178,715,000 | 756 |
| U.S. Government securities | $177,652,000 | 653 |
| U.S. Treasury securities | $15,682,000 | 2,243 |
| U.S. Government agency obligations | $161,970,000 | 515 |
| Securities issued by states & political subdivisions | $1,063,000 | 6,532 |
| 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 | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,826,000 | 498 |
| Mortgage-backed securities | $7,298,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $7,298,000 | 2,750 |
| Issued or guaranteed by U.S. | $7,298,000 | 2,738 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,715,000 | 465 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $178,715,000 | 736 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $90,971,000 | 1,509 |
| U.S. Government securities | $90,003,000 | 1,229 |
| U.S. Treasury securities | $15,797,000 | 2,340 |
| U.S. Government agency obligations | $74,206,000 | 1,010 |
| Securities issued by states & political subdivisions | $868,000 | 7,078 |
| 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 | $100,000 | 401 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,122,000 | 777 |
| Mortgage-backed securities | $8,345,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $8,345,000 | 2,768 |
| Issued or guaranteed by U.S. | $8,345,000 | 2,738 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $90,971,000 | 1,461 |
| 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 | $74,348,000 | 1,809 |
| U.S. Government securities | $72,609,000 | 1,489 |
| U.S. Treasury securities | $11,861,000 | 3,060 |
| U.S. Government agency obligations | $60,748,000 | 1,183 |
| Securities issued by states & political subdivisions | $1,574,000 | 5,576 |
| 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 | $165,000 | 392 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,113,000 | 844 |
| Mortgage-backed securities | $9,644,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $9,644,000 | 2,602 |
| Issued or guaranteed by U.S. | $9,644,000 | 2,562 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $74,348,000 | 1,760 |
| 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 |