Home > Valley Bank > Securities
Valley Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $55,618,000 | 2,476 |
| U.S. Government securities | $33,570,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $33,570,000 | 2,485 |
| Securities issued by states & political subdivisions | $22,044,000 | 1,692 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,000 | 1,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,537,000 | 3,528 |
| Mortgage-backed securities | $23,625,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $14,983,000 | 2,135 |
| Issued or guaranteed by U.S. | $14,983,000 | 2,133 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,153,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $8,153,000 | 1,462 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $489,000 | 768 |
| Commercial mortgage pass-through securities | $489,000 | 528 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $55,618,000 | 2,256 |
| Total debt securities | $55,614,000 | 2,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $61,155,000 | 2,310 |
| U.S. Government securities | $38,535,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $38,535,000 | 2,271 |
| Securities issued by states & political subdivisions | $22,614,000 | 1,635 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,588,000 | 3,556 |
| Mortgage-backed securities | $26,372,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $16,277,000 | 2,060 |
| Issued or guaranteed by U.S. | $16,277,000 | 2,059 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,585,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $9,585,000 | 1,385 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $510,000 | 685 |
| Commercial mortgage pass-through securities | $510,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $61,155,000 | 2,123 |
| Total debt securities | $61,149,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $62,832,000 | 2,208 |
| U.S. Government securities | $40,999,000 | 2,183 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $40,999,000 | 2,129 |
| Securities issued by states & political subdivisions | $21,746,000 | 1,665 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $87,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,888,000 | 5,260 |
| Mortgage-backed securities | $28,641,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $16,808,000 | 2,005 |
| Issued or guaranteed by U.S. | $16,808,000 | 2,003 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,318,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $11,318,000 | 1,316 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $515,000 | 573 |
| Commercial mortgage pass-through securities | $515,000 | 422 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $62,832,000 | 2,024 |
| Total debt securities | $62,745,000 | 2,184 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $62,162,000 | 2,261 |
| U.S. Government securities | $39,920,000 | 2,283 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $39,920,000 | 2,230 |
| Securities issued by states & political subdivisions | $22,168,000 | 1,589 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $74,000 | 988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,906,000 | 5,316 |
| Mortgage-backed securities | $30,930,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $17,930,000 | 2,001 |
| Issued or guaranteed by U.S. | $17,930,000 | 2,001 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,000,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $13,000,000 | 1,278 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $62,162,000 | 2,070 |
| Total debt securities | $62,088,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $61,751,000 | 2,262 |
| U.S. Government securities | $40,109,000 | 2,304 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $40,109,000 | 2,252 |
| Securities issued by states & political subdivisions | $21,607,000 | 1,594 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $35,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,919,000 | 5,362 |
| Mortgage-backed securities | $30,578,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $17,395,000 | 2,078 |
| Issued or guaranteed by U.S. | $17,395,000 | 2,077 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,183,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $13,183,000 | 1,285 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $61,751,000 | 2,067 |
| Total debt securities | $61,716,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $62,477,000 | 2,243 |
| U.S. Government securities | $41,112,000 | 2,278 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $41,112,000 | 2,223 |
| Securities issued by states & political subdivisions | $21,334,000 | 1,555 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $31,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,934,000 | 5,398 |
| Mortgage-backed securities | $30,994,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $15,720,000 | 2,219 |
| Issued or guaranteed by U.S. | $15,720,000 | 2,215 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,274,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $15,274,000 | 1,214 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $62,477,000 | 2,047 |
| Total debt securities | $62,446,000 | 2,228 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $62,427,000 | 2,186 |
| U.S. Government securities | $40,953,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $40,953,000 | 2,141 |
| Securities issued by states & political subdivisions | $21,442,000 | 1,495 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $32,000 | 1,069 |
| 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 | 5,150 |
| Mortgage-backed securities | $32,372,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $14,704,000 | 2,206 |
| Issued or guaranteed by U.S. | $14,704,000 | 2,200 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,973,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $16,973,000 | 1,060 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $695,000 | 375 |
| Commercial mortgage pass-through securities | $695,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $62,427,000 | 1,979 |
| Total debt securities | $62,395,000 | 2,170 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $61,306,000 | 2,140 |
| U.S. Government securities | $40,349,000 | 2,173 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $40,349,000 | 2,107 |
| Securities issued by states & political subdivisions | $20,934,000 | 1,485 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $23,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,029,000 | 4,777 |
| Mortgage-backed securities | $31,739,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $14,021,000 | 2,203 |
| Issued or guaranteed by U.S. | $14,021,000 | 2,196 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,013,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $17,013,000 | 1,048 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $705,000 | 326 |
| Commercial mortgage pass-through securities | $705,000 | 230 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $61,306,000 | 1,939 |
| Total debt securities | $61,283,000 | 2,120 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $59,768,000 | 2,193 |
| U.S. Government securities | $40,089,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $40,089,000 | 2,159 |
| Securities issued by states & political subdivisions | $19,659,000 | 1,526 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $20,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,033,000 | 4,824 |
| Mortgage-backed securities | $32,022,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $13,162,000 | 2,233 |
| Issued or guaranteed by U.S. | $13,162,000 | 2,229 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $18,144,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $18,144,000 | 967 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $716,000 | 317 |
| Commercial mortgage pass-through securities | $716,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $59,768,000 | 1,979 |
| Total debt securities | $59,748,000 | 2,173 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $61,360,000 | 2,142 |
| U.S. Government securities | $42,947,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $42,947,000 | 2,021 |
| Securities issued by states & political subdivisions | $18,393,000 | 1,573 |
| 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 | $20,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,472,000 | 5,022 |
| Mortgage-backed securities | $36,878,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $19,533,000 | 1,663 |
| Issued or guaranteed by U.S. | $19,533,000 | 1,659 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,619,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $16,619,000 | 998 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $726,000 | 298 |
| Commercial mortgage pass-through securities | $726,000 | 217 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $61,360,000 | 1,937 |
| Total debt securities | $61,340,000 | 2,123 |
| 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 | $56,196,000 | 2,205 |
| U.S. Government securities | $38,391,000 | 2,174 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $38,391,000 | 2,102 |
| Securities issued by states & political subdivisions | $17,723,000 | 1,595 |
| Other domestic debt securities | $3,000 | 3,033 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,380 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $79,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,487,000 | 5,031 |
| Mortgage-backed securities | $33,276,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $18,757,000 | 1,629 |
| Issued or guaranteed by U.S. | $18,757,000 | 1,624 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,519,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $14,516,000 | 1,040 |
| Privately issued | $3,000 | 1,315 |
| 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) | $56,196,000 | 1,995 |
| Total debt securities | $56,117,000 | 2,180 |
| 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 | $58,286,000 | 2,099 |
| U.S. Government securities | $40,649,000 | 2,047 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $40,649,000 | 1,974 |
| Securities issued by states & political subdivisions | $17,056,000 | 1,607 |
| Other domestic debt securities | $30,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,406 |
| 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 | $551,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,764,000 | 4,996 |
| Mortgage-backed securities | $32,398,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $17,690,000 | 1,682 |
| Issued or guaranteed by U.S. | $17,690,000 | 1,678 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,708,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $14,678,000 | 1,026 |
| Privately issued | $30,000 | 1,339 |
| 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) | $58,286,000 | 1,873 |
| Total debt securities | $57,735,000 | 2,090 |
| 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 | $54,052,000 | 2,225 |
| U.S. Government securities | $36,981,000 | 2,254 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $36,981,000 | 2,181 |
| Securities issued by states & political subdivisions | $16,607,000 | 1,553 |
| Other domestic debt securities | $47,000 | 3,028 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,418 |
| 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 | $417,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,774,000 | 5,046 |
| Mortgage-backed securities | $29,599,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $15,212,000 | 1,875 |
| Issued or guaranteed by U.S. | $15,212,000 | 1,868 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $14,387,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $14,340,000 | 985 |
| Privately issued | $47,000 | 1,354 |
| 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) | $54,052,000 | 1,992 |
| Total debt securities | $53,635,000 | 2,222 |
| 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 | $53,330,000 | 2,275 |
| U.S. Government securities | $37,462,000 | 2,278 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $37,462,000 | 2,216 |
| Securities issued by states & political subdivisions | $15,774,000 | 1,605 |
| Other domestic debt securities | $72,000 | 3,052 |
| Privately issued residential mortgage-backed securities | $72,000 | 1,437 |
| 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 | $22,000 | 1,354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,971,000 | 5,045 |
| Mortgage-backed securities | $26,943,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $15,124,000 | 1,979 |
| Issued or guaranteed by U.S. | $15,124,000 | 1,975 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,819,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $11,747,000 | 1,060 |
| Privately issued | $72,000 | 1,374 |
| 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) | $53,330,000 | 2,028 |
| Total debt securities | $53,308,000 | 2,244 |
| 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 | $49,881,000 | 2,376 |
| U.S. Government securities | $35,383,000 | 2,347 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $35,383,000 | 2,278 |
| Securities issued by states & political subdivisions | $14,368,000 | 1,718 |
| Other domestic debt securities | $90,000 | 3,096 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,462 |
| 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 | $40,000 | 1,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,987,000 | 5,085 |
| Mortgage-backed securities | $27,891,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $15,853,000 | 1,995 |
| Issued or guaranteed by U.S. | $15,853,000 | 1,989 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,038,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $11,948,000 | 1,028 |
| Privately issued | $90,000 | 1,390 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $49,881,000 | 2,117 |
| Total debt securities | $49,841,000 | 2,352 |
| 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 | $53,716,000 | 2,245 |
| U.S. Government securities | $38,446,000 | 2,169 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,446,000 | 2,111 |
| Securities issued by states & political subdivisions | $15,056,000 | 1,646 |
| Other domestic debt securities | $108,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $108,000 | 1,508 |
| 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 | $106,000 | 1,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,047,000 | 5,085 |
| Mortgage-backed securities | $30,842,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $18,835,000 | 1,807 |
| Issued or guaranteed by U.S. | $18,835,000 | 1,802 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,007,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $11,899,000 | 1,008 |
| Privately issued | $108,000 | 1,436 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $53,716,000 | 1,990 |
| Total debt securities | $53,610,000 | 2,222 |
| 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 | $56,763,000 | 2,102 |
| U.S. Government securities | $42,219,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $42,219,000 | 1,908 |
| Securities issued by states & political subdivisions | $14,354,000 | 1,675 |
| Other domestic debt securities | $132,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $132,000 | 1,515 |
| 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 | $58,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,351,000 | 4,985 |
| Mortgage-backed securities | $32,064,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $18,971,000 | 1,836 |
| Issued or guaranteed by U.S. | $18,971,000 | 1,826 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,093,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $12,961,000 | 932 |
| Privately issued | $132,000 | 1,444 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $56,763,000 | 1,844 |
| Total debt securities | $56,705,000 | 2,081 |
| 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 | $54,110,000 | 2,171 |
| U.S. Government securities | $42,012,000 | 1,998 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,012,000 | 1,953 |
| Securities issued by states & political subdivisions | $11,879,000 | 1,874 |
| Other domestic debt securities | $201,000 | 3,086 |
| Privately issued residential mortgage-backed securities | $201,000 | 1,500 |
| 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 | $18,000 | 1,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,462,000 | 5,008 |
| Mortgage-backed securities | $31,752,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $17,621,000 | 1,991 |
| Issued or guaranteed by U.S. | $17,584,000 | 1,984 |
| Privately issued | $37,000 | 172 |
| Collaterized mortgage obligations | $14,131,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $13,967,000 | 885 |
| Privately issued | $164,000 | 1,451 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $54,110,000 | 1,908 |
| Total debt securities | $54,092,000 | 2,150 |
| 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 | $56,635,000 | 2,078 |
| U.S. Government securities | $42,168,000 | 1,974 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $42,168,000 | 1,938 |
| Securities issued by states & political subdivisions | $12,104,000 | 1,797 |
| Other domestic debt securities | $225,000 | 2,987 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,444 |
| 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 | $2,138,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,929,000 | 5,260 |
| Mortgage-backed securities | $31,785,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $18,701,000 | 1,854 |
| Issued or guaranteed by U.S. | $18,664,000 | 1,845 |
| Privately issued | $37,000 | 168 |
| Collaterized mortgage obligations | $13,084,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $12,896,000 | 898 |
| Privately issued | $188,000 | 1,391 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $56,635,000 | 1,824 |
| Total debt securities | $54,497,000 | 2,119 |
| 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 | $49,008,000 | 2,300 |
| U.S. Government securities | $36,061,000 | 2,222 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $36,061,000 | 2,178 |
| Securities issued by states & political subdivisions | $12,358,000 | 1,741 |
| Other domestic debt securities | $247,000 | 2,910 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,406 |
| 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 | $342,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,875,000 | 5,293 |
| Mortgage-backed securities | $28,998,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $17,764,000 | 1,834 |
| Issued or guaranteed by U.S. | $17,726,000 | 1,824 |
| Privately issued | $38,000 | 171 |
| Collaterized mortgage obligations | $11,234,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $11,025,000 | 943 |
| Privately issued | $209,000 | 1,363 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $49,008,000 | 2,011 |
| Total debt securities | $48,666,000 | 2,289 |
| 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 | $39,212,000 | 2,829 |
| U.S. Government securities | $26,771,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,771,000 | 2,818 |
| Securities issued by states & political subdivisions | $11,944,000 | 1,807 |
| Other domestic debt securities | $231,000 | 2,910 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,379 |
| 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 | $266,000 | 1,456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 5,395 |
| Mortgage-backed securities | $18,482,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $12,733,000 | 2,281 |
| Issued or guaranteed by U.S. | $12,733,000 | 2,267 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,749,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $5,518,000 | 1,355 |
| Privately issued | $231,000 | 1,310 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $39,212,000 | 2,499 |
| Total debt securities | $38,946,000 | 2,800 |
| 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 | $41,856,000 | 2,664 |
| U.S. Government securities | $29,046,000 | 2,696 |
| U.S. Treasury securities | $539,000 | 773 |
| U.S. Government agency obligations | $28,507,000 | 2,677 |
| Securities issued by states & political subdivisions | $12,515,000 | 1,744 |
| Other domestic debt securities | $265,000 | 2,802 |
| Privately issued residential mortgage-backed securities | $265,000 | 1,353 |
| 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 | $30,000 | 1,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,982,000 | 5,207 |
| Mortgage-backed securities | $16,979,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $12,473,000 | 2,237 |
| Issued or guaranteed by U.S. | $12,473,000 | 2,226 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,506,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $4,241,000 | 1,525 |
| Privately issued | $265,000 | 1,283 |
| 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) | $41,856,000 | 2,362 |
| Total debt securities | $41,826,000 | 2,619 |
| 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 | $45,232,000 | 2,505 |
| U.S. Government securities | $31,785,000 | 2,545 |
| U.S. Treasury securities | $521,000 | 875 |
| U.S. Government agency obligations | $31,264,000 | 2,523 |
| Securities issued by states & political subdivisions | $12,981,000 | 1,670 |
| Other domestic debt securities | $294,000 | 2,617 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,239 |
| 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 | $172,000 | 1,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,958,000 | 5,261 |
| Mortgage-backed securities | $17,853,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $13,114,000 | 1,948 |
| Issued or guaranteed by U.S. | $13,114,000 | 1,938 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,739,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $4,445,000 | 1,415 |
| Privately issued | $294,000 | 1,179 |
| 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) | $45,232,000 | 2,196 |
| Total debt securities | $45,060,000 | 2,469 |
| 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 | $44,548,000 | 2,544 |
| U.S. Government securities | $30,693,000 | 2,646 |
| U.S. Treasury securities | $507,000 | 937 |
| U.S. Government agency obligations | $30,186,000 | 2,632 |
| Securities issued by states & political subdivisions | $11,278,000 | 1,832 |
| Other domestic debt securities | $337,000 | 2,531 |
| Privately issued residential mortgage-backed securities | $337,000 | 1,186 |
| 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 | $2,240,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,944,000 | 5,288 |
| Mortgage-backed securities | $15,737,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $11,777,000 | 1,915 |
| Issued or guaranteed by U.S. | $11,777,000 | 1,906 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,960,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $3,623,000 | 1,500 |
| Privately issued | $337,000 | 1,127 |
| 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) | $44,548,000 | 2,219 |
| Total debt securities | $42,308,000 | 2,599 |
| 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 | $44,388,000 | 2,527 |
| U.S. Government securities | $33,169,000 | 2,470 |
| U.S. Treasury securities | $493,000 | 1,121 |
| U.S. Government agency obligations | $32,676,000 | 2,432 |
| Securities issued by states & political subdivisions | $10,826,000 | 1,862 |
| Other domestic debt securities | $393,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $393,000 | 1,112 |
| 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 | $2,926,000 | 5,340 |
| Mortgage-backed securities | $16,341,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $12,046,000 | 1,837 |
| Issued or guaranteed by U.S. | $12,046,000 | 1,832 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,295,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $3,902,000 | 1,443 |
| Privately issued | $393,000 | 1,049 |
| 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) | $44,388,000 | 2,193 |
| Total debt securities | $44,388,000 | 2,481 |
| 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 | $42,624,000 | 2,646 |
| U.S. Government securities | $31,706,000 | 2,575 |
| U.S. Treasury securities | $499,000 | 1,155 |
| U.S. Government agency obligations | $31,207,000 | 2,538 |
| Securities issued by states & political subdivisions | $10,457,000 | 1,919 |
| Other domestic debt securities | $461,000 | 2,392 |
| Privately issued residential mortgage-backed securities | $461,000 | 1,050 |
| 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 | $2,947,000 | 5,353 |
| Mortgage-backed securities | $17,023,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $12,275,000 | 1,826 |
| Issued or guaranteed by U.S. | $12,275,000 | 1,820 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,748,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $4,287,000 | 1,372 |
| Privately issued | $461,000 | 985 |
| 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) | $42,624,000 | 2,298 |
| Total debt securities | $42,624,000 | 2,605 |
| 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 | $43,574,000 | 2,611 |
| U.S. Government securities | $32,573,000 | 2,565 |
| U.S. Treasury securities | $995,000 | 995 |
| U.S. Government agency obligations | $31,578,000 | 2,558 |
| Securities issued by states & political subdivisions | $10,461,000 | 1,924 |
| Other domestic debt securities | $540,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $540,000 | 992 |
| 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 | $3,377,000 | 5,170 |
| Mortgage-backed securities | $15,527,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $10,511,000 | 2,017 |
| Issued or guaranteed by U.S. | $10,511,000 | 2,006 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,016,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $4,476,000 | 1,367 |
| Privately issued | $540,000 | 934 |
| 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) | $43,574,000 | 2,265 |
| Total debt securities | $43,574,000 | 2,574 |
| 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 | $44,482,000 | 2,588 |
| U.S. Government securities | $33,383,000 | 2,540 |
| U.S. Treasury securities | $994,000 | 1,051 |
| U.S. Government agency obligations | $32,389,000 | 2,534 |
| Securities issued by states & political subdivisions | $10,428,000 | 1,934 |
| Other domestic debt securities | $671,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $579,000 | 968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $92,000 | 272 |
| 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 | $2,379,000 | 5,629 |
| Mortgage-backed securities | $14,399,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $9,767,000 | 2,131 |
| Issued or guaranteed by U.S. | $9,767,000 | 2,118 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,632,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $4,053,000 | 1,406 |
| Privately issued | $579,000 | 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $44,482,000 | 2,229 |
| Total debt securities | $44,482,000 | 2,546 |
| 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 | $41,326,000 | 2,745 |
| U.S. Government securities | $31,642,000 | 2,638 |
| U.S. Treasury securities | $981,000 | 1,138 |
| U.S. Government agency obligations | $30,661,000 | 2,627 |
| Securities issued by states & political subdivisions | $9,575,000 | 2,037 |
| Other domestic debt securities | $109,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $109,000 | 271 |
| 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 | $3,350,000 | 5,209 |
| Mortgage-backed securities | $12,714,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $9,010,000 | 2,237 |
| Issued or guaranteed by U.S. | $9,010,000 | 2,224 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,704,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $3,704,000 | 1,453 |
| 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) | $41,326,000 | 2,351 |
| Total debt securities | $41,327,000 | 2,712 |
| 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 | $42,510,000 | 2,720 |
| U.S. Government securities | $32,470,000 | 2,620 |
| U.S. Treasury securities | $992,000 | 1,156 |
| U.S. Government agency obligations | $31,478,000 | 2,604 |
| Securities issued by states & political subdivisions | $9,745,000 | 1,991 |
| Other domestic debt securities | $295,000 | 2,723 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $295,000 | 248 |
| 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 | $3,366,000 | 5,214 |
| Mortgage-backed securities | $13,503,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $10,090,000 | 2,142 |
| Issued or guaranteed by U.S. | $10,090,000 | 2,130 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,413,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $3,413,000 | 1,501 |
| 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) | $42,510,000 | 2,333 |
| Total debt securities | $42,508,000 | 2,682 |
| 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 | $43,858,000 | 2,654 |
| U.S. Government securities | $33,725,000 | 2,516 |
| U.S. Treasury securities | $496,000 | 1,407 |
| U.S. Government agency obligations | $33,229,000 | 2,467 |
| Securities issued by states & political subdivisions | $9,781,000 | 1,978 |
| Other domestic debt securities | $352,000 | 2,738 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $352,000 | 237 |
| 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 | $2,384,000 | 5,657 |
| Mortgage-backed securities | $14,696,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $11,105,000 | 2,029 |
| Issued or guaranteed by U.S. | $11,105,000 | 2,015 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,591,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $3,591,000 | 1,473 |
| 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) | $43,858,000 | 2,288 |
| Total debt securities | $43,858,000 | 2,610 |
| 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 | $45,014,000 | 2,568 |
| U.S. Government securities | $34,975,000 | 2,427 |
| U.S. Treasury securities | $1,496,000 | 997 |
| U.S. Government agency obligations | $33,479,000 | 2,433 |
| Securities issued by states & political subdivisions | $9,595,000 | 1,998 |
| Other domestic debt securities | $444,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $444,000 | 230 |
| 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 | $2,406,000 | 5,656 |
| Mortgage-backed securities | $14,914,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $12,718,000 | 1,896 |
| Issued or guaranteed by U.S. | $12,718,000 | 1,882 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,196,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,196,000 | 1,787 |
| 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) | $45,014,000 | 2,188 |
| Total debt securities | $45,014,000 | 2,525 |
| 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 | $41,423,000 | 2,758 |
| U.S. Government securities | $31,641,000 | 2,683 |
| U.S. Treasury securities | $1,503,000 | 1,023 |
| U.S. Government agency obligations | $30,138,000 | 2,695 |
| Securities issued by states & political subdivisions | $9,250,000 | 2,037 |
| Other domestic debt securities | $532,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $532,000 | 219 |
| 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 | $2,421,000 | 5,633 |
| Mortgage-backed securities | $15,451,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $13,166,000 | 1,914 |
| Issued or guaranteed by U.S. | $13,166,000 | 1,901 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,285,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,285,000 | 1,800 |
| 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) | $41,423,000 | 2,356 |
| Total debt securities | $41,423,000 | 2,712 |
| 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 | $41,463,000 | 2,798 |
| U.S. Government securities | $32,226,000 | 2,700 |
| U.S. Treasury securities | $1,508,000 | 1,108 |
| U.S. Government agency obligations | $30,718,000 | 2,683 |
| Securities issued by states & political subdivisions | $8,625,000 | 2,143 |
| Other domestic debt securities | $612,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $612,000 | 207 |
| 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 | $2,424,000 | 5,674 |
| Mortgage-backed securities | $16,064,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $13,736,000 | 1,909 |
| Issued or guaranteed by U.S. | $13,736,000 | 1,897 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,328,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,823 |
| 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) | $41,463,000 | 2,389 |
| Total debt securities | $41,463,000 | 2,750 |
| 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 | $43,117,000 | 2,722 |
| U.S. Government securities | $33,829,000 | 2,594 |
| U.S. Treasury securities | $1,521,000 | 1,125 |
| U.S. Government agency obligations | $32,308,000 | 2,591 |
| Securities issued by states & political subdivisions | $8,602,000 | 2,180 |
| Other domestic debt securities | $686,000 | 2,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $686,000 | 210 |
| 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 | $2,454,000 | 5,668 |
| Mortgage-backed securities | $17,033,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $14,642,000 | 1,849 |
| Issued or guaranteed by U.S. | $14,642,000 | 1,842 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,391,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,391,000 | 1,843 |
| 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) | $43,117,000 | 2,336 |
| Total debt securities | $43,117,000 | 2,671 |
| 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 | $41,676,000 | 2,802 |
| U.S. Government securities | $32,084,000 | 2,695 |
| U.S. Treasury securities | $1,536,000 | 1,119 |
| U.S. Government agency obligations | $30,548,000 | 2,696 |
| Securities issued by states & political subdivisions | $8,777,000 | 2,155 |
| Other domestic debt securities | $815,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $815,000 | 210 |
| 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 | $2,478,000 | 5,660 |
| Mortgage-backed securities | $16,161,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $13,740,000 | 1,944 |
| Issued or guaranteed by U.S. | $13,740,000 | 1,937 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,421,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $2,421,000 | 1,838 |
| 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) | $41,676,000 | 2,394 |
| Total debt securities | $41,676,000 | 2,748 |
| 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 | $34,002,000 | 3,335 |
| U.S. Government securities | $24,817,000 | 3,342 |
| U.S. Treasury securities | $1,539,000 | 1,182 |
| U.S. Government agency obligations | $23,278,000 | 3,424 |
| Securities issued by states & political subdivisions | $8,311,000 | 2,240 |
| Other domestic debt securities | $874,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $874,000 | 219 |
| 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 | $2,467,000 | 5,682 |
| Mortgage-backed securities | $14,924,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $14,003,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,003,000 | 1,931 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $921,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,539 |
| 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) | $34,002,000 | 2,876 |
| Total debt securities | $34,002,000 | 3,273 |
| 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 | $37,019,000 | 3,117 |
| U.S. Government securities | $27,478,000 | 3,044 |
| U.S. Treasury securities | $1,574,000 | 1,140 |
| U.S. Government agency obligations | $25,904,000 | 3,083 |
| Securities issued by states & political subdivisions | $8,565,000 | 2,218 |
| Other domestic debt securities | $976,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $976,000 | 222 |
| 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 | $2,525,000 | 5,600 |
| Mortgage-backed securities | $16,848,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $15,607,000 | 1,826 |
| Issued or guaranteed by U.S. | $15,607,000 | 1,817 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,241,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,385 |
| 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) | $37,019,000 | 2,691 |
| Total debt securities | $37,019,000 | 3,050 |
| 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 | $38,560,000 | 3,063 |
| U.S. Government securities | $29,707,000 | 2,928 |
| U.S. Treasury securities | $1,575,000 | 1,222 |
| U.S. Government agency obligations | $28,132,000 | 2,943 |
| Securities issued by states & political subdivisions | $7,778,000 | 2,372 |
| Other domestic debt securities | $1,075,000 | 2,489 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,075,000 | 224 |
| 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 | $3,584,000 | 5,025 |
| Mortgage-backed securities | $17,062,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $15,628,000 | 1,848 |
| Issued or guaranteed by U.S. | $15,628,000 | 1,833 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,434,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,410 |
| 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) | $38,560,000 | 2,639 |
| Total debt securities | $38,560,000 | 3,002 |
| 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 | $40,475,000 | 2,905 |
| U.S. Government securities | $31,862,000 | 2,709 |
| U.S. Treasury securities | $1,088,000 | 1,386 |
| U.S. Government agency obligations | $30,774,000 | 2,669 |
| Securities issued by states & political subdivisions | $7,346,000 | 2,453 |
| Other domestic debt securities | $1,267,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,267,000 | 227 |
| 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 | $3,573,000 | 5,015 |
| Mortgage-backed securities | $18,111,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $16,621,000 | 1,757 |
| Issued or guaranteed by U.S. | $16,621,000 | 1,749 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,490,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,414 |
| 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) | $40,475,000 | 2,496 |
| Total debt securities | $40,475,000 | 2,834 |
| 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 | $35,842,000 | 3,131 |
| U.S. Government securities | $27,604,000 | 2,921 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $27,604,000 | 2,805 |
| Securities issued by states & political subdivisions | $6,893,000 | 2,523 |
| Other domestic debt securities | $1,345,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,345,000 | 233 |
| 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 | $3,607,000 | 4,978 |
| Mortgage-backed securities | $15,934,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $14,921,000 | 1,867 |
| Issued or guaranteed by U.S. | $14,921,000 | 1,856 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,013,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,861 |
| 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) | $35,842,000 | 2,693 |
| Total debt securities | $35,842,000 | 3,047 |
| 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 | $34,818,000 | 3,154 |
| U.S. Government securities | $27,060,000 | 2,944 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,060,000 | 2,814 |
| Securities issued by states & political subdivisions | $6,272,000 | 2,590 |
| Other domestic debt securities | $1,486,000 | 2,467 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,486,000 | 230 |
| 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 | $3,567,000 | 5,012 |
| Mortgage-backed securities | $14,274,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $13,775,000 | 1,945 |
| Issued or guaranteed by U.S. | $13,775,000 | 1,939 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $499,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,398 |
| 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) | $34,818,000 | 2,714 |
| Total debt securities | $34,818,000 | 3,067 |
| 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 | $30,964,000 | 3,445 |
| U.S. Government securities | $23,725,000 | 3,252 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $23,725,000 | 3,099 |
| Securities issued by states & political subdivisions | $5,727,000 | 2,703 |
| Other domestic debt securities | $1,512,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,512,000 | 230 |
| 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 | $3,518,000 | 5,052 |
| Mortgage-backed securities | $14,349,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $11,049,000 | 2,207 |
| Issued or guaranteed by U.S. | $11,049,000 | 2,193 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,300,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $3,300,000 | 2,083 |
| 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) | $30,964,000 | 2,939 |
| Total debt securities | $30,964,000 | 3,367 |
| 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 | $31,230,000 | 3,244 |
| U.S. Government securities | $23,376,000 | 3,115 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $23,376,000 | 2,953 |
| Securities issued by states & political subdivisions | $6,851,000 | 2,331 |
| Other domestic debt securities | $1,003,000 | 2,916 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,003,000 | 300 |
| 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 | $3,494,000 | 5,079 |
| Mortgage-backed securities | $14,800,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $11,839,000 | 1,883 |
| Issued or guaranteed by U.S. | $11,839,000 | 1,871 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,961,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $2,961,000 | 2,231 |
| 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) | $31,230,000 | 2,716 |
| Total debt securities | $31,230,000 | 3,181 |
| 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 | $31,006,000 | 3,354 |
| U.S. Government securities | $24,307,000 | 3,148 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $24,307,000 | 2,917 |
| Securities issued by states & political subdivisions | $4,775,000 | 2,882 |
| Other domestic debt securities | $1,494,000 | 2,180 |
| 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 | $1,494,000 | 1,880 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $430,000 | 4,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,368,000 | 5,480 |
| Mortgage-backed securities | $7,364,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $7,364,000 | 2,120 |
| Issued or guaranteed by U.S. | $7,364,000 | 2,104 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $279,000 | 5,178 |
| Available-for-sale securities (fair market value) | $30,727,000 | 2,708 |
| Total debt securities | $30,576,000 | 3,289 |
| 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 | $34,907,000 | 3,160 |
| U.S. Government securities | $27,901,000 | 2,940 |
| U.S. Treasury securities | $502,000 | 4,326 |
| U.S. Government agency obligations | $27,399,000 | 2,678 |
| Securities issued by states & political subdivisions | $5,121,000 | 2,873 |
| Other domestic debt securities | $1,481,000 | 2,072 |
| 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 | $1,481,000 | 1,737 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $404,000 | 4,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,829,000 | 5,212 |
| Mortgage-backed securities | $10,127,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $10,127,000 | 1,854 |
| Issued or guaranteed by U.S. | $10,127,000 | 1,844 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,241,000 | 4,701 |
| Available-for-sale securities (fair market value) | $33,666,000 | 2,560 |
| Total debt securities | $34,503,000 | 3,095 |
| 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 | $33,972,000 | 3,261 |
| U.S. Government securities | $26,448,000 | 3,161 |
| U.S. Treasury securities | $2,017,000 | 3,909 |
| U.S. Government agency obligations | $24,431,000 | 2,841 |
| Securities issued by states & political subdivisions | $6,640,000 | 2,407 |
| Other domestic debt securities | $529,000 | 2,632 |
| 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 | $529,000 | 2,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $355,000 | 4,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,857,000 | 6,271 |
| Mortgage-backed securities | $10,114,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $10,114,000 | 1,968 |
| Issued or guaranteed by U.S. | $10,114,000 | 1,952 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,335,000 | 4,544 |
| Available-for-sale securities (fair market value) | $31,637,000 | 2,663 |
| Total debt securities | $33,617,000 | 3,199 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $994,000 | 678 |
| 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 | $25,774,000 | 4,108 |
| U.S. Government securities | $18,198,000 | 4,384 |
| U.S. Treasury securities | $2,018,000 | 5,068 |
| U.S. Government agency obligations | $16,180,000 | 3,795 |
| Securities issued by states & political subdivisions | $7,576,000 | 1,956 |
| 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 | $0 | 390 |
| 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 | $2,350,000 | 6,146 |
| Mortgage-backed securities | $4,684,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $4,621,000 | 3,027 |
| Issued or guaranteed by U.S. | $4,621,000 | 3,011 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $63,000 | 4,897 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 4,663 |
| 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) | $4,896,000 | 4,188 |
| Available-for-sale securities (fair market value) | $20,878,000 | 3,479 |
| Total debt securities | $25,774,000 | 3,997 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $993,000 | 1,351 |
| 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 | $31,661,000 | 3,759 |
| U.S. Government securities | $23,287,000 | 3,947 |
| U.S. Treasury securities | $1,512,000 | 6,494 |
| U.S. Government agency obligations | $21,775,000 | 3,133 |
| Securities issued by states & political subdivisions | $8,374,000 | 1,750 |
| 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 | $2,350,000 | 6,412 |
| Mortgage-backed securities | $8,161,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $7,799,000 | 2,492 |
| Issued or guaranteed by U.S. | $7,799,000 | 2,470 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $362,000 | 4,710 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 4,535 |
| 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) | $7,052,000 | 3,936 |
| Available-for-sale securities (fair market value) | $24,609,000 | 3,227 |
| Total debt securities | $31,661,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $986,000 | 1,886 |
| 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 | $29,715,000 | 4,092 |
| U.S. Government securities | $21,614,000 | 4,376 |
| U.S. Treasury securities | $1,995,000 | 7,214 |
| U.S. Government agency obligations | $19,619,000 | 3,365 |
| Securities issued by states & political subdivisions | $8,101,000 | 1,813 |
| 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 | $1,829,000 | 7,050 |
| Mortgage-backed securities | $11,688,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $8,991,000 | 2,311 |
| Issued or guaranteed by U.S. | $8,991,000 | 2,290 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,697,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $2,697,000 | 2,856 |
| 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) | $8,150,000 | 3,858 |
| Available-for-sale securities (fair market value) | $21,565,000 | 3,712 |
| Total debt securities | $29,715,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $979,000 | 2,786 |
| 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 | $30,687,000 | 4,193 |
| U.S. Government securities | $22,682,000 | 4,473 |
| U.S. Treasury securities | $2,926,000 | 7,241 |
| U.S. Government agency obligations | $19,756,000 | 3,218 |
| Securities issued by states & political subdivisions | $8,005,000 | 1,926 |
| 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 | $1,635,000 | 7,488 |
| Mortgage-backed securities | $13,854,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $10,626,000 | 2,157 |
| Issued or guaranteed by U.S. | $10,626,000 | 2,140 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,228,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $3,228,000 | 2,784 |
| 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) | $16,680,000 | 3,954 |
| Available-for-sale securities (fair market value) | $14,007,000 | 3,765 |
| Total debt securities | $30,687,000 | 4,095 |
| 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 | $28,753,000 | 4,649 |
| U.S. Government securities | $20,110,000 | 5,108 |
| U.S. Treasury securities | $2,722,000 | 7,656 |
| U.S. Government agency obligations | $17,388,000 | 3,715 |
| Securities issued by states & political subdivisions | $8,136,000 | 1,902 |
| Other domestic debt securities | $507,000 | 4,205 |
| 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 | $507,000 | 3,213 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,000 | 8,403 |
| Mortgage-backed securities | $13,343,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $8,128,000 | 2,811 |
| Issued or guaranteed by U.S. | $8,128,000 | 2,780 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,215,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $5,215,000 | 2,403 |
| 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 | $28,753,000 | 4,537 |
| 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 | $32,227,000 | 4,183 |
| U.S. Government securities | $24,905,000 | 4,240 |
| U.S. Treasury securities | $10,670,000 | 3,333 |
| U.S. Government agency obligations | $14,235,000 | 4,270 |
| Securities issued by states & political subdivisions | $6,292,000 | 2,223 |
| Other domestic debt securities | $1,030,000 | 3,992 |
| 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 | $1,030,000 | 2,876 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,000 | 8,428 |
| Mortgage-backed securities | $5,834,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $2,691,000 | 5,426 |
| Issued or guaranteed by U.S. | $2,691,000 | 5,367 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,143,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $3,143,000 | 3,062 |
| 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 | $32,227,000 | 4,105 |
| 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 |