Home > Treaty Oak Bank > Securities
Treaty Oak Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $5,802,000 | 6,438 |
| U.S. Government securities | $5,802,000 | 5,856 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,802,000 | 5,726 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $5,802,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $5,802,000 | 3,279 |
| Issued or guaranteed by U.S. | $5,802,000 | 3,273 |
| 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) | $5,802,000 | 5,961 |
| Total debt securities | $5,802,000 | 6,403 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,208,000 | 6,320 |
| U.S. Government securities | $6,208,000 | 5,627 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,208,000 | 5,512 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $3,364,000 | 4,722 |
| Mortgage-backed securities | $6,208,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $6,208,000 | 3,079 |
| Issued or guaranteed by U.S. | $6,208,000 | 3,071 |
| 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) | $6,208,000 | 5,834 |
| Total debt securities | $6,208,000 | 6,288 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,695,000 | 6,245 |
| U.S. Government securities | $6,695,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,695,000 | 5,369 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $3,642,000 | 4,673 |
| Mortgage-backed securities | $6,695,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $6,695,000 | 2,941 |
| Issued or guaranteed by U.S. | $6,695,000 | 2,932 |
| 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) | $6,695,000 | 5,746 |
| Total debt securities | $6,695,000 | 6,207 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,553,000 | 6,723 |
| U.S. Government securities | $4,553,000 | 6,148 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,553,000 | 6,033 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $3,525,000 | 4,777 |
| Mortgage-backed securities | $4,553,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $4,552,000 | 3,458 |
| Issued or guaranteed by U.S. | $4,552,000 | 3,449 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,424 |
| 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) | $4,553,000 | 6,215 |
| Total debt securities | $4,553,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,039,000 | 7,279 |
| U.S. Government securities | $2,039,000 | 6,925 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,039,000 | 6,812 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $1,950,000 | 5,452 |
| Mortgage-backed securities | $2,039,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $2,038,000 | 4,395 |
| Issued or guaranteed by U.S. | $2,038,000 | 4,387 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,409 |
| 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) | $2,039,000 | 6,748 |
| Total debt securities | $2,038,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,469,000 | 6,835 |
| U.S. Government securities | $4,468,000 | 6,249 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,468,000 | 6,145 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,000 | 3,241 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,565 |
| 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 | $4,413,000 | 4,565 |
| Mortgage-backed securities | $4,469,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $4,468,000 | 3,681 |
| Issued or guaranteed by U.S. | $4,468,000 | 3,675 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,000 | 1,486 |
| 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) | $4,468,000 | 1,602 |
| Available-for-sale securities (fair market value) | $1,000 | 7,284 |
| Total debt securities | $4,469,000 | 6,794 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,973,000 | 6,812 |
| U.S. Government securities | $4,972,000 | 6,170 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,972,000 | 6,082 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,000 | 3,336 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| 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 | $657,000 | 6,080 |
| Mortgage-backed securities | $4,973,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $4,972,000 | 3,653 |
| Issued or guaranteed by U.S. | $4,972,000 | 3,643 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $4,972,000 | 1,583 |
| Available-for-sale securities (fair market value) | $1,000 | 7,351 |
| Total debt securities | $4,973,000 | 6,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,537,000 | 6,493 |
| U.S. Government securities | $6,537,000 | 5,766 |
| U.S. Treasury securities | $1,096,000 | 646 |
| U.S. Government agency obligations | $5,441,000 | 5,963 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $1,101,000 | 5,883 |
| Mortgage-backed securities | $5,441,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $5,440,000 | 3,574 |
| Issued or guaranteed by U.S. | $5,440,000 | 3,562 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,388 |
| 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) | $6,536,000 | 1,424 |
| Available-for-sale securities (fair market value) | $1,000 | 7,419 |
| Total debt securities | $6,537,000 | 6,448 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,087,000 | 6,631 |
| U.S. Government securities | $6,087,000 | 6,005 |
| U.S. Treasury securities | $1,091,000 | 601 |
| U.S. Government agency obligations | $4,996,000 | 6,208 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $1,096,000 | 5,954 |
| Mortgage-backed securities | $4,996,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $4,995,000 | 3,772 |
| Issued or guaranteed by U.S. | $4,995,000 | 3,759 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,387 |
| 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) | $6,086,000 | 1,500 |
| Available-for-sale securities (fair market value) | $1,000 | 7,474 |
| Total debt securities | $6,087,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,092,000 | 7,746 |
| U.S. Government securities | $1,092,000 | 7,498 |
| U.S. Treasury securities | $1,087,000 | 569 |
| U.S. Government agency obligations | $5,000 | 7,812 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,000 | 5,979 |
| Mortgage-backed securities | $5,000 | 6,524 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,287 |
| Issued or guaranteed by U.S. | $4,000 | 6,265 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,391 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,091,000 | 2,489 |
| Available-for-sale securities (fair market value) | $1,000 | 7,518 |
| Total debt securities | $1,092,000 | 7,712 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,088,000 | 7,809 |
| U.S. Government securities | $1,088,000 | 7,549 |
| U.S. Treasury securities | $1,082,000 | 595 |
| U.S. Government agency obligations | $6,000 | 7,851 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,088,000 | 6,015 |
| Mortgage-backed securities | $6,000 | 6,529 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,307 |
| Issued or guaranteed by U.S. | $5,000 | 6,287 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,339 |
| 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) | $1,086,000 | 2,506 |
| Available-for-sale securities (fair market value) | $2,000 | 7,563 |
| Total debt securities | $1,088,000 | 7,770 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,110,000 | 7,853 |
| U.S. Government securities | $1,110,000 | 7,597 |
| U.S. Treasury securities | $1,102,000 | 593 |
| U.S. Government agency obligations | $8,000 | 7,909 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,108,000 | 6,015 |
| Mortgage-backed securities | $8,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,312 |
| Issued or guaranteed by U.S. | $6,000 | 6,287 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,369 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,106,000 | 2,503 |
| Available-for-sale securities (fair market value) | $4,000 | 7,603 |
| Total debt securities | $1,109,000 | 7,807 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,112,000 | 7,888 |
| U.S. Government securities | $1,112,000 | 7,638 |
| U.S. Treasury securities | $1,103,000 | 602 |
| U.S. Government agency obligations | $9,000 | 7,952 |
| 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 | $1,111,000 | 6,033 |
| Mortgage-backed securities | $9,000 | 6,540 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,283 |
| Issued or guaranteed by U.S. | $9,000 | 6,253 |
| 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) | $1,108,000 | 2,535 |
| Available-for-sale securities (fair market value) | $4,000 | 7,631 |
| Total debt securities | $1,112,000 | 7,838 |
| 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 | $1,214,000 | 7,951 |
| U.S. Government securities | $1,214,000 | 7,730 |
| U.S. Treasury securities | $1,205,000 | 675 |
| U.S. Government agency obligations | $9,000 | 8,007 |
| 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 | $1,214,000 | 6,055 |
| Mortgage-backed securities | $9,000 | 6,486 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,228 |
| Issued or guaranteed by U.S. | $9,000 | 6,208 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,209,000 | 2,574 |
| Available-for-sale securities (fair market value) | $5,000 | 7,644 |
| Total debt securities | $1,214,000 | 7,908 |
| 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 | $360,000 | 8,171 |
| U.S. Government securities | $360,000 | 8,037 |
| U.S. Treasury securities | $349,000 | 1,057 |
| U.S. Government agency obligations | $11,000 | 8,057 |
| 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 | $110,000 | 6,640 |
| Mortgage-backed securities | $11,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,172 |
| Issued or guaranteed by U.S. | $11,000 | 6,150 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $354,000 | 3,121 |
| Available-for-sale securities (fair market value) | $6,000 | 7,666 |
| Total debt securities | $361,000 | 8,131 |
| 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 | $1,462,000 | 7,998 |
| U.S. Government securities | $1,462,000 | 7,785 |
| U.S. Treasury securities | $1,446,000 | 775 |
| U.S. Government agency obligations | $16,000 | 8,098 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,462,000 | 6,017 |
| Mortgage-backed securities | $16,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,145 |
| Issued or guaranteed by U.S. | $16,000 | 6,124 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,451,000 | 2,575 |
| Available-for-sale securities (fair market value) | $11,000 | 7,698 |
| Total debt securities | $1,467,000 | 7,956 |
| 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 | $1,461,000 | 8,041 |
| U.S. Government securities | $1,461,000 | 7,826 |
| U.S. Treasury securities | $1,443,000 | 830 |
| U.S. Government agency obligations | $18,000 | 8,131 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,000 | 6,130 |
| Mortgage-backed securities | $18,000 | 6,446 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,155 |
| Issued or guaranteed by U.S. | $18,000 | 6,133 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,448,000 | 2,615 |
| Available-for-sale securities (fair market value) | $13,000 | 7,721 |
| Total debt securities | $1,461,000 | 7,999 |
| 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 | $1,362,000 | 8,110 |
| U.S. Government securities | $1,362,000 | 7,901 |
| U.S. Treasury securities | $1,342,000 | 879 |
| U.S. Government agency obligations | $20,000 | 8,184 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,359,000 | 6,077 |
| Mortgage-backed securities | $20,000 | 6,461 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,169 |
| Issued or guaranteed by U.S. | $20,000 | 6,143 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,347,000 | 2,698 |
| Available-for-sale securities (fair market value) | $15,000 | 7,775 |
| Total debt securities | $1,367,000 | 8,064 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,022,000 | 8,033 |
| U.S. Government securities | $2,022,000 | 7,761 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,022,000 | 7,629 |
| 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 | $2,022,000 | 5,783 |
| Mortgage-backed securities | $22,000 | 6,500 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,217 |
| Issued or guaranteed by U.S. | $20,000 | 6,189 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,295 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,006,000 | 2,507 |
| Available-for-sale securities (fair market value) | $16,000 | 7,835 |
| Total debt securities | $2,022,000 | 7,983 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,423,000 | 8,003 |
| U.S. Government securities | $2,423,000 | 7,698 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,423,000 | 7,565 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,624,000 | 6,028 |
| Mortgage-backed securities | $25,000 | 6,536 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,250 |
| Issued or guaranteed by U.S. | $22,000 | 6,225 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,283 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,005,000 | 2,531 |
| Available-for-sale securities (fair market value) | $418,000 | 7,727 |
| Total debt securities | $2,423,000 | 7,958 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,922,000 | 7,936 |
| U.S. Government securities | $2,922,000 | 7,614 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,922,000 | 7,477 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,603,000 | 6,035 |
| Mortgage-backed securities | $27,000 | 6,560 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,264 |
| Issued or guaranteed by U.S. | $24,000 | 6,242 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,283 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,504,000 | 2,432 |
| Available-for-sale securities (fair market value) | $418,000 | 7,763 |
| Total debt securities | $2,922,000 | 7,891 |
| 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 | $3,427,000 | 7,850 |
| U.S. Government securities | $3,427,000 | 7,460 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,427,000 | 7,317 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,231,000 | 6,260 |
| Mortgage-backed securities | $34,000 | 6,599 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,288 |
| Issued or guaranteed by U.S. | $31,000 | 6,267 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,000 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,304 |
| 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) | $3,003,000 | 2,354 |
| Available-for-sale securities (fair market value) | $424,000 | 7,807 |
| Total debt securities | $3,427,000 | 7,797 |
| 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 | $3,928,000 | 7,746 |
| U.S. Government securities | $3,928,000 | 7,312 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,928,000 | 7,172 |
| 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 | $1,233,000 | 6,287 |
| Mortgage-backed securities | $37,000 | 6,615 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,310 |
| Issued or guaranteed by U.S. | $34,000 | 6,291 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,310 |
| 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) | $3,501,000 | 2,248 |
| Available-for-sale securities (fair market value) | $427,000 | 7,838 |
| Total debt securities | $3,927,000 | 7,693 |
| 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 | $4,438,000 | 7,660 |
| U.S. Government securities | $4,438,000 | 7,175 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,438,000 | 7,025 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,000 | 6,282 |
| Mortgage-backed securities | $48,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,315 |
| Issued or guaranteed by U.S. | $44,000 | 6,296 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,000 | 3,692 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,335 |
| 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) | $4,000,000 | 2,174 |
| Available-for-sale securities (fair market value) | $438,000 | 7,854 |
| Total debt securities | $4,438,000 | 7,601 |
| 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 | $4,942,000 | 7,612 |
| U.S. Government securities | $4,942,000 | 7,088 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,942,000 | 6,932 |
| 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 | $1,248,000 | 6,315 |
| Mortgage-backed securities | $52,000 | 6,685 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,377 |
| Issued or guaranteed by U.S. | $48,000 | 6,358 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,392 |
| 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) | $4,501,000 | 2,109 |
| Available-for-sale securities (fair market value) | $441,000 | 7,935 |
| Total debt securities | $4,942,000 | 7,556 |
| 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 | $5,456,000 | 7,522 |
| U.S. Government securities | $5,456,000 | 6,949 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,456,000 | 6,797 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,260,000 | 6,309 |
| Mortgage-backed securities | $63,000 | 6,693 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,382 |
| Issued or guaranteed by U.S. | $59,000 | 6,367 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,000 | 3,776 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,428 |
| 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) | $5,001,000 | 2,023 |
| Available-for-sale securities (fair market value) | $455,000 | 7,958 |
| Total debt securities | $5,455,000 | 7,453 |
| 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 | $471,000 | 8,729 |
| U.S. Government securities | $471,000 | 8,568 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $471,000 | 8,461 |
| 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 | $471,000 | 6,914 |
| Mortgage-backed securities | $68,000 | 6,724 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,394 |
| Issued or guaranteed by U.S. | $63,000 | 6,379 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,000 | 3,793 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,441 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000 | 4,472 |
| Available-for-sale securities (fair market value) | $463,000 | 8,008 |
| Total debt securities | $471,000 | 8,682 |
| 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 | $480,000 | 8,788 |
| U.S. Government securities | $480,000 | 8,636 |
| U.S. Treasury securities | $399,000 | 1,825 |
| U.S. Government agency obligations | $81,000 | 8,649 |
| 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 | $480,000 | 6,949 |
| Mortgage-backed securities | $81,000 | 6,760 |
| Certificates of participation in pools of residential mortgages | $76,000 | 6,420 |
| Issued or guaranteed by U.S. | $76,000 | 6,403 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,000 | 3,869 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,518 |
| 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) | $408,000 | 3,823 |
| Available-for-sale securities (fair market value) | $72,000 | 8,188 |
| Total debt securities | $470,000 | 8,748 |
| 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 | $500,000 | 8,814 |
| U.S. Government securities | $500,000 | 8,628 |
| U.S. Treasury securities | $399,000 | 1,805 |
| U.S. Government agency obligations | $101,000 | 8,647 |
| 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 | $496,000 | 6,933 |
| Mortgage-backed securities | $101,000 | 6,736 |
| Certificates of participation in pools of residential mortgages | $95,000 | 6,378 |
| Issued or guaranteed by U.S. | $95,000 | 6,359 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,000 | 3,931 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,574 |
| 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) | $411,000 | 3,867 |
| Available-for-sale securities (fair market value) | $89,000 | 8,206 |
| Total debt securities | $500,000 | 8,758 |
| 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 | $309,000 | 8,914 |
| U.S. Government securities | $309,000 | 8,744 |
| U.S. Treasury securities | $200,000 | 2,093 |
| U.S. Government agency obligations | $109,000 | 8,701 |
| 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 | $309,000 | 7,052 |
| Mortgage-backed securities | $109,000 | 6,755 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,406 |
| Issued or guaranteed by U.S. | $103,000 | 6,382 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,000 | 3,991 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,782 |
| 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) | $215,000 | 4,173 |
| Available-for-sale securities (fair market value) | $94,000 | 8,268 |
| Total debt securities | $309,000 | 8,852 |
| 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 | $320,000 | 8,954 |
| U.S. Government securities | $320,000 | 8,781 |
| U.S. Treasury securities | $199,000 | 2,172 |
| U.S. Government agency obligations | $121,000 | 8,728 |
| 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 | $320,000 | 7,072 |
| Mortgage-backed securities | $121,000 | 6,765 |
| Certificates of participation in pools of residential mortgages | $113,000 | 6,431 |
| Issued or guaranteed by U.S. | $113,000 | 6,404 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,000 | 4,071 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,850 |
| 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) | $220,000 | 4,186 |
| Available-for-sale securities (fair market value) | $100,000 | 8,304 |
| Total debt securities | $320,000 | 8,893 |
| 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 | $333,000 | 8,982 |
| U.S. Government securities | $333,000 | 8,805 |
| U.S. Treasury securities | $200,000 | 2,196 |
| U.S. Government agency obligations | $133,000 | 8,754 |
| 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 | $333,000 | 7,084 |
| Mortgage-backed securities | $133,000 | 6,800 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,424 |
| Issued or guaranteed by U.S. | $124,000 | 6,404 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,000 | 4,231 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 4,008 |
| 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) | $225,000 | 4,234 |
| Available-for-sale securities (fair market value) | $108,000 | 8,313 |
| Total debt securities | $332,000 | 8,918 |
| 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 | $374,000 | 9,025 |
| U.S. Government securities | $374,000 | 8,843 |
| U.S. Treasury securities | $199,000 | 2,263 |
| U.S. Government agency obligations | $175,000 | 8,790 |
| 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 | $374,000 | 7,101 |
| Mortgage-backed securities | $175,000 | 6,746 |
| Certificates of participation in pools of residential mortgages | $136,000 | 6,411 |
| Issued or guaranteed by U.S. | $136,000 | 6,391 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $39,000 | 4,207 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 4,014 |
| 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) | $229,000 | 4,291 |
| Available-for-sale securities (fair market value) | $145,000 | 8,347 |
| Total debt securities | $374,000 | 8,957 |
| 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 | $424,000 | 9,063 |
| U.S. Government securities | $424,000 | 8,876 |
| U.S. Treasury securities | $201,000 | 2,385 |
| U.S. Government agency obligations | $223,000 | 8,810 |
| 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 | $424,000 | 7,092 |
| Mortgage-backed securities | $223,000 | 6,688 |
| Certificates of participation in pools of residential mortgages | $150,000 | 6,360 |
| Issued or guaranteed by U.S. | $150,000 | 6,340 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $73,000 | 4,177 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,991 |
| 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) | $241,000 | 4,349 |
| Available-for-sale securities (fair market value) | $183,000 | 8,349 |
| Total debt securities | $424,000 | 8,999 |
| 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 | $633,000 | 9,239 |
| U.S. Government securities | $633,000 | 9,023 |
| U.S. Treasury securities | $206,000 | 2,925 |
| U.S. Government agency obligations | $427,000 | 8,963 |
| 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 | $633,000 | 7,034 |
| Mortgage-backed securities | $427,000 | 6,435 |
| Certificates of participation in pools of residential mortgages | $205,000 | 6,231 |
| Issued or guaranteed by U.S. | $205,000 | 6,206 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $222,000 | 4,084 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,905 |
| 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) | $276,000 | 4,560 |
| Available-for-sale securities (fair market value) | $357,000 | 8,454 |
| Total debt securities | $633,000 | 9,164 |
| 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 | $893,000 | 9,552 |
| U.S. Government securities | $706,000 | 9,398 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $506,000 | 9,250 |
| 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 | $187,000 | 5,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,000 | 7,572 |
| Mortgage-backed securities | $506,000 | 6,094 |
| Certificates of participation in pools of residential mortgages | $264,000 | 5,907 |
| Issued or guaranteed by U.S. | $264,000 | 5,886 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $242,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,519 |
| 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) | $296,000 | 5,159 |
| Available-for-sale securities (fair market value) | $597,000 | 8,680 |
| Total debt securities | $706,000 | 9,490 |
| 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 | $690,000 | 9,928 |
| U.S. Government securities | $592,000 | 9,794 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $592,000 | 9,523 |
| 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 | $98,000 | 6,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $366,000 | 7,843 |
| Mortgage-backed securities | $592,000 | 6,326 |
| Certificates of participation in pools of residential mortgages | $336,000 | 6,059 |
| Issued or guaranteed by U.S. | $336,000 | 6,044 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $256,000 | 3,886 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,712 |
| 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) | $131,000 | 5,825 |
| Available-for-sale securities (fair market value) | $559,000 | 8,966 |
| Total debt securities | $592,000 | 9,863 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,022,000 | 10,056 |
| U.S. Government securities | $989,000 | 9,857 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $989,000 | 9,363 |
| 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 | $614,000 | 7,577 |
| Mortgage-backed securities | $989,000 | 6,120 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,866 |
| Issued or guaranteed by U.S. | $568,000 | 5,852 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $421,000 | 3,905 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 3,748 |
| 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) | $183,000 | 6,289 |
| Available-for-sale securities (fair market value) | $839,000 | 8,958 |
| Total debt securities | $989,000 | 9,965 |
| 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 | $2,211,000 | 10,246 |
| U.S. Government securities | $1,716,000 | 10,156 |
| U.S. Treasury securities | $250,000 | 7,625 |
| U.S. Government agency obligations | $1,466,000 | 9,413 |
| Securities issued by states & political subdivisions | $495,000 | 6,749 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,000 | 7,865 |
| Mortgage-backed securities | $1,466,000 | 5,861 |
| Certificates of participation in pools of residential mortgages | $1,001,000 | 5,377 |
| Issued or guaranteed by U.S. | $1,001,000 | 5,355 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $465,000 | 4,091 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,951 |
| 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) | $235,000 | 7,028 |
| Available-for-sale securities (fair market value) | $1,976,000 | 8,755 |
| Total debt securities | $2,211,000 | 10,155 |
| 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 | $2,394,000 | 10,753 |
| U.S. Government securities | $1,907,000 | 10,645 |
| U.S. Treasury securities | $248,000 | 8,518 |
| U.S. Government agency obligations | $1,659,000 | 9,693 |
| Securities issued by states & political subdivisions | $487,000 | 7,102 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,000 | 8,263 |
| Mortgage-backed securities | $1,659,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $1,175,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,175,000 | 5,572 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $484,000 | 4,513 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 4,353 |
| 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) | $298,000 | 7,627 |
| Available-for-sale securities (fair market value) | $2,096,000 | 8,969 |
| Total debt securities | $2,394,000 | 10,652 |
| 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 | $2,637,000 | 11,157 |
| U.S. Government securities | $2,149,000 | 11,022 |
| U.S. Treasury securities | $299,000 | 9,808 |
| U.S. Government agency obligations | $1,850,000 | 9,885 |
| Securities issued by states & political subdivisions | $488,000 | 7,378 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 8,381 |
| Mortgage-backed securities | $1,850,000 | 6,405 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 5,643 |
| Issued or guaranteed by U.S. | $1,335,000 | 5,615 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $515,000 | 4,837 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 4,645 |
| 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) | $371,000 | 7,946 |
| Available-for-sale securities (fair market value) | $2,266,000 | 9,283 |
| Total debt securities | $2,638,000 | 11,053 |
| 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 | $3,126,000 | 11,650 |
| U.S. Government securities | $2,661,000 | 11,431 |
| U.S. Treasury securities | $685,000 | 10,181 |
| U.S. Government agency obligations | $1,976,000 | 9,974 |
| Securities issued by states & political subdivisions | $465,000 | 7,795 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 9,430 |
| Mortgage-backed securities | $1,976,000 | 6,683 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 5,775 |
| Issued or guaranteed by U.S. | $1,476,000 | 5,749 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $500,000 | 5,240 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,006 |
| 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) | $1,190,000 | 10,616 |
| Available-for-sale securities (fair market value) | $1,936,000 | 8,934 |
| Total debt securities | $3,126,000 | 11,555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,436,000 | 12,396 |
| U.S. Government securities | $2,070,000 | 12,170 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,070,000 | 10,164 |
| Securities issued by states & political subdivisions | $366,000 | 8,250 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,000 | 9,247 |
| Mortgage-backed securities | $2,070,000 | 7,200 |
| Certificates of participation in pools of residential mortgages | $742,000 | 7,532 |
| Issued or guaranteed by U.S. | $742,000 | 7,483 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,328,000 | 4,625 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 4,422 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,436,000 | 12,267 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,905,000 | 12,632 |
| U.S. Government securities | $2,905,000 | 12,162 |
| U.S. Treasury securities | $400,000 | 11,557 |
| U.S. Government agency obligations | $2,505,000 | 10,005 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $835,000 | 9,057 |
| Mortgage-backed securities | $2,505,000 | 7,169 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 7,094 |
| Issued or guaranteed by U.S. | $1,277,000 | 7,034 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,228,000 | 4,752 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 4,391 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,905,000 | 12,527 |
| 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 |