Home > BBVA Bancomer USA > Securities
BBVA Bancomer USA, Securities
| 2009-06-30 | Rank | |
| Total securities | $7,743,000 | 6,247 |
| U.S. Government securities | $7,743,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,743,000 | 5,361 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $7,743,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $6,206,000 | 3,374 |
| Issued or guaranteed by U.S. | $6,206,000 | 3,361 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,537,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,293 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,743,000 | 5,746 |
| Total debt securities | $7,743,000 | 6,201 |
| 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 | $8,564,000 | 6,166 |
| U.S. Government securities | $8,564,000 | 5,387 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,564,000 | 5,304 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $8,564,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $6,876,000 | 3,304 |
| Issued or guaranteed by U.S. | $6,876,000 | 3,290 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,688,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $1,688,000 | 2,243 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,564,000 | 5,643 |
| Total debt securities | $8,564,000 | 6,110 |
| 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 | $8,970,000 | 6,119 |
| U.S. Government securities | $8,970,000 | 5,371 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,970,000 | 5,289 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $8,970,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $7,215,000 | 3,204 |
| Issued or guaranteed by U.S. | $7,215,000 | 3,192 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,755,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 2,194 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,970,000 | 5,587 |
| Total debt securities | $8,970,000 | 6,071 |
| 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 | $19,073,000 | 4,504 |
| U.S. Government securities | $19,073,000 | 3,629 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,073,000 | 3,556 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,000 | 6,548 |
| Mortgage-backed securities | $19,073,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $9,671,000 | 2,710 |
| Issued or guaranteed by U.S. | $9,671,000 | 2,694 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,402,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $9,402,000 | 1,019 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,073,000 | 4,020 |
| Total debt securities | $19,073,000 | 4,472 |
| 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 | $19,910,000 | 4,464 |
| U.S. Government securities | $19,910,000 | 3,555 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,910,000 | 3,488 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 6,557 |
| Mortgage-backed securities | $19,910,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $9,921,000 | 2,652 |
| Issued or guaranteed by U.S. | $9,921,000 | 2,634 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,989,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $9,989,000 | 983 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,910,000 | 3,999 |
| Total debt securities | $19,910,000 | 4,414 |
| 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 | $21,454,000 | 4,238 |
| U.S. Government securities | $21,454,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,454,000 | 3,291 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,000 | 6,575 |
| Mortgage-backed securities | $21,454,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $10,713,000 | 2,451 |
| Issued or guaranteed by U.S. | $10,713,000 | 2,437 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,741,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $10,741,000 | 934 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,454,000 | 3,799 |
| Total debt securities | $21,454,000 | 4,184 |
| 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 | $10,675,000 | 5,909 |
| U.S. Government securities | $10,675,000 | 5,116 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,675,000 | 5,017 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,000 | 6,622 |
| Mortgage-backed securities | $10,675,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,655 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,636 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,195,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $9,195,000 | 974 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,675,000 | 5,335 |
| Total debt securities | $10,675,000 | 5,842 |
| 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 | $11,155,000 | 5,876 |
| U.S. Government securities | $11,155,000 | 5,126 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,155,000 | 5,028 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,000 | 6,638 |
| Mortgage-backed securities | $11,155,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,481 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,650,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $9,650,000 | 898 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,155,000 | 5,283 |
| Total debt securities | $11,155,000 | 5,815 |
| 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 | $11,759,000 | 5,779 |
| U.S. Government securities | $11,759,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,759,000 | 4,925 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $11,759,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,417 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,185,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $10,185,000 | 844 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,759,000 | 5,179 |
| Total debt securities | $11,759,000 | 5,719 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,663,000 | 7,990 |
| U.S. Government securities | $1,663,000 | 7,749 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,663,000 | 7,631 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $1,663,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,373 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,356 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,663,000 | 7,283 |
| Total debt securities | $1,663,000 | 7,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,716,000 | 8,033 |
| U.S. Government securities | $1,716,000 | 7,786 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,716,000 | 7,662 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,716,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 4,350 |
| Issued or guaranteed by U.S. | $1,716,000 | 4,335 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,716,000 | 7,314 |
| Total debt securities | $1,716,000 | 7,985 |
| 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 | $1,770,000 | 8,095 |
| U.S. Government securities | $1,770,000 | 7,847 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,770,000 | 7,718 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $1,770,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $1,770,000 | 4,319 |
| Issued or guaranteed by U.S. | $1,770,000 | 4,297 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,770,000 | 7,351 |
| Total debt securities | $1,770,000 | 8,050 |
| 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 | $1,877,000 | 8,132 |
| U.S. Government securities | $1,877,000 | 7,878 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,877,000 | 7,745 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,000 | 6,893 |
| Mortgage-backed securities | $1,877,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $1,877,000 | 4,260 |
| Issued or guaranteed by U.S. | $1,877,000 | 4,245 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,877,000 | 7,363 |
| Total debt securities | $1,877,000 | 8,085 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,003,000 | 8,124 |
| U.S. Government securities | $2,003,000 | 7,864 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,003,000 | 7,730 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,000 | 6,913 |
| Mortgage-backed securities | $2,003,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,204 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,003,000 | 7,350 |
| Total debt securities | $2,003,000 | 8,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,113,000 | 8,153 |
| U.S. Government securities | $2,113,000 | 7,869 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,113,000 | 7,737 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,000 | 6,957 |
| Mortgage-backed securities | $2,113,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,162 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,113,000 | 7,378 |
| Total debt securities | $2,113,000 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,321,000 | 8,134 |
| U.S. Government securities | $2,321,000 | 7,823 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,321,000 | 7,695 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,000 | 6,997 |
| Mortgage-backed securities | $2,321,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,321,000 | 4,100 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,321,000 | 7,352 |
| Total debt securities | $2,321,000 | 8,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,549,000 | 8,116 |
| U.S. Government securities | $2,549,000 | 7,794 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,549,000 | 7,659 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,549,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,549,000 | 4,067 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,549,000 | 7,335 |
| Total debt securities | $2,549,000 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,758,000 | 8,146 |
| U.S. Government securities | $2,758,000 | 7,809 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,758,000 | 7,655 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,758,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 4,068 |
| Issued or guaranteed by U.S. | $2,758,000 | 4,056 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,758,000 | 7,341 |
| Total debt securities | $2,758,000 | 8,095 |
| 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 | $3,147,000 | 8,103 |
| U.S. Government securities | $3,147,000 | 7,688 |
| U.S. Treasury securities | $200,000 | 1,823 |
| U.S. Government agency obligations | $2,947,000 | 7,606 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 7,051 |
| Mortgage-backed securities | $2,947,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,947,000 | 4,038 |
| Issued or guaranteed by U.S. | $2,947,000 | 4,026 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,976 |
| Available-for-sale securities (fair market value) | $2,947,000 | 7,342 |
| Total debt securities | $3,147,000 | 8,039 |
| 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 | $3,305,000 | 8,085 |
| U.S. Government securities | $3,305,000 | 7,661 |
| U.S. Treasury securities | $201,000 | 1,839 |
| U.S. Government agency obligations | $3,104,000 | 7,577 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 7,092 |
| Mortgage-backed securities | $3,104,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 3,991 |
| Issued or guaranteed by U.S. | $3,104,000 | 3,981 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,000 | 4,029 |
| Available-for-sale securities (fair market value) | $3,104,000 | 7,333 |
| Total debt securities | $3,305,000 | 8,022 |
| 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 | $3,479,000 | 8,111 |
| U.S. Government securities | $3,479,000 | 7,689 |
| U.S. Treasury securities | $201,000 | 1,961 |
| U.S. Government agency obligations | $3,278,000 | 7,601 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 7,128 |
| Mortgage-backed securities | $3,278,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $3,278,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,278,000 | 3,966 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,000 | 4,071 |
| Available-for-sale securities (fair market value) | $3,278,000 | 7,365 |
| Total debt securities | $3,479,000 | 8,050 |
| 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 | $3,898,000 | 8,019 |
| U.S. Government securities | $3,898,000 | 7,520 |
| U.S. Treasury securities | $201,000 | 1,948 |
| U.S. Government agency obligations | $3,697,000 | 7,434 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 7,136 |
| Mortgage-backed securities | $3,697,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $3,697,000 | 3,859 |
| Issued or guaranteed by U.S. | $3,697,000 | 3,851 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,000 | 4,127 |
| Available-for-sale securities (fair market value) | $3,697,000 | 7,261 |
| Total debt securities | $3,898,000 | 7,944 |
| 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 | $8,791,000 | 6,864 |
| U.S. Government securities | $8,791,000 | 6,087 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,791,000 | 5,919 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,988,000 | 4,871 |
| Mortgage-backed securities | $3,788,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $3,788,000 | 3,811 |
| Issued or guaranteed by U.S. | $3,788,000 | 3,798 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,791,000 | 1,580 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,791,000 | 6,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,011,000 | 8,560 |
| U.S. Government securities | $2,011,000 | 8,197 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,011,000 | 8,041 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $201,000 | 7,180 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,011,000 | 2,881 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $2,011,000 | 8,487 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,020,000 | 8,573 |
| U.S. Government securities | $2,020,000 | 8,206 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,020,000 | 8,033 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 7,210 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,020,000 | 2,888 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,020,000 | 8,495 |
| 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 | $2,030,000 | 8,632 |
| U.S. Government securities | $2,030,000 | 8,269 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,030,000 | 8,093 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,000 | 7,233 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,030,000 | 2,942 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,030,000 | 8,551 |
| 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 | $1,999,000 | 8,684 |
| U.S. Government securities | $1,999,000 | 8,342 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,999,000 | 8,161 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 7,271 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,999,000 | 3,023 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $1,999,000 | 8,603 |
| 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 | $9,025,000 | 6,747 |
| U.S. Government securities | $8,985,000 | 5,784 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,985,000 | 5,559 |
| Securities issued by states & political subdivisions | $40,000 | 6,918 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,000 | 7,434 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,025,000 | 1,663 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $9,025,000 | 6,637 |
| 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 | $10,029,000 | 6,786 |
| U.S. Government securities | $9,989,000 | 5,849 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,989,000 | 5,528 |
| Securities issued by states & political subdivisions | $40,000 | 7,144 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $340,000 | 7,650 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $10,029,000 | 1,890 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $10,029,000 | 6,643 |
| 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 | $16,896,000 | 5,408 |
| U.S. Government securities | $16,465,000 | 4,462 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,465,000 | 4,028 |
| Securities issued by states & political subdivisions | $431,000 | 6,526 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,907,000 | 2,488 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $16,896,000 | 1,463 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $16,896,000 | 5,292 |
| 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 | $15,585,000 | 5,680 |
| U.S. Government securities | $15,003,000 | 4,777 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $15,003,000 | 4,121 |
| Securities issued by states & political subdivisions | $582,000 | 6,428 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,585,000 | 3,382 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $15,585,000 | 1,696 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $15,585,000 | 5,558 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,856,000 | 6,286 |
| U.S. Government securities | $12,738,000 | 5,609 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $12,738,000 | 4,487 |
| Securities issued by states & political subdivisions | $1,118,000 | 5,624 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,070,000 | 3,396 |
| Mortgage-backed securities | $781,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $781,000 | 5,704 |
| Issued or guaranteed by U.S. | $781,000 | 5,685 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,856,000 | 2,225 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $13,856,000 | 6,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,928,000 | 7,015 |
| U.S. Government securities | $11,270,000 | 6,573 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $11,270,000 | 5,127 |
| Securities issued by states & political subdivisions | $1,658,000 | 5,158 |
| 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 | $8,678,000 | 3,278 |
| Mortgage-backed securities | $1,325,000 | 6,470 |
| Certificates of participation in pools of residential mortgages | $1,261,000 | 5,471 |
| Issued or guaranteed by U.S. | $1,261,000 | 5,456 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $64,000 | 5,357 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 5,094 |
| 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) | $12,928,000 | 2,659 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $12,928,000 | 6,890 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,103,000 | 6,677 |
| U.S. Government securities | $12,411,000 | 6,449 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $12,411,000 | 4,772 |
| Securities issued by states & political subdivisions | $2,192,000 | 4,693 |
| Other domestic debt securities | $500,000 | 3,199 |
| 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 | $500,000 | 2,504 |
| 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 | $10,506,000 | 2,831 |
| Mortgage-backed securities | $2,355,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 5,238 |
| Issued or guaranteed by U.S. | $1,689,000 | 5,206 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $666,000 | 4,648 |
| CMOs issued by government agencies or sponsored agencies | $666,000 | 4,478 |
| 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) | $15,103,000 | 2,503 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $15,103,000 | 6,548 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $16,133,000 | 6,791 |
| U.S. Government securities | $11,685,000 | 7,092 |
| U.S. Treasury securities | $5,000 | 11,126 |
| U.S. Government agency obligations | $11,680,000 | 4,811 |
| Securities issued by states & political subdivisions | $2,540,000 | 4,591 |
| Other domestic debt securities | $1,908,000 | 2,095 |
| 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 | $1,908,000 | 1,651 |
| 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 | $11,181,000 | 2,691 |
| Mortgage-backed securities | $2,530,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $502,000 | 7,376 |
| Issued or guaranteed by U.S. | $502,000 | 7,348 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,028,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $2,028,000 | 3,424 |
| 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) | $16,133,000 | 4,074 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $16,133,000 | 6,676 |
| 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 | $19,540,000 | 6,255 |
| U.S. Government securities | $12,834,000 | 6,898 |
| U.S. Treasury securities | $4,000 | 11,564 |
| U.S. Government agency obligations | $12,830,000 | 4,670 |
| Securities issued by states & political subdivisions | $3,034,000 | 4,238 |
| Other domestic debt securities | $3,672,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $288,000 | 2,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,384,000 | 1,335 |
| 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 | $3,756,000 | 5,421 |
| Mortgage-backed securities | $5,519,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $692,000 | 7,643 |
| Issued or guaranteed by U.S. | $692,000 | 7,594 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,827,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $4,539,000 | 2,627 |
| Privately issued | $288,000 | 1,719 |
| 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 | $19,540,000 | 6,108 |
| 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 | $16,285,000 | 6,989 |
| U.S. Government securities | $8,641,000 | 8,675 |
| U.S. Treasury securities | $4,000 | 12,153 |
| U.S. Government agency obligations | $8,637,000 | 6,055 |
| Securities issued by states & political subdivisions | $3,722,000 | 3,491 |
| Other domestic debt securities | $3,922,000 | 1,987 |
| 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 | $3,922,000 | 1,406 |
| 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 | $6,733,000 | 3,643 |
| Mortgage-backed securities | $8,637,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $8,637,000 | 2,823 |
| Issued or guaranteed by U.S. | $8,637,000 | 2,778 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,285,000 | 6,878 |
| 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 |