Home > The Merchants & Farmers Bank > Securities
The Merchants & Farmers Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $1,024,000 | 7,115 |
| U.S. Government securities | $574,000 | 6,989 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $574,000 | 6,882 |
| Securities issued by states & political subdivisions | $450,000 | 5,321 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $563,000 | 5,736 |
| Mortgage-backed securities | $20,000 | 5,902 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,647 |
| Issued or guaranteed by U.S. | $20,000 | 5,641 |
| 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) | $461,000 | 2,411 |
| Available-for-sale securities (fair market value) | $563,000 | 6,727 |
| Total debt securities | $1,023,000 | 7,085 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,272,000 | 7,130 |
| U.S. Government securities | $822,000 | 6,983 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $822,000 | 6,871 |
| Securities issued by states & political subdivisions | $450,000 | 5,328 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,226,000 | 5,472 |
| Mortgage-backed securities | $21,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,657 |
| Issued or guaranteed by U.S. | $21,000 | 5,647 |
| 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) | $1,162,000 | 2,092 |
| Available-for-sale securities (fair market value) | $110,000 | 6,862 |
| Total debt securities | $1,272,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $773,000 | 7,261 |
| U.S. Government securities | $323,000 | 7,138 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $323,000 | 7,029 |
| Securities issued by states & political subdivisions | $450,000 | 5,337 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 5,859 |
| Mortgage-backed securities | $23,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,645 |
| Issued or guaranteed by U.S. | $23,000 | 5,635 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $662,000 | 2,310 |
| Available-for-sale securities (fair market value) | $111,000 | 6,904 |
| Total debt securities | $773,000 | 7,233 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $976,000 | 7,303 |
| U.S. Government securities | $526,000 | 7,126 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $526,000 | 7,023 |
| Securities issued by states & political subdivisions | $450,000 | 5,324 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $526,000 | 5,942 |
| Mortgage-backed securities | $26,000 | 5,990 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,670 |
| Issued or guaranteed by U.S. | $26,000 | 5,657 |
| 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) | $963,000 | 2,238 |
| Available-for-sale securities (fair market value) | $13,000 | 7,036 |
| Total debt securities | $976,000 | 7,275 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $978,000 | 7,384 |
| U.S. Government securities | $528,000 | 7,217 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $528,000 | 7,120 |
| Securities issued by states & political subdivisions | $450,000 | 5,284 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,000 | 5,980 |
| Mortgage-backed securities | $28,000 | 6,016 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,707 |
| Issued or guaranteed by U.S. | $28,000 | 5,696 |
| 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) | $963,000 | 2,306 |
| Available-for-sale securities (fair market value) | $15,000 | 7,094 |
| Total debt securities | $978,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $981,000 | 7,463 |
| U.S. Government securities | $531,000 | 7,327 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $531,000 | 7,225 |
| Securities issued by states & political subdivisions | $450,000 | 5,309 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,000 | 6,290 |
| Mortgage-backed securities | $31,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,804 |
| Issued or guaranteed by U.S. | $31,000 | 5,794 |
| 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) | $864,000 | 2,393 |
| Available-for-sale securities (fair market value) | $117,000 | 7,134 |
| Total debt securities | $981,000 | 7,431 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $982,000 | 7,503 |
| U.S. Government securities | $532,000 | 7,351 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $532,000 | 7,251 |
| Securities issued by states & political subdivisions | $450,000 | 5,338 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,000 | 6,345 |
| Mortgage-backed securities | $32,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,860 |
| Issued or guaranteed by U.S. | $32,000 | 5,846 |
| 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) | $864,000 | 2,441 |
| Available-for-sale securities (fair market value) | $118,000 | 7,180 |
| Total debt securities | $982,000 | 7,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $686,000 | 7,641 |
| U.S. Government securities | $236,000 | 7,544 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $236,000 | 7,451 |
| Securities issued by states & political subdivisions | $450,000 | 5,374 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $686,000 | 6,068 |
| Mortgage-backed securities | $36,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,932 |
| Issued or guaranteed by U.S. | $36,000 | 5,912 |
| 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) | $664,000 | 2,599 |
| Available-for-sale securities (fair market value) | $22,000 | 7,303 |
| Total debt securities | $686,000 | 7,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $687,000 | 7,703 |
| U.S. Government securities | $237,000 | 7,613 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $237,000 | 7,529 |
| Securities issued by states & political subdivisions | $450,000 | 5,392 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,000 | 6,099 |
| Mortgage-backed securities | $37,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $37,000 | 5,984 |
| Issued or guaranteed by U.S. | $37,000 | 5,962 |
| 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) | $666,000 | 2,636 |
| Available-for-sale securities (fair market value) | $21,000 | 7,376 |
| Total debt securities | $687,000 | 7,669 |
| 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 | $692,000 | 7,783 |
| U.S. Government securities | $242,000 | 7,700 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $242,000 | 7,618 |
| Securities issued by states & political subdivisions | $450,000 | 5,333 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $440,000 | 6,292 |
| Mortgage-backed securities | $42,000 | 6,318 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,034 |
| Issued or guaranteed by U.S. | $42,000 | 6,017 |
| 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) | $668,000 | 2,684 |
| Available-for-sale securities (fair market value) | $24,000 | 7,432 |
| Total debt securities | $692,000 | 7,749 |
| 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 | $1,485,000 | 7,673 |
| U.S. Government securities | $1,485,000 | 7,402 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,485,000 | 7,314 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,451,000 | 5,848 |
| Mortgage-backed securities | $41,000 | 6,342 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,062 |
| Issued or guaranteed by U.S. | $41,000 | 6,040 |
| 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) | $1,462,000 | 2,356 |
| Available-for-sale securities (fair market value) | $23,000 | 7,472 |
| Total debt securities | $1,485,000 | 7,640 |
| 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 | $2,291,000 | 7,550 |
| U.S. Government securities | $2,291,000 | 7,220 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,291,000 | 7,129 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,000 | 5,584 |
| Mortgage-backed securities | $45,000 | 6,351 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,074 |
| Issued or guaranteed by U.S. | $45,000 | 6,052 |
| 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) | $2,265,000 | 2,131 |
| Available-for-sale securities (fair market value) | $26,000 | 7,519 |
| Total debt securities | $2,291,000 | 7,503 |
| 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 | $1,743,000 | 7,722 |
| U.S. Government securities | $1,743,000 | 7,437 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,743,000 | 7,351 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,000 | 5,931 |
| Mortgage-backed securities | $45,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,090 |
| Issued or guaranteed by U.S. | $45,000 | 6,064 |
| 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) | $1,717,000 | 2,293 |
| Available-for-sale securities (fair market value) | $26,000 | 7,580 |
| Total debt securities | $1,743,000 | 7,672 |
| 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 | $2,245,000 | 7,638 |
| U.S. Government securities | $2,245,000 | 7,308 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,245,000 | 7,204 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,663 |
| Mortgage-backed securities | $28,000 | 6,430 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,157 |
| Issued or guaranteed by U.S. | $28,000 | 6,128 |
| 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) | $2,217,000 | 2,184 |
| Available-for-sale securities (fair market value) | $28,000 | 7,614 |
| Total debt securities | $2,243,000 | 7,589 |
| 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 | $2,149,000 | 7,735 |
| U.S. Government securities | $2,149,000 | 7,451 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,149,000 | 7,342 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 5,807 |
| Mortgage-backed securities | $229,000 | 5,985 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,646 |
| Issued or guaranteed by U.S. | $229,000 | 5,625 |
| 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) | $1,920,000 | 2,332 |
| Available-for-sale securities (fair market value) | $229,000 | 7,543 |
| Total debt securities | $2,147,000 | 7,689 |
| 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 | $2,544,000 | 7,692 |
| U.S. Government securities | $2,544,000 | 7,390 |
| U.S. Treasury securities | $2,018,000 | 569 |
| U.S. Government agency obligations | $526,000 | 7,872 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,651,000 | 5,865 |
| Mortgage-backed securities | $526,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,213 |
| Issued or guaranteed by U.S. | $526,000 | 5,194 |
| 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) | $2,018,000 | 2,343 |
| Available-for-sale securities (fair market value) | $526,000 | 7,494 |
| Total debt securities | $2,544,000 | 7,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,544,000 | 7,753 |
| U.S. Government securities | $2,544,000 | 7,445 |
| U.S. Treasury securities | $1,923,000 | 703 |
| U.S. Government agency obligations | $621,000 | 7,905 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 5,839 |
| Mortgage-backed securities | $621,000 | 5,567 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,127 |
| Issued or guaranteed by U.S. | $621,000 | 5,110 |
| 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) | $1,923,000 | 2,403 |
| Available-for-sale securities (fair market value) | $621,000 | 7,507 |
| Total debt securities | $2,544,000 | 7,703 |
| 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 | $2,351,000 | 7,830 |
| U.S. Government securities | $2,351,000 | 7,550 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,351,000 | 7,433 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,924,000 | 5,826 |
| Mortgage-backed securities | $227,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $227,000 | 5,627 |
| Issued or guaranteed by U.S. | $227,000 | 5,603 |
| 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) | $2,124,000 | 2,379 |
| Available-for-sale securities (fair market value) | $227,000 | 7,637 |
| Total debt securities | $2,351,000 | 7,784 |
| 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 | $2,357,000 | 7,880 |
| U.S. Government securities | $2,357,000 | 7,586 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,357,000 | 7,467 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,000 | 5,804 |
| Mortgage-backed securities | $132,000 | 6,121 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,779 |
| Issued or guaranteed by U.S. | $132,000 | 5,755 |
| 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) | $2,225,000 | 2,405 |
| Available-for-sale securities (fair market value) | $132,000 | 7,721 |
| Total debt securities | $2,357,000 | 7,831 |
| 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 | $2,274,000 | 7,977 |
| U.S. Government securities | $147,000 | 8,309 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $147,000 | 8,218 |
| Securities issued by states & political subdivisions | $2,127,000 | 4,228 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,961,000 | 5,853 |
| Mortgage-backed securities | $147,000 | 6,119 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,778 |
| Issued or guaranteed by U.S. | $147,000 | 5,749 |
| 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) | $2,127,000 | 2,473 |
| Available-for-sale securities (fair market value) | $147,000 | 7,772 |
| Total debt securities | $2,274,000 | 7,932 |
| 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 | $2,276,000 | 8,029 |
| U.S. Government securities | $2,276,000 | 7,739 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,276,000 | 7,600 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,963,000 | 5,866 |
| Mortgage-backed securities | $147,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,821 |
| Issued or guaranteed by U.S. | $147,000 | 5,795 |
| 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) | $2,129,000 | 2,496 |
| Available-for-sale securities (fair market value) | $147,000 | 7,811 |
| Total debt securities | $2,276,000 | 7,986 |
| 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 | $2,379,000 | 8,057 |
| U.S. Government securities | $2,379,000 | 7,769 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,379,000 | 7,637 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,767,000 | 5,958 |
| Mortgage-backed securities | $147,000 | 6,218 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,855 |
| Issued or guaranteed by U.S. | $147,000 | 5,831 |
| 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) | $2,232,000 | 2,508 |
| Available-for-sale securities (fair market value) | $147,000 | 7,845 |
| Total debt securities | $2,378,000 | 8,013 |
| 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 | $2,370,000 | 8,095 |
| U.S. Government securities | $2,370,000 | 7,783 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,370,000 | 7,654 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,869,000 | 5,942 |
| Mortgage-backed securities | $137,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $137,000 | 5,931 |
| Issued or guaranteed by U.S. | $137,000 | 5,905 |
| 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) | $2,233,000 | 2,555 |
| Available-for-sale securities (fair market value) | $137,000 | 7,890 |
| Total debt securities | $2,370,000 | 8,044 |
| 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 | $2,383,000 | 8,122 |
| U.S. Government securities | $147,000 | 8,480 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $147,000 | 8,390 |
| Securities issued by states & political subdivisions | $2,236,000 | 4,228 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,874,000 | 5,944 |
| Mortgage-backed securities | $147,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,946 |
| Issued or guaranteed by U.S. | $147,000 | 5,926 |
| 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) | $2,236,000 | 2,581 |
| Available-for-sale securities (fair market value) | $147,000 | 7,925 |
| Total debt securities | $2,383,000 | 8,064 |
| 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 | $2,385,000 | 8,157 |
| U.S. Government securities | $2,385,000 | 7,853 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,385,000 | 7,711 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,841,000 | 5,955 |
| Mortgage-backed securities | $147,000 | 6,372 |
| Certificates of participation in pools of residential mortgages | $147,000 | 6,005 |
| Issued or guaranteed by U.S. | $147,000 | 5,977 |
| 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) | $2,238,000 | 2,623 |
| Available-for-sale securities (fair market value) | $147,000 | 7,948 |
| Total debt securities | $2,385,000 | 8,107 |
| 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 | $2,488,000 | 8,205 |
| U.S. Government securities | $2,488,000 | 7,876 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,488,000 | 7,720 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,780,000 | 6,021 |
| Mortgage-backed securities | $147,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $147,000 | 6,083 |
| Issued or guaranteed by U.S. | $147,000 | 6,060 |
| 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) | $2,341,000 | 2,623 |
| Available-for-sale securities (fair market value) | $147,000 | 8,027 |
| Total debt securities | $2,488,000 | 8,148 |
| 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 | $2,392,000 | 8,276 |
| U.S. Government securities | $2,392,000 | 7,939 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,392,000 | 7,791 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,000 | 6,021 |
| Mortgage-backed securities | $47,000 | 6,755 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,424 |
| Issued or guaranteed by U.S. | $47,000 | 6,409 |
| 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) | $2,345,000 | 2,650 |
| Available-for-sale securities (fair market value) | $47,000 | 8,096 |
| Total debt securities | $2,392,000 | 8,217 |
| 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 | $2,398,000 | 8,312 |
| U.S. Government securities | $2,398,000 | 7,978 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,398,000 | 7,828 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,792,000 | 6,041 |
| Mortgage-backed securities | $47,000 | 6,801 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,453 |
| Issued or guaranteed by U.S. | $47,000 | 6,437 |
| 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) | $2,351,000 | 2,697 |
| Available-for-sale securities (fair market value) | $47,000 | 8,142 |
| Total debt securities | $2,398,000 | 8,259 |
| 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 | $2,246,000 | 8,418 |
| U.S. Government securities | $2,246,000 | 8,111 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,246,000 | 7,947 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,646,000 | 6,133 |
| Mortgage-backed securities | $47,000 | 6,870 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,514 |
| Issued or guaranteed by U.S. | $47,000 | 6,502 |
| 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) | $2,199,000 | 2,756 |
| Available-for-sale securities (fair market value) | $47,000 | 8,199 |
| Total debt securities | $2,246,000 | 8,365 |
| 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 | $2,266,000 | 8,405 |
| U.S. Government securities | $2,266,000 | 8,055 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,266,000 | 7,893 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,766,000 | 6,041 |
| Mortgage-backed securities | $47,000 | 6,894 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,536 |
| Issued or guaranteed by U.S. | $47,000 | 6,520 |
| 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) | $2,219,000 | 2,731 |
| Available-for-sale securities (fair market value) | $47,000 | 8,221 |
| Total debt securities | $2,266,000 | 8,342 |
| 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 | $2,276,000 | 8,474 |
| U.S. Government securities | $2,176,000 | 8,174 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,176,000 | 8,008 |
| Securities issued by states & political subdivisions | $100,000 | 6,551 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,697,000 | 6,047 |
| Mortgage-backed securities | $50,000 | 6,925 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,579 |
| Issued or guaranteed by U.S. | $50,000 | 6,558 |
| 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) | $2,226,000 | 2,767 |
| Available-for-sale securities (fair market value) | $50,000 | 8,285 |
| Total debt securities | $2,276,000 | 8,404 |
| 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 | $2,301,000 | 8,482 |
| U.S. Government securities | $2,201,000 | 8,132 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,201,000 | 7,960 |
| Securities issued by states & political subdivisions | $100,000 | 6,598 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,697,000 | 6,038 |
| Mortgage-backed securities | $50,000 | 6,976 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,634 |
| Issued or guaranteed by U.S. | $50,000 | 6,611 |
| 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) | $2,251,000 | 2,797 |
| Available-for-sale securities (fair market value) | $50,000 | 8,329 |
| Total debt securities | $2,301,000 | 8,403 |
| 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 | $2,321,000 | 8,503 |
| U.S. Government securities | $2,221,000 | 8,121 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,221,000 | 7,946 |
| Securities issued by states & political subdivisions | $100,000 | 6,599 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,899,000 | 5,913 |
| Mortgage-backed securities | $50,000 | 7,025 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,660 |
| Issued or guaranteed by U.S. | $50,000 | 6,641 |
| 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) | $2,271,000 | 2,790 |
| Available-for-sale securities (fair market value) | $50,000 | 8,346 |
| Total debt securities | $2,321,000 | 8,422 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,962 |
| Fair value | $100,000 | 1,974 |
| 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 | $2,182,000 | 8,599 |
| U.S. Government securities | $2,082,000 | 8,245 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,082,000 | 8,070 |
| Securities issued by states & political subdivisions | $100,000 | 6,587 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,830,000 | 5,983 |
| Mortgage-backed securities | $50,000 | 7,062 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,678 |
| Issued or guaranteed by U.S. | $50,000 | 6,659 |
| 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) | $2,132,000 | 2,880 |
| Available-for-sale securities (fair market value) | $50,000 | 8,388 |
| Total debt securities | $2,182,000 | 8,512 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,730 |
| Fair value | $100,000 | 1,746 |
| 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 | $2,417,000 | 8,583 |
| U.S. Government securities | $2,317,000 | 8,200 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,317,000 | 8,009 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,932,000 | 5,940 |
| Mortgage-backed securities | $56,000 | 7,058 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,648 |
| Issued or guaranteed by U.S. | $56,000 | 6,628 |
| 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) | $2,361,000 | 2,890 |
| Available-for-sale securities (fair market value) | $56,000 | 8,402 |
| Total debt securities | $2,417,000 | 8,492 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,532 |
| Fair value | $100,000 | 1,555 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,958,000 | 8,873 |
| U.S. Government securities | $1,858,000 | 8,564 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,858,000 | 8,363 |
| Securities issued by states & political subdivisions | $100,000 | 6,778 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,746,000 | 6,132 |
| Mortgage-backed securities | $56,000 | 7,121 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,685 |
| Issued or guaranteed by U.S. | $56,000 | 6,663 |
| 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) | $1,902,000 | 3,261 |
| Available-for-sale securities (fair market value) | $56,000 | 8,571 |
| Total debt securities | $1,958,000 | 8,795 |
| Structured notes | ||
| Amortized cost | $100,000 | 848 |
| Fair value | $100,000 | 851 |
| 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 | $2,160,000 | 9,232 |
| U.S. Government securities | $2,043,000 | 8,957 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,043,000 | 8,671 |
| Securities issued by states & political subdivisions | $100,000 | 6,978 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,706,000 | 6,496 |
| Mortgage-backed securities | $62,000 | 7,049 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,589 |
| Issued or guaranteed by U.S. | $62,000 | 6,567 |
| 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) | $549,000 | 4,877 |
| Available-for-sale securities (fair market value) | $1,611,000 | 8,299 |
| Total debt securities | $2,143,000 | 9,124 |
| Structured notes | ||
| Amortized cost | $100,000 | 884 |
| Fair value | $96,000 | 906 |
| 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 | $1,719,000 | 9,713 |
| U.S. Government securities | $1,610,000 | 9,488 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,610,000 | 9,112 |
| Securities issued by states & political subdivisions | $100,000 | 7,321 |
| 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 | $9,000 | 7,977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,709,000 | 6,567 |
| Mortgage-backed securities | $404,000 | 6,606 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,923 |
| Issued or guaranteed by U.S. | $404,000 | 5,910 |
| 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) | $250,000 | 5,646 |
| Available-for-sale securities (fair market value) | $1,469,000 | 8,596 |
| Total debt securities | $1,710,000 | 9,618 |
| 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 | $1,380,000 | 9,956 |
| U.S. Government securities | $1,371,000 | 9,696 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,371,000 | 9,111 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,000 | 6,747 |
| Mortgage-backed securities | $70,000 | 7,631 |
| Certificates of participation in pools of residential mortgages | $70,000 | 7,145 |
| Issued or guaranteed by U.S. | $70,000 | 7,127 |
| 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) | $100,000 | 6,395 |
| Available-for-sale securities (fair market value) | $1,280,000 | 8,747 |
| Total debt securities | $1,371,000 | 9,846 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,544 |
| Fair value | $101,000 | 1,545 |
| 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 | $1,686,000 | 10,405 |
| U.S. Government securities | $1,677,000 | 10,168 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,677,000 | 9,268 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 7,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $964,000 | 7,644 |
| Mortgage-backed securities | $977,000 | 6,361 |
| Certificates of participation in pools of residential mortgages | $977,000 | 5,413 |
| Issued or guaranteed by U.S. | $977,000 | 5,391 |
| 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) | $100,000 | 7,203 |
| Available-for-sale securities (fair market value) | $1,586,000 | 8,924 |
| Total debt securities | $1,677,000 | 10,316 |
| Structured notes | ||
| Amortized cost | $201,000 | 2,612 |
| Fair value | $191,000 | 2,760 |
| 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 | $2,079,000 | 10,842 |
| U.S. Government securities | $2,057,000 | 10,579 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,057,000 | 9,436 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,000 | 8,022 |
| Mortgage-backed securities | $1,057,000 | 6,755 |
| Certificates of participation in pools of residential mortgages | $1,057,000 | 5,738 |
| Issued or guaranteed by U.S. | $1,057,000 | 5,723 |
| 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) | $100,000 | 7,865 |
| Available-for-sale securities (fair market value) | $1,979,000 | 9,038 |
| Total debt securities | $2,057,000 | 10,752 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $1,836,000 | 11,438 |
| U.S. Government securities | $1,828,000 | 11,179 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,828,000 | 9,896 |
| Securities issued by states & political subdivisions | $1,000 | 9,008 |
| 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 | $7,000 | 8,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,000 | 8,333 |
| Mortgage-backed securities | $817,000 | 7,538 |
| Certificates of participation in pools of residential mortgages | $817,000 | 6,381 |
| Issued or guaranteed by U.S. | $817,000 | 6,349 |
| 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) | $184,000 | 8,177 |
| Available-for-sale securities (fair market value) | $1,652,000 | 9,585 |
| Total debt securities | $1,829,000 | 11,344 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $297,000 | 4,042 |
| 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 | $2,275,000 | 11,960 |
| U.S. Government securities | $2,245,000 | 11,646 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,245,000 | 9,693 |
| Securities issued by states & political subdivisions | $2,000 | 9,541 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 7,794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,000 | 8,641 |
| Mortgage-backed securities | $1,279,000 | 7,412 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 6,021 |
| Issued or guaranteed by U.S. | $1,279,000 | 5,995 |
| 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) | $245,000 | 11,291 |
| Available-for-sale securities (fair market value) | $2,030,000 | 8,830 |
| Total debt securities | $2,252,000 | 11,875 |
| 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 | $2,557,000 | 12,338 |
| U.S. Government securities | $2,554,000 | 11,888 |
| U.S. Treasury securities | $254,000 | 11,261 |
| U.S. Government agency obligations | $2,300,000 | 9,980 |
| Securities issued by states & political subdivisions | $3,000 | 9,838 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,090,000 | 8,377 |
| Mortgage-backed securities | $1,116,000 | 8,254 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 6,866 |
| Issued or guaranteed by U.S. | $1,116,000 | 6,819 |
| 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 | $2,557,000 | 12,212 |
| 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 | $2,888,000 | 12,639 |
| U.S. Government securities | $2,851,000 | 12,198 |
| U.S. Treasury securities | $617,000 | 11,054 |
| U.S. Government agency obligations | $2,234,000 | 10,285 |
| Securities issued by states & political subdivisions | $37,000 | 9,696 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,055,000 | 8,537 |
| Mortgage-backed securities | $1,943,000 | 7,726 |
| Certificates of participation in pools of residential mortgages | $1,943,000 | 6,201 |
| Issued or guaranteed by U.S. | $1,943,000 | 6,131 |
| 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 | $2,865,000 | 12,544 |
| 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 |