| Period | Effective Duration | Fair Value Minus Amortized Cost AFS and HTM Securities ($ billions) |
|---|---|---|
| 6/30/2000 | 4.166 | (30) |
| 9/30/2000 | 3.992 | (18) |
| 12/31/2000 | 3.19 | 3 |
| 3/31/2001 | 3.014 | 13 |
| 6/30/2001 | 3.701 | 9 |
| 9/30/2001 | 2.673 | 27 |
| 12/31/2001 | 3.806 | 10 |
| 3/31/2002 | 4.032 | 4 |
| 6/30/2002 | 3.283 | 23 |
| 9/30/2002 | 1.9 | 36 |
| 12/31/2002 | 2 | 33 |
| 3/31/2003 | 2.199 | 31 |
| 6/30/2003 | 2.09 | 34 |
| 9/30/2003 | 3.348 | 17 |
| 12/31/2003 | 3.843 | 13 |
| 3/31/2004 | 3.229 | 26 |
| 6/30/2004 | 4.295 | (14) |