Home > The Okemah National Bank > Securities
The Okemah National Bank, Securities
| 2011-09-30 | Rank | |
| Total securities | $22,152,000 | 4,294 |
| U.S. Government securities | $9,452,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,452,000 | 4,901 |
| Securities issued by states & political subdivisions | $12,700,000 | 2,222 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,645,000 | 3,248 |
| Mortgage-backed securities | $4,291,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $4,291,000 | 3,712 |
| Issued or guaranteed by U.S. | $4,291,000 | 3,703 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,152,000 | 3,946 |
| Total debt securities | $22,152,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 2,226 |
| Fair value | $1,005,000 | 2,285 |
| 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 | $23,140,000 | 4,230 |
| U.S. Government securities | $10,885,000 | 4,887 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,885,000 | 4,780 |
| Securities issued by states & political subdivisions | $12,255,000 | 2,219 |
| 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 | $10,500,000 | 3,121 |
| Mortgage-backed securities | $4,780,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $4,780,000 | 3,583 |
| Issued or guaranteed by U.S. | $4,780,000 | 3,571 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $23,140,000 | 3,886 |
| Total debt securities | $23,140,000 | 4,194 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 2,434 |
| Fair value | $1,009,000 | 2,460 |
| 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 | $23,366,000 | 4,189 |
| U.S. Government securities | $11,240,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,240,000 | 4,679 |
| Securities issued by states & political subdivisions | $12,126,000 | 2,203 |
| 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 | $10,667,000 | 3,093 |
| Mortgage-backed securities | $5,138,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 3,420 |
| Issued or guaranteed by U.S. | $5,138,000 | 3,412 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $23,366,000 | 3,854 |
| Total debt securities | $23,366,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $1,011,000 | 2,470 |
| Fair value | $1,011,000 | 2,495 |
| 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 | $25,472,000 | 3,875 |
| U.S. Government securities | $13,405,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,405,000 | 4,193 |
| Securities issued by states & political subdivisions | $12,067,000 | 2,160 |
| 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 | $13,561,000 | 2,685 |
| Mortgage-backed securities | $5,797,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $5,797,000 | 3,179 |
| Issued or guaranteed by U.S. | $5,797,000 | 3,172 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $25,472,000 | 3,564 |
| Total debt securities | $25,472,000 | 3,844 |
| Structured notes | ||
| Amortized cost | $1,516,000 | 2,084 |
| Fair value | $1,514,000 | 2,092 |
| 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 | $28,497,000 | 3,589 |
| U.S. Government securities | $15,556,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,556,000 | 3,853 |
| Securities issued by states & political subdivisions | $12,941,000 | 1,996 |
| 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 | $12,685,000 | 2,816 |
| Mortgage-backed securities | $6,327,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $6,327,000 | 3,006 |
| Issued or guaranteed by U.S. | $6,327,000 | 2,997 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $28,497,000 | 3,287 |
| Total debt securities | $28,497,000 | 3,559 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,021,000 | 1,884 |
| 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 | $27,189,000 | 3,690 |
| U.S. Government securities | $16,597,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,597,000 | 3,777 |
| Securities issued by states & political subdivisions | $10,592,000 | 2,186 |
| 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 | $12,481,000 | 2,884 |
| Mortgage-backed securities | $6,934,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $6,934,000 | 2,927 |
| Issued or guaranteed by U.S. | $6,934,000 | 2,918 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $27,189,000 | 3,376 |
| Total debt securities | $27,189,000 | 3,660 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $3,028,000 | 1,626 |
| 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 | $25,683,000 | 3,861 |
| U.S. Government securities | $17,684,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,684,000 | 3,727 |
| Securities issued by states & political subdivisions | $7,999,000 | 2,566 |
| 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 | $13,043,000 | 2,881 |
| Mortgage-backed securities | $7,785,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $7,785,000 | 2,856 |
| Issued or guaranteed by U.S. | $7,785,000 | 2,848 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $25,683,000 | 3,514 |
| Total debt securities | $25,683,000 | 3,826 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $3,018,000 | 1,403 |
| 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 | $24,971,000 | 3,893 |
| U.S. Government securities | $17,464,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,464,000 | 3,728 |
| Securities issued by states & political subdivisions | $7,507,000 | 2,665 |
| 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 | $13,969,000 | 2,798 |
| Mortgage-backed securities | $8,582,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $8,582,000 | 2,788 |
| Issued or guaranteed by U.S. | $8,582,000 | 2,781 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $24,971,000 | 3,528 |
| Total debt securities | $24,971,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,501,000 | 1,776 |
| 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 | $26,798,000 | 3,757 |
| U.S. Government securities | $19,711,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,711,000 | 3,454 |
| Securities issued by states & political subdivisions | $7,087,000 | 2,755 |
| 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 | $14,668,000 | 2,704 |
| Mortgage-backed securities | $9,280,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,763 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,752 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $26,798,000 | 3,392 |
| Total debt securities | $26,798,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,995,000 | 1,175 |
| 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 | $27,031,000 | 3,696 |
| U.S. Government securities | $21,190,000 | 3,342 |
| U.S. Treasury securities | $302,000 | 910 |
| U.S. Government agency obligations | $20,888,000 | 3,307 |
| Securities issued by states & political subdivisions | $5,841,000 | 2,989 |
| 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 | $14,205,000 | 2,774 |
| Mortgage-backed securities | $10,151,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $10,151,000 | 2,693 |
| Issued or guaranteed by U.S. | $10,151,000 | 2,682 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $27,031,000 | 3,329 |
| Total debt securities | $27,031,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $997,000 | 1,222 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $26,889,000 | 3,722 |
| U.S. Government securities | $22,594,000 | 3,244 |
| U.S. Treasury securities | $307,000 | 840 |
| U.S. Government agency obligations | $22,287,000 | 3,214 |
| Securities issued by states & political subdivisions | $4,295,000 | 3,348 |
| 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 | $14,587,000 | 2,770 |
| Mortgage-backed securities | $10,991,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $10,991,000 | 2,633 |
| Issued or guaranteed by U.S. | $10,991,000 | 2,617 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $26,889,000 | 3,343 |
| Total debt securities | $26,889,000 | 3,692 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,000,000 | 978 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $26,858,000 | 3,709 |
| U.S. Government securities | $22,907,000 | 3,215 |
| U.S. Treasury securities | $814,000 | 671 |
| U.S. Government agency obligations | $22,093,000 | 3,251 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,434 |
| 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 | $14,858,000 | 2,763 |
| Mortgage-backed securities | $12,531,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $12,531,000 | 2,419 |
| Issued or guaranteed by U.S. | $12,531,000 | 2,406 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,858,000 | 3,311 |
| Total debt securities | $26,858,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $504,000 | 1,348 |
| 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 | $24,874,000 | 3,828 |
| U.S. Government securities | $23,070,000 | 3,145 |
| U.S. Treasury securities | $815,000 | 706 |
| U.S. Government agency obligations | $22,255,000 | 3,171 |
| Securities issued by states & political subdivisions | $1,804,000 | 4,322 |
| 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 | $15,140,000 | 2,715 |
| Mortgage-backed securities | $11,932,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $11,932,000 | 2,397 |
| Issued or guaranteed by U.S. | $11,932,000 | 2,381 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $24,874,000 | 3,422 |
| Total debt securities | $24,874,000 | 3,799 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $492,000 | 1,407 |
| 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 | $25,368,000 | 3,838 |
| U.S. Government securities | $23,607,000 | 3,154 |
| U.S. Treasury securities | $818,000 | 708 |
| U.S. Government agency obligations | $22,789,000 | 3,174 |
| Securities issued by states & political subdivisions | $1,761,000 | 4,368 |
| 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 | $13,504,000 | 2,869 |
| Mortgage-backed securities | $10,533,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $10,533,000 | 2,574 |
| Issued or guaranteed by U.S. | $10,533,000 | 2,558 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $25,368,000 | 3,423 |
| Total debt securities | $25,368,000 | 3,792 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $492,000 | 1,461 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $26,154,000 | 3,767 |
| U.S. Government securities | $25,713,000 | 2,952 |
| U.S. Treasury securities | $832,000 | 723 |
| U.S. Government agency obligations | $24,881,000 | 2,981 |
| Securities issued by states & political subdivisions | $441,000 | 5,365 |
| 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 | $14,166,000 | 2,750 |
| Mortgage-backed securities | $11,569,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $11,569,000 | 2,333 |
| Issued or guaranteed by U.S. | $11,569,000 | 2,322 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $26,154,000 | 3,365 |
| Total debt securities | $26,154,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $502,000 | 1,531 |
| 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 | $22,782,000 | 4,117 |
| U.S. Government securities | $22,710,000 | 3,280 |
| U.S. Treasury securities | $822,000 | 812 |
| U.S. Government agency obligations | $21,888,000 | 3,286 |
| Securities issued by states & political subdivisions | $72,000 | 5,915 |
| 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 | $12,764,000 | 2,959 |
| Mortgage-backed securities | $9,093,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $9,093,000 | 2,405 |
| Issued or guaranteed by U.S. | $9,093,000 | 2,392 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $22,782,000 | 3,659 |
| Total debt securities | $22,782,000 | 4,060 |
| 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 | $21,617,000 | 4,282 |
| U.S. Government securities | $21,445,000 | 3,459 |
| U.S. Treasury securities | $1,313,000 | 691 |
| U.S. Government agency obligations | $20,132,000 | 3,538 |
| Securities issued by states & political subdivisions | $172,000 | 5,782 |
| 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 | $12,715,000 | 2,977 |
| Mortgage-backed securities | $9,462,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $9,460,000 | 2,193 |
| Issued or guaranteed by U.S. | $9,460,000 | 2,184 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,290 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $21,617,000 | 3,779 |
| Total debt securities | $21,617,000 | 4,233 |
| 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 | $20,372,000 | 4,439 |
| U.S. Government securities | $20,201,000 | 3,620 |
| U.S. Treasury securities | $1,800,000 | 711 |
| U.S. Government agency obligations | $18,401,000 | 3,779 |
| Securities issued by states & political subdivisions | $171,000 | 5,830 |
| 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 | $10,691,000 | 3,305 |
| Mortgage-backed securities | $9,866,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $9,854,000 | 2,084 |
| Issued or guaranteed by U.S. | $9,854,000 | 2,077 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,000 | 3,548 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,207 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $20,372,000 | 3,904 |
| Total debt securities | $20,372,000 | 4,389 |
| 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 | $20,897,000 | 4,383 |
| U.S. Government securities | $20,724,000 | 3,583 |
| U.S. Treasury securities | $2,302,000 | 654 |
| U.S. Government agency obligations | $18,422,000 | 3,779 |
| Securities issued by states & political subdivisions | $173,000 | 5,899 |
| 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 | $10,362,000 | 3,363 |
| Mortgage-backed securities | $9,315,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $9,292,000 | 2,164 |
| Issued or guaranteed by U.S. | $9,292,000 | 2,155 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $23,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,169 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,897,000 | 3,856 |
| Total debt securities | $20,897,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $998,000 | 1,880 |
| 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 | $21,197,000 | 4,377 |
| U.S. Government securities | $21,024,000 | 3,590 |
| U.S. Treasury securities | $2,300,000 | 707 |
| U.S. Government agency obligations | $18,724,000 | 3,808 |
| Securities issued by states & political subdivisions | $173,000 | 5,940 |
| 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 | $10,154,000 | 3,381 |
| Mortgage-backed securities | $9,134,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $9,076,000 | 2,211 |
| Issued or guaranteed by U.S. | $9,076,000 | 2,199 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $58,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,116 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,197,000 | 3,835 |
| Total debt securities | $21,197,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $992,000 | 2,026 |
| 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 | $21,934,000 | 4,317 |
| U.S. Government securities | $21,760,000 | 3,531 |
| U.S. Treasury securities | $2,291,000 | 729 |
| U.S. Government agency obligations | $19,469,000 | 3,731 |
| Securities issued by states & political subdivisions | $174,000 | 6,006 |
| 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 | $10,418,000 | 3,346 |
| Mortgage-backed securities | $8,440,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $8,391,000 | 2,326 |
| Issued or guaranteed by U.S. | $8,391,000 | 2,311 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,111 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,934,000 | 3,768 |
| Total debt securities | $21,934,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,975,000 | 1,567 |
| 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 | $22,752,000 | 4,213 |
| U.S. Government securities | $22,579,000 | 3,449 |
| U.S. Treasury securities | $1,970,000 | 848 |
| U.S. Government agency obligations | $20,609,000 | 3,580 |
| Securities issued by states & political subdivisions | $173,000 | 6,045 |
| 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 | $10,886,000 | 3,263 |
| Mortgage-backed securities | $7,898,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $7,780,000 | 2,429 |
| Issued or guaranteed by U.S. | $7,780,000 | 2,418 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $118,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,966 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,752,000 | 3,659 |
| Total debt securities | $22,751,000 | 4,153 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,944,000 | 1,250 |
| 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 | $21,993,000 | 4,362 |
| U.S. Government securities | $21,818,000 | 3,564 |
| U.S. Treasury securities | $1,984,000 | 873 |
| U.S. Government agency obligations | $19,834,000 | 3,715 |
| Securities issued by states & political subdivisions | $175,000 | 6,062 |
| 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 | $10,468,000 | 3,335 |
| Mortgage-backed securities | $7,523,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $7,271,000 | 2,572 |
| Issued or guaranteed by U.S. | $7,271,000 | 2,559 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $252,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,790 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $21,993,000 | 3,770 |
| Total debt securities | $21,992,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,945,000 | 1,282 |
| 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 | $20,610,000 | 4,551 |
| U.S. Government securities | $20,433,000 | 3,731 |
| U.S. Treasury securities | $1,991,000 | 884 |
| U.S. Government agency obligations | $18,442,000 | 3,889 |
| Securities issued by states & political subdivisions | $177,000 | 6,090 |
| 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 | $9,989,000 | 3,385 |
| Mortgage-backed securities | $7,601,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $7,207,000 | 2,609 |
| Issued or guaranteed by U.S. | $7,207,000 | 2,599 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $394,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,661 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $20,610,000 | 3,921 |
| Total debt securities | $20,605,000 | 4,489 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,011 |
| Fair value | $3,942,000 | 1,028 |
| 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 | $20,471,000 | 4,548 |
| U.S. Government securities | $20,292,000 | 3,723 |
| U.S. Treasury securities | $1,500,000 | 989 |
| U.S. Government agency obligations | $18,792,000 | 3,799 |
| Securities issued by states & political subdivisions | $179,000 | 6,129 |
| 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 | $9,541,000 | 3,460 |
| Mortgage-backed securities | $7,955,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $7,369,000 | 2,609 |
| Issued or guaranteed by U.S. | $7,369,000 | 2,597 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $586,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 2,509 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,471,000 | 3,940 |
| Total debt securities | $20,469,000 | 4,484 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 986 |
| Fair value | $3,952,000 | 1,024 |
| 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 | $21,582,000 | 4,438 |
| U.S. Government securities | $21,049,000 | 3,666 |
| U.S. Treasury securities | $1,507,000 | 1,021 |
| U.S. Government agency obligations | $19,542,000 | 3,724 |
| Securities issued by states & political subdivisions | $533,000 | 5,565 |
| 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 | $9,105,000 | 3,540 |
| Mortgage-backed securities | $8,673,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $8,027,000 | 2,542 |
| Issued or guaranteed by U.S. | $8,027,000 | 2,533 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $646,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 2,542 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $21,582,000 | 3,845 |
| Total debt securities | $21,582,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 985 |
| Fair value | $3,965,000 | 1,035 |
| 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 | $20,751,000 | 4,620 |
| U.S. Government securities | $20,216,000 | 3,842 |
| U.S. Treasury securities | $2,009,000 | 977 |
| U.S. Government agency obligations | $18,207,000 | 3,976 |
| Securities issued by states & political subdivisions | $535,000 | 5,570 |
| 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 | $9,597,000 | 3,441 |
| Mortgage-backed securities | $7,401,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $6,733,000 | 2,883 |
| Issued or guaranteed by U.S. | $6,733,000 | 2,873 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $668,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $668,000 | 2,571 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $20,751,000 | 4,004 |
| Total debt securities | $20,751,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 993 |
| Fair value | $3,936,000 | 1,025 |
| 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 | $19,622,000 | 4,781 |
| U.S. Government securities | $19,080,000 | 3,996 |
| U.S. Treasury securities | $2,018,000 | 997 |
| U.S. Government agency obligations | $17,062,000 | 4,140 |
| Securities issued by states & political subdivisions | $542,000 | 5,597 |
| 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 | $8,682,000 | 3,629 |
| Mortgage-backed securities | $5,633,000 | 3,756 |
| Certificates of participation in pools of residential mortgages | $4,953,000 | 3,321 |
| Issued or guaranteed by U.S. | $4,953,000 | 3,308 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $680,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,607 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,622,000 | 4,141 |
| Total debt securities | $19,622,000 | 4,718 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 977 |
| Fair value | $3,969,000 | 1,011 |
| 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 | $20,009,000 | 4,709 |
| U.S. Government securities | $19,460,000 | 3,896 |
| U.S. Treasury securities | $2,034,000 | 985 |
| U.S. Government agency obligations | $17,426,000 | 4,039 |
| Securities issued by states & political subdivisions | $549,000 | 5,632 |
| 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 | $8,772,000 | 3,591 |
| Mortgage-backed securities | $5,903,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $5,217,000 | 3,254 |
| Issued or guaranteed by U.S. | $5,217,000 | 3,248 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $686,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 2,629 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $20,009,000 | 4,079 |
| Total debt securities | $20,009,000 | 4,647 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 984 |
| Fair value | $3,995,000 | 1,007 |
| 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 | $20,438,000 | 4,733 |
| U.S. Government securities | $20,003,000 | 3,883 |
| U.S. Treasury securities | $2,031,000 | 1,042 |
| U.S. Government agency obligations | $17,972,000 | 4,022 |
| Securities issued by states & political subdivisions | $435,000 | 5,847 |
| 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 | $8,717,000 | 3,576 |
| Mortgage-backed securities | $6,209,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $5,523,000 | 3,256 |
| Issued or guaranteed by U.S. | $5,523,000 | 3,248 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $686,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 2,680 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,438,000 | 4,122 |
| Total debt securities | $20,438,000 | 4,669 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 967 |
| Fair value | $3,902,000 | 1,002 |
| 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 | $20,032,000 | 4,768 |
| U.S. Government securities | $19,586,000 | 3,912 |
| U.S. Treasury securities | $2,073,000 | 1,006 |
| U.S. Government agency obligations | $17,513,000 | 4,057 |
| Securities issued by states & political subdivisions | $446,000 | 5,847 |
| 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 | $8,916,000 | 3,467 |
| Mortgage-backed securities | $5,873,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $5,177,000 | 3,392 |
| Issued or guaranteed by U.S. | $5,177,000 | 3,383 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $696,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,717 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,032,000 | 4,158 |
| Total debt securities | $20,032,000 | 4,694 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,032,000 | 1,041 |
| 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 | $20,126,000 | 4,799 |
| U.S. Government securities | $19,682,000 | 3,951 |
| U.S. Treasury securities | $2,077,000 | 1,066 |
| U.S. Government agency obligations | $17,605,000 | 4,096 |
| Securities issued by states & political subdivisions | $444,000 | 5,895 |
| 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 | $8,389,000 | 3,504 |
| Mortgage-backed securities | $5,679,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $4,982,000 | 3,421 |
| Issued or guaranteed by U.S. | $4,982,000 | 3,410 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $697,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,854 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $20,126,000 | 4,190 |
| Total debt securities | $20,126,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $1,982,000 | 1,261 |
| 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 | $20,541,000 | 4,657 |
| U.S. Government securities | $20,093,000 | 3,783 |
| U.S. Treasury securities | $2,094,000 | 1,078 |
| U.S. Government agency obligations | $17,999,000 | 3,914 |
| Securities issued by states & political subdivisions | $448,000 | 5,927 |
| 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 | $9,451,000 | 3,195 |
| Mortgage-backed securities | $6,083,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $5,380,000 | 3,310 |
| Issued or guaranteed by U.S. | $5,380,000 | 3,295 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $703,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,885 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $20,541,000 | 4,046 |
| Total debt securities | $20,541,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $972,000 | 1,573 |
| 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 | $21,037,000 | 4,548 |
| U.S. Government securities | $20,577,000 | 3,624 |
| U.S. Treasury securities | $2,125,000 | 1,088 |
| U.S. Government agency obligations | $18,452,000 | 3,747 |
| Securities issued by states & political subdivisions | $460,000 | 5,894 |
| 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 | $9,463,000 | 3,150 |
| Mortgage-backed securities | $7,223,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $6,368,000 | 3,072 |
| Issued or guaranteed by U.S. | $6,368,000 | 3,060 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $855,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,998 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $21,037,000 | 3,949 |
| Total debt securities | $21,037,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,005,000 | 1,278 |
| 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 | $18,823,000 | 4,845 |
| U.S. Government securities | $18,367,000 | 3,927 |
| U.S. Treasury securities | $2,121,000 | 1,113 |
| U.S. Government agency obligations | $16,246,000 | 4,125 |
| Securities issued by states & political subdivisions | $456,000 | 5,869 |
| 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 | $9,210,000 | 3,237 |
| Mortgage-backed securities | $7,157,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $5,297,000 | 3,332 |
| Issued or guaranteed by U.S. | $5,297,000 | 3,321 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,860,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $1,860,000 | 2,547 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,823,000 | 4,197 |
| Total debt securities | $18,823,000 | 4,744 |
| 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 | $17,773,000 | 4,992 |
| U.S. Government securities | $17,320,000 | 4,082 |
| U.S. Treasury securities | $2,087,000 | 1,194 |
| U.S. Government agency obligations | $15,233,000 | 4,254 |
| Securities issued by states & political subdivisions | $453,000 | 5,892 |
| 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 | $9,102,000 | 3,242 |
| Mortgage-backed securities | $6,054,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 3,824 |
| Issued or guaranteed by U.S. | $3,748,000 | 3,810 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,306,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 2,395 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,773,000 | 4,304 |
| Total debt securities | $17,773,000 | 4,908 |
| 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 | $19,575,000 | 4,587 |
| U.S. Government securities | $19,243,000 | 3,630 |
| U.S. Treasury securities | $2,056,000 | 1,367 |
| U.S. Government agency obligations | $17,187,000 | 3,783 |
| Securities issued by states & political subdivisions | $332,000 | 6,216 |
| 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 | $9,479,000 | 3,076 |
| Mortgage-backed securities | $6,083,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 3,816 |
| Issued or guaranteed by U.S. | $3,156,000 | 3,800 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,927,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 2,240 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $19,575,000 | 3,892 |
| Total debt securities | $19,575,000 | 4,500 |
| 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 | $19,232,000 | 4,761 |
| U.S. Government securities | $19,125,000 | 3,801 |
| U.S. Treasury securities | $3,520,000 | 1,374 |
| U.S. Government agency obligations | $15,605,000 | 4,101 |
| Securities issued by states & political subdivisions | $74,000 | 7,071 |
| 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 | $33,000 | 7,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,097,000 | 3,377 |
| Mortgage-backed securities | $6,336,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $3,242,000 | 3,266 |
| Issued or guaranteed by U.S. | $3,242,000 | 3,250 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,094,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $3,094,000 | 1,775 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,232,000 | 3,908 |
| Total debt securities | $19,199,000 | 4,636 |
| 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 | $20,897,000 | 4,699 |
| U.S. Government securities | $20,864,000 | 3,726 |
| U.S. Treasury securities | $7,489,000 | 1,123 |
| U.S. Government agency obligations | $13,375,000 | 4,670 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 7,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,294,000 | 3,846 |
| Mortgage-backed securities | $6,820,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $3,515,000 | 3,344 |
| Issued or guaranteed by U.S. | $3,515,000 | 3,331 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,305,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $3,305,000 | 1,840 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $20,897,000 | 3,768 |
| Total debt securities | $20,864,000 | 4,578 |
| 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 | $21,726,000 | 4,576 |
| U.S. Government securities | $21,693,000 | 3,685 |
| U.S. Treasury securities | $8,662,000 | 1,480 |
| U.S. Government agency obligations | $13,031,000 | 4,490 |
| 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 | $33,000 | 7,370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,642,000 | 3,371 |
| Mortgage-backed securities | $7,192,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $4,029,000 | 3,339 |
| Issued or guaranteed by U.S. | $4,029,000 | 3,322 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,163,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $3,163,000 | 2,047 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $21,726,000 | 3,567 |
| Total debt securities | $21,693,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,008,000 | 5,104 |
| U.S. Government securities | $13,680,000 | 5,354 |
| U.S. Treasury securities | $5,501,000 | 2,985 |
| U.S. Government agency obligations | $8,179,000 | 5,886 |
| Securities issued by states & political subdivisions | $5,295,000 | 2,635 |
| 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 | $33,000 | 7,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,911,000 | 3,748 |
| Mortgage-backed securities | $6,808,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $3,276,000 | 3,614 |
| Issued or guaranteed by U.S. | $3,276,000 | 3,599 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,532,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $3,532,000 | 1,985 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $19,008,000 | 3,750 |
| Total debt securities | $18,975,000 | 4,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $19,187,000 | 5,458 |
| U.S. Government securities | $14,185,000 | 5,688 |
| U.S. Treasury securities | $5,993,000 | 3,357 |
| U.S. Government agency obligations | $8,192,000 | 6,168 |
| Securities issued by states & political subdivisions | $4,969,000 | 2,839 |
| 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 | $33,000 | 7,407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,063,000 | 3,766 |
| Mortgage-backed securities | $7,792,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $3,978,000 | 3,611 |
| Issued or guaranteed by U.S. | $3,978,000 | 3,591 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,814,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 2,147 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $19,187,000 | 3,949 |
| Total debt securities | $19,154,000 | 5,357 |
| 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 | $19,630,000 | 5,614 |
| U.S. Government securities | $15,292,000 | 5,638 |
| U.S. Treasury securities | $5,526,000 | 4,285 |
| U.S. Government agency obligations | $9,766,000 | 5,568 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,172 |
| 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 | $33,000 | 7,403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,073,000 | 3,775 |
| Mortgage-backed securities | $8,863,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $4,712,000 | 3,392 |
| Issued or guaranteed by U.S. | $4,712,000 | 3,363 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,151,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $4,151,000 | 2,280 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $19,630,000 | 4,023 |
| Total debt securities | $19,597,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,213,000 | 6,289 |
| U.S. Government securities | $14,762,000 | 6,128 |
| U.S. Treasury securities | $4,895,000 | 5,629 |
| U.S. Government agency obligations | $9,867,000 | 5,433 |
| Securities issued by states & political subdivisions | $3,418,000 | 3,866 |
| 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 | $33,000 | 7,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,259,000 | 3,748 |
| Mortgage-backed securities | $9,867,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $4,875,000 | 3,451 |
| Issued or guaranteed by U.S. | $4,875,000 | 3,427 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,992,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $4,992,000 | 2,192 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $18,213,000 | 3,059 |
| Total debt securities | $18,180,000 | 6,188 |
| 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 | $26,128,000 | 5,036 |
| U.S. Government securities | $20,284,000 | 5,070 |
| U.S. Treasury securities | $6,550,000 | 4,789 |
| U.S. Government agency obligations | $13,734,000 | 4,460 |
| Securities issued by states & political subdivisions | $5,811,000 | 2,637 |
| 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 | $33,000 | 7,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,978,000 | 3,673 |
| Mortgage-backed securities | $13,734,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $7,301,000 | 3,016 |
| Issued or guaranteed by U.S. | $7,301,000 | 2,986 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,433,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $6,433,000 | 2,119 |
| 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 | $26,095,000 | 4,919 |
| 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 | $27,110,000 | 4,853 |
| U.S. Government securities | $18,552,000 | 5,364 |
| U.S. Treasury securities | $9,049,000 | 3,783 |
| U.S. Government agency obligations | $9,503,000 | 5,712 |
| Securities issued by states & political subdivisions | $8,525,000 | 1,602 |
| 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 | $33,000 | 6,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,024,000 | 3,963 |
| Mortgage-backed securities | $9,503,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $7,365,000 | 3,125 |
| Issued or guaranteed by U.S. | $7,365,000 | 3,076 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,138,000 | 3,946 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 3,624 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,077,000 | 4,765 |
| 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 |