Home > Roebling Bank > Securities
Roebling Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $37,316,000 | 3,276 |
| U.S. Government securities | $37,316,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $37,316,000 | 2,298 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,219,000 | 2,711 |
| Mortgage-backed securities | $18,751,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $18,751,000 | 1,871 |
| Issued or guaranteed by U.S. | $18,751,000 | 1,869 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $77,000 | 2,421 |
| Available-for-sale securities (fair market value) | $37,239,000 | 3,011 |
| Total debt securities | $37,316,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $1,001,000 | 1,565 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $42,720,000 | 3,014 |
| U.S. Government securities | $42,720,000 | 2,167 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $42,720,000 | 2,109 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,359,000 | 2,437 |
| Mortgage-backed securities | $20,526,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $20,526,000 | 1,792 |
| Issued or guaranteed by U.S. | $20,526,000 | 1,790 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $81,000 | 2,415 |
| Available-for-sale securities (fair market value) | $42,639,000 | 2,795 |
| Total debt securities | $42,720,000 | 2,985 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,006,000 | 1,592 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $47,136,000 | 2,758 |
| U.S. Government securities | $47,136,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $47,136,000 | 1,901 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,170,000 | 2,337 |
| Mortgage-backed securities | $22,030,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $22,030,000 | 1,670 |
| Issued or guaranteed by U.S. | $22,030,000 | 1,667 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $84,000 | 2,443 |
| Available-for-sale securities (fair market value) | $47,052,000 | 2,553 |
| Total debt securities | $47,136,000 | 2,729 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,009,000 | 1,612 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $44,090,000 | 2,940 |
| U.S. Government securities | $44,090,000 | 2,113 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $44,090,000 | 2,064 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,206,000 | 2,285 |
| Mortgage-backed securities | $23,919,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $23,919,000 | 1,639 |
| Issued or guaranteed by U.S. | $23,919,000 | 1,638 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $89,000 | 2,494 |
| Available-for-sale securities (fair market value) | $44,001,000 | 2,720 |
| Total debt securities | $44,090,000 | 2,915 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,011,000 | 1,756 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $40,273,000 | 3,122 |
| U.S. Government securities | $40,273,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $40,273,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,701,000 | 2,466 |
| Mortgage-backed securities | $22,167,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $22,167,000 | 1,751 |
| Issued or guaranteed by U.S. | $22,167,000 | 1,750 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $92,000 | 2,524 |
| Available-for-sale securities (fair market value) | $40,181,000 | 2,887 |
| Total debt securities | $40,273,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,012,000 | 1,979 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $39,384,000 | 3,192 |
| U.S. Government securities | $39,384,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,384,000 | 2,297 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,303,000 | 2,403 |
| Mortgage-backed securities | $22,173,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $22,173,000 | 1,744 |
| Issued or guaranteed by U.S. | $22,173,000 | 1,738 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $102,000 | 2,552 |
| Available-for-sale securities (fair market value) | $39,282,000 | 2,947 |
| Total debt securities | $39,384,000 | 3,162 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,011,000 | 2,198 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $42,557,000 | 2,942 |
| U.S. Government securities | $42,557,000 | 2,143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,557,000 | 2,092 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,308,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $22,308,000 | 1,646 |
| Issued or guaranteed by U.S. | $22,308,000 | 1,643 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,000 | 2,653 |
| Available-for-sale securities (fair market value) | $42,452,000 | 2,700 |
| Total debt securities | $42,557,000 | 2,920 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $42,926,000 | 2,839 |
| U.S. Government securities | $42,926,000 | 2,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,926,000 | 2,012 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,751,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $23,751,000 | 1,496 |
| Issued or guaranteed by U.S. | $23,751,000 | 1,492 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $108,000 | 2,683 |
| Available-for-sale securities (fair market value) | $42,818,000 | 2,604 |
| Total debt securities | $42,926,000 | 2,814 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $41,938,000 | 2,904 |
| U.S. Government securities | $41,938,000 | 2,127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,938,000 | 2,065 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,962,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $23,962,000 | 1,454 |
| Issued or guaranteed by U.S. | $23,962,000 | 1,450 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,000 | 2,721 |
| Available-for-sale securities (fair market value) | $41,825,000 | 2,651 |
| Total debt securities | $41,938,000 | 2,884 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $41,479,000 | 2,901 |
| U.S. Government securities | $41,479,000 | 2,151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,479,000 | 2,087 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,717,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $25,717,000 | 1,339 |
| Issued or guaranteed by U.S. | $25,717,000 | 1,333 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $118,000 | 2,726 |
| Available-for-sale securities (fair market value) | $41,361,000 | 2,635 |
| Total debt securities | $41,479,000 | 2,878 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $41,736,000 | 2,807 |
| U.S. Government securities | $41,736,000 | 2,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,736,000 | 1,963 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,167,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $26,167,000 | 1,287 |
| Issued or guaranteed by U.S. | $26,167,000 | 1,275 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,000 | 2,747 |
| Available-for-sale securities (fair market value) | $41,612,000 | 2,546 |
| Total debt securities | $41,736,000 | 2,782 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $40,720,000 | 2,822 |
| U.S. Government securities | $40,720,000 | 2,044 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,720,000 | 1,971 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,885,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $25,885,000 | 1,267 |
| Issued or guaranteed by U.S. | $25,885,000 | 1,261 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $127,000 | 2,816 |
| Available-for-sale securities (fair market value) | $40,593,000 | 2,551 |
| Total debt securities | $40,720,000 | 2,790 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $41,355,000 | 2,771 |
| U.S. Government securities | $41,355,000 | 2,074 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,355,000 | 2,004 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,536,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $28,536,000 | 1,166 |
| Issued or guaranteed by U.S. | $28,536,000 | 1,160 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $131,000 | 2,875 |
| Available-for-sale securities (fair market value) | $41,224,000 | 2,491 |
| Total debt securities | $41,355,000 | 2,745 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $39,720,000 | 2,884 |
| U.S. Government securities | $39,720,000 | 2,177 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,720,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,234,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $31,234,000 | 1,158 |
| Issued or guaranteed by U.S. | $31,234,000 | 1,151 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $137,000 | 2,928 |
| Available-for-sale securities (fair market value) | $39,583,000 | 2,588 |
| Total debt securities | $39,720,000 | 2,860 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $38,030,000 | 2,968 |
| U.S. Government securities | $38,030,000 | 2,200 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,030,000 | 2,135 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,796,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $34,796,000 | 1,078 |
| Issued or guaranteed by U.S. | $34,796,000 | 1,069 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $141,000 | 2,979 |
| Available-for-sale securities (fair market value) | $37,889,000 | 2,653 |
| Total debt securities | $38,030,000 | 2,943 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $41,566,000 | 2,777 |
| U.S. Government securities | $41,565,000 | 2,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,565,000 | 1,966 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,037,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $36,037,000 | 1,083 |
| Issued or guaranteed by U.S. | $36,037,000 | 1,076 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $148,000 | 3,052 |
| Available-for-sale securities (fair market value) | $41,418,000 | 2,470 |
| Total debt securities | $41,565,000 | 2,750 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $43,871,000 | 2,591 |
| U.S. Government securities | $43,871,000 | 1,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,871,000 | 1,843 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,568,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $37,568,000 | 1,062 |
| Issued or guaranteed by U.S. | $37,568,000 | 1,052 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $167,000 | 3,080 |
| Available-for-sale securities (fair market value) | $43,704,000 | 2,298 |
| Total debt securities | $43,871,000 | 2,565 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $41,786,000 | 2,685 |
| U.S. Government securities | $41,786,000 | 2,011 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,786,000 | 1,966 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,455,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $36,455,000 | 1,147 |
| Issued or guaranteed by U.S. | $36,455,000 | 1,133 |
| 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) | $171,000 | 3,112 |
| Available-for-sale securities (fair market value) | $41,615,000 | 2,407 |
| Total debt securities | $41,786,000 | 2,660 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $48,595,000 | 2,357 |
| U.S. Government securities | $48,595,000 | 1,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,595,000 | 1,717 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,040,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $36,040,000 | 1,103 |
| Issued or guaranteed by U.S. | $36,040,000 | 1,093 |
| 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) | $177,000 | 3,128 |
| Available-for-sale securities (fair market value) | $48,418,000 | 2,078 |
| Total debt securities | $48,595,000 | 2,334 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $33,035,000 | 3,159 |
| U.S. Government securities | $33,034,000 | 2,397 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,034,000 | 2,351 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,394,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $19,394,000 | 1,734 |
| Issued or guaranteed by U.S. | $19,394,000 | 1,724 |
| 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) | $182,000 | 3,141 |
| Available-for-sale securities (fair market value) | $32,853,000 | 2,819 |
| Total debt securities | $33,034,000 | 3,126 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $32,290,000 | 3,253 |
| U.S. Government securities | $32,282,000 | 2,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,282,000 | 2,423 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,875 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,075,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $18,075,000 | 1,800 |
| Issued or guaranteed by U.S. | $18,075,000 | 1,789 |
| 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) | $192,000 | 3,149 |
| Available-for-sale securities (fair market value) | $32,098,000 | 2,935 |
| Total debt securities | $32,282,000 | 3,219 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $32,650,000 | 3,236 |
| U.S. Government securities | $32,637,000 | 2,449 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,637,000 | 2,396 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,000 | 3,132 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,233,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $16,230,000 | 1,895 |
| Issued or guaranteed by U.S. | $16,230,000 | 1,886 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $3,000 | 1,446 |
| 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) | $217,000 | 3,149 |
| Available-for-sale securities (fair market value) | $32,433,000 | 2,895 |
| Total debt securities | $32,640,000 | 3,191 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $36,426,000 | 2,986 |
| U.S. Government securities | $36,405,000 | 2,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,405,000 | 2,188 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $5,000 | 2,970 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,722,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $16,717,000 | 1,606 |
| Issued or guaranteed by U.S. | $16,717,000 | 1,596 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $5,000 | 1,346 |
| 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) | $243,000 | 3,171 |
| Available-for-sale securities (fair market value) | $36,183,000 | 2,635 |
| Total debt securities | $36,410,000 | 2,939 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $34,899,000 | 3,075 |
| U.S. Government securities | $34,867,000 | 2,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,867,000 | 2,296 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,691 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,882,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $14,874,000 | 1,645 |
| Issued or guaranteed by U.S. | $14,874,000 | 1,635 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,000 | 1,306 |
| 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) | $266,000 | 3,212 |
| Available-for-sale securities (fair market value) | $34,633,000 | 2,708 |
| Total debt securities | $34,875,000 | 3,035 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $32,579,000 | 3,244 |
| U.S. Government securities | $32,542,000 | 2,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,542,000 | 2,439 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $11,000 | 2,880 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 1,712 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,579,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $10,568,000 | 2,003 |
| Issued or guaranteed by U.S. | $10,568,000 | 1,997 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $11,000 | 1,255 |
| 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) | $308,000 | 3,192 |
| Available-for-sale securities (fair market value) | $32,271,000 | 2,862 |
| Total debt securities | $32,553,000 | 3,208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $29,911,000 | 3,462 |
| U.S. Government securities | $29,874,000 | 2,709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,874,000 | 2,638 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $15,000 | 2,900 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 1,753 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,348,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $7,333,000 | 2,464 |
| Issued or guaranteed by U.S. | $7,333,000 | 2,454 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $15,000 | 1,205 |
| 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) | $318,000 | 3,249 |
| Available-for-sale securities (fair market value) | $29,593,000 | 3,037 |
| Total debt securities | $29,889,000 | 3,426 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $28,199,000 | 3,619 |
| U.S. Government securities | $28,155,000 | 2,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,155,000 | 2,795 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $20,000 | 2,934 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,796 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,742,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $6,722,000 | 2,603 |
| Issued or guaranteed by U.S. | $6,722,000 | 2,589 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $20,000 | 1,193 |
| 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) | $339,000 | 3,299 |
| Available-for-sale securities (fair market value) | $27,860,000 | 3,200 |
| Total debt securities | $28,175,000 | 3,572 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $27,602,000 | 3,715 |
| U.S. Government securities | $27,555,000 | 2,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,555,000 | 2,869 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $25,000 | 2,975 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 1,834 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,641,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $5,616,000 | 2,859 |
| Issued or guaranteed by U.S. | $5,616,000 | 2,845 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $25,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $25,000 | 1,165 |
| 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) | $417,000 | 3,311 |
| Available-for-sale securities (fair market value) | $27,185,000 | 3,269 |
| Total debt securities | $27,580,000 | 3,658 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $25,684,000 | 3,887 |
| U.S. Government securities | $25,634,000 | 3,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,634,000 | 3,034 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $31,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,205,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $5,174,000 | 2,970 |
| Issued or guaranteed by U.S. | $5,174,000 | 2,957 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $31,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $31,000 | 1,149 |
| 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) | $453,000 | 3,328 |
| Available-for-sale securities (fair market value) | $25,231,000 | 3,433 |
| Total debt securities | $25,665,000 | 3,825 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $26,643,000 | 3,846 |
| U.S. Government securities | $26,584,000 | 3,071 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,584,000 | 2,977 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $38,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 1,913 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,621,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $5,583,000 | 2,928 |
| Issued or guaranteed by U.S. | $5,583,000 | 2,914 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $38,000 | 1,129 |
| 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) | $485,000 | 3,360 |
| Available-for-sale securities (fair market value) | $26,158,000 | 3,400 |
| Total debt securities | $26,622,000 | 3,791 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $27,076,000 | 3,837 |
| U.S. Government securities | $27,011,000 | 3,046 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,011,000 | 2,947 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $45,000 | 3,197 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 1,932 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,983,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $5,938,000 | 2,879 |
| Issued or guaranteed by U.S. | $5,938,000 | 2,866 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $45,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $45,000 | 1,094 |
| 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) | $506,000 | 3,393 |
| Available-for-sale securities (fair market value) | $26,570,000 | 3,360 |
| Total debt securities | $27,056,000 | 3,780 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $27,717,000 | 3,747 |
| U.S. Government securities | $27,646,000 | 2,953 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,646,000 | 2,862 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $53,000 | 3,243 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 1,951 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,548,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $6,495,000 | 2,771 |
| Issued or guaranteed by U.S. | $6,495,000 | 2,760 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $53,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $53,000 | 1,068 |
| 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) | $557,000 | 3,394 |
| Available-for-sale securities (fair market value) | $27,160,000 | 3,284 |
| Total debt securities | $27,699,000 | 3,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $29,130,000 | 3,663 |
| U.S. Government securities | $29,043,000 | 2,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,043,000 | 2,775 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $64,000 | 3,273 |
| Privately issued residential mortgage-backed securities | $64,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 1,955 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,271,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $7,207,000 | 2,695 |
| Issued or guaranteed by U.S. | $7,207,000 | 2,684 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $64,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $64,000 | 1,021 |
| 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) | $625,000 | 3,408 |
| Available-for-sale securities (fair market value) | $28,505,000 | 3,219 |
| Total debt securities | $29,107,000 | 3,621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $29,535,000 | 3,659 |
| U.S. Government securities | $29,438,000 | 2,899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,438,000 | 2,790 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $75,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,091 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 2,002 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,823,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $7,748,000 | 2,654 |
| Issued or guaranteed by U.S. | $7,748,000 | 2,645 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $75,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $75,000 | 1,004 |
| 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) | $251,000 | 3,837 |
| Available-for-sale securities (fair market value) | $29,284,000 | 3,196 |
| Total debt securities | $29,513,000 | 3,610 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $30,935,000 | 3,550 |
| U.S. Government securities | $30,820,000 | 2,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,820,000 | 2,697 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $87,000 | 3,357 |
| Privately issued residential mortgage-backed securities | $87,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,388,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $8,301,000 | 2,604 |
| Issued or guaranteed by U.S. | $8,301,000 | 2,596 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $87,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $87,000 | 990 |
| 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) | $676,000 | 3,457 |
| Available-for-sale securities (fair market value) | $30,259,000 | 3,113 |
| Total debt securities | $30,907,000 | 3,490 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $25,151,000 | 4,089 |
| U.S. Government securities | $24,886,000 | 3,273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,886,000 | 3,150 |
| Securities issued by states & political subdivisions | $140,000 | 6,331 |
| Other domestic debt securities | $100,000 | 3,376 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,016 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,063 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,291,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $7,191,000 | 2,842 |
| Issued or guaranteed by U.S. | $7,191,000 | 2,834 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $100,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $100,000 | 936 |
| 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) | $1,084,000 | 3,237 |
| Available-for-sale securities (fair market value) | $24,067,000 | 3,640 |
| Total debt securities | $25,126,000 | 4,021 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $21,637,000 | 4,582 |
| U.S. Government securities | $21,274,000 | 3,762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,274,000 | 3,624 |
| Securities issued by states & political subdivisions | $216,000 | 6,208 |
| Other domestic debt securities | $119,000 | 3,434 |
| Privately issued residential mortgage-backed securities | $119,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 2,100 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,422,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $6,303,000 | 3,062 |
| Issued or guaranteed by U.S. | $6,303,000 | 3,055 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $119,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $119,000 | 923 |
| 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) | $966,000 | 3,344 |
| Available-for-sale securities (fair market value) | $20,671,000 | 4,090 |
| Total debt securities | $21,609,000 | 4,513 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $22,037,000 | 4,497 |
| U.S. Government securities | $21,791,000 | 3,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,791,000 | 3,504 |
| Securities issued by states & political subdivisions | $216,000 | 6,217 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,456,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $7,307,000 | 2,859 |
| Issued or guaranteed by U.S. | $7,307,000 | 2,849 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $149,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,244 |
| 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) | $1,240,000 | 3,179 |
| Available-for-sale securities (fair market value) | $20,797,000 | 4,072 |
| Total debt securities | $22,007,000 | 4,429 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $23,578,000 | 4,377 |
| U.S. Government securities | $23,132,000 | 3,542 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,132,000 | 3,410 |
| Securities issued by states & political subdivisions | $216,000 | 6,276 |
| Other domestic debt securities | $200,000 | 3,476 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,110 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,116,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $7,944,000 | 2,765 |
| Issued or guaranteed by U.S. | $7,944,000 | 2,750 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $172,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,402 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,689,000 | 2,989 |
| Available-for-sale securities (fair market value) | $21,889,000 | 3,973 |
| Total debt securities | $23,548,000 | 4,302 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $25,685,000 | 4,069 |
| U.S. Government securities | $25,131,000 | 3,238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,131,000 | 3,115 |
| Securities issued by states & political subdivisions | $76,000 | 6,648 |
| Other domestic debt securities | $450,000 | 3,282 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $450,000 | 2,938 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 2,217 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,215,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $8,998,000 | 2,552 |
| Issued or guaranteed by U.S. | $8,998,000 | 2,543 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $217,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,424 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,780,000 | 2,995 |
| Available-for-sale securities (fair market value) | $23,905,000 | 3,681 |
| Total debt securities | $25,657,000 | 3,983 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $25,531,000 | 3,985 |
| U.S. Government securities | $25,054,000 | 3,152 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,054,000 | 3,020 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $450,000 | 3,337 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $450,000 | 2,979 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 2,225 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,012,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $9,715,000 | 2,455 |
| Issued or guaranteed by U.S. | $9,715,000 | 2,441 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $297,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,497 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,379,000 | 2,757 |
| Available-for-sale securities (fair market value) | $23,152,000 | 3,688 |
| Total debt securities | $25,504,000 | 3,902 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $24,311,000 | 4,106 |
| U.S. Government securities | $23,833,000 | 3,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,833,000 | 3,108 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $451,000 | 3,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $451,000 | 3,014 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 2,235 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,329,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $11,951,000 | 2,129 |
| Issued or guaranteed by U.S. | $11,951,000 | 2,121 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $378,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 3,533 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,274,000 | 2,839 |
| Available-for-sale securities (fair market value) | $22,037,000 | 3,784 |
| Total debt securities | $24,284,000 | 4,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $27,078,000 | 3,778 |
| U.S. Government securities | $26,499,000 | 2,964 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,499,000 | 2,830 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $552,000 | 3,195 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $552,000 | 2,821 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 2,229 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,430,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $13,928,000 | 1,882 |
| Issued or guaranteed by U.S. | $13,928,000 | 1,873 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $502,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,458 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,698,000 | 2,761 |
| Available-for-sale securities (fair market value) | $24,380,000 | 3,490 |
| Total debt securities | $27,051,000 | 3,703 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $24,632,000 | 3,908 |
| U.S. Government securities | $23,540,000 | 3,099 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,540,000 | 2,938 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,060,000 | 2,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,060,000 | 2,415 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 2,158 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,853,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $9,259,000 | 2,215 |
| Issued or guaranteed by U.S. | $9,259,000 | 2,200 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,594,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $1,594,000 | 2,760 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,686,000 | 2,136 |
| Available-for-sale securities (fair market value) | $18,946,000 | 3,980 |
| Total debt securities | $24,600,000 | 3,829 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $13,138,000 | 5,967 |
| U.S. Government securities | $11,484,000 | 5,395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,484,000 | 5,074 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,619,000 | 2,096 |
| 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 | $1,619,000 | 1,794 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,529 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,945,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 3,413 |
| Issued or guaranteed by U.S. | $2,917,000 | 3,400 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,028,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,028,000 | 2,136 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,103,000 | 1,591 |
| Available-for-sale securities (fair market value) | $35,000 | 9,222 |
| Total debt securities | $13,103,000 | 5,846 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,238,000 | 5,752 |
| U.S. Government securities | $12,742,000 | 5,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,742,000 | 4,808 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,471,000 | 1,680 |
| 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 | $2,471,000 | 1,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,657 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,963,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $3,759,000 | 3,221 |
| Issued or guaranteed by U.S. | $3,759,000 | 3,208 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,204,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,204,000 | 2,222 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,213,000 | 1,571 |
| Available-for-sale securities (fair market value) | $25,000 | 9,507 |
| Total debt securities | $15,213,000 | 5,646 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,807,000 | 6,339 |
| U.S. Government securities | $10,786,000 | 5,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,786,000 | 5,049 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,889,000 | 1,790 |
| 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 | $1,889,000 | 1,465 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 6,119 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,792,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $2,276,000 | 4,199 |
| Issued or guaranteed by U.S. | $2,276,000 | 4,181 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,516,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $2,516,000 | 2,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,675,000 | 1,982 |
| Available-for-sale securities (fair market value) | $132,000 | 9,450 |
| Total debt securities | $12,675,000 | 6,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,816,000 | 7,464 |
| U.S. Government securities | $8,905,000 | 6,895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,905,000 | 5,622 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $786,000 | 2,010 |
| 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 | $786,000 | 1,602 |
| Foreign debt securities | NA | NA |
| Equity securities | $125,000 | 6,121 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,565,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 5,160 |
| Issued or guaranteed by U.S. | $1,178,000 | 5,142 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,387,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $1,387,000 | 2,977 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,691,000 | 2,871 |
| Available-for-sale securities (fair market value) | $125,000 | 9,820 |
| Total debt securities | $9,691,000 | 7,390 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,216,000 | 10,484 |
| U.S. Government securities | $2,374,000 | 10,439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,374,000 | 9,233 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $728,000 | 2,361 |
| 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 | $728,000 | 1,797 |
| Foreign debt securities | NA | NA |
| Equity securities | $114,000 | 6,188 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $484,000 | 7,599 |
| Certificates of participation in pools of residential mortgages | $484,000 | 6,716 |
| Issued or guaranteed by U.S. | $484,000 | 6,697 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,102,000 | 5,604 |
| Available-for-sale securities (fair market value) | $114,000 | 10,198 |
| Total debt securities | $3,102,000 | 10,410 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,082,000 | 10,998 |
| U.S. Government securities | $2,660,000 | 10,770 |
| U.S. Treasury securities | $748,000 | 9,019 |
| U.S. Government agency obligations | $1,912,000 | 9,828 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $306,000 | 3,636 |
| 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 | $306,000 | 2,836 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 5,981 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,000 | 9,461 |
| Certificates of participation in pools of residential mortgages | $11,000 | 8,828 |
| Issued or guaranteed by U.S. | $11,000 | 8,794 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,073,000 | 5,968 |
| Available-for-sale securities (fair market value) | $9,000 | 10,993 |
| Total debt securities | $2,966,000 | 10,931 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,636,000 | 12,169 |
| U.S. Government securities | $1,533,000 | 11,970 |
| U.S. Treasury securities | $502,000 | 10,371 |
| U.S. Government agency obligations | $1,031,000 | 10,820 |
| 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 | $103,000 | 5,922 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,000 | 9,968 |
| Certificates of participation in pools of residential mortgages | $19,000 | 9,268 |
| Issued or guaranteed by U.S. | $19,000 | 9,238 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,636,000 | 10,308 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,533,000 | 12,101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,675,000 | 12,292 |
| U.S. Government securities | $2,572,000 | 11,873 |
| U.S. Treasury securities | $1,480,000 | 9,283 |
| U.S. Government agency obligations | $1,092,000 | 11,092 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 5,607 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,000 | 10,497 |
| Certificates of participation in pools of residential mortgages | $40,000 | 9,703 |
| Issued or guaranteed by U.S. | $40,000 | 9,652 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,572,000 | 12,205 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,191,000 | 12,977 |
| U.S. Government securities | $2,163,000 | 12,609 |
| U.S. Treasury securities | $993,000 | 10,531 |
| U.S. Government agency obligations | $1,170,000 | 11,378 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,214 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $417,000 | 9,961 |
| Certificates of participation in pools of residential mortgages | $417,000 | 8,808 |
| Issued or guaranteed by U.S. | $417,000 | 8,744 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,163,000 | 12,875 |
| 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 |