Home > The F&M Bank & Trust Company > Securities
The F&M Bank & Trust Company, Securities
| 2014-03-31 | Rank | |
| Total securities | $71,952,000 | 2,022 |
| U.S. Government securities | $71,952,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $71,952,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,534,000 | 2,458 |
| Mortgage-backed securities | $71,952,000 | 909 |
| Certificates of participation in pools of residential mortgages | $32,042,000 | 1,262 |
| Issued or guaranteed by U.S. | $32,042,000 | 1,262 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $39,910,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $39,910,000 | 531 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $71,952,000 | 1,824 |
| Total debt securities | $71,952,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $92,283,000 | 1,601 |
| U.S. Government securities | $86,277,000 | 1,152 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $86,277,000 | 1,110 |
| Securities issued by states & political subdivisions | $6,006,000 | 3,561 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,512,000 | 1,847 |
| Mortgage-backed securities | $86,277,000 | 779 |
| Certificates of participation in pools of residential mortgages | $33,428,000 | 1,207 |
| Issued or guaranteed by U.S. | $33,428,000 | 1,207 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $52,849,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $52,849,000 | 432 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $92,283,000 | 1,427 |
| Total debt securities | $92,283,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $97,338,000 | 1,537 |
| U.S. Government securities | $91,291,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $91,291,000 | 1,060 |
| Securities issued by states & political subdivisions | $6,047,000 | 3,584 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,974,000 | 1,773 |
| Mortgage-backed securities | $91,291,000 | 744 |
| Certificates of participation in pools of residential mortgages | $35,207,000 | 1,152 |
| Issued or guaranteed by U.S. | $35,207,000 | 1,151 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $56,084,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $56,084,000 | 420 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $97,338,000 | 1,374 |
| Total debt securities | $97,338,000 | 1,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $106,122,000 | 1,410 |
| U.S. Government securities | $98,936,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $98,936,000 | 999 |
| Securities issued by states & political subdivisions | $7,186,000 | 3,356 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,175,000 | 2,138 |
| Mortgage-backed securities | $98,936,000 | 702 |
| Certificates of participation in pools of residential mortgages | $38,517,000 | 1,072 |
| Issued or guaranteed by U.S. | $38,517,000 | 1,071 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $60,419,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $60,419,000 | 393 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $106,122,000 | 1,262 |
| Total debt securities | $106,122,000 | 1,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $108,269,000 | 1,401 |
| U.S. Government securities | $100,360,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $100,360,000 | 989 |
| Securities issued by states & political subdivisions | $7,909,000 | 3,204 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,282,000 | 1,386 |
| Mortgage-backed securities | $100,360,000 | 707 |
| Certificates of participation in pools of residential mortgages | $41,986,000 | 1,018 |
| Issued or guaranteed by U.S. | $41,986,000 | 1,018 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $58,374,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $58,374,000 | 428 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $108,269,000 | 1,272 |
| Total debt securities | $108,269,000 | 1,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $69,034,000 | 2,061 |
| U.S. Government securities | $61,086,000 | 1,592 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $61,086,000 | 1,543 |
| Securities issued by states & political subdivisions | $7,948,000 | 3,159 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,336,000 | 1,618 |
| Mortgage-backed securities | $61,086,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $40,054,000 | 1,036 |
| Issued or guaranteed by U.S. | $40,054,000 | 1,035 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,032,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $21,032,000 | 914 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $69,034,000 | 1,877 |
| Total debt securities | $69,034,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $83,968,000 | 1,757 |
| U.S. Government securities | $76,009,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $76,009,000 | 1,292 |
| Securities issued by states & political subdivisions | $7,959,000 | 3,142 |
| 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 | $29,350,000 | 1,701 |
| Mortgage-backed securities | $76,009,000 | 941 |
| Certificates of participation in pools of residential mortgages | $62,443,000 | 740 |
| Issued or guaranteed by U.S. | $62,443,000 | 740 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,566,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $13,566,000 | 1,257 |
| 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) | $83,968,000 | 1,602 |
| Total debt securities | $83,968,000 | 1,732 |
| 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 | $88,417,000 | 1,662 |
| U.S. Government securities | $80,368,000 | 1,288 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $80,368,000 | 1,255 |
| Securities issued by states & political subdivisions | $8,049,000 | 3,060 |
| 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 | $9,630,000 | 3,406 |
| Mortgage-backed securities | $80,368,000 | 918 |
| Certificates of participation in pools of residential mortgages | $66,376,000 | 701 |
| Issued or guaranteed by U.S. | $66,376,000 | 701 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,992,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $13,992,000 | 1,241 |
| 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) | $88,417,000 | 1,513 |
| Total debt securities | $88,417,000 | 1,643 |
| 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 | $99,403,000 | 1,509 |
| U.S. Government securities | $91,401,000 | 1,167 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $91,401,000 | 1,132 |
| Securities issued by states & political subdivisions | $8,002,000 | 2,990 |
| 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 | $22,118,000 | 2,128 |
| Mortgage-backed securities | $71,117,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $56,524,000 | 823 |
| Issued or guaranteed by U.S. | $56,524,000 | 822 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,593,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $14,593,000 | 1,250 |
| 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) | $99,403,000 | 1,375 |
| Total debt securities | $99,403,000 | 1,493 |
| 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 | $31,883,000 | 3,548 |
| U.S. Government securities | $20,294,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,294,000 | 3,539 |
| Securities issued by states & political subdivisions | $8,342,000 | 2,887 |
| Other domestic debt securities | $3,247,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $3,247,000 | 499 |
| 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 | $22,478,000 | 1,982 |
| Mortgage-backed securities | $3,247,000 | 4,595 |
| Certificates of participation in pools of residential mortgages | $3,247,000 | 4,053 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $3,247,000 | 38 |
| 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) | $31,883,000 | 3,271 |
| Total debt securities | $31,883,000 | 3,523 |
| 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 | $31,980,000 | 3,471 |
| U.S. Government securities | $20,330,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,330,000 | 3,458 |
| Securities issued by states & political subdivisions | $8,256,000 | 2,849 |
| Other domestic debt securities | $3,394,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $3,394,000 | 521 |
| 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 | $27,776,000 | 1,681 |
| Mortgage-backed securities | $3,394,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $3,394,000 | 3,963 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $3,394,000 | 51 |
| 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) | $31,980,000 | 3,191 |
| Total debt securities | $31,980,000 | 3,436 |
| 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 | $35,369,000 | 3,277 |
| U.S. Government securities | $22,178,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,178,000 | 3,340 |
| Securities issued by states & political subdivisions | $8,132,000 | 2,823 |
| Other domestic debt securities | $5,059,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $5,059,000 | 448 |
| 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 | $21,413,000 | 2,071 |
| Mortgage-backed securities | $8,621,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $6,712,000 | 3,160 |
| Issued or guaranteed by U.S. | $1,653,000 | 4,517 |
| Privately issued | $5,059,000 | 42 |
| Collaterized mortgage obligations | $1,909,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,909,000 | 2,529 |
| 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) | $35,369,000 | 2,989 |
| Total debt securities | $35,369,000 | 3,250 |
| 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 | $21,127,000 | 4,412 |
| U.S. Government securities | $12,154,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,154,000 | 4,571 |
| Securities issued by states & political subdivisions | $8,973,000 | 2,642 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $1,985,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,329 |
| 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) | $21,127,000 | 4,056 |
| Total debt securities | $21,127,000 | 4,381 |
| 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 | $45,488,000 | 2,611 |
| U.S. Government securities | $12,397,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,397,000 | 4,357 |
| Securities issued by states & political subdivisions | $32,081,000 | 848 |
| Other domestic debt securities | $1,010,000 | 2,103 |
| 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 | $1,010,000 | 1,375 |
| 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 | $29,974,000 | 1,599 |
| Mortgage-backed securities | $2,124,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $2,124,000 | 4,194 |
| Issued or guaranteed by U.S. | $2,124,000 | 4,188 |
| 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) | $45,488,000 | 2,346 |
| Total debt securities | $45,489,000 | 2,584 |
| 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 | $99,177,000 | 1,339 |
| U.S. Government securities | $63,256,000 | 1,411 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $63,256,000 | 1,356 |
| Securities issued by states & political subdivisions | $33,894,000 | 778 |
| Other domestic debt securities | $2,027,000 | 1,737 |
| 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 | $2,027,000 | 1,041 |
| 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 | $30,898,000 | 1,564 |
| Mortgage-backed securities | $2,244,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,244,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,244,000 | 4,135 |
| 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) | $99,177,000 | 1,192 |
| Total debt securities | $99,177,000 | 1,320 |
| 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 | $60,567,000 | 2,024 |
| U.S. Government securities | $22,752,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,752,000 | 3,134 |
| Securities issued by states & political subdivisions | $35,769,000 | 673 |
| Other domestic debt securities | $2,046,000 | 1,704 |
| 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 | $2,046,000 | 982 |
| 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 | $31,076,000 | 1,562 |
| Mortgage-backed securities | $2,534,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,080 |
| 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) | $60,567,000 | 1,811 |
| Total debt securities | $60,567,000 | 2,006 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,150 |
| Fair value | $5,008,000 | 1,198 |
| 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 | $54,199,000 | 2,234 |
| U.S. Government securities | $12,660,000 | 4,507 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,660,000 | 4,393 |
| Securities issued by states & political subdivisions | $36,429,000 | 636 |
| Other domestic debt securities | $5,110,000 | 1,177 |
| 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 | $5,110,000 | 583 |
| 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 | $30,638,000 | 1,639 |
| Mortgage-backed securities | $2,690,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $2,690,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,690,000 | 4,150 |
| 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) | $54,199,000 | 1,997 |
| Total debt securities | $54,200,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 957 |
| Fair value | $4,969,000 | 1,013 |
| 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 | $60,696,000 | 2,037 |
| U.S. Government securities | $12,953,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,953,000 | 4,353 |
| Securities issued by states & political subdivisions | $37,117,000 | 627 |
| Other domestic debt securities | $10,626,000 | 798 |
| 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 | $10,626,000 | 325 |
| 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 | $16,431,000 | 2,540 |
| Mortgage-backed securities | $2,907,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,907,000 | 4,161 |
| 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) | $60,696,000 | 1,810 |
| Total debt securities | $60,696,000 | 2,008 |
| 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 | $94,764,000 | 1,353 |
| U.S. Government securities | $13,150,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,150,000 | 4,331 |
| Securities issued by states & political subdivisions | $47,780,000 | 441 |
| Other domestic debt securities | $33,834,000 | 408 |
| 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 | $33,834,000 | 155 |
| 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 | $19,912,000 | 2,223 |
| Mortgage-backed securities | $3,077,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $3,077,000 | 4,200 |
| Issued or guaranteed by U.S. | $3,077,000 | 4,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $723,000 | 2,576 |
| Available-for-sale securities (fair market value) | $94,041,000 | 1,185 |
| Total debt securities | $94,764,000 | 1,329 |
| 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 | $101,342,000 | 1,238 |
| U.S. Government securities | $13,254,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,254,000 | 4,317 |
| Securities issued by states & political subdivisions | $47,907,000 | 423 |
| Other domestic debt securities | $40,181,000 | 376 |
| 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 | $40,181,000 | 140 |
| 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 | $13,243,000 | 2,888 |
| Mortgage-backed securities | $3,257,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 4,197 |
| Issued or guaranteed by U.S. | $3,257,000 | 4,184 |
| 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) | $973,000 | 2,502 |
| Available-for-sale securities (fair market value) | $100,369,000 | 1,078 |
| Total debt securities | $101,342,000 | 1,216 |
| 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 | $99,514,000 | 1,248 |
| U.S. Government securities | $13,403,000 | 4,450 |
| U.S. Treasury securities | $504,000 | 781 |
| U.S. Government agency obligations | $12,899,000 | 4,465 |
| Securities issued by states & political subdivisions | $49,017,000 | 388 |
| Other domestic debt securities | $37,094,000 | 379 |
| 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 | $37,094,000 | 139 |
| 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 | $18,537,000 | 2,402 |
| Mortgage-backed securities | $2,899,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $2,899,000 | 4,434 |
| Issued or guaranteed by U.S. | $2,899,000 | 4,423 |
| 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) | $973,000 | 2,554 |
| Available-for-sale securities (fair market value) | $98,541,000 | 1,092 |
| Total debt securities | $99,514,000 | 1,221 |
| 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 | $122,645,000 | 996 |
| U.S. Government securities | $3,401,000 | 6,859 |
| U.S. Treasury securities | $510,000 | 733 |
| U.S. Government agency obligations | $2,891,000 | 6,926 |
| Securities issued by states & political subdivisions | $41,748,000 | 458 |
| Other domestic debt securities | $77,496,000 | 230 |
| 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 | $77,496,000 | 82 |
| 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 | $13,510,000 | 2,918 |
| Mortgage-backed securities | $2,891,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $2,891,000 | 4,398 |
| Issued or guaranteed by U.S. | $2,891,000 | 4,387 |
| 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) | $122,645,000 | 854 |
| Total debt securities | $122,645,000 | 981 |
| 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 | $59,266,000 | 1,960 |
| U.S. Government securities | $3,333,000 | 6,893 |
| U.S. Treasury securities | $512,000 | 765 |
| U.S. Government agency obligations | $2,821,000 | 6,966 |
| Securities issued by states & political subdivisions | $44,591,000 | 402 |
| Other domestic debt securities | $11,342,000 | 764 |
| 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 | $11,342,000 | 328 |
| 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 | $18,196,000 | 2,421 |
| Mortgage-backed securities | $2,821,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,821,000 | 4,329 |
| 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) | $59,266,000 | 1,720 |
| Total debt securities | $59,266,000 | 1,932 |
| 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 | $55,877,000 | 2,098 |
| U.S. Government securities | $3,306,000 | 6,965 |
| U.S. Treasury securities | $522,000 | 753 |
| U.S. Government agency obligations | $2,784,000 | 7,039 |
| Securities issued by states & political subdivisions | $40,204,000 | 478 |
| Other domestic debt securities | $12,367,000 | 775 |
| 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 | $12,367,000 | 371 |
| 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 | $15,654,000 | 2,621 |
| Mortgage-backed securities | $2,784,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $2,784,000 | 4,367 |
| Issued or guaranteed by U.S. | $2,784,000 | 4,351 |
| 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) | $55,877,000 | 1,851 |
| Total debt securities | $55,877,000 | 2,065 |
| 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 | $56,562,000 | 2,061 |
| U.S. Government securities | $3,451,000 | 6,944 |
| U.S. Treasury securities | $522,000 | 782 |
| U.S. Government agency obligations | $2,929,000 | 7,005 |
| Securities issued by states & political subdivisions | $40,243,000 | 482 |
| Other domestic debt securities | $12,868,000 | 736 |
| 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 | $12,868,000 | 367 |
| 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 | $12,354,000 | 2,996 |
| Mortgage-backed securities | $2,929,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,929,000 | 4,227 |
| Issued or guaranteed by U.S. | $2,929,000 | 4,211 |
| 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) | $56,562,000 | 1,813 |
| Total debt securities | $56,562,000 | 2,014 |
| 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 | $55,590,000 | 2,087 |
| U.S. Government securities | $3,609,000 | 7,020 |
| U.S. Treasury securities | $512,000 | 878 |
| U.S. Government agency obligations | $3,097,000 | 7,050 |
| Securities issued by states & political subdivisions | $38,479,000 | 483 |
| Other domestic debt securities | $13,502,000 | 663 |
| 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 | $13,502,000 | 339 |
| 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 | $34,665,000 | 1,422 |
| Mortgage-backed securities | $3,097,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $3,097,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,097,000 | 3,848 |
| 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) | $55,590,000 | 1,826 |
| Total debt securities | $55,590,000 | 2,038 |
| 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 | $58,392,000 | 1,979 |
| U.S. Government securities | $8,664,000 | 5,675 |
| U.S. Treasury securities | $512,000 | 934 |
| U.S. Government agency obligations | $8,152,000 | 5,689 |
| Securities issued by states & political subdivisions | $36,151,000 | 519 |
| Other domestic debt securities | $13,577,000 | 624 |
| 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 | $13,577,000 | 329 |
| 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 | $20,626,000 | 2,129 |
| Mortgage-backed securities | $3,148,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $3,148,000 | 3,677 |
| Issued or guaranteed by U.S. | $3,148,000 | 3,661 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $58,392,000 | 1,707 |
| Total debt securities | $58,392,000 | 1,932 |
| 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 | $60,189,000 | 1,911 |
| U.S. Government securities | $7,590,000 | 5,951 |
| U.S. Treasury securities | $505,000 | 1,041 |
| U.S. Government agency obligations | $7,085,000 | 5,973 |
| Securities issued by states & political subdivisions | $38,611,000 | 469 |
| Other domestic debt securities | $13,988,000 | 588 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $169,000 | 232 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,819,000 | 301 |
| 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 | $15,415,000 | 2,622 |
| Mortgage-backed securities | $2,112,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 4,108 |
| Issued or guaranteed by U.S. | $2,112,000 | 4,096 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $60,189,000 | 1,652 |
| Total debt securities | $60,189,000 | 1,869 |
| 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 | $68,194,000 | 1,721 |
| U.S. Government securities | $7,668,000 | 5,976 |
| U.S. Treasury securities | $505,000 | 1,124 |
| U.S. Government agency obligations | $7,163,000 | 6,006 |
| Securities issued by states & political subdivisions | $42,037,000 | 424 |
| Other domestic debt securities | $18,489,000 | 501 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $287,000 | 231 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,202,000 | 254 |
| 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 | $19,424,000 | 2,243 |
| Mortgage-backed securities | $2,190,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,072 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,054 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $68,194,000 | 1,482 |
| Total debt securities | $68,194,000 | 1,688 |
| 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 | $65,527,000 | 1,809 |
| U.S. Government securities | $6,884,000 | 6,254 |
| U.S. Treasury securities | $510,000 | 1,164 |
| U.S. Government agency obligations | $6,374,000 | 6,286 |
| Securities issued by states & political subdivisions | $40,094,000 | 445 |
| Other domestic debt securities | $18,549,000 | 499 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $316,000 | 221 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,233,000 | 263 |
| 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 | $8,412,000 | 3,710 |
| Mortgage-backed securities | $1,401,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,401,000 | 4,504 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $65,527,000 | 1,548 |
| Total debt securities | $65,527,000 | 1,778 |
| 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 | $65,946,000 | 1,807 |
| U.S. Government securities | $6,872,000 | 6,310 |
| U.S. Treasury securities | $511,000 | 1,232 |
| U.S. Government agency obligations | $6,361,000 | 6,338 |
| Securities issued by states & political subdivisions | $39,671,000 | 442 |
| Other domestic debt securities | $19,403,000 | 495 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $372,000 | 225 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,031,000 | 257 |
| 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 | $9,374,000 | 3,534 |
| Mortgage-backed securities | $1,405,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,511 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $65,946,000 | 1,553 |
| Total debt securities | $65,946,000 | 1,770 |
| 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 | $63,169,000 | 1,900 |
| U.S. Government securities | $6,830,000 | 6,328 |
| U.S. Treasury securities | $504,000 | 1,271 |
| U.S. Government agency obligations | $6,326,000 | 6,350 |
| Securities issued by states & political subdivisions | $39,706,000 | 437 |
| Other domestic debt securities | $16,633,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $403,000 | 221 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,230,000 | 289 |
| 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 | $11,133,000 | 3,218 |
| Mortgage-backed securities | $1,389,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,537 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $63,169,000 | 1,621 |
| Total debt securities | $63,169,000 | 1,861 |
| 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 | $62,823,000 | 1,930 |
| U.S. Government securities | $7,071,000 | 6,314 |
| U.S. Treasury securities | $512,000 | 1,341 |
| U.S. Government agency obligations | $6,559,000 | 6,328 |
| Securities issued by states & political subdivisions | $39,882,000 | 436 |
| Other domestic debt securities | $15,870,000 | 562 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $482,000 | 223 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,388,000 | 316 |
| 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 | $13,292,000 | 2,880 |
| Mortgage-backed securities | $1,565,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,565,000 | 4,458 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $62,823,000 | 1,649 |
| Total debt securities | $62,823,000 | 1,880 |
| 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 | $62,169,000 | 1,944 |
| U.S. Government securities | $4,853,000 | 7,009 |
| U.S. Treasury securities | $4,853,000 | 584 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $41,413,000 | 412 |
| Other domestic debt securities | $15,903,000 | 577 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $558,000 | 208 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,345,000 | 327 |
| 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 | $6,841,000 | 4,058 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $62,169,000 | 1,658 |
| Total debt securities | $62,169,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $58,396,000 | 2,055 |
| U.S. Government securities | $5,885,000 | 6,696 |
| U.S. Treasury securities | $5,885,000 | 484 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $37,942,000 | 461 |
| Other domestic debt securities | $14,569,000 | 603 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $657,000 | 203 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,912,000 | 365 |
| 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 | $19,514,000 | 2,143 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $58,396,000 | 1,717 |
| Total debt securities | $58,396,000 | 2,000 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $70,909,000 | 1,726 |
| U.S. Government securities | $8,801,000 | 5,897 |
| U.S. Treasury securities | $8,801,000 | 376 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $41,052,000 | 416 |
| Other domestic debt securities | $21,056,000 | 504 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $755,000 | 201 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,301,000 | 284 |
| 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 | $25,663,000 | 1,686 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $70,909,000 | 1,460 |
| Total debt securities | $70,909,000 | 1,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $73,358,000 | 1,684 |
| U.S. Government securities | $10,394,000 | 5,588 |
| U.S. Treasury securities | $10,394,000 | 361 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $40,428,000 | 419 |
| Other domestic debt securities | $22,536,000 | 494 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $871,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,665,000 | 290 |
| 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 | $29,473,000 | 1,521 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $73,358,000 | 1,428 |
| Total debt securities | $73,358,000 | 1,643 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $79,045,000 | 1,599 |
| U.S. Government securities | $10,436,000 | 5,597 |
| U.S. Treasury securities | $10,436,000 | 366 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $43,589,000 | 385 |
| Other domestic debt securities | $25,020,000 | 475 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $992,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,028,000 | 274 |
| 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 | $23,303,000 | 1,827 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $79,045,000 | 1,361 |
| Total debt securities | $79,045,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $78,069,000 | 1,609 |
| U.S. Government securities | $13,147,000 | 5,011 |
| U.S. Treasury securities | $13,147,000 | 316 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $39,777,000 | 429 |
| Other domestic debt securities | $25,145,000 | 474 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,157,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,988,000 | 282 |
| 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 | $30,769,000 | 1,415 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $78,069,000 | 1,368 |
| Total debt securities | $78,069,000 | 1,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $84,818,000 | 1,528 |
| U.S. Government securities | $9,984,000 | 5,782 |
| U.S. Treasury securities | $9,984,000 | 395 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $41,723,000 | 388 |
| Other domestic debt securities | $33,111,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,270,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,841,000 | 225 |
| 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 | $23,054,000 | 1,791 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $84,818,000 | 1,300 |
| Total debt securities | $84,818,000 | 1,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $77,098,000 | 1,669 |
| U.S. Government securities | $1,361,000 | 8,371 |
| U.S. Treasury securities | $1,361,000 | 1,213 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $41,906,000 | 392 |
| Other domestic debt securities | $33,831,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,409,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,422,000 | 239 |
| 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 | $24,713,000 | 1,678 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $77,098,000 | 1,422 |
| Total debt securities | $77,098,000 | 1,620 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $75,943,000 | 1,737 |
| U.S. Government securities | $555,000 | 8,685 |
| U.S. Treasury securities | $555,000 | 1,690 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $40,443,000 | 412 |
| Other domestic debt securities | $34,945,000 | 378 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,557,000 | 192 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,388,000 | 248 |
| 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 | $23,541,000 | 1,718 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $75,943,000 | 1,488 |
| Total debt securities | $75,943,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $82,137,000 | 1,589 |
| U.S. Government securities | $3,484,000 | 7,651 |
| U.S. Treasury securities | $965,000 | 1,621 |
| U.S. Government agency obligations | $2,519,000 | 7,849 |
| Securities issued by states & political subdivisions | $41,761,000 | 399 |
| Other domestic debt securities | $36,892,000 | 363 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,705,000 | 200 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,187,000 | 254 |
| 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 | $20,829,000 | 1,813 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $82,137,000 | 1,356 |
| Total debt securities | $82,137,000 | 1,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $80,514,000 | 1,567 |
| U.S. Government securities | $3,502,000 | 7,631 |
| U.S. Treasury securities | $974,000 | 1,633 |
| U.S. Government agency obligations | $2,528,000 | 7,822 |
| Securities issued by states & political subdivisions | $37,700,000 | 439 |
| Other domestic debt securities | $39,312,000 | 362 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,889,000 | 195 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,423,000 | 239 |
| 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 | $16,815,000 | 2,087 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $80,514,000 | 1,344 |
| Total debt securities | $80,514,000 | 1,519 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $77,889,000 | 1,589 |
| U.S. Government securities | $3,437,000 | 7,728 |
| U.S. Treasury securities | $865,000 | 1,677 |
| U.S. Government agency obligations | $2,572,000 | 7,865 |
| Securities issued by states & political subdivisions | $36,430,000 | 433 |
| Other domestic debt securities | $38,022,000 | 377 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,064,000 | 189 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,958,000 | 253 |
| 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 | $16,742,000 | 2,124 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $77,889,000 | 1,350 |
| Total debt securities | $77,889,000 | 1,548 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $82,717,000 | 1,486 |
| U.S. Government securities | $3,140,000 | 7,865 |
| U.S. Treasury securities | $568,000 | 1,891 |
| U.S. Government agency obligations | $2,572,000 | 7,897 |
| Securities issued by states & political subdivisions | $35,419,000 | 423 |
| Other domestic debt securities | $44,158,000 | 330 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,318,000 | 182 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,840,000 | 225 |
| 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 | $42,855,000 | 935 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $82,717,000 | 1,252 |
| Total debt securities | $82,717,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $78,134,000 | 1,443 |
| U.S. Government securities | $3,012,000 | 8,067 |
| U.S. Treasury securities | $516,000 | 2,418 |
| U.S. Government agency obligations | $2,496,000 | 8,076 |
| Securities issued by states & political subdivisions | $44,368,000 | 305 |
| Other domestic debt securities | $30,754,000 | 463 |
| Privately issued residential mortgage-backed securities | $2,938,000 | 534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $780,000 | 344 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,036,000 | 341 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,330,000 | 1,035 |
| Mortgage-backed securities | $2,938,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,938,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $2,938,000 | 481 |
| 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) | $78,134,000 | 1,199 |
| Total debt securities | $78,134,000 | 1,397 |
| 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 | $98,139,000 | 1,142 |
| U.S. Government securities | $22,441,000 | 3,346 |
| U.S. Treasury securities | $5,259,000 | 1,015 |
| U.S. Government agency obligations | $17,182,000 | 3,820 |
| Securities issued by states & political subdivisions | $44,117,000 | 284 |
| Other domestic debt securities | $30,972,000 | 396 |
| Privately issued residential mortgage-backed securities | $5,381,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,591,000 | 344 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $609,000 | 3,407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,777,000 | 1,504 |
| Mortgage-backed securities | $5,381,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,381,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $5,381,000 | 329 |
| 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) | $98,139,000 | 889 |
| Total debt securities | $97,530,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $903,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $121,992,000 | 947 |
| U.S. Government securities | $31,388,000 | 2,642 |
| U.S. Treasury securities | $9,904,000 | 900 |
| U.S. Government agency obligations | $21,484,000 | 3,267 |
| Securities issued by states & political subdivisions | $57,777,000 | 211 |
| Other domestic debt securities | $32,218,000 | 402 |
| Privately issued residential mortgage-backed securities | $5,685,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,533,000 | 345 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $609,000 | 3,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,143,000 | 2,595 |
| Mortgage-backed securities | $5,685,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,685,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $5,685,000 | 335 |
| 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) | $121,992,000 | 735 |
| Total debt securities | $121,383,000 | 921 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $146,061,000 | 806 |
| U.S. Government securities | $40,455,000 | 2,156 |
| U.S. Treasury securities | $100,000 | 6,739 |
| U.S. Government agency obligations | $40,355,000 | 1,824 |
| Securities issued by states & political subdivisions | $77,002,000 | 149 |
| Other domestic debt securities | $27,995,000 | 396 |
| Privately issued residential mortgage-backed securities | $6,519,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,476,000 | 341 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $609,000 | 3,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,446,000 | 1,443 |
| Mortgage-backed securities | $6,519,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,519,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $6,519,000 | 273 |
| 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) | $146,061,000 | 620 |
| Total debt securities | $145,452,000 | 780 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $146,864,000 | 814 |
| U.S. Government securities | $55,011,000 | 1,662 |
| U.S. Treasury securities | $5,380,000 | 3,025 |
| U.S. Government agency obligations | $49,631,000 | 1,445 |
| Securities issued by states & political subdivisions | $73,027,000 | 127 |
| Other domestic debt securities | $18,826,000 | 382 |
| Privately issued residential mortgage-backed securities | $9,071,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,755,000 | 428 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,509,000 | 2,002 |
| Mortgage-backed securities | $9,526,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,526,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 3,969 |
| Privately issued | $9,071,000 | 173 |
| 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) | $146,864,000 | 581 |
| Total debt securities | $146,864,000 | 782 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $79,104,000 | 1,526 |
| U.S. Government securities | $1,905,000 | 10,646 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,905,000 | 9,548 |
| Securities issued by states & political subdivisions | $49,677,000 | 203 |
| Other domestic debt securities | $27,522,000 | 293 |
| Privately issued residential mortgage-backed securities | $12,265,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,257,000 | 274 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,790,000 | 1,039 |
| Mortgage-backed securities | $13,064,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,064,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 3,916 |
| Privately issued | $12,265,000 | 162 |
| 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) | $79,104,000 | 1,042 |
| Total debt securities | $79,104,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $97,297,000 | 1,282 |
| U.S. Government securities | $2,519,000 | 10,852 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,519,000 | 9,351 |
| Securities issued by states & political subdivisions | $58,635,000 | 165 |
| Other domestic debt securities | $36,143,000 | 302 |
| Privately issued residential mortgage-backed securities | $14,973,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,170,000 | 273 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,285,000 | 917 |
| Mortgage-backed securities | $16,371,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $16,371,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 3,742 |
| Privately issued | $14,973,000 | 157 |
| 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) | $97,297,000 | 888 |
| Total debt securities | $97,297,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $115,354,000 | 1,132 |
| U.S. Government securities | $3,242,000 | 11,106 |
| U.S. Treasury securities | $50,000 | 11,110 |
| U.S. Government agency obligations | $3,192,000 | 8,945 |
| Securities issued by states & political subdivisions | $68,098,000 | 150 |
| Other domestic debt securities | $44,014,000 | 276 |
| Privately issued residential mortgage-backed securities | $16,530,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,484,000 | 233 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,211,000 | 773 |
| Mortgage-backed securities | $18,632,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $18,632,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 3,380 |
| Privately issued | $16,530,000 | 152 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $115,354,000 | 504 |
| Total debt securities | $115,354,000 | 1,102 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $184,315,000 | 769 |
| U.S. Government securities | $6,189,000 | 9,835 |
| U.S. Treasury securities | $49,000 | 11,544 |
| U.S. Government agency obligations | $6,140,000 | 7,268 |
| Securities issued by states & political subdivisions | $104,535,000 | 91 |
| Other domestic debt securities | $73,591,000 | 220 |
| Privately issued residential mortgage-backed securities | $24,531,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,060,000 | 174 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,735,000 | 953 |
| Mortgage-backed securities | $30,471,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $30,471,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $5,940,000 | 2,243 |
| Privately issued | $24,531,000 | 114 |
| 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 | $184,315,000 | 750 |
| 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 | $202,336,000 | 685 |
| U.S. Government securities | $14,954,000 | 6,253 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $14,954,000 | 4,121 |
| Securities issued by states & political subdivisions | $76,331,000 | 122 |
| Other domestic debt securities | $111,051,000 | 163 |
| Privately issued residential mortgage-backed securities | $39,827,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,224,000 | 129 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,204,000 | 1,045 |
| Mortgage-backed securities | $48,073,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $48,073,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $8,246,000 | 1,738 |
| Privately issued | $39,827,000 | 95 |
| 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 | $202,336,000 | 674 |
| 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 |