Home > The First National Bank of Amherst > Securities
The First National Bank of Amherst, Securities
| 2014-06-30 | Rank | |
| Total securities | $7,468,000 | 5,626 |
| U.S. Government securities | $5,932,000 | 5,240 |
| U.S. Treasury securities | $2,697,000 | 698 |
| U.S. Government agency obligations | $3,235,000 | 5,556 |
| Securities issued by states & political subdivisions | $1,536,000 | 4,655 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,000 | 4,901 |
| Mortgage-backed securities | $822,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $571,000 | 4,733 |
| Issued or guaranteed by U.S. | $571,000 | 4,731 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $251,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 3,164 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $7,468,000 | 5,229 |
| Total debt securities | $7,469,000 | 5,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,586,000 | 5,666 |
| U.S. Government securities | $5,960,000 | 5,266 |
| U.S. Treasury securities | $2,679,000 | 634 |
| U.S. Government agency obligations | $3,281,000 | 5,594 |
| Securities issued by states & political subdivisions | $1,626,000 | 4,650 |
| 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 | $2,209,000 | 4,952 |
| Mortgage-backed securities | $869,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $591,000 | 4,771 |
| Issued or guaranteed by U.S. | $591,000 | 4,767 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $278,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 3,168 |
| 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) | $7,586,000 | 5,269 |
| Total debt securities | $7,586,000 | 5,644 |
| 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 | $7,600,000 | 5,706 |
| U.S. Government securities | $6,005,000 | 5,250 |
| U.S. Treasury securities | $2,657,000 | 603 |
| U.S. Government agency obligations | $3,348,000 | 5,640 |
| Securities issued by states & political subdivisions | $1,595,000 | 4,696 |
| 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 | $2,201,000 | 4,977 |
| Mortgage-backed securities | $952,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $626,000 | 4,785 |
| Issued or guaranteed by U.S. | $626,000 | 4,781 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $326,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 3,137 |
| 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) | $7,600,000 | 5,307 |
| Total debt securities | $7,600,000 | 5,683 |
| 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 | $7,869,000 | 5,727 |
| U.S. Government securities | $6,248,000 | 5,271 |
| U.S. Treasury securities | $2,705,000 | 582 |
| U.S. Government agency obligations | $3,543,000 | 5,660 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,707 |
| 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 | $2,229,000 | 5,018 |
| Mortgage-backed securities | $1,096,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $666,000 | 4,804 |
| Issued or guaranteed by U.S. | $666,000 | 4,799 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $430,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 3,108 |
| 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) | $7,869,000 | 5,332 |
| Total debt securities | $7,869,000 | 5,701 |
| 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 | $9,050,000 | 5,615 |
| U.S. Government securities | $6,428,000 | 5,238 |
| U.S. Treasury securities | $2,514,000 | 600 |
| U.S. Government agency obligations | $3,914,000 | 5,595 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,755 |
| 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 | $1,136,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,190,000 | 5,051 |
| Mortgage-backed securities | $1,244,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $716,000 | 4,766 |
| Issued or guaranteed by U.S. | $716,000 | 4,762 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $528,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 3,055 |
| 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) | $9,050,000 | 5,225 |
| Total debt securities | $7,915,000 | 5,706 |
| 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 | $8,867,000 | 5,674 |
| U.S. Government securities | $6,701,000 | 5,230 |
| U.S. Treasury securities | $2,432,000 | 635 |
| U.S. Government agency obligations | $4,269,000 | 5,563 |
| Securities issued by states & political subdivisions | $997,000 | 4,957 |
| 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 | $1,169,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,270,000 | 5,089 |
| Mortgage-backed securities | $1,451,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $792,000 | 4,786 |
| Issued or guaranteed by U.S. | $792,000 | 4,784 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $659,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 3,025 |
| 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) | $8,867,000 | 5,299 |
| Total debt securities | $7,698,000 | 5,777 |
| 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 | $8,701,000 | 5,697 |
| U.S. Government securities | $6,737,000 | 5,230 |
| U.S. Treasury securities | $2,251,000 | 631 |
| U.S. Government agency obligations | $4,486,000 | 5,554 |
| Securities issued by states & political subdivisions | $790,000 | 5,088 |
| 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 | $1,174,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 5,086 |
| Mortgage-backed securities | $1,640,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $855,000 | 4,776 |
| Issued or guaranteed by U.S. | $855,000 | 4,775 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $785,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 3,001 |
| 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) | $8,701,000 | 5,326 |
| Total debt securities | $7,527,000 | 5,825 |
| 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 | $9,090,000 | 5,734 |
| U.S. Government securities | $7,115,000 | 5,266 |
| U.S. Treasury securities | $2,372,000 | 582 |
| U.S. Government agency obligations | $4,743,000 | 5,634 |
| Securities issued by states & political subdivisions | $791,000 | 5,100 |
| 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 | $1,184,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,319,000 | 5,153 |
| Mortgage-backed securities | $1,853,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $932,000 | 4,857 |
| Issued or guaranteed by U.S. | $932,000 | 4,854 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $921,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 3,017 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,090,000 | 5,357 |
| Total debt securities | $7,906,000 | 5,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,552,000 | 5,744 |
| U.S. Government securities | $7,595,000 | 5,284 |
| U.S. Treasury securities | $2,374,000 | 566 |
| U.S. Government agency obligations | $5,221,000 | 5,622 |
| Securities issued by states & political subdivisions | $783,000 | 5,098 |
| 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 | $1,174,000 | 550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,322,000 | 5,208 |
| Mortgage-backed securities | $2,099,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $996,000 | 4,854 |
| Issued or guaranteed by U.S. | $996,000 | 4,851 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,103,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,936 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,552,000 | 5,362 |
| Total debt securities | $8,378,000 | 5,870 |
| 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 | $8,545,000 | 5,919 |
| U.S. Government securities | $6,612,000 | 5,577 |
| U.S. Treasury securities | $2,333,000 | 607 |
| U.S. Government agency obligations | $4,279,000 | 5,896 |
| Securities issued by states & political subdivisions | $766,000 | 5,090 |
| 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 | $1,167,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,286,000 | 5,243 |
| Mortgage-backed securities | $1,792,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,185 |
| Issued or guaranteed by U.S. | $376,000 | 5,179 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,416,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,866 |
| 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) | $8,545,000 | 5,511 |
| Total debt securities | $7,378,000 | 6,042 |
| 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 | $8,550,000 | 5,915 |
| U.S. Government securities | $7,045,000 | 5,474 |
| U.S. Treasury securities | $2,367,000 | 569 |
| U.S. Government agency obligations | $4,678,000 | 5,823 |
| Securities issued by states & political subdivisions | $336,000 | 5,428 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,169,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,319,000 | 4,992 |
| Mortgage-backed securities | $2,173,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $385,000 | 5,157 |
| Issued or guaranteed by U.S. | $385,000 | 5,143 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,788,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $1,788,000 | 2,636 |
| 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) | $8,550,000 | 5,495 |
| Total debt securities | $7,381,000 | 6,044 |
| 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 | $9,466,000 | 5,795 |
| U.S. Government securities | $7,930,000 | 5,294 |
| U.S. Treasury securities | $2,383,000 | 594 |
| U.S. Government agency obligations | $5,547,000 | 5,665 |
| Securities issued by states & political subdivisions | $336,000 | 5,433 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,200,000 | 526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,444,000 | 4,963 |
| Mortgage-backed securities | $2,462,000 | 4,758 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,158 |
| Issued or guaranteed by U.S. | $395,000 | 5,143 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,067,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $2,067,000 | 2,515 |
| 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) | $9,466,000 | 5,364 |
| Total debt securities | $8,266,000 | 5,938 |
| 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 | $9,358,000 | 5,913 |
| U.S. Government securities | $8,124,000 | 5,372 |
| U.S. Treasury securities | $2,289,000 | 662 |
| U.S. Government agency obligations | $5,835,000 | 5,725 |
| Securities issued by states & political subdivisions | $51,000 | 5,698 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,183,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,000 | 5,034 |
| Mortgage-backed securities | $2,697,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,162 |
| Issued or guaranteed by U.S. | $413,000 | 5,148 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,284,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $2,284,000 | 2,412 |
| 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) | $9,358,000 | 5,463 |
| Total debt securities | $8,175,000 | 6,046 |
| 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 | $8,901,000 | 5,968 |
| U.S. Government securities | $7,634,000 | 5,472 |
| U.S. Treasury securities | $2,220,000 | 701 |
| U.S. Government agency obligations | $5,414,000 | 5,808 |
| Securities issued by states & political subdivisions | $100,000 | 5,680 |
| 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 | $1,167,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,308,000 | 5,078 |
| Mortgage-backed securities | $2,804,000 | 4,599 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,122 |
| Issued or guaranteed by U.S. | $423,000 | 5,111 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,381,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 2,322 |
| 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) | $8,901,000 | 5,515 |
| Total debt securities | $7,734,000 | 6,103 |
| 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 | $8,466,000 | 5,945 |
| U.S. Government securities | $7,199,000 | 5,415 |
| U.S. Treasury securities | $2,224,000 | 712 |
| U.S. Government agency obligations | $4,975,000 | 5,792 |
| Securities issued by states & political subdivisions | $101,000 | 5,703 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,166,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,316,000 | 5,090 |
| Mortgage-backed securities | $2,977,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,063 |
| Issued or guaranteed by U.S. | $438,000 | 5,051 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,539,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 2,232 |
| 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) | $8,466,000 | 5,484 |
| Total debt securities | $7,300,000 | 6,095 |
| 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 | $8,931,000 | 5,851 |
| U.S. Government securities | $7,583,000 | 5,282 |
| U.S. Treasury securities | $2,319,000 | 638 |
| U.S. Government agency obligations | $5,264,000 | 5,723 |
| Securities issued by states & political subdivisions | $141,000 | 5,657 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,207,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,404,000 | 5,119 |
| Mortgage-backed securities | $3,179,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,061 |
| Issued or guaranteed by U.S. | $462,000 | 5,048 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,717,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $2,717,000 | 2,143 |
| 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) | $8,931,000 | 5,386 |
| Total debt securities | $7,724,000 | 6,017 |
| 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 | $8,817,000 | 5,946 |
| U.S. Government securities | $7,457,000 | 5,471 |
| U.S. Treasury securities | $2,242,000 | 621 |
| U.S. Government agency obligations | $5,215,000 | 5,852 |
| Securities issued by states & political subdivisions | $156,000 | 5,618 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,204,000 | 606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,338,000 | 5,190 |
| Mortgage-backed securities | $2,794,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,070 |
| Issued or guaranteed by U.S. | $521,000 | 5,058 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,273,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $2,273,000 | 2,178 |
| 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) | $8,817,000 | 5,463 |
| Total debt securities | $7,613,000 | 6,124 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,769,000 | 6,021 |
| U.S. Government securities | $7,431,000 | 5,533 |
| U.S. Treasury securities | $2,151,000 | 632 |
| U.S. Government agency obligations | $5,280,000 | 5,942 |
| Securities issued by states & political subdivisions | $157,000 | 5,644 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,181,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,258,000 | 5,311 |
| Mortgage-backed securities | $2,932,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,183 |
| Issued or guaranteed by U.S. | $538,000 | 5,171 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,394,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $2,394,000 | 2,086 |
| 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) | $8,769,000 | 5,536 |
| Total debt securities | $7,586,000 | 6,183 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,937,000 | 5,985 |
| U.S. Government securities | $7,541,000 | 5,474 |
| U.S. Treasury securities | $2,155,000 | 582 |
| U.S. Government agency obligations | $5,386,000 | 5,894 |
| Securities issued by states & political subdivisions | $202,000 | 5,619 |
| Other domestic debt securities | $18,000 | 3,189 |
| 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 | $18,000 | 2,162 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,176,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,265,000 | 5,339 |
| Mortgage-backed securities | $3,063,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,244 |
| Issued or guaranteed by U.S. | $550,000 | 5,230 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,513,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,021 |
| 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) | $8,937,000 | 5,501 |
| Total debt securities | $7,761,000 | 6,142 |
| 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 | $7,483,000 | 6,282 |
| U.S. Government securities | $6,074,000 | 5,868 |
| U.S. Treasury securities | $1,679,000 | 602 |
| U.S. Government agency obligations | $4,395,000 | 6,232 |
| Securities issued by states & political subdivisions | $223,000 | 5,618 |
| Other domestic debt securities | $17,000 | 3,288 |
| 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 | $17,000 | 2,267 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,169,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,000 | 5,573 |
| Mortgage-backed securities | $2,973,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $555,000 | 5,331 |
| Issued or guaranteed by U.S. | $555,000 | 5,315 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,418,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $2,418,000 | 2,007 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,483,000 | 5,773 |
| Total debt securities | $6,314,000 | 6,482 |
| 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 | $7,760,000 | 6,241 |
| U.S. Government securities | $5,971,000 | 5,907 |
| U.S. Treasury securities | $1,907,000 | 568 |
| U.S. Government agency obligations | $4,064,000 | 6,347 |
| Securities issued by states & political subdivisions | $243,000 | 5,634 |
| Other domestic debt securities | $409,000 | 2,930 |
| Privately issued residential mortgage-backed securities | $394,000 | 1,385 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $15,000 | 2,367 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,137,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,764,000 | 5,599 |
| Mortgage-backed securities | $3,057,000 | 4,795 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,382 |
| Issued or guaranteed by U.S. | $571,000 | 5,363 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,486,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,092,000 | 2,097 |
| Privately issued | $394,000 | 1,319 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,760,000 | 5,737 |
| Total debt securities | $6,622,000 | 6,427 |
| 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 | $8,648,000 | 6,148 |
| U.S. Government securities | $6,871,000 | 5,810 |
| U.S. Treasury securities | $2,014,000 | 496 |
| U.S. Government agency obligations | $4,857,000 | 6,248 |
| Securities issued by states & political subdivisions | $243,000 | 5,577 |
| Other domestic debt securities | $411,000 | 2,853 |
| Privately issued residential mortgage-backed securities | $396,000 | 1,405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 2,494 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,123,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,000 | 5,489 |
| Mortgage-backed securities | $3,200,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,424 |
| Issued or guaranteed by U.S. | $601,000 | 5,406 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,599,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 2,079 |
| Privately issued | $396,000 | 1,345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,648,000 | 5,622 |
| Total debt securities | $7,526,000 | 6,294 |
| 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 | $7,630,000 | 6,382 |
| U.S. Government securities | $4,169,000 | 6,635 |
| U.S. Treasury securities | $1,511,000 | 531 |
| U.S. Government agency obligations | $2,658,000 | 6,992 |
| Securities issued by states & political subdivisions | $242,000 | 5,536 |
| Other domestic debt securities | $2,122,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $2,112,000 | 938 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,429 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,097,000 | 702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,406,000 | 5,449 |
| Mortgage-backed securities | $2,720,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $608,000 | 5,421 |
| Issued or guaranteed by U.S. | $608,000 | 5,405 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,112,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,112,000 | 902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,630,000 | 5,839 |
| Total debt securities | $6,534,000 | 6,570 |
| 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 | $5,495,000 | 6,816 |
| U.S. Government securities | $3,209,000 | 6,939 |
| U.S. Treasury securities | $881,000 | 700 |
| U.S. Government agency obligations | $2,328,000 | 7,117 |
| Securities issued by states & political subdivisions | $257,000 | 5,518 |
| Other domestic debt securities | $934,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $915,000 | 1,177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,000 | 2,391 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,095,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,516,000 | 5,847 |
| Mortgage-backed securities | $1,553,000 | 5,322 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,397 |
| Issued or guaranteed by U.S. | $638,000 | 5,381 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $915,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $915,000 | 1,122 |
| 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) | $5,495,000 | 6,232 |
| Total debt securities | $4,400,000 | 6,998 |
| 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 | $5,638,000 | 6,840 |
| U.S. Government securities | $3,187,000 | 7,000 |
| U.S. Treasury securities | $865,000 | 707 |
| U.S. Government agency obligations | $2,322,000 | 7,166 |
| Securities issued by states & political subdivisions | $307,000 | 5,512 |
| Other domestic debt securities | $1,030,000 | 2,210 |
| Privately issued residential mortgage-backed securities | $928,000 | 1,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,288 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,114,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,501,000 | 5,861 |
| Mortgage-backed securities | $1,370,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $442,000 | 5,555 |
| Issued or guaranteed by U.S. | $442,000 | 5,531 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $928,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $928,000 | 1,090 |
| 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) | $5,638,000 | 6,255 |
| Total debt securities | $4,524,000 | 7,033 |
| 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 | $5,781,000 | 6,822 |
| U.S. Government securities | $4,160,000 | 6,721 |
| U.S. Treasury securities | $908,000 | 720 |
| U.S. Government agency obligations | $3,252,000 | 6,883 |
| Securities issued by states & political subdivisions | $374,000 | 5,444 |
| Other domestic debt securities | $101,000 | 2,991 |
| 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 | $101,000 | 2,250 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,146,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 5,828 |
| Mortgage-backed securities | $1,533,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,450 |
| Issued or guaranteed by U.S. | $539,000 | 5,424 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $994,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,446 |
| 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) | $5,781,000 | 6,254 |
| Total debt securities | $4,635,000 | 7,028 |
| 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 | $5,040,000 | 7,069 |
| U.S. Government securities | $3,286,000 | 7,111 |
| U.S. Treasury securities | $870,000 | 808 |
| U.S. Government agency obligations | $2,416,000 | 7,268 |
| Securities issued by states & political subdivisions | $509,000 | 5,301 |
| Other domestic debt securities | $105,000 | 2,821 |
| 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 | $105,000 | 2,114 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,140,000 | 950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,953,000 | 5,725 |
| Mortgage-backed securities | $78,000 | 6,218 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,904 |
| Issued or guaranteed by U.S. | $78,000 | 5,884 |
| 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) | $5,040,000 | 6,437 |
| Total debt securities | $3,899,000 | 7,324 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,168 |
| Fair value | $400,000 | 2,172 |
| 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 | $5,511,000 | 7,027 |
| U.S. Government securities | $3,722,000 | 7,048 |
| U.S. Treasury securities | $1,343,000 | 688 |
| U.S. Government agency obligations | $2,379,000 | 7,341 |
| Securities issued by states & political subdivisions | $558,000 | 5,279 |
| Other domestic debt securities | $105,000 | 2,783 |
| 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 | $105,000 | 2,091 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,126,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,797,000 | 5,819 |
| Mortgage-backed securities | $79,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,863 |
| Issued or guaranteed by U.S. | $79,000 | 5,840 |
| 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) | $5,511,000 | 6,390 |
| Total debt securities | $4,385,000 | 7,233 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,399 |
| Fair value | $396,000 | 2,416 |
| 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 | $6,355,000 | 6,883 |
| U.S. Government securities | $4,451,000 | 6,870 |
| U.S. Treasury securities | $1,316,000 | 784 |
| U.S. Government agency obligations | $3,135,000 | 7,143 |
| Securities issued by states & political subdivisions | $692,000 | 5,188 |
| Other domestic debt securities | $105,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,000 | 2,057 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,107,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,769,000 | 5,879 |
| Mortgage-backed securities | $81,000 | 6,204 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,878 |
| Issued or guaranteed by U.S. | $81,000 | 5,857 |
| 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) | $6,355,000 | 6,230 |
| Total debt securities | $5,248,000 | 7,077 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,490 |
| Fair value | $390,000 | 2,501 |
| 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 | $6,442,000 | 6,906 |
| U.S. Government securities | $4,510,000 | 6,892 |
| U.S. Treasury securities | $1,333,000 | 835 |
| U.S. Government agency obligations | $3,177,000 | 7,163 |
| Securities issued by states & political subdivisions | $695,000 | 5,237 |
| Other domestic debt securities | $107,000 | 2,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,000 | 2,101 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,130,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,000 | 5,886 |
| Mortgage-backed securities | $87,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,877 |
| Issued or guaranteed by U.S. | $87,000 | 5,853 |
| 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) | $6,442,000 | 6,227 |
| Total debt securities | $5,312,000 | 7,106 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,546 |
| Fair value | $392,000 | 2,568 |
| 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 | $6,874,000 | 6,836 |
| U.S. Government securities | $4,792,000 | 6,866 |
| U.S. Treasury securities | $1,326,000 | 880 |
| U.S. Government agency obligations | $3,466,000 | 7,126 |
| Securities issued by states & political subdivisions | $847,000 | 5,114 |
| Other domestic debt securities | $107,000 | 2,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,000 | 2,162 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,128,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 5,889 |
| Mortgage-backed securities | $95,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,876 |
| Issued or guaranteed by U.S. | $95,000 | 5,853 |
| 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) | $6,874,000 | 6,157 |
| Total debt securities | $5,745,000 | 7,046 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,656 |
| Fair value | $390,000 | 2,676 |
| 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 | $8,167,000 | 6,607 |
| U.S. Government securities | $5,929,000 | 6,609 |
| U.S. Treasury securities | $2,021,000 | 748 |
| U.S. Government agency obligations | $3,908,000 | 7,072 |
| Securities issued by states & political subdivisions | $899,000 | 5,103 |
| Other domestic debt securities | $207,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,000 | 2,113 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,132,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,584,000 | 6,030 |
| Mortgage-backed securities | $99,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,900 |
| Issued or guaranteed by U.S. | $99,000 | 5,868 |
| 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) | $8,167,000 | 5,917 |
| Total debt securities | $7,035,000 | 6,819 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,790 |
| Fair value | $389,000 | 2,805 |
| 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 | $8,120,000 | 6,645 |
| U.S. Government securities | $5,841,000 | 6,631 |
| U.S. Treasury securities | $1,991,000 | 810 |
| U.S. Government agency obligations | $3,850,000 | 7,112 |
| Securities issued by states & political subdivisions | $964,000 | 5,078 |
| Other domestic debt securities | $206,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,000 | 2,174 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,109,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,376,000 | 6,165 |
| Mortgage-backed securities | $100,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $100,000 | 5,942 |
| Issued or guaranteed by U.S. | $100,000 | 5,915 |
| 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) | $8,120,000 | 5,941 |
| Total debt securities | $7,011,000 | 6,843 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,850 |
| Fair value | $381,000 | 2,867 |
| 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 | $8,030,000 | 6,724 |
| U.S. Government securities | $5,613,000 | 6,740 |
| U.S. Treasury securities | $2,007,000 | 839 |
| U.S. Government agency obligations | $3,606,000 | 7,223 |
| Securities issued by states & political subdivisions | $983,000 | 5,074 |
| Other domestic debt securities | $309,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $309,000 | 2,132 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,125,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,389,000 | 6,163 |
| Mortgage-backed securities | $107,000 | 6,303 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,960 |
| Issued or guaranteed by U.S. | $107,000 | 5,936 |
| 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) | $8,030,000 | 6,005 |
| Total debt securities | $6,904,000 | 6,936 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,841 |
| Fair value | $385,000 | 2,859 |
| 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 | $7,675,000 | 6,841 |
| U.S. Government securities | $5,156,000 | 6,905 |
| U.S. Treasury securities | $2,021,000 | 859 |
| U.S. Government agency obligations | $3,135,000 | 7,399 |
| Securities issued by states & political subdivisions | $1,062,000 | 5,023 |
| Other domestic debt securities | $313,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,000 | 2,242 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,144,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,000 | 6,177 |
| Mortgage-backed securities | $110,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $110,000 | 6,008 |
| Issued or guaranteed by U.S. | $110,000 | 5,982 |
| 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) | $7,675,000 | 6,106 |
| Total debt securities | $6,531,000 | 7,040 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,839 |
| Fair value | $386,000 | 2,853 |
| 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 | $8,019,000 | 6,766 |
| U.S. Government securities | $5,481,000 | 6,818 |
| U.S. Treasury securities | $2,044,000 | 860 |
| U.S. Government agency obligations | $3,437,000 | 7,345 |
| Securities issued by states & political subdivisions | $1,070,000 | 5,025 |
| Other domestic debt securities | $316,000 | 2,823 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $316,000 | 2,307 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,152,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,000 | 6,187 |
| Mortgage-backed securities | $119,000 | 6,390 |
| Certificates of participation in pools of residential mortgages | $119,000 | 6,025 |
| Issued or guaranteed by U.S. | $119,000 | 6,004 |
| 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) | $8,019,000 | 6,038 |
| Total debt securities | $6,868,000 | 6,984 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,788 |
| Fair value | $392,000 | 2,802 |
| 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 | $8,606,000 | 6,680 |
| U.S. Government securities | $6,022,000 | 6,674 |
| U.S. Treasury securities | $2,059,000 | 884 |
| U.S. Government agency obligations | $3,963,000 | 7,190 |
| Securities issued by states & political subdivisions | $1,097,000 | 4,990 |
| Other domestic debt securities | $320,000 | 2,887 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $320,000 | 2,395 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,167,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,000 | 6,349 |
| Mortgage-backed securities | $125,000 | 6,426 |
| Certificates of participation in pools of residential mortgages | $125,000 | 6,063 |
| Issued or guaranteed by U.S. | $125,000 | 6,037 |
| 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) | $8,606,000 | 5,944 |
| Total debt securities | $7,439,000 | 6,904 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,323 |
| Fair value | $944,000 | 2,329 |
| 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 | $8,912,000 | 6,662 |
| U.S. Government securities | $6,373,000 | 6,652 |
| U.S. Treasury securities | $2,044,000 | 956 |
| U.S. Government agency obligations | $4,329,000 | 7,123 |
| Securities issued by states & political subdivisions | $1,088,000 | 5,013 |
| Other domestic debt securities | $301,000 | 2,958 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,496 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,150,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 6,413 |
| Mortgage-backed securities | $128,000 | 6,483 |
| Certificates of participation in pools of residential mortgages | $128,000 | 6,127 |
| Issued or guaranteed by U.S. | $128,000 | 6,104 |
| 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) | $7,762,000 | 1,671 |
| Available-for-sale securities (fair market value) | $1,150,000 | 7,743 |
| Total debt securities | $7,761,000 | 6,886 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,969 |
| Fair value | $1,132,000 | 1,972 |
| 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 | $9,026,000 | 6,672 |
| U.S. Government securities | $6,399,000 | 6,651 |
| U.S. Treasury securities | $2,043,000 | 988 |
| U.S. Government agency obligations | $4,356,000 | 7,151 |
| Securities issued by states & political subdivisions | $1,164,000 | 4,972 |
| Other domestic debt securities | $301,000 | 2,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,547 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,162,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 6,415 |
| Mortgage-backed securities | $152,000 | 6,485 |
| Certificates of participation in pools of residential mortgages | $152,000 | 6,112 |
| Issued or guaranteed by U.S. | $152,000 | 6,093 |
| 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) | $7,864,000 | 1,668 |
| Available-for-sale securities (fair market value) | $1,162,000 | 7,763 |
| Total debt securities | $7,864,000 | 6,861 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,920 |
| Fair value | $1,132,000 | 1,924 |
| 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 | $9,749,000 | 6,560 |
| U.S. Government securities | $7,115,000 | 6,464 |
| U.S. Treasury securities | $2,042,000 | 976 |
| U.S. Government agency obligations | $5,073,000 | 6,951 |
| Securities issued by states & political subdivisions | $1,164,000 | 4,999 |
| Other domestic debt securities | $300,000 | 3,039 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,615 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,170,000 | 1,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,101,000 | 6,451 |
| Mortgage-backed securities | $166,000 | 6,512 |
| Certificates of participation in pools of residential mortgages | $166,000 | 6,120 |
| Issued or guaranteed by U.S. | $166,000 | 6,104 |
| 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) | $8,579,000 | 1,604 |
| Available-for-sale securities (fair market value) | $1,170,000 | 7,806 |
| Total debt securities | $8,579,000 | 6,735 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,829 |
| Fair value | $1,397,000 | 1,832 |
| 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 | $10,346,000 | 6,501 |
| U.S. Government securities | $7,537,000 | 6,419 |
| U.S. Treasury securities | $2,041,000 | 1,038 |
| U.S. Government agency obligations | $5,496,000 | 6,886 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,823 |
| Other domestic debt securities | $301,000 | 3,141 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,725 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,149,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,573 |
| Mortgage-backed securities | $186,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $186,000 | 6,146 |
| Issued or guaranteed by U.S. | $186,000 | 6,129 |
| 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) | $9,197,000 | 1,548 |
| Available-for-sale securities (fair market value) | $1,149,000 | 7,877 |
| Total debt securities | $9,197,000 | 6,680 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,813 |
| Fair value | $1,372,000 | 1,818 |
| 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 | $10,632,000 | 6,438 |
| U.S. Government securities | $7,763,000 | 6,303 |
| U.S. Treasury securities | $2,040,000 | 1,026 |
| U.S. Government agency obligations | $5,723,000 | 6,774 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,809 |
| Other domestic debt securities | $300,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,808 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,184,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,544 |
| Mortgage-backed securities | $209,000 | 6,541 |
| Certificates of participation in pools of residential mortgages | $209,000 | 6,124 |
| Issued or guaranteed by U.S. | $209,000 | 6,102 |
| 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) | $9,448,000 | 1,502 |
| Available-for-sale securities (fair market value) | $1,184,000 | 7,885 |
| Total debt securities | $9,448,000 | 6,607 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,608 |
| Fair value | $1,417,000 | 1,609 |
| 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 | $9,896,000 | 6,645 |
| U.S. Government securities | $6,951,000 | 6,617 |
| U.S. Treasury securities | $2,039,000 | 1,090 |
| U.S. Government agency obligations | $4,912,000 | 7,084 |
| Securities issued by states & political subdivisions | $1,471,000 | 4,780 |
| Other domestic debt securities | $300,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,948 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,174,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 6,530 |
| Mortgage-backed securities | $225,000 | 6,548 |
| Certificates of participation in pools of residential mortgages | $225,000 | 6,142 |
| Issued or guaranteed by U.S. | $225,000 | 6,119 |
| 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) | $8,722,000 | 1,586 |
| Available-for-sale securities (fair market value) | $1,174,000 | 7,946 |
| Total debt securities | $8,722,000 | 6,811 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,927 |
| Fair value | $761,000 | 1,924 |
| 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 | $9,443,000 | 6,658 |
| U.S. Government securities | $6,465,000 | 6,649 |
| U.S. Treasury securities | $2,337,000 | 1,024 |
| U.S. Government agency obligations | $4,128,000 | 7,224 |
| Securities issued by states & political subdivisions | $1,496,000 | 4,777 |
| Other domestic debt securities | $300,000 | 3,427 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,057 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,182,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 6,533 |
| Mortgage-backed securities | $252,000 | 6,554 |
| Certificates of participation in pools of residential mortgages | $252,000 | 6,142 |
| Issued or guaranteed by U.S. | $252,000 | 6,115 |
| 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) | $8,261,000 | 1,620 |
| Available-for-sale securities (fair market value) | $1,182,000 | 7,960 |
| Total debt securities | $8,261,000 | 6,856 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $508,000 | 1,796 |
| 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 | $9,394,000 | 6,638 |
| U.S. Government securities | $6,370,000 | 6,615 |
| U.S. Treasury securities | $2,033,000 | 1,131 |
| U.S. Government agency obligations | $4,337,000 | 7,133 |
| Securities issued by states & political subdivisions | $1,522,000 | 4,727 |
| Other domestic debt securities | $300,000 | 3,478 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,088 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,202,000 | 1,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 6,551 |
| Mortgage-backed securities | $308,000 | 6,533 |
| Certificates of participation in pools of residential mortgages | $308,000 | 6,095 |
| Issued or guaranteed by U.S. | $308,000 | 6,075 |
| 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) | $8,192,000 | 1,615 |
| Available-for-sale securities (fair market value) | $1,202,000 | 7,968 |
| Total debt securities | $8,192,000 | 6,811 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $516,000 | 1,577 |
| 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 | $10,938,000 | 6,310 |
| U.S. Government securities | $7,855,000 | 6,192 |
| U.S. Treasury securities | $2,031,000 | 1,171 |
| U.S. Government agency obligations | $5,824,000 | 6,660 |
| Securities issued by states & political subdivisions | $1,583,000 | 4,597 |
| Other domestic debt securities | $300,000 | 3,527 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,123 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,200,000 | 1,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 6,588 |
| Mortgage-backed securities | $346,000 | 6,515 |
| Certificates of participation in pools of residential mortgages | $346,000 | 6,047 |
| Issued or guaranteed by U.S. | $346,000 | 6,029 |
| 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) | $9,738,000 | 1,490 |
| Available-for-sale securities (fair market value) | $1,200,000 | 8,009 |
| Total debt securities | $9,738,000 | 6,463 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $509,000 | 1,354 |
| 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 | $9,710,000 | 6,580 |
| U.S. Government securities | $6,656,000 | 6,595 |
| U.S. Treasury securities | $1,226,000 | 1,467 |
| U.S. Government agency obligations | $5,430,000 | 6,794 |
| Securities issued by states & political subdivisions | $1,548,000 | 4,632 |
| Other domestic debt securities | $300,000 | 3,584 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,156 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,206,000 | 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 | $1,003,000 | 6,613 |
| Mortgage-backed securities | $376,000 | 6,492 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,984 |
| Issued or guaranteed by U.S. | $376,000 | 5,965 |
| 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) | $8,504,000 | 1,637 |
| Available-for-sale securities (fair market value) | $1,206,000 | 8,038 |
| Total debt securities | $8,505,000 | 6,781 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,490 |
| Fair value | $214,000 | 1,486 |
| 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 | $9,440,000 | 6,643 |
| U.S. Government securities | $5,991,000 | 6,842 |
| U.S. Treasury securities | $546,000 | 2,350 |
| U.S. Government agency obligations | $5,445,000 | 6,823 |
| Securities issued by states & political subdivisions | $1,891,000 | 4,406 |
| Other domestic debt securities | $399,000 | 3,536 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $399,000 | 3,065 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,159,000 | 1,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 6,804 |
| Mortgage-backed securities | $446,000 | 6,416 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,794 |
| Issued or guaranteed by U.S. | $446,000 | 5,771 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,281,000 | 1,743 |
| Available-for-sale securities (fair market value) | $1,159,000 | 8,179 |
| Total debt securities | $8,281,000 | 6,853 |
| 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 | $14,205,000 | 5,728 |
| U.S. Government securities | $10,520,000 | 5,687 |
| U.S. Treasury securities | $2,443,000 | 1,754 |
| U.S. Government agency obligations | $8,077,000 | 6,133 |
| Securities issued by states & political subdivisions | $2,117,000 | 4,309 |
| Other domestic debt securities | $399,000 | 3,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $399,000 | 2,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,169,000 | 2,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,641,000 | 5,302 |
| Mortgage-backed securities | $2,000 | 7,530 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,150 |
| Issued or guaranteed by U.S. | $2,000 | 7,122 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,036,000 | 1,602 |
| Available-for-sale securities (fair market value) | $1,169,000 | 8,459 |
| Total debt securities | $13,036,000 | 5,863 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $16,596,000 | 5,470 |
| U.S. Government securities | $13,015,000 | 5,242 |
| U.S. Treasury securities | $4,138,000 | 1,764 |
| U.S. Government agency obligations | $8,877,000 | 5,952 |
| Securities issued by states & political subdivisions | $2,259,000 | 4,421 |
| Other domestic debt securities | $202,000 | 3,326 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,000 | 2,827 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,120,000 | 2,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,598,000 | 5,951 |
| Mortgage-backed securities | $5,000 | 7,839 |
| Certificates of participation in pools of residential mortgages | $5,000 | 7,420 |
| Issued or guaranteed by U.S. | $5,000 | 7,398 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,476,000 | 1,556 |
| Available-for-sale securities (fair market value) | $1,120,000 | 8,729 |
| Total debt securities | $15,476,000 | 5,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,930,000 | 6,044 |
| U.S. Government securities | $10,352,000 | 5,994 |
| U.S. Treasury securities | $2,499,000 | 3,526 |
| U.S. Government agency obligations | $7,853,000 | 5,968 |
| Securities issued by states & political subdivisions | $2,271,000 | 4,497 |
| Other domestic debt securities | $100,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,868 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,207,000 | 2,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,597 |
| Mortgage-backed securities | $8,000 | 8,036 |
| Certificates of participation in pools of residential mortgages | $8,000 | 7,603 |
| Issued or guaranteed by U.S. | $8,000 | 7,580 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,723,000 | 1,977 |
| Available-for-sale securities (fair market value) | $1,207,000 | 8,782 |
| Total debt securities | $12,723,000 | 6,224 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,620,000 | 6,084 |
| U.S. Government securities | $11,415,000 | 5,998 |
| U.S. Treasury securities | $5,293,000 | 3,043 |
| U.S. Government agency obligations | $6,122,000 | 6,747 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,622 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,209,000 | 2,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,000 | 7,296 |
| Mortgage-backed securities | $12,000 | 8,378 |
| Certificates of participation in pools of residential mortgages | $12,000 | 7,879 |
| Issued or guaranteed by U.S. | $12,000 | 7,853 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,411,000 | 2,277 |
| Available-for-sale securities (fair market value) | $1,209,000 | 9,077 |
| Total debt securities | $13,411,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,586,000 | 6,026 |
| U.S. Government securities | $13,900,000 | 5,776 |
| U.S. Treasury securities | $8,288,000 | 2,615 |
| U.S. Government agency obligations | $5,612,000 | 7,309 |
| Securities issued by states & political subdivisions | $1,291,000 | 5,636 |
| Other domestic debt securities | $200,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,195,000 | 2,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,192,000 | 5,034 |
| Mortgage-backed securities | $17,000 | 8,922 |
| Certificates of participation in pools of residential mortgages | $17,000 | 8,381 |
| Issued or guaranteed by U.S. | $17,000 | 8,353 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,391,000 | 2,314 |
| Available-for-sale securities (fair market value) | $1,195,000 | 9,418 |
| Total debt securities | $15,391,000 | 6,191 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $207,000 | 3,346 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,097,000 | 6,410 |
| U.S. Government securities | $13,083,000 | 6,250 |
| U.S. Treasury securities | $10,271,000 | 2,610 |
| U.S. Government agency obligations | $2,812,000 | 9,127 |
| Securities issued by states & political subdivisions | $1,579,000 | 5,441 |
| Other domestic debt securities | $200,000 | 4,023 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,235,000 | 1,929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,205,000 | 5,787 |
| Mortgage-backed securities | $21,000 | 9,392 |
| Certificates of participation in pools of residential mortgages | $21,000 | 8,746 |
| Issued or guaranteed by U.S. | $21,000 | 8,712 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,862,000 | 2,535 |
| Available-for-sale securities (fair market value) | $1,235,000 | 9,828 |
| Total debt securities | $14,862,000 | 6,621 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $598,000 | 3,294 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,176,000 | 6,530 |
| U.S. Government securities | $13,918,000 | 6,353 |
| U.S. Treasury securities | $9,602,000 | 3,541 |
| U.S. Government agency obligations | $4,316,000 | 8,155 |
| Securities issued by states & political subdivisions | $1,925,000 | 5,298 |
| Other domestic debt securities | $200,000 | 4,578 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,654 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,133,000 | 1,875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,820 |
| Mortgage-backed securities | $27,000 | 9,919 |
| Certificates of participation in pools of residential mortgages | $27,000 | 9,206 |
| Issued or guaranteed by U.S. | $27,000 | 9,177 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,043,000 | 4,098 |
| Available-for-sale securities (fair market value) | $1,133,000 | 9,545 |
| Total debt securities | $16,043,000 | 6,704 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,990,000 | 6,826 |
| U.S. Government securities | $13,465,000 | 6,698 |
| U.S. Treasury securities | $8,739,000 | 3,902 |
| U.S. Government agency obligations | $4,726,000 | 8,101 |
| Securities issued by states & political subdivisions | $2,252,000 | 5,009 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,273,000 | 1,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $39,000 | 10,503 |
| Certificates of participation in pools of residential mortgages | $39,000 | 9,709 |
| Issued or guaranteed by U.S. | $39,000 | 9,658 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,717,000 | 7,032 |
| 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 | $19,328,000 | 6,248 |
| U.S. Government securities | $15,784,000 | 6,025 |
| U.S. Treasury securities | $9,320,000 | 3,695 |
| U.S. Government agency obligations | $6,464,000 | 7,094 |
| Securities issued by states & political subdivisions | $2,263,000 | 4,750 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,281,000 | 1,635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $75,000 | 10,852 |
| Certificates of participation in pools of residential mortgages | $75,000 | 9,899 |
| Issued or guaranteed by U.S. | $75,000 | 9,824 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,047,000 | 6,412 |
| 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 |