Home > The Waurika National Bank > Securities
The Waurika National Bank, Securities
| 2008-03-31 | Rank | |
| Total securities | $5,832,000 | 6,807 |
| U.S. Government securities | $5,832,000 | 6,208 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,832,000 | 6,113 |
| 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 | $1,147,000 | 6,017 |
| Mortgage-backed securities | $5,632,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $5,631,000 | 3,375 |
| Issued or guaranteed by U.S. | $5,631,000 | 3,358 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,374 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,832,000 | 6,240 |
| Total debt securities | $5,832,000 | 6,737 |
| 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 | $6,430,000 | 6,755 |
| U.S. Government securities | $6,430,000 | 6,170 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,430,000 | 6,063 |
| 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 | $1,166,000 | 6,074 |
| Mortgage-backed securities | $5,832,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $5,831,000 | 3,036 |
| Issued or guaranteed by U.S. | $5,831,000 | 3,021 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,332 |
| 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) | $6,430,000 | 6,133 |
| Total debt securities | $6,430,000 | 6,699 |
| 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 | $6,540,000 | 6,800 |
| U.S. Government securities | $6,540,000 | 6,226 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,540,000 | 6,116 |
| 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 | $1,999,000 | 5,701 |
| Mortgage-backed securities | $5,945,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $5,944,000 | 2,860 |
| Issued or guaranteed by U.S. | $5,944,000 | 2,846 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,301 |
| 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) | $6,540,000 | 6,163 |
| Total debt securities | $6,540,000 | 6,745 |
| 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 | $6,272,000 | 6,903 |
| U.S. Government securities | $6,272,000 | 6,353 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,272,000 | 6,233 |
| 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 | $2,036,000 | 5,704 |
| Mortgage-backed securities | $5,683,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $5,682,000 | 2,821 |
| Issued or guaranteed by U.S. | $5,682,000 | 2,808 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,295 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,272,000 | 6,248 |
| Total debt securities | $6,272,000 | 6,856 |
| 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 | $5,605,000 | 7,084 |
| U.S. Government securities | $5,605,000 | 6,590 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,605,000 | 6,459 |
| 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 | $2,128,000 | 5,681 |
| Mortgage-backed securities | $5,015,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $5,014,000 | 2,991 |
| Issued or guaranteed by U.S. | $5,014,000 | 2,975 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,299 |
| 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) | $5,605,000 | 6,406 |
| Total debt securities | $5,606,000 | 7,039 |
| 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 | $5,387,000 | 7,175 |
| U.S. Government securities | $5,387,000 | 6,702 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,387,000 | 6,572 |
| 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 | $2,187,000 | 5,668 |
| Mortgage-backed securities | $4,799,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $4,798,000 | 3,062 |
| Issued or guaranteed by U.S. | $4,798,000 | 3,049 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,000 | 3,653 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,314 |
| 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) | $5,387,000 | 6,473 |
| Total debt securities | $5,388,000 | 7,129 |
| 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 | $5,571,000 | 7,209 |
| U.S. Government securities | $5,571,000 | 6,692 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,571,000 | 6,554 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $2,245,000 | 5,673 |
| Mortgage-backed securities | $4,986,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 3,012 |
| Issued or guaranteed by U.S. | $4,985,000 | 2,998 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,305 |
| 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) | $5,571,000 | 6,474 |
| Total debt securities | $5,571,000 | 7,154 |
| 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 | $5,726,000 | 7,193 |
| U.S. Government securities | $5,726,000 | 6,667 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,726,000 | 6,528 |
| 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 | $2,300,000 | 5,659 |
| Mortgage-backed securities | $5,147,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $5,146,000 | 2,979 |
| Issued or guaranteed by U.S. | $5,146,000 | 2,967 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,300 |
| 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) | $5,726,000 | 6,449 |
| Total debt securities | $5,726,000 | 7,140 |
| 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 | $5,602,000 | 7,260 |
| U.S. Government securities | $5,602,000 | 6,744 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,602,000 | 6,601 |
| 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 | $2,040,000 | 5,784 |
| Mortgage-backed securities | $5,017,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $5,016,000 | 3,059 |
| Issued or guaranteed by U.S. | $5,016,000 | 3,047 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,297 |
| 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) | $5,602,000 | 6,524 |
| Total debt securities | $5,602,000 | 7,204 |
| 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 | $5,853,000 | 7,257 |
| U.S. Government securities | $5,853,000 | 6,695 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,853,000 | 6,547 |
| 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 | $2,140,000 | 5,749 |
| Mortgage-backed securities | $5,268,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $5,267,000 | 3,041 |
| Issued or guaranteed by U.S. | $5,267,000 | 3,029 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,000 | 3,703 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,322 |
| 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) | $5,853,000 | 6,519 |
| Total debt securities | $5,853,000 | 7,199 |
| 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 | $6,156,000 | 7,194 |
| U.S. Government securities | $6,156,000 | 6,589 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,156,000 | 6,453 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $2,257,000 | 5,709 |
| Mortgage-backed securities | $5,567,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $5,566,000 | 2,989 |
| Issued or guaranteed by U.S. | $5,566,000 | 2,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,332 |
| 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) | $6,156,000 | 6,447 |
| Total debt securities | $6,156,000 | 7,133 |
| 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 | $5,830,000 | 7,334 |
| U.S. Government securities | $5,830,000 | 6,753 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,830,000 | 6,608 |
| 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 | $2,439,000 | 5,624 |
| Mortgage-backed securities | $4,989,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $4,988,000 | 3,212 |
| Issued or guaranteed by U.S. | $4,988,000 | 3,202 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,366 |
| 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) | $5,830,000 | 6,547 |
| Total debt securities | $5,831,000 | 7,266 |
| 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 | $5,448,000 | 7,490 |
| U.S. Government securities | $5,448,000 | 6,932 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,448,000 | 6,782 |
| 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 | $1,926,000 | 5,957 |
| Mortgage-backed securities | $4,610,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $4,609,000 | 3,383 |
| Issued or guaranteed by U.S. | $4,609,000 | 3,374 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,415 |
| 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) | $5,448,000 | 6,699 |
| Total debt securities | $5,448,000 | 7,423 |
| 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 | $6,462,000 | 7,270 |
| U.S. Government securities | $6,462,000 | 6,630 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,462,000 | 6,482 |
| 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 | $2,114,000 | 5,807 |
| Mortgage-backed securities | $5,162,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $5,161,000 | 3,250 |
| Issued or guaranteed by U.S. | $5,161,000 | 3,240 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,449 |
| 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) | $6,462,000 | 6,469 |
| Total debt securities | $6,462,000 | 7,200 |
| 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 | $6,960,000 | 7,193 |
| U.S. Government securities | $6,960,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,960,000 | 6,351 |
| 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 | $1,918,000 | 5,981 |
| Mortgage-backed securities | $5,097,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $5,096,000 | 3,296 |
| Issued or guaranteed by U.S. | $5,096,000 | 3,288 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,464 |
| 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) | $6,960,000 | 6,391 |
| Total debt securities | $6,961,000 | 7,121 |
| 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 | $7,128,000 | 7,234 |
| U.S. Government securities | $7,128,000 | 6,533 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,128,000 | 6,360 |
| 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 | $1,951,000 | 5,968 |
| Mortgage-backed securities | $4,785,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $4,784,000 | 3,463 |
| Issued or guaranteed by U.S. | $4,784,000 | 3,456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,000 | 3,923 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,545 |
| 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) | $7,128,000 | 6,432 |
| Total debt securities | $7,128,000 | 7,167 |
| 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 | $7,261,000 | 7,196 |
| U.S. Government securities | $7,261,000 | 6,439 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,261,000 | 6,279 |
| 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 | $1,854,000 | 5,984 |
| Mortgage-backed securities | $5,535,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $5,534,000 | 3,282 |
| Issued or guaranteed by U.S. | $5,534,000 | 3,272 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,000 | 3,991 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,601 |
| 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) | $7,261,000 | 6,396 |
| Total debt securities | $7,261,000 | 7,105 |
| 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 | $7,821,000 | 7,100 |
| U.S. Government securities | $7,821,000 | 6,360 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,821,000 | 6,182 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $1,002,000 | 6,530 |
| Mortgage-backed securities | $5,898,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $5,458,000 | 3,305 |
| Issued or guaranteed by U.S. | $5,458,000 | 3,293 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $440,000 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,106 |
| 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) | $7,821,000 | 6,293 |
| Total debt securities | $7,822,000 | 7,024 |
| 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 | $8,394,000 | 6,911 |
| U.S. Government securities | $8,394,000 | 6,063 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,394,000 | 5,875 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $1,193,000 | 6,389 |
| Mortgage-backed securities | $6,375,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $5,859,000 | 3,188 |
| Issued or guaranteed by U.S. | $5,859,000 | 3,172 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $516,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 3,036 |
| 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) | $8,394,000 | 6,125 |
| Total debt securities | $8,394,000 | 6,822 |
| 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 | $7,739,000 | 7,010 |
| U.S. Government securities | $7,739,000 | 6,186 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,739,000 | 6,010 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $1,532,000 | 6,146 |
| Mortgage-backed securities | $7,029,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $6,427,000 | 3,063 |
| Issued or guaranteed by U.S. | $6,427,000 | 3,051 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $602,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 3,168 |
| 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) | $7,739,000 | 6,238 |
| Total debt securities | $7,739,000 | 6,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,610,000 | 7,379 |
| U.S. Government securities | $6,610,000 | 6,582 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,610,000 | 6,386 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $1,872,000 | 5,952 |
| Mortgage-backed securities | $6,507,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $5,823,000 | 3,180 |
| Issued or guaranteed by U.S. | $5,823,000 | 3,169 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $684,000 | 3,363 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 3,212 |
| 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) | $6,610,000 | 6,550 |
| Total debt securities | $6,610,000 | 7,282 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,349,000 | 7,719 |
| U.S. Government securities | $5,349,000 | 7,022 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,349,000 | 6,822 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $1,153,000 | 6,465 |
| Mortgage-backed securities | $5,246,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $4,465,000 | 3,573 |
| Issued or guaranteed by U.S. | $4,465,000 | 3,560 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $781,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 3,195 |
| 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) | $5,349,000 | 6,852 |
| Total debt securities | $5,349,000 | 7,636 |
| 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 | $5,659,000 | 7,742 |
| U.S. Government securities | $5,659,000 | 6,966 |
| U.S. Treasury securities | $102,000 | 3,083 |
| U.S. Government agency obligations | $5,557,000 | 6,775 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $1,936,000 | 6,010 |
| Mortgage-backed securities | $5,453,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $3,873,000 | 3,511 |
| Issued or guaranteed by U.S. | $3,873,000 | 3,497 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,580,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,767 |
| 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) | $5,659,000 | 6,801 |
| Total debt securities | $5,658,000 | 7,633 |
| 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 | $6,538,000 | 7,829 |
| U.S. Government securities | $6,481,000 | 7,127 |
| U.S. Treasury securities | $101,000 | 4,051 |
| U.S. Government agency obligations | $6,380,000 | 6,809 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $57,000 | 7,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,179,000 | 6,142 |
| Mortgage-backed securities | $6,181,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $4,256,000 | 2,889 |
| Issued or guaranteed by U.S. | $4,256,000 | 2,872 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,925,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 2,203 |
| 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) | $6,538,000 | 6,738 |
| Total debt securities | $6,481,000 | 7,728 |
| 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 | $7,209,000 | 7,919 |
| U.S. Government securities | $7,155,000 | 7,117 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $7,055,000 | 6,625 |
| 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 | $54,000 | 7,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,384,000 | 6,838 |
| Mortgage-backed securities | $6,955,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $4,813,000 | 2,865 |
| Issued or guaranteed by U.S. | $4,813,000 | 2,853 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,142,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 2,239 |
| 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) | $7,209,000 | 6,695 |
| Total debt securities | $7,155,000 | 7,822 |
| 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 | $6,816,000 | 8,088 |
| U.S. Government securities | $6,770,000 | 7,234 |
| U.S. Treasury securities | $303,000 | 6,344 |
| U.S. Government agency obligations | $6,467,000 | 6,530 |
| 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 | $46,000 | 7,195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 8,261 |
| Mortgage-backed securities | $6,467,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $3,868,000 | 3,405 |
| Issued or guaranteed by U.S. | $3,868,000 | 3,389 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,599,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $2,599,000 | 2,244 |
| 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) | $6,816,000 | 6,722 |
| Total debt securities | $6,770,000 | 7,977 |
| 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 | $7,508,000 | 8,255 |
| U.S. Government securities | $7,465,000 | 7,464 |
| U.S. Treasury securities | $300,000 | 7,519 |
| U.S. Government agency obligations | $7,165,000 | 6,278 |
| 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 | $43,000 | 7,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,712 |
| Mortgage-backed securities | $6,913,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $3,962,000 | 3,291 |
| Issued or guaranteed by U.S. | $3,962,000 | 3,277 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,951,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $2,951,000 | 2,170 |
| 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) | $7,508,000 | 6,528 |
| Total debt securities | $7,465,000 | 8,146 |
| 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 | $7,084,000 | 8,952 |
| U.S. Government securities | $7,043,000 | 8,230 |
| U.S. Treasury securities | $300,000 | 8,384 |
| U.S. Government agency obligations | $6,743,000 | 6,811 |
| 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 | $41,000 | 7,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $6,743,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $3,544,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,544,000 | 3,775 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,199,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $3,199,000 | 2,372 |
| 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) | $7,084,000 | 6,951 |
| Total debt securities | $7,043,000 | 8,872 |
| 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 | $6,375,000 | 9,618 |
| U.S. Government securities | $6,324,000 | 8,914 |
| U.S. Treasury securities | $403,000 | 9,637 |
| U.S. Government agency obligations | $5,921,000 | 7,213 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $48,000 | 4,804 |
| Privately issued residential mortgage-backed securities | $48,000 | 2,164 |
| 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 | $3,000 | 8,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 9,504 |
| Mortgage-backed securities | $5,969,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $2,176,000 | 4,764 |
| Issued or guaranteed by U.S. | $2,176,000 | 4,737 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,793,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $3,745,000 | 2,420 |
| Privately issued | $48,000 | 1,841 |
| 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) | $6,375,000 | 7,392 |
| Total debt securities | $6,372,000 | 9,517 |
| 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 | $6,590,000 | 10,098 |
| U.S. Government securities | $6,587,000 | 9,331 |
| U.S. Treasury securities | $489,000 | 10,535 |
| U.S. Government agency obligations | $6,098,000 | 7,091 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $3,000 | 8,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,982 |
| Mortgage-backed securities | $5,922,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,978 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,953 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,693,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $3,693,000 | 2,603 |
| 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) | $1,060,000 | 10,714 |
| Available-for-sale securities (fair market value) | $5,530,000 | 6,581 |
| Total debt securities | $6,587,000 | 10,000 |
| 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 | $6,449,000 | 10,567 |
| U.S. Government securities | $6,436,000 | 9,724 |
| U.S. Treasury securities | $600,000 | 10,634 |
| U.S. Government agency obligations | $5,836,000 | 7,416 |
| Securities issued by states & political subdivisions | $10,000 | 9,770 |
| 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 | $3,000 | 8,756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $5,574,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 5,253 |
| Issued or guaranteed by U.S. | $2,529,000 | 5,214 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,045,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 3,181 |
| 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 | $6,446,000 | 10,434 |
| 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 | $4,989,000 | 11,602 |
| U.S. Government securities | $4,916,000 | 10,854 |
| U.S. Treasury securities | $595,000 | 11,125 |
| U.S. Government agency obligations | $4,321,000 | 8,463 |
| Securities issued by states & political subdivisions | $70,000 | 9,487 |
| 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 | $3,000 | 8,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $4,049,000 | 6,007 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 5,448 |
| Issued or guaranteed by U.S. | $2,671,000 | 5,390 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,378,000 | 4,600 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 4,238 |
| 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 | $4,986,000 | 11,457 |
| 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 |