Home > State Bank of Aurora > Securities
State Bank of Aurora, Securities
| 2009-12-31 | Rank | |
| Total securities | $2,769,000 | 7,160 |
| U.S. Government securities | $2,513,000 | 6,805 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,513,000 | 6,709 |
| Securities issued by states & political subdivisions | $201,000 | 5,624 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $55,000 | 1,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,097,000 | 5,406 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,769,000 | 6,628 |
| Total debt securities | $2,714,000 | 7,132 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,005,000 | 7,187 |
| U.S. Government securities | $2,529,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,529,000 | 6,766 |
| Securities issued by states & political subdivisions | $422,000 | 5,397 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $54,000 | 1,365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,930,000 | 5,139 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,005,000 | 6,643 |
| Total debt securities | $2,950,000 | 7,168 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,005,000 | 7,223 |
| U.S. Government securities | $2,527,000 | 6,903 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,527,000 | 6,807 |
| Securities issued by states & political subdivisions | $425,000 | 5,410 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $53,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,931,000 | 5,153 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,005,000 | 6,665 |
| Total debt securities | $2,952,000 | 7,188 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,350,000 | 7,194 |
| U.S. Government securities | $2,776,000 | 6,932 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,776,000 | 6,843 |
| Securities issued by states & political subdivisions | $522,000 | 5,246 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $52,000 | 1,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,277,000 | 5,047 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,350,000 | 6,642 |
| Total debt securities | $3,297,000 | 7,164 |
| Structured notes | ||
| Amortized cost | $145,000 | 1,670 |
| Fair value | $145,000 | 1,667 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,544,000 | 7,243 |
| U.S. Government securities | $2,969,000 | 6,988 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,969,000 | 6,898 |
| Securities issued by states & political subdivisions | $523,000 | 5,199 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $52,000 | 1,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,471,000 | 5,041 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,544,000 | 6,660 |
| Total debt securities | $3,492,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $145,000 | 1,700 |
| Fair value | $145,000 | 1,699 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,873,000 | 6,947 |
| U.S. Government securities | $4,189,000 | 6,636 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,189,000 | 6,537 |
| Securities issued by states & political subdivisions | $625,000 | 5,100 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $59,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,794,000 | 4,596 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,873,000 | 6,356 |
| Total debt securities | $4,815,000 | 6,917 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,284,000 | 7,149 |
| U.S. Government securities | $3,509,000 | 6,897 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,509,000 | 6,793 |
| Securities issued by states & political subdivisions | $716,000 | 5,064 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $59,000 | 1,737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $817,000 | 6,199 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,284,000 | 6,552 |
| Total debt securities | $4,226,000 | 7,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,332,000 | 7,162 |
| U.S. Government securities | $3,552,000 | 6,914 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,552,000 | 6,810 |
| Securities issued by states & political subdivisions | $721,000 | 5,084 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $59,000 | 1,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,252,000 | 4,725 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,332,000 | 6,569 |
| Total debt securities | $4,272,000 | 7,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,289,000 | 7,252 |
| U.S. Government securities | $3,514,000 | 7,048 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,514,000 | 6,932 |
| Securities issued by states & political subdivisions | $716,000 | 5,112 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $59,000 | 1,675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,210,000 | 4,759 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,289,000 | 6,617 |
| Total debt securities | $4,230,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,293,000 | 7,524 |
| U.S. Government securities | $2,418,000 | 7,439 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,418,000 | 7,325 |
| Securities issued by states & political subdivisions | $816,000 | 5,051 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $59,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,213,000 | 5,154 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,293,000 | 6,863 |
| Total debt securities | $3,234,000 | 7,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,763,000 | 7,931 |
| U.S. Government securities | $698,000 | 7,990 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $698,000 | 7,885 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,891 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $59,000 | 1,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,568,000 | 5,958 |
| Mortgage-backed securities | $1,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,359 |
| Issued or guaranteed by U.S. | $1,000 | 6,339 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $1,763,000 | 7,232 |
| Total debt securities | $1,699,000 | 7,904 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,263,000 | 7,845 |
| U.S. Government securities | $998,000 | 7,958 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $998,000 | 7,850 |
| Securities issued by states & political subdivisions | $1,206,000 | 4,787 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $59,000 | 1,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,000 | 5,710 |
| Mortgage-backed securities | $1,000 | 6,644 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,389 |
| Issued or guaranteed by U.S. | $1,000 | 6,365 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,263,000 | 7,137 |
| Total debt securities | $2,205,000 | 7,814 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,768,000 | 7,783 |
| U.S. Government securities | $1,499,000 | 7,859 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,499,000 | 7,749 |
| Securities issued by states & political subdivisions | $1,210,000 | 4,807 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $59,000 | 1,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 5,624 |
| Mortgage-backed securities | $1,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,420 |
| Issued or guaranteed by U.S. | $1,000 | 6,394 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,768,000 | 7,066 |
| Total debt securities | $2,708,000 | 7,751 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,873,000 | 7,834 |
| U.S. Government securities | $1,598,000 | 7,894 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,598,000 | 7,771 |
| Securities issued by states & political subdivisions | $1,216,000 | 4,834 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $59,000 | 1,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,000 | 5,763 |
| Mortgage-backed securities | $2,000 | 6,710 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,451 |
| Issued or guaranteed by U.S. | $2,000 | 6,423 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,873,000 | 7,108 |
| Total debt securities | $2,815,000 | 7,801 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,738,000 | 7,921 |
| U.S. Government securities | $1,466,000 | 7,998 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,466,000 | 7,870 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,864 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $59,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 5,564 |
| Mortgage-backed securities | $2,000 | 6,767 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,511 |
| Issued or guaranteed by U.S. | $2,000 | 6,489 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,738,000 | 7,153 |
| Total debt securities | $2,679,000 | 7,890 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,852,000 | 7,953 |
| U.S. Government securities | $1,572,000 | 8,006 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,572,000 | 7,882 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,878 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $59,000 | 1,818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,652,000 | 5,507 |
| Mortgage-backed securities | $3,000 | 6,789 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,518 |
| Issued or guaranteed by U.S. | $3,000 | 6,499 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,852,000 | 7,185 |
| Total debt securities | $2,793,000 | 7,918 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,938,000 | 7,708 |
| U.S. Government securities | $2,651,000 | 7,701 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,651,000 | 7,572 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,895 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $59,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,729,000 | 5,062 |
| Mortgage-backed securities | $4,000 | 6,851 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,566 |
| Issued or guaranteed by U.S. | $4,000 | 6,549 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,938,000 | 6,945 |
| Total debt securities | $3,879,000 | 7,670 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,876,000 | 8,016 |
| U.S. Government securities | $1,578,000 | 8,060 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,578,000 | 7,941 |
| Securities issued by states & political subdivisions | $1,239,000 | 4,887 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $59,000 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,661,000 | 5,537 |
| Mortgage-backed securities | $5,000 | 6,869 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,587 |
| Issued or guaranteed by U.S. | $5,000 | 6,569 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,876,000 | 7,228 |
| Total debt securities | $2,817,000 | 7,970 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,910,000 | 8,041 |
| U.S. Government securities | $1,600,000 | 8,086 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,600,000 | 7,956 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,870 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $59,000 | 1,863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,000 | 5,600 |
| Mortgage-backed securities | $6,000 | 6,891 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,616 |
| Issued or guaranteed by U.S. | $6,000 | 6,597 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,910,000 | 7,263 |
| Total debt securities | $2,851,000 | 7,997 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,234,000 | 8,028 |
| U.S. Government securities | $1,928,000 | 8,072 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,928,000 | 7,937 |
| Securities issued by states & political subdivisions | $1,247,000 | 4,885 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $59,000 | 1,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,763,000 | 5,523 |
| Mortgage-backed securities | $8,000 | 6,951 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,669 |
| Issued or guaranteed by U.S. | $8,000 | 6,652 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,234,000 | 7,234 |
| Total debt securities | $3,175,000 | 7,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,282,000 | 8,071 |
| U.S. Government securities | $1,955,000 | 8,083 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,955,000 | 7,945 |
| Securities issued by states & political subdivisions | $1,268,000 | 4,886 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $59,000 | 1,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,462,000 | 5,660 |
| Mortgage-backed securities | $11,000 | 6,970 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,677 |
| Issued or guaranteed by U.S. | $11,000 | 6,665 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,282,000 | 7,265 |
| Total debt securities | $3,223,000 | 8,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,954,000 | 8,194 |
| U.S. Government securities | $1,616,000 | 8,224 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,616,000 | 8,091 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,890 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $59,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,128,000 | 5,808 |
| Mortgage-backed securities | $12,000 | 7,010 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,708 |
| Issued or guaranteed by U.S. | $12,000 | 6,695 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,954,000 | 7,379 |
| Total debt securities | $2,899,000 | 8,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,958,000 | 8,269 |
| U.S. Government securities | $1,640,000 | 8,296 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,640,000 | 8,152 |
| Securities issued by states & political subdivisions | $1,259,000 | 4,915 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $59,000 | 2,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,108,000 | 5,843 |
| Mortgage-backed securities | $14,000 | 7,063 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,754 |
| Issued or guaranteed by U.S. | $14,000 | 6,743 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,958,000 | 7,453 |
| Total debt securities | $2,899,000 | 8,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,042,000 | 8,223 |
| U.S. Government securities | $1,675,000 | 8,253 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,675,000 | 8,107 |
| Securities issued by states & political subdivisions | $1,307,000 | 4,873 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $60,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,710,000 | 5,519 |
| Mortgage-backed securities | $16,000 | 7,067 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,752 |
| Issued or guaranteed by U.S. | $16,000 | 6,738 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,042,000 | 7,401 |
| Total debt securities | $2,982,000 | 8,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,018,000 | 8,063 |
| U.S. Government securities | $2,673,000 | 8,018 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,673,000 | 7,834 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,941 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $60,000 | 2,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,050,000 | 5,289 |
| Mortgage-backed securities | $19,000 | 7,091 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,796 |
| Issued or guaranteed by U.S. | $19,000 | 6,774 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,018,000 | 7,226 |
| Total debt securities | $3,958,000 | 8,017 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,144,000 | 8,251 |
| U.S. Government securities | $1,788,000 | 8,282 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,788,000 | 8,123 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,951 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $60,000 | 2,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,915,000 | 5,347 |
| Mortgage-backed securities | $22,000 | 7,121 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,820 |
| Issued or guaranteed by U.S. | $22,000 | 6,798 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,144,000 | 7,413 |
| Total debt securities | $3,084,000 | 8,192 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,666,000 | 8,115 |
| U.S. Government securities | $2,184,000 | 8,132 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,184,000 | 7,955 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,816 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $61,000 | 2,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,289,000 | 5,118 |
| Mortgage-backed securities | $24,000 | 7,158 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,830 |
| Issued or guaranteed by U.S. | $24,000 | 6,810 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,666,000 | 7,284 |
| Total debt securities | $3,605,000 | 8,054 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,331,000 | 8,279 |
| U.S. Government securities | $1,759,000 | 8,383 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,759,000 | 8,203 |
| Securities issued by states & political subdivisions | $1,520,000 | 4,659 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $52,000 | 2,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,950,000 | 5,357 |
| Mortgage-backed securities | $28,000 | 7,170 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,825 |
| Issued or guaranteed by U.S. | $28,000 | 6,807 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,331,000 | 7,398 |
| Total debt securities | $3,279,000 | 8,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,989,000 | 8,442 |
| U.S. Government securities | $1,446,000 | 8,539 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,446,000 | 8,379 |
| Securities issued by states & political subdivisions | $1,490,000 | 4,691 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $53,000 | 2,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,609,000 | 5,544 |
| Mortgage-backed securities | $31,000 | 7,179 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,805 |
| Issued or guaranteed by U.S. | $31,000 | 6,785 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,989,000 | 7,542 |
| Total debt securities | $2,936,000 | 8,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,510,000 | 8,418 |
| U.S. Government securities | $2,009,000 | 8,477 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,009,000 | 8,279 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,787 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $61,000 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,506,000 | 5,641 |
| Mortgage-backed securities | $548,000 | 6,287 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,706 |
| Issued or guaranteed by U.S. | $53,000 | 6,684 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $495,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 3,593 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,510,000 | 7,453 |
| Total debt securities | $3,448,000 | 8,345 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,902,000 | 8,058 |
| U.S. Government securities | $4,031,000 | 8,157 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,031,000 | 7,821 |
| Securities issued by states & political subdivisions | $1,590,000 | 4,740 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $281,000 | 5,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,351,000 | 5,483 |
| Mortgage-backed securities | $83,000 | 6,953 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,463 |
| Issued or guaranteed by U.S. | $83,000 | 6,442 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,902,000 | 6,948 |
| Total debt securities | $5,621,000 | 8,010 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,787,000 | 8,063 |
| U.S. Government securities | $4,753,000 | 8,156 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $4,252,000 | 7,865 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,784 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $229,000 | 5,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,993,000 | 5,711 |
| Mortgage-backed securities | $212,000 | 6,957 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,350 |
| Issued or guaranteed by U.S. | $212,000 | 6,334 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,787,000 | 6,835 |
| Total debt securities | $6,558,000 | 8,016 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,859,000 | 8,069 |
| U.S. Government securities | $5,017,000 | 8,021 |
| U.S. Treasury securities | $1,117,000 | 4,773 |
| U.S. Government agency obligations | $3,900,000 | 7,769 |
| Securities issued by states & political subdivisions | $1,379,000 | 5,306 |
| Other domestic debt securities | $270,000 | 3,040 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,000 | 2,687 |
| Foreign debt securities | NA | NA |
| Equity securities | $193,000 | 5,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,517,000 | 5,732 |
| Mortgage-backed securities | $401,000 | 6,837 |
| Certificates of participation in pools of residential mortgages | $333,000 | 6,296 |
| Issued or guaranteed by U.S. | $333,000 | 6,277 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $68,000 | 4,569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $68,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,859,000 | 6,708 |
| Total debt securities | $6,665,000 | 8,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,415,000 | 9,049 |
| U.S. Government securities | $3,520,000 | 9,298 |
| U.S. Treasury securities | $1,207,000 | 6,075 |
| U.S. Government agency obligations | $2,313,000 | 8,840 |
| Securities issued by states & political subdivisions | $1,343,000 | 5,310 |
| Other domestic debt securities | $420,000 | 2,489 |
| Privately issued residential mortgage-backed securities | $81,000 | 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 | $339,000 | 2,083 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 6,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,054,000 | 6,387 |
| Mortgage-backed securities | $534,000 | 6,913 |
| Certificates of participation in pools of residential mortgages | $453,000 | 6,261 |
| Issued or guaranteed by U.S. | $453,000 | 6,241 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $81,000 | 4,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $81,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,415,000 | 7,300 |
| Total debt securities | $5,281,000 | 8,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,334,000 | 9,640 |
| U.S. Government securities | $3,914,000 | 9,721 |
| U.S. Treasury securities | $700,000 | 7,761 |
| U.S. Government agency obligations | $3,214,000 | 8,664 |
| Securities issued by states & political subdivisions | $784,000 | 6,483 |
| Other domestic debt securities | $564,000 | 2,537 |
| Privately issued residential mortgage-backed securities | $118,000 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $446,000 | 2,170 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,000 | 6,737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,810,000 | 6,017 |
| Mortgage-backed securities | $875,000 | 7,028 |
| Certificates of participation in pools of residential mortgages | $757,000 | 6,191 |
| Issued or guaranteed by U.S. | $757,000 | 6,175 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $118,000 | 5,195 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $118,000 | 1,234 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,334,000 | 7,615 |
| Total debt securities | $5,262,000 | 9,550 |
| Structured notes | ||
| Amortized cost | $1,864,000 | 1,194 |
| Fair value | $1,950,000 | 1,134 |
| 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 | $5,689,000 | 9,901 |
| U.S. Government securities | $4,306,000 | 9,901 |
| U.S. Treasury securities | $604,000 | 9,152 |
| U.S. Government agency obligations | $3,702,000 | 8,513 |
| Securities issued by states & political subdivisions | $896,000 | 6,526 |
| Other domestic debt securities | $414,000 | 3,388 |
| Privately issued residential mortgage-backed securities | $168,000 | 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 | $246,000 | 3,042 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,000 | 7,377 |
| Mortgage-backed securities | $983,000 | 7,320 |
| Certificates of participation in pools of residential mortgages | $815,000 | 6,386 |
| Issued or guaranteed by U.S. | $815,000 | 6,354 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $168,000 | 5,556 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $168,000 | 1,373 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,689,000 | 7,713 |
| Total debt securities | $5,616,000 | 9,827 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,815 |
| Fair value | $1,838,000 | 1,842 |
| 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 | $5,483,000 | 10,623 |
| U.S. Government securities | $4,196,000 | 10,593 |
| U.S. Treasury securities | $801,000 | 10,001 |
| U.S. Government agency obligations | $3,395,000 | 8,799 |
| Securities issued by states & political subdivisions | $1,027,000 | 6,604 |
| Other domestic debt securities | $191,000 | 4,673 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,846 |
| 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 | $69,000 | 6,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 8,684 |
| Mortgage-backed securities | $896,000 | 7,912 |
| Certificates of participation in pools of residential mortgages | $705,000 | 6,941 |
| Issued or guaranteed by U.S. | $705,000 | 6,914 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $191,000 | 5,936 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $191,000 | 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) | $2,286,000 | 9,815 |
| Available-for-sale securities (fair market value) | $3,197,000 | 7,983 |
| Total debt securities | $5,414,000 | 10,545 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,052,000 | 11,246 |
| U.S. Government securities | $3,593,000 | 11,347 |
| U.S. Treasury securities | $202,000 | 11,344 |
| U.S. Government agency obligations | $3,391,000 | 9,066 |
| Securities issued by states & political subdivisions | $1,270,000 | 6,343 |
| Other domestic debt securities | $112,000 | 5,695 |
| 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 | $112,000 | 4,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 6,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $929,000 | 8,732 |
| Mortgage-backed securities | $791,000 | 8,762 |
| Certificates of participation in pools of residential mortgages | $611,000 | 7,804 |
| Issued or guaranteed by U.S. | $611,000 | 7,754 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $180,000 | 6,423 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 6,124 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,974,000 | 11,155 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,719,000 | 12,263 |
| U.S. Government securities | $1,844,000 | 12,804 |
| U.S. Treasury securities | $200,000 | 11,887 |
| U.S. Government agency obligations | $1,644,000 | 10,875 |
| Securities issued by states & political subdivisions | $814,000 | 6,950 |
| Other domestic debt securities | $914,000 | 4,243 |
| Privately issued residential mortgage-backed securities | $198,000 | 3,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $716,000 | 3,387 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 4,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,432,000 | 7,959 |
| Mortgage-backed securities | $1,692,000 | 8,007 |
| Certificates of participation in pools of residential mortgages | $696,000 | 8,111 |
| Issued or guaranteed by U.S. | $696,000 | 8,052 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $996,000 | 5,088 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 4,982 |
| Privately issued | $198,000 | 2,634 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,572,000 | 12,197 |
| 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 |