Home > State Bank of Ledyard > Securities
State Bank of Ledyard, Securities
| 2012-09-30 | Rank | |
| Total securities | $4,668,000 | 6,307 |
| U.S. Government securities | $1,994,000 | 6,305 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,994,000 | 6,211 |
| Securities issued by states & political subdivisions | $2,674,000 | 4,350 |
| 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 | $550,000 | 5,860 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,668,000 | 5,904 |
| Total debt securities | $4,668,000 | 6,276 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,702 |
| Fair value | $1,149,000 | 1,704 |
| 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 | $5,866,000 | 6,215 |
| U.S. Government securities | $2,925,000 | 6,194 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,925,000 | 6,099 |
| Securities issued by states & political subdivisions | $2,941,000 | 4,244 |
| 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 | $1,414,000 | 5,551 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $5,866,000 | 5,800 |
| Total debt securities | $5,866,000 | 6,185 |
| Structured notes | ||
| Amortized cost | $2,370,000 | 1,404 |
| Fair value | $2,372,000 | 1,408 |
| 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 | $7,048,000 | 6,112 |
| U.S. Government securities | $2,554,000 | 6,337 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,554,000 | 6,240 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,745 |
| 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 | $1,898,000 | 5,412 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,048,000 | 5,688 |
| Total debt securities | $7,048,000 | 6,085 |
| Structured notes | ||
| Amortized cost | $1,720,000 | 1,876 |
| Fair value | $1,704,000 | 1,880 |
| 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 | $6,737,000 | 6,160 |
| U.S. Government securities | $2,009,000 | 6,476 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,009,000 | 6,383 |
| Securities issued by states & political subdivisions | $4,728,000 | 3,662 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,101,000 | 5,439 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,737,000 | 5,726 |
| Total debt securities | $6,737,000 | 6,133 |
| Structured notes | ||
| Amortized cost | $2,010,000 | 1,655 |
| Fair value | $2,009,000 | 1,695 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,555,000 | 6,063 |
| U.S. Government securities | $2,887,000 | 6,358 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,887,000 | 6,248 |
| Securities issued by states & political subdivisions | $4,668,000 | 3,617 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,555,000 | 5,623 |
| Total debt securities | $7,555,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $2,258,000 | 1,653 |
| Fair value | $2,262,000 | 1,662 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,996,000 | 6,234 |
| U.S. Government securities | $4,240,000 | 6,190 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,240,000 | 6,066 |
| Securities issued by states & political subdivisions | $2,756,000 | 4,143 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,996,000 | 5,781 |
| Total debt securities | $6,996,000 | 6,203 |
| Structured notes | ||
| Amortized cost | $3,623,000 | 1,460 |
| Fair value | $3,617,000 | 1,460 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,786,000 | 6,285 |
| U.S. Government securities | $3,528,000 | 6,358 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,528,000 | 6,237 |
| Securities issued by states & political subdivisions | $3,258,000 | 3,930 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $783,000 | 5,698 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,786,000 | 5,811 |
| Total debt securities | $6,786,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $2,975,000 | 1,737 |
| Fair value | $2,928,000 | 1,731 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,207,000 | 6,492 |
| U.S. Government securities | $2,355,000 | 6,572 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,355,000 | 6,452 |
| Securities issued by states & political subdivisions | $2,852,000 | 4,081 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $780,000 | 5,736 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,207,000 | 6,000 |
| Total debt securities | $5,207,000 | 6,458 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,015 |
| Fair value | $1,756,000 | 2,032 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,624,000 | 6,626 |
| U.S. Government securities | $2,637,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,637,000 | 6,415 |
| Securities issued by states & political subdivisions | $1,987,000 | 4,346 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,000 | 5,816 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,624,000 | 6,115 |
| Total debt securities | $4,624,000 | 6,593 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,014,000 | 1,904 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,206,000 | 6,995 |
| U.S. Government securities | $2,125,000 | 6,805 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,125,000 | 6,688 |
| Securities issued by states & political subdivisions | $1,081,000 | 4,791 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 5,869 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,206,000 | 6,465 |
| Total debt securities | $3,206,000 | 6,954 |
| Structured notes | ||
| Amortized cost | $2,118,000 | 1,925 |
| Fair value | $2,125,000 | 1,925 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,855,000 | 7,129 |
| U.S. Government securities | $2,038,000 | 6,926 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,038,000 | 6,813 |
| Securities issued by states & political subdivisions | $817,000 | 4,977 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,000 | 5,940 |
| Mortgage-backed securities | $1,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,038 |
| Issued or guaranteed by U.S. | $1,000 | 6,026 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,855,000 | 6,597 |
| Total debt securities | $2,855,000 | 7,089 |
| Structured notes | ||
| Amortized cost | $1,235,000 | 2,184 |
| Fair value | $1,226,000 | 2,184 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,747,000 | 7,164 |
| U.S. Government securities | $2,031,000 | 6,958 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,031,000 | 6,857 |
| Securities issued by states & political subdivisions | $716,000 | 5,085 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $823,000 | 5,994 |
| Mortgage-backed securities | $1,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,099 |
| Issued or guaranteed by U.S. | $1,000 | 6,084 |
| 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) | $2,747,000 | 6,632 |
| Total debt securities | $2,747,000 | 7,125 |
| Structured notes | ||
| Amortized cost | $1,235,000 | 1,897 |
| Fair value | $1,207,000 | 1,904 |
| 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 | $2,661,000 | 7,261 |
| U.S. Government securities | $2,070,000 | 6,997 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,070,000 | 6,896 |
| Securities issued by states & political subdivisions | $591,000 | 5,224 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $832,000 | 6,005 |
| 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) | $2,661,000 | 6,710 |
| Total debt securities | $2,661,000 | 7,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $213,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,494,000 | 7,334 |
| U.S. Government securities | $2,064,000 | 7,034 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,064,000 | 6,937 |
| Securities issued by states & political subdivisions | $430,000 | 5,408 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,979,000 | 5,522 |
| 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) | $2,494,000 | 6,782 |
| Total debt securities | $2,494,000 | 7,292 |
| Structured notes | ||
| Amortized cost | $1,235,000 | 1,042 |
| Fair value | $1,226,000 | 1,044 |
| Trading account assets | $1,150,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,112,000 | 7,476 |
| U.S. Government securities | $2,062,000 | 7,147 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,062,000 | 7,060 |
| Securities issued by states & political subdivisions | $50,000 | 5,846 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 5,575 |
| Mortgage-backed securities | $1,000 | 6,548 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,307 |
| Issued or guaranteed by U.S. | $1,000 | 6,289 |
| 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) | $2,112,000 | 6,906 |
| Total debt securities | $2,112,000 | 7,435 |
| Structured notes | ||
| Amortized cost | $1,235,000 | 827 |
| Fair value | $1,221,000 | 830 |
| Trading account assets | $478,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,051,000 | 7,552 |
| U.S. Government securities | $2,051,000 | 7,241 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,051,000 | 7,156 |
| 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 | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,000 | 5,627 |
| Mortgage-backed securities | $1,000 | 6,587 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,350 |
| Issued or guaranteed by U.S. | $1,000 | 6,328 |
| 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) | $2,051,000 | 6,973 |
| Total debt securities | $2,051,000 | 7,513 |
| Structured notes | ||
| Amortized cost | $2,035,000 | 615 |
| Fair value | $2,050,000 | 613 |
| Trading account assets | $708,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,211,000 | 7,571 |
| U.S. Government securities | $1,981,000 | 7,339 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,981,000 | 7,243 |
| Securities issued by states & political subdivisions | $230,000 | 5,572 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,000 | 5,696 |
| Mortgage-backed securities | $1,000 | 6,611 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,382 |
| Issued or guaranteed by U.S. | $1,000 | 6,362 |
| 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) | $2,211,000 | 6,957 |
| Total debt securities | $2,211,000 | 7,524 |
| Structured notes | ||
| Amortized cost | $2,035,000 | 601 |
| Fair value | $1,980,000 | 634 |
| Trading account assets | $1,470,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,074,000 | 7,648 |
| U.S. Government securities | $1,974,000 | 7,384 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,974,000 | 7,296 |
| Securities issued by states & political subdivisions | $100,000 | 5,812 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $782,000 | 6,216 |
| Mortgage-backed securities | $1,000 | 6,639 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,406 |
| Issued or guaranteed by U.S. | $1,000 | 6,381 |
| 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) | $2,074,000 | 7,035 |
| Total debt securities | $2,074,000 | 7,595 |
| Structured notes | ||
| Amortized cost | $2,035,000 | 638 |
| Fair value | $1,973,000 | 684 |
| Trading account assets | $1,420,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,479,000 | 7,596 |
| U.S. Government securities | $1,655,000 | 7,489 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,655,000 | 7,394 |
| Securities issued by states & political subdivisions | $824,000 | 5,000 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,654,000 | 5,780 |
| Mortgage-backed securities | $1,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,404 |
| Issued or guaranteed by U.S. | $1,000 | 6,375 |
| 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) | $2,479,000 | 6,972 |
| Total debt securities | $2,479,000 | 7,543 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,302 |
| Fair value | $803,000 | 1,307 |
| 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 | $2,311,000 | 7,702 |
| U.S. Government securities | $1,658,000 | 7,595 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,658,000 | 7,483 |
| Securities issued by states & political subdivisions | $653,000 | 5,162 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,657,000 | 5,846 |
| Mortgage-backed securities | $1,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,359 |
| Issued or guaranteed by U.S. | $1,000 | 6,338 |
| 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) | $2,311,000 | 7,050 |
| Total debt securities | $2,311,000 | 7,658 |
| 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 | $1,653,000 | 7,901 |
| U.S. Government securities | $1,653,000 | 7,661 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,653,000 | 7,552 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,652,000 | 5,864 |
| Mortgage-backed securities | $1,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,328 |
| Issued or guaranteed by U.S. | $1,000 | 6,305 |
| 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) | $1,653,000 | 7,224 |
| Total debt securities | $1,653,000 | 7,852 |
| 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 | $2,634,000 | 7,736 |
| U.S. Government securities | $2,634,000 | 7,417 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,634,000 | 7,294 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,648,000 | 5,929 |
| 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) | $2,634,000 | 7,048 |
| Total debt securities | $2,634,000 | 7,686 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,150,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,657,000 | 7,550 |
| U.S. Government securities | $2,529,000 | 7,496 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,529,000 | 7,373 |
| Securities issued by states & political subdivisions | $1,128,000 | 4,849 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,544,000 | 5,973 |
| 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) | $3,657,000 | 6,839 |
| Total debt securities | $3,657,000 | 7,505 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,185 |
| Fair value | $745,000 | 2,192 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,704,000 | 8,035 |
| U.S. Government securities | $1,540,000 | 7,840 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,540,000 | 7,725 |
| Securities issued by states & political subdivisions | $164,000 | 5,956 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,000 | 6,237 |
| 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) | $1,704,000 | 7,317 |
| Total debt securities | $1,704,000 | 7,987 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $740,000 | 2,306 |
| 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 | $2,086,000 | 8,022 |
| U.S. Government securities | $1,425,000 | 7,966 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,425,000 | 7,851 |
| Securities issued by states & political subdivisions | $661,000 | 5,324 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,424,000 | 6,111 |
| Mortgage-backed securities | $1,000 | 6,729 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,473 |
| Issued or guaranteed by U.S. | $1,000 | 6,446 |
| 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) | $2,086,000 | 7,269 |
| Total debt securities | $2,086,000 | 7,972 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,398 |
| Fair value | $736,000 | 2,429 |
| 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 | $3,384,000 | 7,768 |
| U.S. Government securities | $1,874,000 | 7,881 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,874,000 | 7,747 |
| Securities issued by states & political subdivisions | $1,510,000 | 4,626 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,873,000 | 5,929 |
| Mortgage-backed securities | $1,000 | 6,799 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,544 |
| Issued or guaranteed by U.S. | $1,000 | 6,522 |
| 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) | $3,384,000 | 7,003 |
| Total debt securities | $3,384,000 | 7,722 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,462 |
| Fair value | $724,000 | 2,489 |
| 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 | $4,311,000 | 7,567 |
| U.S. Government securities | $2,073,000 | 7,847 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,073,000 | 7,712 |
| Securities issued by states & political subdivisions | $2,238,000 | 4,197 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 6,145 |
| Mortgage-backed securities | $1,000 | 6,844 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,581 |
| Issued or guaranteed by U.S. | $1,000 | 6,562 |
| 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) | $4,311,000 | 6,827 |
| Total debt securities | $4,311,000 | 7,514 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $724,000 | 2,497 |
| 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 | $4,392,000 | 7,593 |
| U.S. Government securities | $2,075,000 | 7,877 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,075,000 | 7,746 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,174 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,426,000 | 6,170 |
| Mortgage-backed securities | $2,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,612 |
| Issued or guaranteed by U.S. | $2,000 | 6,595 |
| 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) | $4,392,000 | 6,836 |
| Total debt securities | $4,392,000 | 7,539 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,450 |
| Fair value | $725,000 | 2,493 |
| 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 | $3,284,000 | 7,904 |
| U.S. Government securities | $2,084,000 | 7,897 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,084,000 | 7,767 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,942 |
| 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 | $20,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,231,000 | 6,288 |
| Mortgage-backed securities | $2,000 | 6,927 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,657 |
| Issued or guaranteed by U.S. | $2,000 | 6,638 |
| 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) | $3,284,000 | 7,124 |
| Total debt securities | $3,264,000 | 7,859 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $729,000 | 2,452 |
| 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 | $2,138,000 | 8,204 |
| U.S. Government securities | $1,892,000 | 8,018 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,892,000 | 7,885 |
| Securities issued by states & political subdivisions | $218,000 | 6,049 |
| 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 | $28,000 | 1,937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,437,000 | 6,183 |
| Mortgage-backed securities | $2,000 | 6,964 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,703 |
| Issued or guaranteed by U.S. | $2,000 | 6,683 |
| 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) | $2,138,000 | 7,426 |
| Total debt securities | $2,110,000 | 8,162 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,395 |
| Fair value | $730,000 | 2,430 |
| 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 | $3,206,000 | 8,038 |
| U.S. Government securities | $2,435,000 | 7,899 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,435,000 | 7,741 |
| Securities issued by states & political subdivisions | $712,000 | 5,364 |
| 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 | $955,000 | 6,565 |
| Mortgage-backed securities | $2,000 | 7,050 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,788 |
| Issued or guaranteed by U.S. | $2,000 | 6,770 |
| 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) | $3,206,000 | 7,246 |
| Total debt securities | $3,147,000 | 7,994 |
| Structured notes | ||
| Amortized cost | $2,548,000 | 1,355 |
| Fair value | $2,433,000 | 1,406 |
| 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 | $3,440,000 | 8,032 |
| U.S. Government securities | $2,470,000 | 7,917 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,470,000 | 7,769 |
| Securities issued by states & political subdivisions | $920,000 | 5,190 |
| 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 | $50,000 | 1,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $971,000 | 6,552 |
| Mortgage-backed securities | $3,000 | 7,079 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,807 |
| Issued or guaranteed by U.S. | $3,000 | 6,794 |
| 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) | $3,440,000 | 7,228 |
| Total debt securities | $3,390,000 | 7,981 |
| Structured notes | ||
| Amortized cost | $2,548,000 | 1,321 |
| Fair value | $2,467,000 | 1,373 |
| 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 | $4,019,000 | 7,914 |
| U.S. Government securities | $3,306,000 | 7,660 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,306,000 | 7,509 |
| Securities issued by states & political subdivisions | $670,000 | 5,479 |
| 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 | $43,000 | 2,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 6,580 |
| Mortgage-backed securities | $3,000 | 7,137 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,860 |
| Issued or guaranteed by U.S. | $3,000 | 6,847 |
| 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) | $4,019,000 | 7,122 |
| Total debt securities | $3,976,000 | 7,868 |
| Structured notes | ||
| Amortized cost | $2,848,000 | 1,315 |
| Fair value | $2,803,000 | 1,318 |
| 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 | $4,382,000 | 7,901 |
| U.S. Government securities | $3,666,000 | 7,627 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,666,000 | 7,469 |
| Securities issued by states & political subdivisions | $628,000 | 5,559 |
| Other domestic debt securities | $52,000 | 3,559 |
| 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 | $52,000 | 3,079 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $36,000 | 2,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $939,000 | 6,623 |
| Mortgage-backed securities | $4,000 | 7,190 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,907 |
| Issued or guaranteed by U.S. | $4,000 | 6,894 |
| 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) | $4,382,000 | 7,108 |
| Total debt securities | $4,346,000 | 7,844 |
| Structured notes | ||
| Amortized cost | $3,348,000 | 1,132 |
| Fair value | $3,168,000 | 1,148 |
| 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 | $4,873,000 | 7,779 |
| U.S. Government securities | $3,211,000 | 7,737 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,211,000 | 7,578 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,677 |
| Other domestic debt securities | $97,000 | 3,599 |
| 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 | $97,000 | 3,109 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,894 |
| Mortgage-backed securities | $4,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,928 |
| Issued or guaranteed by U.S. | $4,000 | 6,911 |
| 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) | $4,873,000 | 6,984 |
| Total debt securities | $4,776,000 | 7,722 |
| Structured notes | ||
| Amortized cost | $3,234,000 | 1,005 |
| Fair value | $3,207,000 | 1,013 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,799,000 | 8,120 |
| U.S. Government securities | $2,411,000 | 8,092 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,411,000 | 7,918 |
| Securities issued by states & political subdivisions | $1,281,000 | 4,949 |
| Other domestic debt securities | $107,000 | 3,596 |
| 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 | $107,000 | 3,191 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,000 | 6,944 |
| Mortgage-backed securities | $5,000 | 7,246 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,979 |
| Issued or guaranteed by U.S. | $5,000 | 6,956 |
| 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) | $3,799,000 | 7,287 |
| Total debt securities | $3,692,000 | 8,084 |
| Structured notes | ||
| Amortized cost | $2,486,000 | 1,107 |
| Fair value | $2,406,000 | 1,117 |
| 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 | $4,504,000 | 7,892 |
| U.S. Government securities | $2,731,000 | 7,935 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,731,000 | 7,756 |
| Securities issued by states & political subdivisions | $1,717,000 | 4,602 |
| Other domestic debt securities | $56,000 | 3,800 |
| 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 | $56,000 | 3,385 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,000 | 6,976 |
| Mortgage-backed securities | $5,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $5,000 | 7,019 |
| Issued or guaranteed by U.S. | $5,000 | 6,994 |
| 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) | $4,504,000 | 7,068 |
| Total debt securities | $4,448,000 | 7,827 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 861 |
| Fair value | $2,725,000 | 873 |
| 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 | $4,486,000 | 7,906 |
| U.S. Government securities | $3,313,000 | 7,707 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,313,000 | 7,515 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,101 |
| Other domestic debt securities | $74,000 | 3,829 |
| 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 | $74,000 | 3,397 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,000 | 6,858 |
| Mortgage-backed securities | $6,000 | 7,322 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,017 |
| Issued or guaranteed by U.S. | $6,000 | 6,998 |
| 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) | $4,486,000 | 7,086 |
| Total debt securities | $4,430,000 | 7,837 |
| Structured notes | ||
| Amortized cost | $3,302,000 | 577 |
| Fair value | $3,307,000 | 586 |
| 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 | $4,827,000 | 7,867 |
| U.S. Government securities | $2,192,000 | 8,208 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,192,000 | 8,036 |
| Securities issued by states & political subdivisions | $917,000 | 5,263 |
| Other domestic debt securities | $1,718,000 | 2,332 |
| 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 | $1,718,000 | 2,027 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,000 | 6,382 |
| Mortgage-backed securities | $6,000 | 7,366 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,048 |
| Issued or guaranteed by U.S. | $6,000 | 7,027 |
| 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) | $4,827,000 | 7,019 |
| Total debt securities | $4,771,000 | 7,805 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,171 |
| Fair value | $791,000 | 1,183 |
| 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 | $5,209,000 | 7,769 |
| U.S. Government securities | $1,273,000 | 8,592 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,273,000 | 8,433 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,935 |
| Other domestic debt securities | $2,718,000 | 1,917 |
| 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 | $2,718,000 | 1,653 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 7,019 |
| Mortgage-backed securities | $7,000 | 7,365 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,028 |
| Issued or guaranteed by U.S. | $7,000 | 7,005 |
| 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) | $5,209,000 | 6,896 |
| Total debt securities | $5,153,000 | 7,706 |
| Structured notes | ||
| Amortized cost | $752,000 | 1,036 |
| Fair value | $764,000 | 1,046 |
| 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 | $6,352,000 | 7,520 |
| U.S. Government securities | $1,022,000 | 8,873 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,022,000 | 8,706 |
| Securities issued by states & political subdivisions | $486,000 | 5,968 |
| Other domestic debt securities | $4,844,000 | 1,456 |
| 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 | $4,844,000 | 1,178 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,589,000 | 6,254 |
| Mortgage-backed securities | $11,000 | 7,381 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,999 |
| Issued or guaranteed by U.S. | $11,000 | 6,976 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,352,000 | 6,581 |
| Total debt securities | $6,352,000 | 7,418 |
| 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 | $4,446,000 | 8,548 |
| U.S. Government securities | $1,301,000 | 9,222 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,301,000 | 8,969 |
| Securities issued by states & political subdivisions | $751,000 | 5,693 |
| Other domestic debt securities | $2,375,000 | 1,789 |
| 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 | $2,375,000 | 1,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,000 | 6,532 |
| Mortgage-backed securities | $15,000 | 7,333 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,920 |
| Issued or guaranteed by U.S. | $15,000 | 6,898 |
| 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) | $4,446,000 | 7,417 |
| Total debt securities | $4,427,000 | 8,427 |
| 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 | $5,227,000 | 8,597 |
| U.S. Government securities | $1,267,000 | 9,597 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,267,000 | 9,253 |
| Securities issued by states & political subdivisions | $2,351,000 | 4,348 |
| Other domestic debt securities | $1,607,000 | 2,005 |
| 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 | $1,607,000 | 1,677 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,000 | 7,265 |
| Mortgage-backed securities | $21,000 | 7,665 |
| Certificates of participation in pools of residential mortgages | $21,000 | 7,216 |
| Issued or guaranteed by U.S. | $21,000 | 7,197 |
| 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) | $5,227,000 | 7,346 |
| Total debt securities | $5,225,000 | 8,479 |
| 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 | $5,220,000 | 8,689 |
| U.S. Government securities | $1,786,000 | 9,538 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,786,000 | 8,883 |
| Securities issued by states & political subdivisions | $2,410,000 | 4,412 |
| Other domestic debt securities | $1,022,000 | 2,159 |
| 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 | $1,022,000 | 1,775 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,171,000 | 6,945 |
| Mortgage-backed securities | $26,000 | 7,878 |
| Certificates of participation in pools of residential mortgages | $26,000 | 7,414 |
| Issued or guaranteed by U.S. | $26,000 | 7,392 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,220,000 | 7,289 |
| Total debt securities | $5,218,000 | 8,564 |
| 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 | $5,865,000 | 8,861 |
| U.S. Government securities | $1,374,000 | 10,280 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,374,000 | 9,472 |
| Securities issued by states & political subdivisions | $3,958,000 | 3,232 |
| Other domestic debt securities | $531,000 | 2,262 |
| 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 | $531,000 | 1,784 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,122 |
| Mortgage-backed securities | $34,000 | 8,213 |
| Certificates of participation in pools of residential mortgages | $34,000 | 7,672 |
| Issued or guaranteed by U.S. | $34,000 | 7,644 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,865,000 | 7,113 |
| Total debt securities | $5,863,000 | 8,735 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,024,000 | 9,356 |
| U.S. Government securities | $1,072,000 | 10,942 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,072,000 | 10,103 |
| Securities issued by states & political subdivisions | $3,269,000 | 3,737 |
| Other domestic debt securities | $1,681,000 | 1,650 |
| 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 | $1,681,000 | 1,215 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,000 | 8,253 |
| Mortgage-backed securities | $43,000 | 8,753 |
| Certificates of participation in pools of residential mortgages | $43,000 | 8,179 |
| Issued or guaranteed by U.S. | $43,000 | 8,155 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,024,000 | 7,335 |
| Total debt securities | $6,022,000 | 9,254 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $200,000 | 3,361 |
| 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 | $4,692,000 | 10,347 |
| U.S. Government securities | $1,717,000 | 11,223 |
| U.S. Treasury securities | $299,000 | 9,808 |
| U.S. Government agency obligations | $1,418,000 | 10,194 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,897 |
| Other domestic debt securities | $970,000 | 2,549 |
| 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 | $970,000 | 1,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,548 |
| Mortgage-backed securities | $69,000 | 9,158 |
| Certificates of participation in pools of residential mortgages | $69,000 | 8,463 |
| Issued or guaranteed by U.S. | $69,000 | 8,430 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,692,000 | 8,180 |
| Total debt securities | $4,690,000 | 10,236 |
| Structured notes | ||
| Amortized cost | $740,000 | 3,176 |
| Fair value | $738,000 | 3,148 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,171,000 | 10,296 |
| U.S. Government securities | $3,602,000 | 10,913 |
| U.S. Treasury securities | $882,000 | 9,935 |
| U.S. Government agency obligations | $2,720,000 | 9,356 |
| Securities issued by states & political subdivisions | $1,833,000 | 5,430 |
| Other domestic debt securities | $734,000 | 3,129 |
| 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 | $734,000 | 2,523 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,153,000 | 8,179 |
| Mortgage-backed securities | $144,000 | 9,428 |
| Certificates of participation in pools of residential mortgages | $144,000 | 8,599 |
| Issued or guaranteed by U.S. | $144,000 | 8,570 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,833,000 | 10,171 |
| Available-for-sale securities (fair market value) | $4,338,000 | 7,256 |
| Total debt securities | $6,169,000 | 10,197 |
| 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 | $5,676,000 | 10,947 |
| U.S. Government securities | $2,709,000 | 11,804 |
| U.S. Treasury securities | $702,000 | 10,520 |
| U.S. Government agency obligations | $2,007,000 | 10,229 |
| Securities issued by states & political subdivisions | $1,482,000 | 6,039 |
| Other domestic debt securities | $1,483,000 | 2,799 |
| 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 | $1,483,000 | 2,135 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $969,000 | 8,517 |
| Certificates of participation in pools of residential mortgages | $303,000 | 8,627 |
| Issued or guaranteed by U.S. | $303,000 | 8,570 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $666,000 | 5,424 |
| CMOs issued by government agencies or sponsored agencies | $666,000 | 5,196 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,674,000 | 10,806 |
| 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 | $5,537,000 | 11,307 |
| U.S. Government securities | $1,868,000 | 12,789 |
| U.S. Treasury securities | $1,359,000 | 9,750 |
| U.S. Government agency obligations | $509,000 | 12,072 |
| Securities issued by states & political subdivisions | $1,431,000 | 5,803 |
| Other domestic debt securities | $2,236,000 | 2,755 |
| 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 | $2,236,000 | 1,946 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,000 | 10,204 |
| Mortgage-backed securities | $140,000 | 10,645 |
| Certificates of participation in pools of residential mortgages | $140,000 | 9,650 |
| Issued or guaranteed by U.S. | $140,000 | 9,576 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,535,000 | 11,165 |
| 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 |