Home > Rockingham Heritage Bank > Securities
Rockingham Heritage Bank, Securities
| 2007-06-30 | Rank | |
| Total securities | $13,903,000 | 5,399 |
| U.S. Government securities | $11,359,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,359,000 | 5,017 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,471 |
| Other domestic debt securities | $899,000 | 2,016 |
| 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 | $899,000 | 1,434 |
| 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 | $7,917,000 | 3,797 |
| Mortgage-backed securities | $1,576,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,576,000 | 4,413 |
| 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) | $1,699,000 | 2,470 |
| Available-for-sale securities (fair market value) | $12,204,000 | 5,089 |
| Total debt securities | $13,903,000 | 5,361 |
| 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 | $14,815,000 | 5,286 |
| U.S. Government securities | $12,250,000 | 4,960 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,250,000 | 4,839 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,482 |
| Other domestic debt securities | $901,000 | 2,022 |
| 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 | $901,000 | 1,463 |
| 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 | $12,225,000 | 3,063 |
| Mortgage-backed securities | $1,716,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 4,350 |
| Issued or guaranteed by U.S. | $1,716,000 | 4,333 |
| 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) | $1,701,000 | 2,509 |
| Available-for-sale securities (fair market value) | $13,114,000 | 4,939 |
| Total debt securities | $14,815,000 | 5,234 |
| 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 | $16,059,000 | 5,127 |
| U.S. Government securities | $13,482,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,482,000 | 4,633 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,485 |
| Other domestic debt securities | $900,000 | 2,031 |
| 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 | $900,000 | 1,487 |
| 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 | $13,457,000 | 2,883 |
| Mortgage-backed securities | $1,835,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,284 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,269 |
| 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) | $1,700,000 | 2,570 |
| Available-for-sale securities (fair market value) | $14,359,000 | 4,768 |
| Total debt securities | $16,059,000 | 5,087 |
| 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 | $18,136,000 | 4,853 |
| U.S. Government securities | $15,547,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,547,000 | 4,311 |
| Securities issued by states & political subdivisions | $1,681,000 | 4,500 |
| Other domestic debt securities | $908,000 | 2,040 |
| 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 | $908,000 | 1,499 |
| 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 | $15,520,000 | 2,620 |
| Mortgage-backed securities | $1,968,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 4,204 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,184 |
| 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) | $1,708,000 | 2,632 |
| Available-for-sale securities (fair market value) | $16,428,000 | 4,500 |
| Total debt securities | $18,135,000 | 4,802 |
| 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 | $9,249,000 | 6,391 |
| U.S. Government securities | $6,605,000 | 6,400 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,605,000 | 6,263 |
| Securities issued by states & political subdivisions | $1,734,000 | 4,468 |
| Other domestic debt securities | $910,000 | 2,060 |
| 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 | $910,000 | 1,540 |
| 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 | $6,556,000 | 4,157 |
| Mortgage-backed securities | $49,000 | 6,425 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,113 |
| Issued or guaranteed by U.S. | $49,000 | 6,086 |
| 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) | $1,760,000 | 2,644 |
| Available-for-sale securities (fair market value) | $7,489,000 | 6,061 |
| Total debt securities | $9,248,000 | 6,330 |
| 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 | $9,281,000 | 6,469 |
| U.S. Government securities | $6,604,000 | 6,459 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,604,000 | 6,320 |
| Securities issued by states & political subdivisions | $1,763,000 | 4,483 |
| Other domestic debt securities | $914,000 | 2,115 |
| 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 | $914,000 | 1,607 |
| 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 | $6,552,000 | 4,155 |
| Mortgage-backed securities | $52,000 | 6,447 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,126 |
| Issued or guaranteed by U.S. | $52,000 | 6,103 |
| 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) | $1,764,000 | 2,688 |
| Available-for-sale securities (fair market value) | $7,517,000 | 6,111 |
| Total debt securities | $9,280,000 | 6,405 |
| 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 | $9,280,000 | 6,500 |
| U.S. Government securities | $6,594,000 | 6,479 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,594,000 | 6,342 |
| Securities issued by states & political subdivisions | $1,771,000 | 4,508 |
| Other domestic debt securities | $915,000 | 2,193 |
| 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 | $915,000 | 1,711 |
| 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 | $5,542,000 | 4,419 |
| Mortgage-backed securities | $53,000 | 6,519 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,179 |
| Issued or guaranteed by U.S. | $53,000 | 6,157 |
| 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) | $1,765,000 | 2,736 |
| Available-for-sale securities (fair market value) | $7,515,000 | 6,146 |
| Total debt securities | $9,281,000 | 6,439 |
| 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 | $7,809,000 | 6,824 |
| U.S. Government securities | $5,121,000 | 6,913 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,121,000 | 6,770 |
| Securities issued by states & political subdivisions | $1,778,000 | 4,501 |
| Other domestic debt securities | $910,000 | 2,231 |
| 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 | $910,000 | 1,776 |
| 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 | $5,066,000 | 4,569 |
| Mortgage-backed securities | $55,000 | 6,542 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,207 |
| Issued or guaranteed by U.S. | $55,000 | 6,188 |
| 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) | $1,760,000 | 2,757 |
| Available-for-sale securities (fair market value) | $6,049,000 | 6,477 |
| Total debt securities | $7,808,000 | 6,765 |
| 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 | $7,891,000 | 6,848 |
| U.S. Government securities | $5,133,000 | 6,950 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,133,000 | 6,805 |
| Securities issued by states & political subdivisions | $1,838,000 | 4,444 |
| Other domestic debt securities | $920,000 | 2,301 |
| 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 | $920,000 | 1,857 |
| 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 | $5,076,000 | 4,557 |
| Mortgage-backed securities | $57,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,253 |
| Issued or guaranteed by U.S. | $57,000 | 6,234 |
| 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) | $1,820,000 | 2,787 |
| Available-for-sale securities (fair market value) | $6,071,000 | 6,485 |
| Total debt securities | $7,892,000 | 6,791 |
| 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 | $7,906,000 | 6,909 |
| U.S. Government securities | $5,141,000 | 7,022 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,141,000 | 6,867 |
| Securities issued by states & political subdivisions | $1,841,000 | 4,448 |
| Other domestic debt securities | $924,000 | 2,362 |
| 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 | $924,000 | 1,938 |
| 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 | $5,082,000 | 4,580 |
| Mortgage-backed securities | $59,000 | 6,655 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,335 |
| Issued or guaranteed by U.S. | $59,000 | 6,317 |
| 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) | $1,824,000 | 2,829 |
| Available-for-sale securities (fair market value) | $6,082,000 | 6,557 |
| Total debt securities | $7,908,000 | 6,852 |
| 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 | $7,338,000 | 7,054 |
| U.S. Government securities | $4,558,000 | 7,238 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,558,000 | 7,082 |
| Securities issued by states & political subdivisions | $1,855,000 | 4,452 |
| Other domestic debt securities | $925,000 | 2,404 |
| 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 | $925,000 | 2,011 |
| 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 | $3,967,000 | 4,968 |
| Mortgage-backed securities | $93,000 | 6,611 |
| Certificates of participation in pools of residential mortgages | $93,000 | 6,259 |
| Issued or guaranteed by U.S. | $93,000 | 6,243 |
| 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) | $1,825,000 | 2,848 |
| Available-for-sale securities (fair market value) | $5,513,000 | 6,699 |
| Total debt securities | $7,338,000 | 6,996 |
| 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 | $7,342,000 | 7,096 |
| U.S. Government securities | $4,605,000 | 7,247 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,605,000 | 7,096 |
| Securities issued by states & political subdivisions | $1,811,000 | 4,488 |
| Other domestic debt securities | $926,000 | 2,433 |
| 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 | $926,000 | 2,068 |
| 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 | $4,011,000 | 4,970 |
| Mortgage-backed securities | $95,000 | 6,650 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,291 |
| Issued or guaranteed by U.S. | $95,000 | 6,276 |
| 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) | $1,826,000 | 2,895 |
| Available-for-sale securities (fair market value) | $5,516,000 | 6,729 |
| Total debt securities | $7,342,000 | 7,029 |
| 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 | $7,945,000 | 7,030 |
| U.S. Government securities | $5,107,000 | 7,174 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,107,000 | 7,014 |
| Securities issued by states & political subdivisions | $1,911,000 | 4,423 |
| Other domestic debt securities | $927,000 | 2,541 |
| 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 | $927,000 | 2,164 |
| 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 | $4,507,000 | 4,774 |
| Mortgage-backed securities | $100,000 | 6,708 |
| Certificates of participation in pools of residential mortgages | $100,000 | 6,343 |
| Issued or guaranteed by U.S. | $100,000 | 6,326 |
| 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) | $1,877,000 | 2,880 |
| Available-for-sale securities (fair market value) | $6,068,000 | 6,672 |
| Total debt securities | $7,944,000 | 6,966 |
| 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 | $7,541,000 | 7,121 |
| U.S. Government securities | $4,659,000 | 7,283 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,659,000 | 7,127 |
| Securities issued by states & political subdivisions | $1,977,000 | 4,370 |
| Other domestic debt securities | $905,000 | 2,635 |
| 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 | $905,000 | 2,251 |
| 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 | $4,047,000 | 4,896 |
| Mortgage-backed securities | $104,000 | 6,727 |
| Certificates of participation in pools of residential mortgages | $104,000 | 6,353 |
| Issued or guaranteed by U.S. | $104,000 | 6,331 |
| 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) | $1,855,000 | 2,892 |
| Available-for-sale securities (fair market value) | $5,686,000 | 6,773 |
| Total debt securities | $7,541,000 | 7,037 |
| 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 | $7,080,000 | 7,299 |
| U.S. Government securities | $4,184,000 | 7,492 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,184,000 | 7,322 |
| Securities issued by states & political subdivisions | $1,968,000 | 4,410 |
| Other domestic debt securities | $928,000 | 2,682 |
| 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 | $928,000 | 2,369 |
| 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 | $3,561,000 | 5,036 |
| Mortgage-backed securities | $108,000 | 6,756 |
| Certificates of participation in pools of residential mortgages | $108,000 | 6,395 |
| Issued or guaranteed by U.S. | $108,000 | 6,371 |
| 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) | $1,878,000 | 2,922 |
| Available-for-sale securities (fair market value) | $5,202,000 | 6,927 |
| Total debt securities | $7,080,000 | 7,218 |
| 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 | $7,081,000 | 7,242 |
| U.S. Government securities | $4,221,000 | 7,370 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,221,000 | 7,189 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,441 |
| Other domestic debt securities | $912,000 | 2,792 |
| 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 | $912,000 | 2,489 |
| 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 | $3,581,000 | 5,011 |
| Mortgage-backed securities | $118,000 | 6,771 |
| Certificates of participation in pools of residential mortgages | $118,000 | 6,409 |
| Issued or guaranteed by U.S. | $118,000 | 6,382 |
| 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) | $1,862,000 | 2,956 |
| Available-for-sale securities (fair market value) | $5,219,000 | 6,898 |
| Total debt securities | $7,081,000 | 7,148 |
| 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 | $7,316,000 | 7,128 |
| U.S. Government securities | $4,320,000 | 7,325 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,320,000 | 7,142 |
| Securities issued by states & political subdivisions | $2,066,000 | 4,333 |
| Other domestic debt securities | $930,000 | 2,846 |
| 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 | $930,000 | 2,525 |
| 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 | $3,611,000 | 4,975 |
| Mortgage-backed securities | $178,000 | 6,714 |
| Certificates of participation in pools of residential mortgages | $178,000 | 6,302 |
| Issued or guaranteed by U.S. | $178,000 | 6,279 |
| 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) | $1,958,000 | 2,922 |
| Available-for-sale securities (fair market value) | $5,358,000 | 6,844 |
| Total debt securities | $7,316,000 | 7,032 |
| 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 | $7,305,000 | 7,186 |
| U.S. Government securities | $4,344,000 | 7,397 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,344,000 | 7,196 |
| Securities issued by states & political subdivisions | $2,031,000 | 4,279 |
| Other domestic debt securities | $930,000 | 2,894 |
| 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 | $930,000 | 2,559 |
| 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 | $3,606,000 | 4,999 |
| Mortgage-backed securities | $201,000 | 6,705 |
| Certificates of participation in pools of residential mortgages | $201,000 | 6,261 |
| Issued or guaranteed by U.S. | $201,000 | 6,242 |
| 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) | $1,970,000 | 2,984 |
| Available-for-sale securities (fair market value) | $5,335,000 | 6,873 |
| Total debt securities | $7,305,000 | 7,086 |
| 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 | $9,292,000 | 6,685 |
| U.S. Government securities | $7,361,000 | 6,367 |
| U.S. Treasury securities | $1,999,000 | 1,285 |
| U.S. Government agency obligations | $5,362,000 | 6,812 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,174 |
| Other domestic debt securities | $931,000 | 2,914 |
| 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 | $931,000 | 2,573 |
| 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 | $3,570,000 | 5,028 |
| Mortgage-backed securities | $217,000 | 6,697 |
| Certificates of participation in pools of residential mortgages | $217,000 | 6,211 |
| Issued or guaranteed by U.S. | $217,000 | 6,193 |
| 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) | $1,978,000 | 3,040 |
| Available-for-sale securities (fair market value) | $7,314,000 | 6,378 |
| Total debt securities | $9,292,000 | 6,590 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,351,000 | 7,824 |
| U.S. Government securities | $4,410,000 | 7,478 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,410,000 | 7,215 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $941,000 | 3,010 |
| 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 | $941,000 | 2,592 |
| 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 | $4,021,000 | 4,821 |
| Mortgage-backed securities | $359,000 | 6,532 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,930 |
| Issued or guaranteed by U.S. | $359,000 | 5,906 |
| 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) | $1,034,000 | 3,799 |
| Available-for-sale securities (fair market value) | $4,317,000 | 7,186 |
| Total debt securities | $5,350,000 | 7,717 |
| 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 | $8,760,000 | 7,161 |
| U.S. Government securities | $7,724,000 | 6,619 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,724,000 | 6,268 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $263,000 | 3,308 |
| 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 | $263,000 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $773,000 | 2,976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,006,000 | 5,673 |
| Mortgage-backed securities | $707,000 | 5,852 |
| Certificates of participation in pools of residential mortgages | $707,000 | 5,141 |
| Issued or guaranteed by U.S. | $707,000 | 5,127 |
| 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) | $930,000 | 4,529 |
| Available-for-sale securities (fair market value) | $7,830,000 | 6,313 |
| Total debt securities | $7,987,000 | 7,248 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,359,000 | 7,540 |
| U.S. Government securities | $7,759,000 | 6,882 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,759,000 | 6,349 |
| 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 | $600,000 | 3,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,542,000 | 5,356 |
| Mortgage-backed securities | $1,259,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,259,000 | 4,770 |
| 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) | $1,949,000 | 4,273 |
| Available-for-sale securities (fair market value) | $6,410,000 | 6,965 |
| Total debt securities | $7,759,000 | 7,612 |
| 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 | $8,356,000 | 7,587 |
| U.S. Government securities | $7,834,000 | 6,831 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,834,000 | 5,973 |
| 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 | $522,000 | 3,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,095,000 | 6,051 |
| Mortgage-backed securities | $2,200,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $2,200,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,200,000 | 4,217 |
| 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) | $2,861,000 | 4,268 |
| Available-for-sale securities (fair market value) | $5,495,000 | 7,185 |
| Total debt securities | $7,834,000 | 7,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,307,000 | 9,096 |
| U.S. Government securities | $4,888,000 | 8,639 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $4,888,000 | 7,346 |
| 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 | $419,000 | 3,987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,525,000 | 6,906 |
| Mortgage-backed securities | $1,792,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,792,000 | 4,531 |
| 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) | $3,888,000 | 4,618 |
| Available-for-sale securities (fair market value) | $1,419,000 | 9,007 |
| Total debt securities | $4,888,000 | 9,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,046,000 | 9,348 |
| U.S. Government securities | $5,680,000 | 8,816 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $5,680,000 | 7,279 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $366,000 | 4,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,042,000 | 7,754 |
| Mortgage-backed securities | $2,199,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 4,589 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,567 |
| 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) | $4,181,000 | 5,072 |
| Available-for-sale securities (fair market value) | $1,865,000 | 9,097 |
| Total debt securities | $5,680,000 | 9,386 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $498,000 | 2,580 |
| 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 | $7,128,000 | 9,339 |
| U.S. Government securities | $6,811,000 | 8,712 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,811,000 | 6,809 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $317,000 | 4,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,000 | 7,986 |
| Mortgage-backed securities | $2,408,000 | 5,923 |
| Certificates of participation in pools of residential mortgages | $2,408,000 | 4,581 |
| Issued or guaranteed by U.S. | $2,408,000 | 4,554 |
| 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) | $4,460,000 | 5,257 |
| Available-for-sale securities (fair market value) | $2,668,000 | 9,089 |
| Total debt securities | $6,811,000 | 9,356 |
| Structured notes | ||
| Amortized cost | $991,000 | 2,875 |
| Fair value | $1,015,000 | 2,490 |
| 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 | $6,708,000 | 10,051 |
| U.S. Government securities | $6,433,000 | 9,430 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,433,000 | 6,921 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $275,000 | 4,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,000 | 8,292 |
| Mortgage-backed securities | $2,879,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $2,879,000 | 4,456 |
| Issued or guaranteed by U.S. | $2,879,000 | 4,430 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,905,000 | 8,049 |
| Available-for-sale securities (fair market value) | $1,803,000 | 9,034 |
| Total debt securities | $6,433,000 | 10,077 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,997,000 | 10,776 |
| U.S. Government securities | $5,569,000 | 10,180 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,569,000 | 7,544 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $250,000 | 5,033 |
| 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 | $250,000 | 3,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $178,000 | 4,739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,000 | 8,299 |
| Mortgage-backed securities | $3,445,000 | 6,136 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 4,570 |
| Issued or guaranteed by U.S. | $3,445,000 | 4,532 |
| 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 | $5,819,000 | 10,735 |
| 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 | $4,650,000 | 11,791 |
| U.S. Government securities | $3,075,000 | 12,039 |
| U.S. Treasury securities | $301,000 | 11,661 |
| U.S. Government agency obligations | $2,774,000 | 9,748 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,454,000 | 3,474 |
| 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 | $1,454,000 | 2,455 |
| Foreign debt securities | NA | NA |
| Equity securities | $121,000 | 4,763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,774,000 | 7,921 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 6,432 |
| Issued or guaranteed by U.S. | $1,774,000 | 6,369 |
| 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 | $4,529,000 | 11,704 |
| 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 |