Home > The First National Bank of Cambridge > Securities
The First National Bank of Cambridge, Securities
| 2013-03-31 | Rank | |
| Total securities | $14,510,000 | 5,056 |
| U.S. Government securities | $13,554,000 | 4,245 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,554,000 | 4,135 |
| Securities issued by states & political subdivisions | $914,000 | 4,996 |
| Other domestic debt securities | $42,000 | 2,728 |
| 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 | $42,000 | 2,102 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,597,000 | 3,944 |
| Mortgage-backed securities | $2,003,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,081,000 | 4,640 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $922,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,907 |
| 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) | $14,000 | 2,542 |
| Available-for-sale securities (fair market value) | $14,496,000 | 4,693 |
| Total debt securities | $14,513,000 | 5,021 |
| 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 | $11,430,000 | 5,370 |
| U.S. Government securities | $10,371,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,371,000 | 4,543 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,969 |
| Other domestic debt securities | $42,000 | 2,722 |
| 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 | $42,000 | 2,073 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,788,000 | 3,887 |
| Mortgage-backed securities | $2,304,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,622 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,621 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,096,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,872 |
| 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) | $17,000 | 2,567 |
| Available-for-sale securities (fair market value) | $11,413,000 | 4,996 |
| Total debt securities | $11,430,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,002,000 | 1,680 |
| 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 | $12,923,000 | 5,287 |
| U.S. Government securities | $11,924,000 | 4,524 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,924,000 | 4,429 |
| Securities issued by states & political subdivisions | $951,000 | 5,015 |
| Other domestic debt securities | $48,000 | 2,801 |
| 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 | $48,000 | 2,148 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,936,000 | 3,696 |
| Mortgage-backed securities | $2,695,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $1,360,000 | 4,671 |
| Issued or guaranteed by U.S. | $1,360,000 | 4,669 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,335,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $1,335,000 | 2,864 |
| 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) | $83,000 | 2,506 |
| Available-for-sale securities (fair market value) | $12,840,000 | 4,892 |
| Total debt securities | $12,924,000 | 5,256 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,551 |
| Fair value | $1,506,000 | 1,561 |
| 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 | $13,700,000 | 5,212 |
| U.S. Government securities | $12,253,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,253,000 | 4,449 |
| Securities issued by states & political subdivisions | $1,399,000 | 4,788 |
| Other domestic debt securities | $48,000 | 2,802 |
| 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 | $48,000 | 2,151 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,063,000 | 3,714 |
| Mortgage-backed securities | $3,017,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,487,000 | 4,660 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,530,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $1,530,000 | 2,802 |
| 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) | $124,000 | 2,477 |
| Available-for-sale securities (fair market value) | $13,576,000 | 4,836 |
| Total debt securities | $13,700,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,509,000 | 1,732 |
| 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 | $14,976,000 | 5,133 |
| U.S. Government securities | $13,900,000 | 4,412 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,900,000 | 4,315 |
| Securities issued by states & political subdivisions | $1,022,000 | 4,923 |
| Other domestic debt securities | $54,000 | 2,789 |
| 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 | $54,000 | 2,145 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,225,000 | 3,893 |
| Mortgage-backed securities | $2,820,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,609 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,165,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $1,165,000 | 2,929 |
| 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) | $128,000 | 2,524 |
| Available-for-sale securities (fair market value) | $14,848,000 | 4,740 |
| Total debt securities | $14,976,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,851 |
| Fair value | $1,810,000 | 1,851 |
| 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 | $10,170,000 | 5,720 |
| U.S. Government securities | $9,130,000 | 5,078 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,130,000 | 4,982 |
| Securities issued by states & political subdivisions | $986,000 | 4,945 |
| Other domestic debt securities | $54,000 | 2,793 |
| 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 | $54,000 | 2,089 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,230,000 | 3,694 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $132,000 | 2,626 |
| Available-for-sale securities (fair market value) | $10,038,000 | 5,319 |
| Total debt securities | $10,170,000 | 5,691 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,811 |
| Fair value | $1,820,000 | 1,812 |
| 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 | $12,966,000 | 5,318 |
| U.S. Government securities | $11,589,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,589,000 | 4,559 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,914 |
| Other domestic debt securities | $361,000 | 2,471 |
| 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 | $361,000 | 1,836 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,368,000 | 3,468 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $136,000 | 2,649 |
| Available-for-sale securities (fair market value) | $12,830,000 | 4,915 |
| Total debt securities | $12,966,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,644 |
| Fair value | $2,324,000 | 1,640 |
| 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 | $14,635,000 | 5,177 |
| U.S. Government securities | $13,082,000 | 4,552 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,082,000 | 4,431 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,799 |
| Other domestic debt securities | $364,000 | 2,423 |
| 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 | $364,000 | 1,764 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,626,000 | 3,843 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $40,000 | 2,858 |
| Available-for-sale securities (fair market value) | $14,595,000 | 4,747 |
| Total debt securities | $14,636,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,869 |
| Fair value | $2,332,000 | 1,869 |
| 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 | $14,801,000 | 5,144 |
| U.S. Government securities | $12,821,000 | 4,580 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,821,000 | 4,461 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,731 |
| Other domestic debt securities | $679,000 | 2,183 |
| 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 | $679,000 | 1,548 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,510,000 | 3,861 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $45,000 | 2,874 |
| Available-for-sale securities (fair market value) | $14,756,000 | 4,732 |
| Total debt securities | $14,801,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $2,245,000 | 1,922 |
| Fair value | $2,268,000 | 1,908 |
| 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 | $12,859,000 | 5,322 |
| U.S. Government securities | $10,810,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,810,000 | 4,611 |
| Securities issued by states & political subdivisions | $1,365,000 | 4,717 |
| Other domestic debt securities | $684,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,380 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $681,000 | 1,558 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,005,000 | 3,956 |
| Mortgage-backed securities | $3,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $3,000 | 133 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $48,000 | 2,902 |
| Available-for-sale securities (fair market value) | $12,811,000 | 4,887 |
| Total debt securities | $12,859,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $1,745,000 | 2,043 |
| Fair value | $1,774,000 | 2,023 |
| 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 | $11,025,000 | 5,521 |
| U.S. Government securities | $8,249,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,249,000 | 5,036 |
| Securities issued by states & political subdivisions | $2,086,000 | 4,304 |
| Other domestic debt securities | $690,000 | 2,388 |
| 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 | $690,000 | 1,569 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,935,000 | 3,998 |
| Mortgage-backed securities | $65,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,563 |
| Issued or guaranteed by U.S. | $65,000 | 5,549 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $52,000 | 2,959 |
| Available-for-sale securities (fair market value) | $10,973,000 | 5,076 |
| Total debt securities | $11,028,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $4,345,000 | 1,256 |
| Fair value | $4,395,000 | 1,252 |
| 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 | $12,483,000 | 5,318 |
| U.S. Government securities | $9,485,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,485,000 | 4,909 |
| Securities issued by states & political subdivisions | $2,308,000 | 4,170 |
| Other domestic debt securities | $690,000 | 2,385 |
| 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 | $690,000 | 1,525 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,810,000 | 4,082 |
| Mortgage-backed securities | $185,000 | 5,769 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,408 |
| Issued or guaranteed by U.S. | $185,000 | 5,394 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $57,000 | 3,031 |
| Available-for-sale securities (fair market value) | $12,426,000 | 4,883 |
| Total debt securities | $12,483,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $7,343,000 | 876 |
| Fair value | $7,405,000 | 874 |
| 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 | $12,139,000 | 5,440 |
| U.S. Government securities | $8,816,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,816,000 | 5,146 |
| Securities issued by states & political subdivisions | $2,630,000 | 4,017 |
| Other domestic debt securities | $693,000 | 2,444 |
| 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 | $693,000 | 1,544 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,905,000 | 4,140 |
| Mortgage-backed securities | $322,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,373 |
| Issued or guaranteed by U.S. | $322,000 | 5,362 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $61,000 | 3,075 |
| Available-for-sale securities (fair market value) | $12,078,000 | 4,997 |
| Total debt securities | $12,139,000 | 5,399 |
| Structured notes | ||
| Amortized cost | $5,698,000 | 874 |
| Fair value | $5,698,000 | 873 |
| 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 | $9,838,000 | 5,828 |
| U.S. Government securities | $6,328,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,328,000 | 5,663 |
| Securities issued by states & political subdivisions | $2,815,000 | 3,976 |
| Other domestic debt securities | $695,000 | 2,511 |
| 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 | $695,000 | 1,589 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,398,000 | 4,569 |
| Mortgage-backed securities | $390,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $390,000 | 5,379 |
| Issued or guaranteed by U.S. | $390,000 | 5,366 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $65,000 | 3,128 |
| Available-for-sale securities (fair market value) | $9,773,000 | 5,355 |
| Total debt securities | $9,838,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $2,700,000 | 1,307 |
| Fair value | $2,700,000 | 1,302 |
| 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 | $8,140,000 | 6,148 |
| U.S. Government securities | $4,411,000 | 6,314 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,411,000 | 6,222 |
| Securities issued by states & political subdivisions | $3,033,000 | 3,909 |
| Other domestic debt securities | $696,000 | 2,607 |
| 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 | $696,000 | 1,670 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,195,000 | 4,644 |
| Mortgage-backed securities | $654,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,272 |
| Issued or guaranteed by U.S. | $654,000 | 5,257 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $68,000 | 3,202 |
| Available-for-sale securities (fair market value) | $8,072,000 | 5,664 |
| Total debt securities | $8,140,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $500,000 | 2,092 |
| 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 | $8,427,000 | 6,108 |
| U.S. Government securities | $4,598,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,598,000 | 6,186 |
| Securities issued by states & political subdivisions | $3,140,000 | 3,835 |
| Other domestic debt securities | $689,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $689,000 | 1,713 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,745,000 | 4,834 |
| Mortgage-backed securities | $820,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $820,000 | 5,220 |
| Issued or guaranteed by U.S. | $820,000 | 5,201 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $72,000 | 3,236 |
| Available-for-sale securities (fair market value) | $8,355,000 | 5,613 |
| Total debt securities | $8,427,000 | 6,059 |
| 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 | $9,166,000 | 6,051 |
| U.S. Government securities | $5,054,000 | 6,267 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,054,000 | 6,185 |
| Securities issued by states & political subdivisions | $3,434,000 | 3,644 |
| Other domestic debt securities | $678,000 | 2,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $678,000 | 1,781 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,694,000 | 5,271 |
| Mortgage-backed securities | $965,000 | 5,628 |
| Certificates of participation in pools of residential mortgages | $965,000 | 5,214 |
| Issued or guaranteed by U.S. | $965,000 | 5,197 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,000 | 3,275 |
| Available-for-sale securities (fair market value) | $9,092,000 | 5,544 |
| Total debt securities | $9,166,000 | 5,996 |
| 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 | $8,696,000 | 6,180 |
| U.S. Government securities | $4,246,000 | 6,612 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,246,000 | 6,514 |
| Securities issued by states & political subdivisions | $3,774,000 | 3,494 |
| Other domestic debt securities | $676,000 | 2,542 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $676,000 | 1,755 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 5,070 |
| Mortgage-backed securities | $1,071,000 | 5,569 |
| Certificates of participation in pools of residential mortgages | $1,071,000 | 5,142 |
| Issued or guaranteed by U.S. | $1,071,000 | 5,127 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,000 | 3,288 |
| Available-for-sale securities (fair market value) | $8,620,000 | 5,654 |
| Total debt securities | $8,696,000 | 6,135 |
| 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 | $9,435,000 | 5,995 |
| U.S. Government securities | $4,795,000 | 6,458 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,795,000 | 6,364 |
| Securities issued by states & political subdivisions | $4,270,000 | 3,317 |
| Other domestic debt securities | $370,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,000 | 2,030 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,144,000 | 4,798 |
| Mortgage-backed securities | $886,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $886,000 | 5,252 |
| Issued or guaranteed by U.S. | $886,000 | 5,235 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $78,000 | 3,304 |
| Available-for-sale securities (fair market value) | $9,357,000 | 5,463 |
| Total debt securities | $9,436,000 | 5,946 |
| 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 | $10,725,000 | 5,804 |
| U.S. Government securities | $5,777,000 | 6,205 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,777,000 | 6,122 |
| Securities issued by states & political subdivisions | $4,573,000 | 3,239 |
| Other domestic debt securities | $375,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $375,000 | 2,048 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 4,912 |
| Mortgage-backed securities | $950,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $950,000 | 5,214 |
| Issued or guaranteed by U.S. | $950,000 | 5,192 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,000 | 3,318 |
| Available-for-sale securities (fair market value) | $10,645,000 | 5,294 |
| Total debt securities | $10,725,000 | 5,745 |
| 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 | $12,122,000 | 5,570 |
| U.S. Government securities | $6,985,000 | 5,904 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,985,000 | 5,814 |
| Securities issued by states & political subdivisions | $4,748,000 | 3,194 |
| Other domestic debt securities | $389,000 | 2,700 |
| 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 | $389,000 | 1,991 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,982,000 | 4,494 |
| Mortgage-backed securities | $824,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $824,000 | 5,241 |
| Issued or guaranteed by U.S. | $824,000 | 5,214 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,000 | 3,358 |
| Available-for-sale securities (fair market value) | $12,040,000 | 5,080 |
| Total debt securities | $12,121,000 | 5,499 |
| 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 | $12,195,000 | 5,641 |
| U.S. Government securities | $7,385,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,385,000 | 5,803 |
| Securities issued by states & political subdivisions | $4,718,000 | 3,188 |
| Other domestic debt securities | $92,000 | 2,868 |
| 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 | $92,000 | 2,172 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,948,000 | 4,536 |
| Mortgage-backed securities | $854,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $854,000 | 5,027 |
| Issued or guaranteed by U.S. | $854,000 | 5,004 |
| 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) | $85,000 | 3,409 |
| Available-for-sale securities (fair market value) | $12,110,000 | 5,088 |
| Total debt securities | $12,197,000 | 5,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $11,285,000 | 5,853 |
| U.S. Government securities | $7,330,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,330,000 | 5,882 |
| Securities issued by states & political subdivisions | $3,859,000 | 3,450 |
| Other domestic debt securities | $96,000 | 2,827 |
| 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 | $96,000 | 2,143 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,421,000 | 4,410 |
| Mortgage-backed securities | $1,000 | 6,583 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,328 |
| Issued or guaranteed by U.S. | $1,000 | 6,305 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,000 | 3,469 |
| Available-for-sale securities (fair market value) | $11,193,000 | 5,276 |
| Total debt securities | $11,285,000 | 5,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,537,000 | 6,189 |
| U.S. Government securities | $6,488,000 | 6,280 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,488,000 | 6,160 |
| Securities issued by states & political subdivisions | $2,953,000 | 3,817 |
| Other domestic debt securities | $96,000 | 2,775 |
| 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 | $96,000 | 2,107 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,591,000 | 4,374 |
| Mortgage-backed securities | $1,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $1,000 | 6,359 |
| Issued or guaranteed by U.S. | $1,000 | 6,339 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,000 | 3,517 |
| Available-for-sale securities (fair market value) | $9,448,000 | 5,588 |
| Total debt securities | $9,538,000 | 6,134 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $10,404,000 | 6,042 |
| U.S. Government securities | $7,485,000 | 6,027 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,485,000 | 5,911 |
| Securities issued by states & political subdivisions | $2,819,000 | 3,883 |
| Other domestic debt securities | $100,000 | 2,774 |
| 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 | $100,000 | 2,118 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,546,000 | 4,133 |
| Mortgage-backed securities | $2,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,361 |
| Issued or guaranteed by U.S. | $2,000 | 6,337 |
| 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) | $90,000 | 3,587 |
| Available-for-sale securities (fair market value) | $10,314,000 | 5,424 |
| Total debt securities | $10,403,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,092,000 | 6,358 |
| U.S. Government securities | $6,909,000 | 6,246 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,909,000 | 6,121 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,266 |
| Other domestic debt securities | $100,000 | 2,808 |
| 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 | $100,000 | 2,178 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,292,000 | 4,813 |
| Mortgage-backed securities | $3,000 | 6,637 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,371 |
| Issued or guaranteed by U.S. | $3,000 | 6,346 |
| 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) | $76,000 | 3,691 |
| Available-for-sale securities (fair market value) | $9,016,000 | 5,725 |
| Total debt securities | $9,092,000 | 6,303 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,782,000 | 6,471 |
| U.S. Government securities | $6,671,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,671,000 | 6,235 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,296 |
| Other domestic debt securities | $103,000 | 2,846 |
| 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 | $103,000 | 2,203 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,913,000 | 4,976 |
| Mortgage-backed securities | $3,000 | 6,694 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,426 |
| Issued or guaranteed by U.S. | $3,000 | 6,398 |
| 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) | $78,000 | 3,774 |
| Available-for-sale securities (fair market value) | $8,704,000 | 5,795 |
| Total debt securities | $8,781,000 | 6,415 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,100,000 | 6,433 |
| U.S. Government securities | $7,061,000 | 6,257 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,061,000 | 6,129 |
| Securities issued by states & political subdivisions | $1,936,000 | 4,346 |
| Other domestic debt securities | $103,000 | 2,910 |
| 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 | $103,000 | 2,282 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,190,000 | 4,892 |
| Mortgage-backed securities | $4,000 | 6,735 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,465 |
| Issued or guaranteed by U.S. | $4,000 | 6,442 |
| 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) | $79,000 | 3,828 |
| Available-for-sale securities (fair market value) | $9,021,000 | 5,748 |
| Total debt securities | $9,100,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,335,000 | 6,200 |
| U.S. Government securities | $7,913,000 | 6,102 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,913,000 | 5,954 |
| Securities issued by states & political subdivisions | $2,315,000 | 4,148 |
| Other domestic debt securities | $107,000 | 2,986 |
| 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 | $107,000 | 2,389 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,845,000 | 4,674 |
| Mortgage-backed securities | $6,000 | 6,735 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,456 |
| Issued or guaranteed by U.S. | $6,000 | 6,436 |
| 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) | $81,000 | 3,889 |
| Available-for-sale securities (fair market value) | $10,254,000 | 5,522 |
| Total debt securities | $10,334,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,909,000 | 5,931 |
| U.S. Government securities | $9,381,000 | 5,728 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,381,000 | 5,582 |
| Securities issued by states & political subdivisions | $2,422,000 | 4,119 |
| Other domestic debt securities | $106,000 | 3,087 |
| 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 | $106,000 | 2,514 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,459,000 | 4,771 |
| Mortgage-backed securities | $8,000 | 6,775 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,478 |
| Issued or guaranteed by U.S. | $8,000 | 6,460 |
| 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) | $82,000 | 3,965 |
| Available-for-sale securities (fair market value) | $11,827,000 | 5,253 |
| Total debt securities | $11,911,000 | 5,871 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,271,000 | 6,071 |
| U.S. Government securities | $8,700,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,700,000 | 5,742 |
| Securities issued by states & political subdivisions | $2,461,000 | 4,085 |
| Other domestic debt securities | $110,000 | 3,134 |
| 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 | $110,000 | 2,579 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,477,000 | 4,776 |
| Mortgage-backed securities | $9,000 | 6,807 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,515 |
| Issued or guaranteed by U.S. | $9,000 | 6,498 |
| 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) | $85,000 | 4,020 |
| Available-for-sale securities (fair market value) | $11,186,000 | 5,375 |
| Total debt securities | $11,270,000 | 6,010 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,793,000 | 6,002 |
| U.S. Government securities | $9,208,000 | 5,786 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,208,000 | 5,640 |
| Securities issued by states & political subdivisions | $2,475,000 | 4,073 |
| Other domestic debt securities | $110,000 | 3,180 |
| 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 | $110,000 | 2,646 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,485,000 | 4,753 |
| Mortgage-backed securities | $11,000 | 6,822 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,532 |
| Issued or guaranteed by U.S. | $11,000 | 6,513 |
| 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) | $86,000 | 4,065 |
| Available-for-sale securities (fair market value) | $11,707,000 | 5,292 |
| Total debt securities | $11,793,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,763,000 | 6,100 |
| U.S. Government securities | $8,628,000 | 6,034 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,628,000 | 5,888 |
| Securities issued by states & political subdivisions | $3,022,000 | 3,774 |
| Other domestic debt securities | $113,000 | 3,230 |
| 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 | $113,000 | 2,728 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,556,000 | 4,762 |
| Mortgage-backed securities | $14,000 | 6,885 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,590 |
| Issued or guaranteed by U.S. | $14,000 | 6,573 |
| 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) | $88,000 | 4,141 |
| Available-for-sale securities (fair market value) | $11,675,000 | 5,367 |
| Total debt securities | $11,763,000 | 6,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,860,000 | 6,299 |
| U.S. Government securities | $7,456,000 | 6,337 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,456,000 | 6,192 |
| Securities issued by states & political subdivisions | $3,291,000 | 3,685 |
| Other domestic debt securities | $113,000 | 3,286 |
| 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 | $113,000 | 2,804 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,806,000 | 4,664 |
| Mortgage-backed securities | $17,000 | 6,921 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,615 |
| Issued or guaranteed by U.S. | $17,000 | 6,603 |
| 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) | $90,000 | 4,201 |
| Available-for-sale securities (fair market value) | $10,770,000 | 5,558 |
| Total debt securities | $10,859,000 | 6,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,613,000 | 6,367 |
| U.S. Government securities | $7,003,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,003,000 | 6,336 |
| Securities issued by states & political subdivisions | $3,494,000 | 3,617 |
| Other domestic debt securities | $116,000 | 3,341 |
| 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 | $116,000 | 2,872 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,937,000 | 4,636 |
| Mortgage-backed securities | $18,000 | 6,963 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,648 |
| Issued or guaranteed by U.S. | $18,000 | 6,634 |
| 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) | $100,000 | 4,209 |
| Available-for-sale securities (fair market value) | $10,513,000 | 5,631 |
| Total debt securities | $10,613,000 | 6,300 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,641,000 | 6,239 |
| U.S. Government securities | $7,936,000 | 6,307 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,936,000 | 6,151 |
| Securities issued by states & political subdivisions | $3,589,000 | 3,583 |
| Other domestic debt securities | $116,000 | 3,436 |
| 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 | $116,000 | 2,971 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,000 | 5,202 |
| Mortgage-backed securities | $21,000 | 7,019 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,695 |
| Issued or guaranteed by U.S. | $21,000 | 6,683 |
| 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) | $108,000 | 4,247 |
| Available-for-sale securities (fair market value) | $11,533,000 | 5,513 |
| Total debt securities | $11,641,000 | 6,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,355,000 | 6,291 |
| U.S. Government securities | $7,874,000 | 6,268 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,874,000 | 6,112 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,676 |
| Other domestic debt securities | $119,000 | 3,532 |
| 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 | $119,000 | 3,045 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,643,000 | 5,051 |
| Mortgage-backed securities | $24,000 | 7,017 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,684 |
| Issued or guaranteed by U.S. | $24,000 | 6,669 |
| 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) | $114,000 | 4,287 |
| Available-for-sale securities (fair market value) | $11,241,000 | 5,581 |
| Total debt securities | $11,354,000 | 6,208 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,887,000 | 6,648 |
| U.S. Government securities | $6,385,000 | 6,792 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,385,000 | 6,611 |
| Securities issued by states & political subdivisions | $3,383,000 | 3,708 |
| Other domestic debt securities | $119,000 | 3,580 |
| 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 | $119,000 | 3,179 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,638,000 | 4,995 |
| Mortgage-backed securities | $28,000 | 7,033 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,717 |
| Issued or guaranteed by U.S. | $28,000 | 6,694 |
| 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) | $119,000 | 4,340 |
| Available-for-sale securities (fair market value) | $9,768,000 | 5,908 |
| Total debt securities | $9,886,000 | 6,569 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,728,000 | 7,350 |
| U.S. Government securities | $3,364,000 | 7,695 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,364,000 | 7,503 |
| Securities issued by states & political subdivisions | $3,243,000 | 3,744 |
| Other domestic debt securities | $121,000 | 3,693 |
| 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 | $121,000 | 3,293 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,634,000 | 4,980 |
| Mortgage-backed securities | $32,000 | 7,056 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,736 |
| Issued or guaranteed by U.S. | $32,000 | 6,713 |
| 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) | $121,000 | 4,372 |
| Available-for-sale securities (fair market value) | $6,607,000 | 6,558 |
| Total debt securities | $6,727,000 | 7,255 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,538,000 | 7,351 |
| U.S. Government securities | $2,835,000 | 7,905 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,835,000 | 7,729 |
| Securities issued by states & political subdivisions | $3,582,000 | 3,579 |
| Other domestic debt securities | $121,000 | 3,746 |
| 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 | $121,000 | 3,321 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,336,000 | 5,090 |
| Mortgage-backed securities | $35,000 | 7,089 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,741 |
| Issued or guaranteed by U.S. | $35,000 | 6,722 |
| 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) | $126,000 | 4,399 |
| Available-for-sale securities (fair market value) | $6,412,000 | 6,562 |
| Total debt securities | $6,537,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,270,000 | 7,463 |
| U.S. Government securities | $2,240,000 | 8,185 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,240,000 | 8,013 |
| Securities issued by states & political subdivisions | $3,906,000 | 3,367 |
| Other domestic debt securities | $124,000 | 3,788 |
| 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 | $124,000 | 3,361 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,894,000 | 4,878 |
| Mortgage-backed securities | $38,000 | 7,112 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,746 |
| Issued or guaranteed by U.S. | $38,000 | 6,727 |
| 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) | $346,000 | 4,130 |
| Available-for-sale securities (fair market value) | $5,924,000 | 6,719 |
| Total debt securities | $6,271,000 | 7,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,811,000 | 7,586 |
| U.S. Government securities | $1,455,000 | 8,537 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,455,000 | 8,377 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,208 |
| Other domestic debt securities | $124,000 | 3,834 |
| 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 | $124,000 | 3,389 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,073,000 | 4,801 |
| Mortgage-backed securities | $42,000 | 7,121 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,733 |
| Issued or guaranteed by U.S. | $42,000 | 6,713 |
| 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) | $268,000 | 4,308 |
| Available-for-sale securities (fair market value) | $5,543,000 | 6,805 |
| Total debt securities | $5,810,000 | 7,507 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,937,000 | 6,772 |
| U.S. Government securities | $4,233,000 | 7,545 |
| U.S. Treasury securities | $307,000 | 2,738 |
| U.S. Government agency obligations | $3,926,000 | 7,435 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,030 |
| Other domestic debt securities | $129,000 | 3,885 |
| 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 | $129,000 | 3,362 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,566,000 | 5,037 |
| Mortgage-backed securities | $62,000 | 7,100 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,656 |
| Issued or guaranteed by U.S. | $62,000 | 6,634 |
| 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) | $653,000 | 4,113 |
| Available-for-sale securities (fair market value) | $8,284,000 | 6,066 |
| Total debt securities | $8,937,000 | 6,662 |
| 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 | $12,095,000 | 6,218 |
| U.S. Government securities | $7,538,000 | 6,698 |
| U.S. Treasury securities | $604,000 | 3,140 |
| U.S. Government agency obligations | $6,934,000 | 6,584 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,029 |
| Other domestic debt securities | $129,000 | 3,541 |
| 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 | $129,000 | 3,092 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 7,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,355,000 | 4,123 |
| Mortgage-backed securities | $88,000 | 6,937 |
| Certificates of participation in pools of residential mortgages | $88,000 | 6,444 |
| Issued or guaranteed by U.S. | $88,000 | 6,423 |
| 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) | $519,000 | 4,910 |
| Available-for-sale securities (fair market value) | $11,576,000 | 5,328 |
| Total debt securities | $12,089,000 | 6,088 |
| 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 | $10,941,000 | 6,801 |
| U.S. Government securities | $6,660,000 | 7,309 |
| U.S. Treasury securities | $904,000 | 3,940 |
| U.S. Government agency obligations | $5,756,000 | 7,191 |
| Securities issued by states & political subdivisions | $4,275,000 | 3,234 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,130,000 | 5,037 |
| Mortgage-backed securities | $130,000 | 7,168 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,613 |
| Issued or guaranteed by U.S. | $130,000 | 6,593 |
| 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) | $483,000 | 5,382 |
| Available-for-sale securities (fair market value) | $10,458,000 | 5,740 |
| Total debt securities | $10,935,000 | 6,686 |
| 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 | $10,539,000 | 6,926 |
| U.S. Government securities | $6,544,000 | 7,329 |
| U.S. Treasury securities | $1,536,000 | 4,314 |
| U.S. Government agency obligations | $5,008,000 | 7,211 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,404 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 7,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,830,000 | 5,513 |
| Mortgage-backed securities | $180,000 | 7,279 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,702 |
| Issued or guaranteed by U.S. | $180,000 | 6,681 |
| 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) | $560,000 | 5,810 |
| Available-for-sale securities (fair market value) | $9,979,000 | 5,777 |
| Total debt securities | $10,533,000 | 6,794 |
| 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 | $8,391,000 | 7,965 |
| U.S. Government securities | $6,784,000 | 7,766 |
| U.S. Treasury securities | $2,921,000 | 4,404 |
| U.S. Government agency obligations | $3,863,000 | 7,906 |
| Securities issued by states & political subdivisions | $1,601,000 | 5,007 |
| 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 | $6,000 | 8,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,511,000 | 6,009 |
| Mortgage-backed securities | $229,000 | 7,531 |
| Certificates of participation in pools of residential mortgages | $229,000 | 6,831 |
| Issued or guaranteed by U.S. | $229,000 | 6,809 |
| 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) | $660,000 | 6,615 |
| Available-for-sale securities (fair market value) | $7,731,000 | 6,452 |
| Total debt securities | $8,385,000 | 7,832 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,713 |
| Fair value | $600,000 | 1,711 |
| 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 | $8,926,000 | 8,296 |
| U.S. Government securities | $7,264,000 | 8,146 |
| U.S. Treasury securities | $4,892,000 | 3,885 |
| U.S. Government agency obligations | $2,372,000 | 9,234 |
| Securities issued by states & political subdivisions | $1,656,000 | 5,160 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,698,000 | 6,105 |
| Mortgage-backed securities | $275,000 | 7,984 |
| Certificates of participation in pools of residential mortgages | $275,000 | 7,235 |
| Issued or guaranteed by U.S. | $275,000 | 7,217 |
| 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) | $1,202,000 | 6,845 |
| Available-for-sale securities (fair market value) | $7,724,000 | 6,721 |
| Total debt securities | $8,920,000 | 8,183 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,340 |
| Fair value | $596,000 | 2,354 |
| 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 | $9,349,000 | 8,500 |
| U.S. Government securities | $7,806,000 | 8,267 |
| U.S. Treasury securities | $2,990,000 | 6,124 |
| U.S. Government agency obligations | $4,816,000 | 7,802 |
| Securities issued by states & political subdivisions | $1,537,000 | 5,506 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,812,000 | 4,801 |
| Mortgage-backed securities | $342,000 | 8,316 |
| Certificates of participation in pools of residential mortgages | $342,000 | 7,412 |
| Issued or guaranteed by U.S. | $342,000 | 7,380 |
| 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) | $1,537,000 | 6,992 |
| Available-for-sale securities (fair market value) | $7,812,000 | 6,845 |
| Total debt securities | $9,343,000 | 8,384 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 1,081 |
| Fair value | $3,378,000 | 1,063 |
| 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 | $11,466,000 | 8,245 |
| U.S. Government securities | $9,740,000 | 7,853 |
| U.S. Treasury securities | $4,624,000 | 5,802 |
| U.S. Government agency obligations | $5,116,000 | 7,625 |
| Securities issued by states & political subdivisions | $1,582,000 | 5,729 |
| Other domestic debt securities | $138,000 | 4,863 |
| 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 | $138,000 | 3,873 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,024,000 | 3,844 |
| Mortgage-backed securities | $366,000 | 8,816 |
| Certificates of participation in pools of residential mortgages | $366,000 | 7,787 |
| Issued or guaranteed by U.S. | $366,000 | 7,760 |
| 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) | $6,693,000 | 7,060 |
| Available-for-sale securities (fair market value) | $4,773,000 | 7,016 |
| Total debt securities | $11,460,000 | 8,113 |
| 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 | $11,386,000 | 8,571 |
| U.S. Government securities | $9,890,000 | 8,071 |
| U.S. Treasury securities | $3,825,000 | 6,624 |
| U.S. Government agency obligations | $6,065,000 | 7,290 |
| Securities issued by states & political subdivisions | $1,347,000 | 6,236 |
| Other domestic debt securities | $143,000 | 5,590 |
| 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 | $143,000 | 4,387 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,922,000 | 6,074 |
| Mortgage-backed securities | $462,000 | 9,330 |
| Certificates of participation in pools of residential mortgages | $462,000 | 8,196 |
| Issued or guaranteed by U.S. | $462,000 | 8,140 |
| 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 | $11,380,000 | 8,442 |
| 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 | $11,443,000 | 8,593 |
| U.S. Government securities | $10,046,000 | 8,039 |
| U.S. Treasury securities | $7,226,000 | 4,491 |
| U.S. Government agency obligations | $2,820,000 | 9,703 |
| Securities issued by states & political subdivisions | $1,391,000 | 5,866 |
| 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 | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,713,000 | 6,274 |
| Mortgage-backed securities | $571,000 | 9,630 |
| Certificates of participation in pools of residential mortgages | $571,000 | 8,403 |
| Issued or guaranteed by U.S. | $571,000 | 8,338 |
| 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 | $11,437,000 | 8,471 |
| 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 |