Home > The Community Bank, A Massachusetts Cooperative Bank > Securities
The Community Bank, A Massachusetts Cooperative Bank, Securities
| 2012-09-30 | Rank | |
| Total securities | $9,039,000 | 5,741 |
| U.S. Government securities | $9,039,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,039,000 | 4,853 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,039,000 | 3,493 |
| Mortgage-backed securities | $4,657,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $4,657,000 | 3,767 |
| Issued or guaranteed by U.S. | $4,657,000 | 3,765 |
| 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) | $9,039,000 | 5,364 |
| Total debt securities | $9,038,000 | 5,714 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $9,163,000 | 5,793 |
| U.S. Government securities | $9,163,000 | 5,010 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,163,000 | 4,920 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,163,000 | 3,495 |
| Mortgage-backed securities | $4,790,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $4,790,000 | 3,753 |
| Issued or guaranteed by U.S. | $4,790,000 | 3,751 |
| 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) | $9,163,000 | 5,412 |
| Total debt securities | $9,163,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $10,367,000 | 5,683 |
| U.S. Government securities | $10,367,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,367,000 | 4,809 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,367,000 | 3,314 |
| Mortgage-backed securities | $4,997,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $4,997,000 | 3,703 |
| Issued or guaranteed by U.S. | $4,997,000 | 3,699 |
| 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) | $10,367,000 | 5,290 |
| Total debt securities | $10,367,000 | 5,656 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $15,536,000 | 5,033 |
| U.S. Government securities | $15,536,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,536,000 | 4,058 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $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 | $15,536,000 | 2,530 |
| Mortgage-backed securities | $5,146,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $5,146,000 | 3,571 |
| Issued or guaranteed by U.S. | $5,146,000 | 3,568 |
| 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) | $15,536,000 | 4,603 |
| Total debt securities | $15,536,000 | 5,011 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $15,610,000 | 5,007 |
| U.S. Government securities | $15,610,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,610,000 | 3,993 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,610,000 | 2,498 |
| Mortgage-backed securities | $5,198,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $5,198,000 | 3,521 |
| Issued or guaranteed by U.S. | $5,198,000 | 3,513 |
| 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) | $15,610,000 | 4,590 |
| Total debt securities | $15,611,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $19,481,000 | 4,619 |
| U.S. Government securities | $19,481,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,481,000 | 3,628 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,481,000 | 2,202 |
| Mortgage-backed securities | $5,152,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $5,152,000 | 3,492 |
| Issued or guaranteed by U.S. | $5,152,000 | 3,480 |
| 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) | $19,481,000 | 4,237 |
| Total debt securities | $19,482,000 | 4,585 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $19,279,000 | 4,626 |
| U.S. Government securities | $19,279,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,279,000 | 3,623 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $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 | $19,279,000 | 2,203 |
| 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) | $19,279,000 | 4,236 |
| Total debt securities | $19,279,000 | 4,587 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,852,000 | 4,301 |
| U.S. Government securities | $20,852,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,852,000 | 3,298 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $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 | $20,852,000 | 2,073 |
| 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) | $20,852,000 | 3,954 |
| Total debt securities | $20,852,000 | 4,269 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $21,993,000 | 4,135 |
| U.S. Government securities | $21,993,000 | 3,231 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,993,000 | 3,124 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $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 | $21,993,000 | 2,016 |
| 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) | $21,993,000 | 3,798 |
| Total debt securities | $21,993,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $26,072,000 | 3,780 |
| U.S. Government securities | $26,072,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $26,072,000 | 2,862 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $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 | $26,072,000 | 1,788 |
| Mortgage-backed securities | $173,000 | 5,782 |
| Certificates of participation in pools of residential mortgages | $173,000 | 5,424 |
| Issued or guaranteed by U.S. | $173,000 | 5,411 |
| 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) | $26,072,000 | 3,459 |
| Total debt securities | $26,071,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $26,548,000 | 3,776 |
| U.S. Government securities | $26,548,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,548,000 | 2,879 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $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 | $26,548,000 | 1,825 |
| Mortgage-backed securities | $180,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $180,000 | 5,525 |
| Issued or guaranteed by U.S. | $180,000 | 5,511 |
| 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) | $26,548,000 | 3,433 |
| Total debt securities | $26,548,000 | 3,745 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $27,043,000 | 3,705 |
| U.S. Government securities | $27,043,000 | 2,873 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,043,000 | 2,808 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $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 | $27,043,000 | 1,812 |
| Mortgage-backed securities | $187,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,579 |
| Issued or guaranteed by U.S. | $187,000 | 5,563 |
| 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) | $27,043,000 | 3,347 |
| Total debt securities | $27,043,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $27,096,000 | 3,732 |
| U.S. Government securities | $27,096,000 | 2,875 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $27,096,000 | 2,814 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $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 | $27,096,000 | 1,786 |
| Mortgage-backed securities | $191,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $191,000 | 5,655 |
| Issued or guaranteed by U.S. | $191,000 | 5,635 |
| 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) | $27,096,000 | 3,370 |
| Total debt securities | $27,096,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $25,535,000 | 3,826 |
| U.S. Government securities | $25,535,000 | 2,954 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $25,535,000 | 2,889 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $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 | $25,535,000 | 1,880 |
| Mortgage-backed securities | $198,000 | 6,035 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,706 |
| Issued or guaranteed by U.S. | $198,000 | 5,687 |
| 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) | $25,535,000 | 3,438 |
| Total debt securities | $25,535,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $26,485,000 | 3,761 |
| U.S. Government securities | $26,485,000 | 2,926 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,485,000 | 2,862 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $26,485,000 | 1,859 |
| Mortgage-backed securities | $205,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $205,000 | 5,751 |
| Issued or guaranteed by U.S. | $205,000 | 5,734 |
| 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) | $26,485,000 | 3,381 |
| Total debt securities | $26,485,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $26,663,000 | 3,731 |
| U.S. Government securities | $26,663,000 | 2,900 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,663,000 | 2,846 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $207,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,768 |
| Issued or guaranteed by U.S. | $207,000 | 5,747 |
| 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) | $26,663,000 | 3,337 |
| Total debt securities | $26,663,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $29,865,000 | 3,406 |
| U.S. Government securities | $29,865,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,865,000 | 2,543 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 6,576 |
| Mortgage-backed securities | $223,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $223,000 | 5,745 |
| Issued or guaranteed by U.S. | $223,000 | 5,727 |
| 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) | $29,865,000 | 3,018 |
| Total debt securities | $29,866,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $27,608,000 | 3,653 |
| U.S. Government securities | $27,608,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,608,000 | 2,751 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $0 | 6,612 |
| Mortgage-backed securities | $231,000 | 6,080 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,761 |
| Issued or guaranteed by U.S. | $231,000 | 5,737 |
| 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) | $27,608,000 | 3,240 |
| Total debt securities | $27,608,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $26,439,000 | 3,741 |
| U.S. Government securities | $26,439,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,439,000 | 2,839 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $248,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,726 |
| Issued or guaranteed by U.S. | $248,000 | 5,695 |
| 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) | $26,439,000 | 3,344 |
| Total debt securities | $26,439,000 | 3,686 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $29,162,000 | 3,510 |
| U.S. Government securities | $29,162,000 | 2,729 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,162,000 | 2,670 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $258,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $258,000 | 5,598 |
| Issued or guaranteed by U.S. | $258,000 | 5,576 |
| 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) | $29,162,000 | 3,107 |
| Total debt securities | $29,162,000 | 3,464 |
| 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 | $30,791,000 | 3,390 |
| U.S. Government securities | $30,791,000 | 2,638 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,791,000 | 2,584 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $273,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,510 |
| Issued or guaranteed by U.S. | $272,000 | 5,488 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| 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) | $30,791,000 | 2,977 |
| Total debt securities | $30,791,000 | 3,351 |
| 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 | $28,009,000 | 3,585 |
| U.S. Government securities | $28,009,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,009,000 | 2,773 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $295,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,502 |
| Issued or guaranteed by U.S. | $291,000 | 5,482 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,268 |
| 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) | $28,009,000 | 3,140 |
| Total debt securities | $28,009,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $27,920,000 | 3,625 |
| U.S. Government securities | $27,920,000 | 2,860 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,920,000 | 2,792 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $320,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,488 |
| Issued or guaranteed by U.S. | $310,000 | 5,462 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,228 |
| 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) | $27,920,000 | 3,179 |
| Total debt securities | $27,920,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $26,790,000 | 3,745 |
| U.S. Government securities | $26,790,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $26,790,000 | 2,906 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $342,000 | 5,832 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,472 |
| Issued or guaranteed by U.S. | $326,000 | 5,451 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,220 |
| 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) | $26,790,000 | 3,275 |
| Total debt securities | $26,790,000 | 3,695 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $30,398,000 | 3,465 |
| U.S. Government securities | $30,398,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,398,000 | 2,667 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $393,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,425 |
| Issued or guaranteed by U.S. | $371,000 | 5,399 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $22,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,188 |
| 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) | $30,398,000 | 3,012 |
| Total debt securities | $30,398,000 | 3,418 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $29,883,000 | 3,517 |
| U.S. Government securities | $29,883,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,883,000 | 2,679 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $421,000 | 5,800 |
| Certificates of participation in pools of residential mortgages | $392,000 | 5,440 |
| Issued or guaranteed by U.S. | $392,000 | 5,415 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $29,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,161 |
| 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) | $29,883,000 | 3,049 |
| Total debt securities | $29,883,000 | 3,463 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $28,848,000 | 3,654 |
| U.S. Government securities | $28,848,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,848,000 | 2,801 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $458,000 | 5,800 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,429 |
| Issued or guaranteed by U.S. | $420,000 | 5,407 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,132 |
| 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) | $28,848,000 | 3,179 |
| Total debt securities | $28,848,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $28,362,000 | 3,712 |
| U.S. Government securities | $28,362,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,362,000 | 2,828 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $500,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,435 |
| Issued or guaranteed by U.S. | $453,000 | 5,410 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $47,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,129 |
| 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) | $28,362,000 | 3,214 |
| Total debt securities | $28,362,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $525,000 | 2,575 |
| Fair value | $522,000 | 2,573 |
| 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 | $29,386,000 | 3,598 |
| U.S. Government securities | $29,386,000 | 2,812 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $29,386,000 | 2,717 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $543,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,426 |
| Issued or guaranteed by U.S. | $486,000 | 5,404 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $57,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,127 |
| 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) | $29,386,000 | 3,112 |
| Total debt securities | $29,386,000 | 3,542 |
| Structured notes | ||
| Amortized cost | $525,000 | 2,524 |
| Fair value | $523,000 | 2,522 |
| 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 | $29,585,000 | 3,617 |
| U.S. Government securities | $29,585,000 | 2,833 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $29,585,000 | 2,730 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $596,000 | 5,811 |
| Certificates of participation in pools of residential mortgages | $528,000 | 5,431 |
| Issued or guaranteed by U.S. | $528,000 | 5,405 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $68,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,146 |
| 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) | $29,585,000 | 3,135 |
| Total debt securities | $29,585,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $526,000 | 2,506 |
| Fair value | $523,000 | 2,507 |
| 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 | $29,044,000 | 3,713 |
| U.S. Government securities | $29,044,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,044,000 | 2,812 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $646,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,465 |
| Issued or guaranteed by U.S. | $565,000 | 5,446 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $81,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,167 |
| 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) | $29,044,000 | 3,210 |
| Total debt securities | $29,044,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 2,014 |
| Fair value | $1,012,000 | 2,016 |
| 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 | $27,825,000 | 3,834 |
| U.S. Government securities | $27,825,000 | 3,015 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,825,000 | 2,906 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $684,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,489 |
| Issued or guaranteed by U.S. | $590,000 | 5,470 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $94,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,175 |
| 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) | $27,825,000 | 3,303 |
| Total debt securities | $27,825,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 1,962 |
| Fair value | $1,023,000 | 1,964 |
| 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 | $29,427,000 | 3,674 |
| U.S. Government securities | $29,427,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,427,000 | 2,769 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $739,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $629,000 | 5,481 |
| Issued or guaranteed by U.S. | $629,000 | 5,465 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $110,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,175 |
| 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) | $29,427,000 | 3,179 |
| Total debt securities | $29,427,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $1,828,000 | 1,634 |
| Fair value | $1,826,000 | 1,633 |
| 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 | $28,930,000 | 3,754 |
| U.S. Government securities | $28,930,000 | 2,948 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $28,930,000 | 2,834 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $797,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $679,000 | 5,500 |
| Issued or guaranteed by U.S. | $679,000 | 5,483 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $118,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,225 |
| 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) | $28,930,000 | 3,244 |
| Total debt securities | $28,930,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $1,829,000 | 1,615 |
| Fair value | $1,817,000 | 1,612 |
| 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 | $25,910,000 | 4,064 |
| U.S. Government securities | $25,910,000 | 3,186 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,910,000 | 3,081 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $874,000 | 5,878 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,462 |
| Issued or guaranteed by U.S. | $755,000 | 5,443 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $119,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,290 |
| 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) | $25,910,000 | 3,535 |
| Total debt securities | $25,910,000 | 3,987 |
| Structured notes | ||
| Amortized cost | $1,829,000 | 1,435 |
| Fair value | $1,839,000 | 1,435 |
| 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 | $26,494,000 | 4,044 |
| U.S. Government securities | $26,494,000 | 3,182 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $26,494,000 | 3,070 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $934,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $817,000 | 5,437 |
| Issued or guaranteed by U.S. | $817,000 | 5,414 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $117,000 | 3,657 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,483 |
| 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) | $26,494,000 | 3,501 |
| Total debt securities | $26,494,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $1,330,000 | 1,504 |
| Fair value | $1,333,000 | 1,502 |
| 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 | $32,552,000 | 3,416 |
| U.S. Government securities | $32,552,000 | 2,664 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $32,552,000 | 2,579 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,025,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $908,000 | 5,389 |
| Issued or guaranteed by U.S. | $908,000 | 5,363 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $117,000 | 3,756 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,566 |
| 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) | $32,552,000 | 2,953 |
| Total debt securities | $32,552,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $531,000 | 1,746 |
| Fair value | $530,000 | 1,754 |
| 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 | $31,330,000 | 3,434 |
| U.S. Government securities | $31,330,000 | 2,643 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $31,330,000 | 2,554 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,163,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $1,037,000 | 5,322 |
| Issued or guaranteed by U.S. | $1,037,000 | 5,300 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $126,000 | 3,916 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,731 |
| 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) | $31,330,000 | 2,978 |
| Total debt securities | $31,330,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $531,000 | 1,551 |
| Fair value | $533,000 | 1,555 |
| 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 | $29,428,000 | 3,568 |
| U.S. Government securities | $29,428,000 | 2,747 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $29,428,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,243,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 5,257 |
| Issued or guaranteed by U.S. | $1,118,000 | 5,237 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $125,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,831 |
| 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) | $29,428,000 | 3,080 |
| Total debt securities | $29,428,000 | 3,485 |
| Structured notes | ||
| Amortized cost | $524,000 | 1,285 |
| Fair value | $526,000 | 1,296 |
| 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 | $39,854,000 | 2,817 |
| U.S. Government securities | $39,854,000 | 2,136 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,854,000 | 2,051 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,401,000 | 5,662 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 5,133 |
| Issued or guaranteed by U.S. | $1,275,000 | 5,114 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $126,000 | 4,074 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,894 |
| 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) | $39,854,000 | 2,392 |
| Total debt securities | $39,854,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $825,000 | 1,020 |
| Fair value | $826,000 | 1,020 |
| 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 | $23,898,000 | 3,999 |
| U.S. Government securities | $23,414,000 | 3,108 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $23,414,000 | 2,946 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $484,000 | 1,623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $1,969,000 | 5,291 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,845,000 | 4,583 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $124,000 | 4,228 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 4,038 |
| 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) | $23,898,000 | 3,382 |
| Total debt securities | $23,414,000 | 3,976 |
| 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 | $25,377,000 | 3,904 |
| U.S. Government securities | $23,306,000 | 3,255 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $23,306,000 | 3,007 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,071,000 | 1,548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,798,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,624 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,610 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $279,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,454 |
| 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) | $25,377,000 | 3,175 |
| Total debt securities | $23,306,000 | 4,033 |
| 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 | $22,352,000 | 4,477 |
| U.S. Government securities | $20,764,000 | 3,736 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,764,000 | 3,363 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,588,000 | 1,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,555,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 4,121 |
| Issued or guaranteed by U.S. | $2,126,000 | 4,104 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $429,000 | 3,648 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,486 |
| 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) | $22,352,000 | 3,569 |
| Total debt securities | $20,764,000 | 4,594 |
| 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 | $22,186,000 | 4,505 |
| U.S. Government securities | $20,642,000 | 3,811 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $20,642,000 | 3,241 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,544,000 | 1,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,077 |
| Mortgage-backed securities | $4,129,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $3,379,000 | 3,614 |
| Issued or guaranteed by U.S. | $3,379,000 | 3,596 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $750,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 3,374 |
| 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) | $22,186,000 | 3,512 |
| Total debt securities | $20,642,000 | 4,628 |
| 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 | $19,166,000 | 5,072 |
| U.S. Government securities | $16,252,000 | 4,765 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $16,252,000 | 3,782 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,914,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,506 |
| Mortgage-backed securities | $3,197,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,160,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,160,000 | 4,245 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,037,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $1,037,000 | 3,223 |
| 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) | $19,166,000 | 3,733 |
| Total debt securities | $16,252,000 | 5,573 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $991,000 | 1,362 |
| 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 | $19,269,000 | 5,441 |
| U.S. Government securities | $16,356,000 | 5,137 |
| U.S. Treasury securities | $1,163,000 | 6,940 |
| U.S. Government agency obligations | $15,193,000 | 4,152 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,913,000 | 1,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $4,175,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 4,138 |
| Issued or guaranteed by U.S. | $2,926,000 | 4,118 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,249,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 3,440 |
| 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) | $19,269,000 | 3,935 |
| Total debt securities | $16,634,000 | 5,903 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,472,000 | 1,384 |
| 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 | $15,982,000 | 6,439 |
| U.S. Government securities | $13,061,000 | 6,259 |
| U.S. Treasury securities | $1,332,000 | 7,968 |
| U.S. Government agency obligations | $11,729,000 | 4,940 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,921,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $5,427,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $3,507,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,507,000 | 3,882 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,920,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 3,363 |
| 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) | $15,982,000 | 4,676 |
| Total debt securities | $13,161,000 | 7,083 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,465,000 | 2,123 |
| 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 | $17,446,000 | 6,474 |
| U.S. Government securities | $14,576,000 | 6,174 |
| U.S. Treasury securities | $1,578,000 | 8,773 |
| U.S. Government agency obligations | $12,998,000 | 4,466 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,870,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $6,449,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $3,840,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,840,000 | 3,842 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,609,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $2,609,000 | 3,084 |
| 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) | $11,103,000 | 5,315 |
| Available-for-sale securities (fair market value) | $6,343,000 | 6,195 |
| Total debt securities | $14,857,000 | 7,055 |
| 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 | $18,222,000 | 6,538 |
| U.S. Government securities | $14,203,000 | 6,484 |
| U.S. Treasury securities | $1,491,000 | 9,269 |
| U.S. Government agency obligations | $12,712,000 | 4,702 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,019,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $7,193,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 4,110 |
| Issued or guaranteed by U.S. | $4,304,000 | 4,073 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,889,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $2,889,000 | 3,296 |
| 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 | $14,203,000 | 7,503 |
| 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 | $24,813,000 | 5,196 |
| U.S. Government securities | $20,576,000 | 4,955 |
| U.S. Treasury securities | $2,622,000 | 7,937 |
| U.S. Government agency obligations | $17,954,000 | 3,553 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,237,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $9,488,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $5,222,000 | 3,872 |
| Issued or guaranteed by U.S. | $5,222,000 | 3,822 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,266,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $4,266,000 | 2,624 |
| 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 | $20,576,000 | 5,896 |
| 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 |