Home > Bank of Hamilton > Securities
Bank of Hamilton, Securities
| 2020-12-31 | Rank | |
| Total securities | $1,333,000 | 4,691 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $1,333,000 | 3,807 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| 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 | 4,119 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,333,000 | 4,442 |
| Total debt securities | $1,333,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $720,000 | 4,764 |
| U.S. Government securities | $0 | 4,694 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $720,000 | 3,951 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 4,069 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $720,000 | 4,512 |
| Total debt securities | $720,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $401,000 | 4,832 |
| U.S. Government securities | $1,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,000 | 4,633 |
| Securities issued by states & political subdivisions | $400,000 | 4,069 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 4,120 |
| Mortgage-backed securities | $1,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,047 |
| Issued or guaranteed by U.S. | $1,000 | 3,989 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $401,000 | 4,582 |
| Total debt securities | $401,000 | 4,813 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $610,000 | 4,864 |
| U.S. Government securities | $1,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,000 | 4,694 |
| Securities issued by states & political subdivisions | $609,000 | 3,980 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $610,000 | 4,102 |
| Mortgage-backed securities | $1,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,083 |
| Issued or guaranteed by U.S. | $1,000 | 4,016 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $610,000 | 4,611 |
| Total debt securities | $610,000 | 4,842 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $635,000 | 4,925 |
| U.S. Government securities | $1,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,000 | 4,767 |
| Securities issued by states & political subdivisions | $634,000 | 3,990 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $610,000 | 4,166 |
| Mortgage-backed securities | $1,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,113 |
| Issued or guaranteed by U.S. | $1,000 | 4,052 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $635,000 | 4,673 |
| Total debt securities | $634,000 | 4,905 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,118,000 | 4,951 |
| U.S. Government securities | $1,000 | 4,954 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,000 | 4,849 |
| Securities issued by states & political subdivisions | $885,000 | 3,954 |
| Other domestic debt securities | $200,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $200,000 | 1,455 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $32,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $860,000 | 4,165 |
| Mortgage-backed securities | $1,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,155 |
| Issued or guaranteed by U.S. | $1,000 | 4,086 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,118,000 | 4,699 |
| Total debt securities | $1,084,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $1,716,000 | 4,947 |
| U.S. Government securities | $1,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,000 | 4,903 |
| Securities issued by states & political subdivisions | $887,000 | 4,013 |
| Other domestic debt securities | $800,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $800,000 | 1,230 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $28,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $660,000 | 4,267 |
| Mortgage-backed securities | $1,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,189 |
| Issued or guaranteed by U.S. | $1,000 | 4,124 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,716,000 | 4,682 |
| Total debt securities | $1,686,000 | 4,925 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,691,000 | 4,999 |
| U.S. Government securities | $1,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,000 | 4,964 |
| Securities issued by states & political subdivisions | $862,000 | 4,083 |
| Other domestic debt securities | $799,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $799,000 | 1,240 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $29,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,000 | 4,331 |
| Mortgage-backed securities | $1,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,235 |
| Issued or guaranteed by U.S. | $1,000 | 4,170 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,691,000 | 4,732 |
| Total debt securities | $1,662,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,682,000 | 5,044 |
| U.S. Government securities | $1,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,000 | 5,006 |
| Securities issued by states & political subdivisions | $861,000 | 4,132 |
| Other domestic debt securities | $796,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $796,000 | 1,244 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $24,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,000 | 4,379 |
| Mortgage-backed securities | $1,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,279 |
| Issued or guaranteed by U.S. | $1,000 | 4,229 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,682,000 | 4,778 |
| Total debt securities | $1,666,000 | 5,025 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,685,000 | 5,116 |
| U.S. Government securities | $1,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,000 | 5,078 |
| Securities issued by states & political subdivisions | $859,000 | 4,177 |
| Other domestic debt securities | $797,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $797,000 | 1,241 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $28,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,000 | 4,445 |
| Mortgage-backed securities | $1,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,000 | 4,319 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,685,000 | 4,841 |
| Total debt securities | $1,657,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $1,895,000 | 5,153 |
| U.S. Government securities | $1,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,000 | 5,136 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,154 |
| Other domestic debt securities | $795,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $795,000 | 1,240 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $35,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $560,000 | 4,483 |
| Mortgage-backed securities | $1,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,394 |
| Issued or guaranteed by U.S. | $1,000 | 4,284 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,895,000 | 4,882 |
| Total debt securities | $1,860,000 | 5,135 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,106,000 | 5,191 |
| U.S. Government securities | $2,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,000 | 5,210 |
| Securities issued by states & political subdivisions | $1,275,000 | 4,127 |
| Other domestic debt securities | $795,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $795,000 | 1,269 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $34,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 4,557 |
| Mortgage-backed securities | $2,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,419 |
| Issued or guaranteed by U.S. | $2,000 | 4,412 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,106,000 | 4,915 |
| Total debt securities | $2,072,000 | 5,173 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,308,000 | 5,234 |
| U.S. Government securities | $2,000 | 5,349 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,000 | 5,270 |
| Securities issued by states & political subdivisions | $1,275,000 | 4,200 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,000,000 | 1,213 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $31,000 | 906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 4,635 |
| Mortgage-backed securities | $2,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,000 | 4,470 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,308,000 | 4,959 |
| Total debt securities | $2,277,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $2,218,000 | 5,303 |
| U.S. Government securities | $2,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,000 | 5,342 |
| Securities issued by states & political subdivisions | $700,000 | 4,438 |
| Other domestic debt securities | $1,487,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,487,000 | 1,127 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $29,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 4,692 |
| Mortgage-backed securities | $2,000 | 4,691 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,000 | 4,533 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,218,000 | 5,016 |
| Total debt securities | $2,189,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $2,224,000 | 5,356 |
| U.S. Government securities | $2,000 | 5,474 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,000 | 5,396 |
| Securities issued by states & political subdivisions | $699,000 | 4,478 |
| Other domestic debt securities | $1,497,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,497,000 | 1,147 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $26,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 4,722 |
| Mortgage-backed securities | $2,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,576 |
| Issued or guaranteed by U.S. | $2,000 | 4,570 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,224,000 | 5,059 |
| Total debt securities | $2,198,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $3,543,000 | 5,291 |
| U.S. Government securities | $2,000 | 5,542 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,000 | 5,463 |
| Securities issued by states & political subdivisions | $1,819,000 | 4,162 |
| Other domestic debt securities | $1,699,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,699,000 | 1,092 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $23,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,000 | 4,662 |
| Mortgage-backed securities | $2,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,641 |
| Issued or guaranteed by U.S. | $2,000 | 4,636 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,543,000 | 4,985 |
| Total debt securities | $3,520,000 | 5,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $3,781,000 | 5,299 |
| U.S. Government securities | $2,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,000 | 5,518 |
| Securities issued by states & political subdivisions | $2,057,000 | 4,133 |
| Other domestic debt securities | $1,699,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,699,000 | 1,088 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $23,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,166,000 | 4,628 |
| Mortgage-backed securities | $2,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,686 |
| Issued or guaranteed by U.S. | $2,000 | 4,680 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,781,000 | 4,982 |
| Total debt securities | $3,758,000 | 5,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,795,000 | 5,342 |
| U.S. Government securities | $2,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,000 | 5,581 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,146 |
| Other domestic debt securities | $1,712,000 | 1,356 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,712,000 | 1,085 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $17,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 4,811 |
| Mortgage-backed securities | $2,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,724 |
| Issued or guaranteed by U.S. | $2,000 | 4,720 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,795,000 | 5,017 |
| Total debt securities | $3,778,000 | 5,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,560,000 | 5,466 |
| U.S. Government securities | $2,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,000 | 5,671 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,298 |
| Other domestic debt securities | $1,928,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,928,000 | 1,065 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $14,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,000 | 4,919 |
| Mortgage-backed securities | $2,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,788 |
| Issued or guaranteed by U.S. | $2,000 | 4,782 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,560,000 | 5,125 |
| Total debt securities | $3,546,000 | 5,442 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,220,000 | 5,560 |
| U.S. Government securities | $3,000 | 5,808 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,000 | 5,731 |
| Securities issued by states & political subdivisions | $1,229,000 | 4,475 |
| Other domestic debt securities | $1,970,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,970,000 | 1,050 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $18,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 5,020 |
| Mortgage-backed securities | $3,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,820 |
| Issued or guaranteed by U.S. | $3,000 | 4,816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,220,000 | 5,215 |
| Total debt securities | $3,202,000 | 5,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,002,000 | 5,656 |
| U.S. Government securities | $4,000 | 5,865 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,000 | 5,794 |
| Securities issued by states & political subdivisions | $1,029,000 | 4,585 |
| Other domestic debt securities | $1,957,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,957,000 | 1,041 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 5,065 |
| Mortgage-backed securities | $4,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,852 |
| Issued or guaranteed by U.S. | $4,000 | 4,846 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,002,000 | 5,288 |
| Total debt securities | $2,990,000 | 5,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,205,000 | 5,714 |
| U.S. Government securities | $4,000 | 5,954 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,000 | 5,892 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,633 |
| Other domestic debt securities | $2,161,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,161,000 | 983 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $10,000 | 1,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 5,149 |
| Mortgage-backed securities | $4,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,915 |
| Issued or guaranteed by U.S. | $4,000 | 4,909 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,205,000 | 5,339 |
| Total debt securities | $3,195,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,197,000 | 5,792 |
| U.S. Government securities | $4,000 | 6,040 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,000 | 5,969 |
| Securities issued by states & political subdivisions | $824,000 | 4,745 |
| Other domestic debt securities | $2,357,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,357,000 | 965 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,000 | 5,193 |
| Mortgage-backed securities | $4,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,990 |
| Issued or guaranteed by U.S. | $4,000 | 4,986 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,197,000 | 5,410 |
| Total debt securities | $3,185,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,236,000 | 5,745 |
| U.S. Government securities | $4,000 | 6,108 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,000 | 6,036 |
| Securities issued by states & political subdivisions | $1,761,000 | 4,424 |
| Other domestic debt securities | $2,460,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,460,000 | 949 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $639,000 | 5,248 |
| Mortgage-backed securities | $4,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,050 |
| Issued or guaranteed by U.S. | $4,000 | 5,041 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,236,000 | 5,375 |
| Total debt securities | $4,225,000 | 5,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,271,000 | 5,835 |
| U.S. Government securities | $4,000 | 6,205 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,000 | 6,130 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,473 |
| Other domestic debt securities | $2,439,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,439,000 | 962 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $655,000 | 5,320 |
| Mortgage-backed securities | $4,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,132 |
| Issued or guaranteed by U.S. | $4,000 | 5,123 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,271,000 | 5,463 |
| Total debt securities | $4,260,000 | 5,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,406,000 | 5,903 |
| U.S. Government securities | $4,000 | 6,294 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,000 | 6,217 |
| Securities issued by states & political subdivisions | $1,765,000 | 4,535 |
| Other domestic debt securities | $2,625,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,625,000 | 940 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,000 | 5,382 |
| Mortgage-backed securities | $4,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,220 |
| Issued or guaranteed by U.S. | $4,000 | 5,213 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,406,000 | 5,522 |
| Total debt securities | $4,394,000 | 5,882 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,419,000 | 5,974 |
| U.S. Government securities | $4,000 | 6,362 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,000 | 6,284 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,644 |
| Other domestic debt securities | $2,838,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,838,000 | 934 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,000 | 5,405 |
| Mortgage-backed securities | $4,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,272 |
| Issued or guaranteed by U.S. | $4,000 | 5,266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,419,000 | 5,578 |
| Total debt securities | $4,407,000 | 5,951 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,248 |
| Fair value | $195,000 | 2,256 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $4,405,000 | 6,019 |
| U.S. Government securities | $5,000 | 6,420 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,000 | 6,341 |
| Securities issued by states & political subdivisions | $1,714,000 | 4,619 |
| Other domestic debt securities | $2,674,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,674,000 | 984 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $12,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 5,495 |
| Mortgage-backed securities | $5,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,319 |
| Issued or guaranteed by U.S. | $5,000 | 5,311 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,405,000 | 5,626 |
| Total debt securities | $4,393,000 | 5,993 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,300 |
| Fair value | $195,000 | 2,311 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,984,000 | 6,122 |
| U.S. Government securities | $6,000 | 6,492 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,000 | 6,411 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,740 |
| Other domestic debt securities | $2,478,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,478,000 | 1,037 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $13,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $625,000 | 5,568 |
| Mortgage-backed securities | $6,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,355 |
| Issued or guaranteed by U.S. | $6,000 | 5,346 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,984,000 | 5,723 |
| Total debt securities | $3,971,000 | 6,094 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,295 |
| Fair value | $195,000 | 2,302 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,548,000 | 6,250 |
| U.S. Government securities | $7,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,000 | 6,487 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,656 |
| Other domestic debt securities | $1,772,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,772,000 | 1,258 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $13,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,000 | 5,581 |
| Mortgage-backed securities | $7,000 | 5,579 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,401 |
| Issued or guaranteed by U.S. | $7,000 | 5,392 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,548,000 | 5,851 |
| Total debt securities | $3,535,000 | 6,224 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,290 |
| Fair value | $198,000 | 2,297 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,993,000 | 6,341 |
| U.S. Government securities | $7,000 | 6,603 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,000 | 6,524 |
| Securities issued by states & political subdivisions | $487,000 | 5,229 |
| Other domestic debt securities | $2,489,000 | 1,445 |
| 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 | $2,489,000 | 1,099 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,000 | 1,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 5,774 |
| Mortgage-backed securities | $7,000 | 5,606 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,417 |
| Issued or guaranteed by U.S. | $7,000 | 5,407 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,993,000 | 5,942 |
| Total debt securities | $2,983,000 | 6,313 |
| 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 | $3,335,000 | 6,337 |
| U.S. Government securities | $207,000 | 6,580 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $207,000 | 6,482 |
| Securities issued by states & political subdivisions | $585,000 | 5,172 |
| Other domestic debt securities | $2,533,000 | 1,434 |
| 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 | $2,533,000 | 1,062 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 5,742 |
| Mortgage-backed securities | $207,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,121 |
| Issued or guaranteed by U.S. | $207,000 | 5,116 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,335,000 | 5,943 |
| Total debt securities | $3,325,000 | 6,306 |
| 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 | $3,329,000 | 6,384 |
| U.S. Government securities | $207,000 | 6,634 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $207,000 | 6,542 |
| Securities issued by states & political subdivisions | $587,000 | 5,199 |
| Other domestic debt securities | $2,524,000 | 1,417 |
| 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 | $2,524,000 | 1,035 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $11,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 5,772 |
| Mortgage-backed securities | $207,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,157 |
| Issued or guaranteed by U.S. | $207,000 | 5,153 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,329,000 | 5,987 |
| Total debt securities | $3,318,000 | 6,353 |
| 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 | $3,440,000 | 6,464 |
| U.S. Government securities | $210,000 | 6,746 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $210,000 | 6,659 |
| Securities issued by states & political subdivisions | $589,000 | 5,231 |
| Other domestic debt securities | $2,632,000 | 1,431 |
| 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 | $2,632,000 | 1,057 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,000 | 5,864 |
| Mortgage-backed securities | $210,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,263 |
| Issued or guaranteed by U.S. | $210,000 | 5,255 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $3,440,000 | 6,061 |
| Total debt securities | $3,431,000 | 6,434 |
| 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 | $3,389,000 | 6,531 |
| U.S. Government securities | $210,000 | 6,811 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $210,000 | 6,722 |
| Securities issued by states & political subdivisions | $587,000 | 5,222 |
| Other domestic debt securities | $2,583,000 | 1,463 |
| 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 | $2,583,000 | 1,074 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $9,000 | 1,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,000 | 5,933 |
| Mortgage-backed securities | $210,000 | 5,555 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,295 |
| Issued or guaranteed by U.S. | $210,000 | 5,287 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $3,389,000 | 6,118 |
| Total debt securities | $3,380,000 | 6,504 |
| 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 | $2,738,000 | 6,693 |
| U.S. Government securities | $10,000 | 6,964 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,000 | 6,874 |
| Securities issued by states & political subdivisions | $557,000 | 5,231 |
| Other domestic debt securities | $2,163,000 | 1,541 |
| 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 | $2,163,000 | 1,126 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $8,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 6,033 |
| Mortgage-backed securities | $10,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,656 |
| Issued or guaranteed by U.S. | $10,000 | 5,647 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $2,738,000 | 6,252 |
| Total debt securities | $2,730,000 | 6,658 |
| 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 | $2,671,000 | 6,730 |
| U.S. Government securities | $10,000 | 7,002 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,000 | 6,917 |
| Securities issued by states & political subdivisions | $557,000 | 5,234 |
| Other domestic debt securities | $2,099,000 | 1,553 |
| 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 | $2,099,000 | 1,086 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $5,000 | 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 | $425,000 | 5,749 |
| Mortgage-backed securities | $10,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,657 |
| Issued or guaranteed by U.S. | $10,000 | 5,645 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $2,671,000 | 6,274 |
| Total debt securities | $2,666,000 | 6,696 |
| 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 | $2,568,000 | 6,812 |
| U.S. Government securities | $10,000 | 7,085 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,000 | 6,998 |
| Securities issued by states & political subdivisions | $556,000 | 5,230 |
| Other domestic debt securities | $1,996,000 | 1,608 |
| 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 | $1,996,000 | 1,107 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $6,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 5,774 |
| Mortgage-backed securities | $10,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,682 |
| Issued or guaranteed by U.S. | $10,000 | 5,670 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $2,568,000 | 6,347 |
| Total debt securities | $2,562,000 | 6,777 |
| 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 | $2,330,000 | 6,939 |
| U.S. Government securities | $11,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,000 | 7,073 |
| Securities issued by states & political subdivisions | $551,000 | 5,215 |
| Other domestic debt securities | $1,761,000 | 1,626 |
| 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 | $1,761,000 | 1,094 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,000 | 5,823 |
| Mortgage-backed securities | $11,000 | 5,945 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,698 |
| Issued or guaranteed by U.S. | $11,000 | 5,691 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $2,330,000 | 6,472 |
| Total debt securities | $2,323,000 | 6,908 |
| 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 | $2,193,000 | 7,000 |
| U.S. Government securities | $11,000 | 7,222 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,000 | 7,132 |
| Securities issued by states & political subdivisions | $645,000 | 5,148 |
| Other domestic debt securities | $1,531,000 | 1,732 |
| 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 | $1,531,000 | 1,157 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $6,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,000 | 5,796 |
| Mortgage-backed securities | $11,000 | 5,969 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,715 |
| Issued or guaranteed by U.S. | $11,000 | 5,704 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,193,000 | 6,525 |
| Total debt securities | $2,187,000 | 6,966 |
| 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 | $2,076,000 | 7,060 |
| U.S. Government securities | $11,000 | 7,270 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,000 | 7,175 |
| Securities issued by states & political subdivisions | $531,000 | 5,253 |
| Other domestic debt securities | $1,528,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,528,000 | 1,166 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,000 | 5,845 |
| Mortgage-backed securities | $11,000 | 5,998 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,711 |
| Issued or guaranteed by U.S. | $11,000 | 5,700 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,076,000 | 6,557 |
| Total debt securities | $2,070,000 | 7,030 |
| 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 | $1,378,000 | 7,230 |
| U.S. Government securities | $12,000 | 7,344 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,000 | 7,252 |
| Securities issued by states & political subdivisions | $385,000 | 5,390 |
| Other domestic debt securities | $977,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $977,000 | 1,443 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,000 | 6,030 |
| Mortgage-backed securities | $12,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,743 |
| Issued or guaranteed by U.S. | $12,000 | 5,728 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,378,000 | 6,720 |
| Total debt securities | $1,374,000 | 7,197 |
| 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 | $804,000 | 7,403 |
| U.S. Government securities | $13,000 | 7,432 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,000 | 7,345 |
| Securities issued by states & political subdivisions | $389,000 | 5,348 |
| Other domestic debt securities | $397,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $397,000 | 1,773 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,000 | 1,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 6,081 |
| Mortgage-backed securities | $13,000 | 6,088 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,793 |
| Issued or guaranteed by U.S. | $13,000 | 5,781 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $804,000 | 6,883 |
| Total debt securities | $799,000 | 7,374 |
| 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 | $699,000 | 7,514 |
| U.S. Government securities | $13,000 | 7,537 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,000 | 7,443 |
| Securities issued by states & political subdivisions | $488,000 | 5,272 |
| Other domestic debt securities | $198,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $198,000 | 1,964 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,125 |
| Mortgage-backed securities | $13,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,898 |
| Issued or guaranteed by U.S. | $13,000 | 5,886 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $699,000 | 6,989 |
| Total debt securities | $699,000 | 7,483 |
| 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 | $517,000 | 7,597 |
| U.S. Government securities | $14,000 | 7,574 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,000 | 7,482 |
| Securities issued by states & political subdivisions | $500,000 | 5,286 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,183 |
| Mortgage-backed securities | $14,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,951 |
| Issued or guaranteed by U.S. | $14,000 | 5,937 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $517,000 | 7,068 |
| Total debt securities | $514,000 | 7,565 |
| 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 | $516,000 | 7,671 |
| U.S. Government securities | $14,000 | 7,660 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,000 | 7,570 |
| Securities issued by states & political subdivisions | $500,000 | 5,333 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,197 |
| Mortgage-backed securities | $14,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,039 |
| Issued or guaranteed by U.S. | $14,000 | 6,019 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $516,000 | 7,134 |
| Total debt securities | $514,000 | 7,636 |
| 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 | $437,000 | 7,765 |
| U.S. Government securities | $14,000 | 7,728 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,000 | 7,648 |
| Securities issued by states & political subdivisions | $421,000 | 5,415 |
| 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 | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 6,273 |
| Mortgage-backed securities | $14,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,095 |
| Issued or guaranteed by U.S. | $14,000 | 6,073 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $437,000 | 7,208 |
| Total debt securities | $435,000 | 7,735 |
| 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 | $840,000 | 7,754 |
| U.S. Government securities | $15,000 | 7,801 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,000 | 7,725 |
| Securities issued by states & political subdivisions | $824,000 | 4,983 |
| 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 | $1,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,000 | 6,113 |
| Mortgage-backed securities | $15,000 | 6,418 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,149 |
| Issued or guaranteed by U.S. | $15,000 | 6,132 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $840,000 | 7,171 |
| Total debt securities | $839,000 | 7,720 |
| 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 | $849,000 | 7,803 |
| U.S. Government securities | $16,000 | 7,865 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,000 | 7,794 |
| Securities issued by states & political subdivisions | $832,000 | 4,941 |
| 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 | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,000 | 6,159 |
| Mortgage-backed securities | $16,000 | 6,442 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,178 |
| Issued or guaranteed by U.S. | $16,000 | 6,157 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $849,000 | 7,213 |
| Total debt securities | $848,000 | 7,773 |
| 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 | $712,000 | 7,889 |
| U.S. Government securities | $16,000 | 7,912 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,000 | 7,834 |
| Securities issued by states & political subdivisions | $695,000 | 5,044 |
| 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 | $1,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $635,000 | 6,239 |
| Mortgage-backed securities | $16,000 | 6,460 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,204 |
| Issued or guaranteed by U.S. | $16,000 | 6,183 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $712,000 | 7,290 |
| Total debt securities | $711,000 | 7,856 |
| 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 | $631,000 | 7,963 |
| U.S. Government securities | $17,000 | 7,966 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,000 | 7,894 |
| Securities issued by states & political subdivisions | $607,000 | 5,164 |
| 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 | $7,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,000 | 6,299 |
| Mortgage-backed securities | $17,000 | 6,485 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,226 |
| Issued or guaranteed by U.S. | $17,000 | 6,199 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $631,000 | 7,383 |
| Total debt securities | $624,000 | 7,920 |
| 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 | $588,000 | 8,017 |
| U.S. Government securities | $18,000 | 8,007 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,000 | 7,940 |
| Securities issued by states & political subdivisions | $562,000 | 5,223 |
| 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 | $8,000 | 1,863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 6,395 |
| Mortgage-backed securities | $18,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,211 |
| Issued or guaranteed by U.S. | $18,000 | 6,180 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $588,000 | 7,424 |
| Total debt securities | $580,000 | 7,971 |
| 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 | $592,000 | 8,078 |
| U.S. Government securities | $19,000 | 8,082 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,000 | 7,996 |
| Securities issued by states & political subdivisions | $565,000 | 5,245 |
| 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 | $8,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 6,472 |
| Mortgage-backed securities | $19,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,138 |
| Issued or guaranteed by U.S. | $19,000 | 6,117 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $592,000 | 7,447 |
| Total debt securities | $584,000 | 8,035 |
| 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 | $595,000 | 8,123 |
| U.S. Government securities | $21,000 | 8,137 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,000 | 8,047 |
| Securities issued by states & political subdivisions | $565,000 | 5,269 |
| 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 | $9,000 | 1,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,000 | 6,494 |
| Mortgage-backed securities | $21,000 | 6,376 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,091 |
| Issued or guaranteed by U.S. | $21,000 | 6,067 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $595,000 | 7,481 |
| Total debt securities | $586,000 | 8,081 |
| 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 | $608,000 | 8,175 |
| U.S. Government securities | $27,000 | 8,183 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,000 | 8,092 |
| Securities issued by states & political subdivisions | $529,000 | 5,334 |
| Other domestic debt securities | $41,000 | 2,832 |
| 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 | $41,000 | 2,149 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $11,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,000 | 6,553 |
| Mortgage-backed securities | $27,000 | 6,373 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,079 |
| Issued or guaranteed by U.S. | $27,000 | 6,059 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $608,000 | 7,513 |
| Total debt securities | $597,000 | 8,134 |
| 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 | $586,000 | 8,212 |
| U.S. Government securities | $29,000 | 8,217 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,000 | 8,125 |
| Securities issued by states & political subdivisions | $507,000 | 5,401 |
| Other domestic debt securities | $41,000 | 2,862 |
| 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 | $41,000 | 2,189 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $9,000 | 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 | $460,000 | 6,597 |
| Mortgage-backed securities | $29,000 | 6,383 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,085 |
| Issued or guaranteed by U.S. | $29,000 | 6,063 |
| 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) | $586,000 | 7,538 |
| Total debt securities | $577,000 | 8,173 |
| 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 | $605,000 | 8,258 |
| U.S. Government securities | $32,000 | 8,272 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $32,000 | 8,181 |
| Securities issued by states & political subdivisions | $519,000 | 5,425 |
| Other domestic debt securities | $46,000 | 2,900 |
| 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 | $46,000 | 2,258 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $8,000 | 1,863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,000 | 6,623 |
| Mortgage-backed securities | $32,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,088 |
| Issued or guaranteed by U.S. | $32,000 | 6,065 |
| 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) | $605,000 | 7,581 |
| Total debt securities | $597,000 | 8,216 |
| 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 | $610,000 | 8,336 |
| U.S. Government securities | $33,000 | 8,352 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,000 | 8,265 |
| Securities issued by states & political subdivisions | $522,000 | 5,473 |
| Other domestic debt securities | $47,000 | 2,947 |
| 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 | $47,000 | 2,301 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $8,000 | 1,897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,000 | 6,683 |
| Mortgage-backed securities | $33,000 | 6,441 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,130 |
| Issued or guaranteed by U.S. | $33,000 | 6,101 |
| 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) | $610,000 | 7,636 |
| Total debt securities | $602,000 | 8,297 |
| 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 | $571,000 | 8,383 |
| U.S. Government securities | $37,000 | 8,398 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $37,000 | 8,304 |
| Securities issued by states & political subdivisions | $475,000 | 5,560 |
| Other domestic debt securities | $51,000 | 3,016 |
| 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 | $51,000 | 2,374 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $8,000 | 1,923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $370,000 | 6,761 |
| Mortgage-backed securities | $37,000 | 6,471 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,160 |
| Issued or guaranteed by U.S. | $37,000 | 6,134 |
| 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) | $571,000 | 7,683 |
| Total debt securities | $571,000 | 8,342 |
| 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 | $713,000 | 8,402 |
| U.S. Government securities | $39,000 | 8,439 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $39,000 | 8,347 |
| Securities issued by states & political subdivisions | $614,000 | 5,414 |
| Other domestic debt securities | $51,000 | 3,085 |
| 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 | $51,000 | 2,484 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $9,000 | 1,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 6,678 |
| Mortgage-backed securities | $39,000 | 6,498 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,178 |
| Issued or guaranteed by U.S. | $39,000 | 6,156 |
| 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) | $713,000 | 7,694 |
| Total debt securities | $709,000 | 8,363 |
| 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 | $721,000 | 8,462 |
| U.S. Government securities | $41,000 | 8,484 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,000 | 8,388 |
| Securities issued by states & political subdivisions | $613,000 | 5,444 |
| Other domestic debt securities | $57,000 | 3,173 |
| 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 | $57,000 | 2,595 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,000 | 1,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 6,708 |
| Mortgage-backed securities | $41,000 | 6,564 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,231 |
| Issued or guaranteed by U.S. | $41,000 | 6,210 |
| 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) | $721,000 | 7,736 |
| Total debt securities | $720,000 | 8,421 |
| 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 | $612,000 | 8,508 |
| U.S. Government securities | $44,000 | 8,525 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $44,000 | 8,437 |
| Securities issued by states & political subdivisions | $502,000 | 5,598 |
| Other domestic debt securities | $58,000 | 3,234 |
| 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 | $58,000 | 2,663 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,000 | 2,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,000 | 6,846 |
| Mortgage-backed securities | $44,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,259 |
| Issued or guaranteed by U.S. | $44,000 | 6,242 |
| 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) | $612,000 | 7,783 |
| Total debt securities | $604,000 | 8,464 |
| 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 | $726,000 | 8,519 |
| U.S. Government securities | $48,000 | 8,549 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $48,000 | 8,455 |
| Securities issued by states & political subdivisions | $607,000 | 5,479 |
| Other domestic debt securities | $64,000 | 3,273 |
| 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 | $64,000 | 2,736 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,000 | 2,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,826 |
| Mortgage-backed securities | $48,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,297 |
| Issued or guaranteed by U.S. | $48,000 | 6,278 |
| 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) | $726,000 | 7,789 |
| Total debt securities | $719,000 | 8,479 |
| 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 | $851,000 | 8,565 |
| U.S. Government securities | $123,000 | 8,585 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $123,000 | 8,487 |
| Securities issued by states & political subdivisions | $659,000 | 5,432 |
| Other domestic debt securities | $63,000 | 3,325 |
| 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 | $63,000 | 2,810 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $6,000 | 2,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $451,000 | 6,870 |
| Mortgage-backed securities | $123,000 | 6,493 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,138 |
| Issued or guaranteed by U.S. | $123,000 | 6,115 |
| 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) | $851,000 | 7,828 |
| Total debt securities | $845,000 | 8,524 |
| 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 | $941,000 | 8,582 |
| U.S. Government securities | $161,000 | 8,598 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $161,000 | 8,507 |
| Securities issued by states & political subdivisions | $703,000 | 5,405 |
| Other domestic debt securities | $70,000 | 3,380 |
| 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 | $70,000 | 2,885 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,000 | 2,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,874 |
| Mortgage-backed securities | $161,000 | 6,468 |
| Certificates of participation in pools of residential mortgages | $161,000 | 6,093 |
| Issued or guaranteed by U.S. | $161,000 | 6,074 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $941,000 | 7,834 |
| Total debt securities | $934,000 | 8,535 |
| 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 | $1,080,000 | 8,581 |
| U.S. Government securities | $183,000 | 8,645 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $183,000 | 8,546 |
| Securities issued by states & political subdivisions | $819,000 | 5,324 |
| Other domestic debt securities | $70,000 | 3,441 |
| 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 | $70,000 | 2,958 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $8,000 | 2,134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $566,000 | 6,790 |
| Mortgage-backed securities | $183,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $183,000 | 6,082 |
| Issued or guaranteed by U.S. | $183,000 | 6,065 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,080,000 | 7,821 |
| Total debt securities | $1,072,000 | 8,538 |
| 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 | $1,219,000 | 8,629 |
| U.S. Government securities | $312,000 | 8,665 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $312,000 | 8,555 |
| Securities issued by states & political subdivisions | $825,000 | 5,346 |
| Other domestic debt securities | $74,000 | 3,536 |
| 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 | $74,000 | 3,061 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $8,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,000 | 6,809 |
| Mortgage-backed securities | $212,000 | 6,501 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,098 |
| Issued or guaranteed by U.S. | $212,000 | 6,081 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,219,000 | 7,860 |
| Total debt securities | $1,211,000 | 8,588 |
| 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 | $1,268,000 | 8,624 |
| U.S. Government securities | $344,000 | 8,666 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $344,000 | 8,559 |
| Securities issued by states & political subdivisions | $838,000 | 5,347 |
| Other domestic debt securities | $78,000 | 3,626 |
| 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 | $78,000 | 3,128 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $8,000 | 2,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,000 | 6,788 |
| Mortgage-backed securities | $243,000 | 6,492 |
| Certificates of participation in pools of residential mortgages | $243,000 | 6,065 |
| Issued or guaranteed by U.S. | $243,000 | 6,042 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,268,000 | 7,865 |
| Total debt securities | $1,260,000 | 8,569 |
| 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 | $1,257,000 | 8,704 |
| U.S. Government securities | $374,000 | 8,733 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $374,000 | 8,619 |
| Securities issued by states & political subdivisions | $791,000 | 5,442 |
| Other domestic debt securities | $82,000 | 3,668 |
| 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 | $82,000 | 3,262 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $10,000 | 2,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 7,018 |
| Mortgage-backed securities | $272,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $272,000 | 6,067 |
| Issued or guaranteed by U.S. | $272,000 | 6,043 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,257,000 | 7,928 |
| Total debt securities | $1,247,000 | 8,648 |
| 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 | $1,072,000 | 8,777 |
| U.S. Government securities | $180,000 | 8,829 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $180,000 | 8,711 |
| Securities issued by states & political subdivisions | $799,000 | 5,468 |
| Other domestic debt securities | $84,000 | 3,772 |
| 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 | $84,000 | 3,363 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $9,000 | 2,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $77,000 | 6,884 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,531 |
| Issued or guaranteed by U.S. | $77,000 | 6,507 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,072,000 | 7,996 |
| Total debt securities | $1,063,000 | 8,718 |
| 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 | $1,046,000 | 8,798 |
| U.S. Government securities | $194,000 | 8,859 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $194,000 | 8,736 |
| Securities issued by states & political subdivisions | $754,000 | 5,495 |
| Other domestic debt securities | $91,000 | 3,809 |
| 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 | $91,000 | 3,381 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 7,062 |
| Mortgage-backed securities | $89,000 | 6,909 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,517 |
| Issued or guaranteed by U.S. | $89,000 | 6,500 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,046,000 | 8,015 |
| Total debt securities | $1,039,000 | 8,738 |
| 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 | $1,288,000 | 8,786 |
| U.S. Government securities | $315,000 | 8,858 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $315,000 | 8,730 |
| Securities issued by states & political subdivisions | $877,000 | 5,307 |
| Other domestic debt securities | $89,000 | 3,873 |
| 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 | $89,000 | 3,432 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,000 | 2,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 7,033 |
| Mortgage-backed securities | $211,000 | 6,697 |
| Certificates of participation in pools of residential mortgages | $96,000 | 6,501 |
| Issued or guaranteed by U.S. | $96,000 | 6,482 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $115,000 | 4,034 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,852 |
| 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) | $1,288,000 | 7,983 |
| Total debt securities | $1,281,000 | 8,709 |
| 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 | $1,377,000 | 8,816 |
| U.S. Government securities | $399,000 | 8,887 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $399,000 | 8,750 |
| Securities issued by states & political subdivisions | $881,000 | 5,317 |
| Other domestic debt securities | $88,000 | 3,927 |
| 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 | $88,000 | 3,469 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,000 | 2,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 7,067 |
| Mortgage-backed securities | $293,000 | 6,587 |
| Certificates of participation in pools of residential mortgages | $104,000 | 6,463 |
| Issued or guaranteed by U.S. | $104,000 | 6,443 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $189,000 | 3,963 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 3,791 |
| 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) | $1,377,000 | 7,989 |
| Total debt securities | $1,368,000 | 8,744 |
| 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 | $1,631,000 | 8,961 |
| U.S. Government securities | $497,000 | 9,094 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $497,000 | 8,940 |
| Securities issued by states & political subdivisions | $1,029,000 | 5,218 |
| Other domestic debt securities | $92,000 | 3,981 |
| 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 | $92,000 | 3,450 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $13,000 | 2,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,000 | 6,896 |
| Mortgage-backed securities | $394,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $145,000 | 6,375 |
| Issued or guaranteed by U.S. | $145,000 | 6,350 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $249,000 | 4,056 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,875 |
| 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) | $1,631,000 | 8,054 |
| Total debt securities | $1,618,000 | 8,890 |
| 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 | $2,209,000 | 9,216 |
| U.S. Government securities | $1,005,000 | 9,300 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,005,000 | 9,060 |
| Securities issued by states & political subdivisions | $1,103,000 | 5,200 |
| Other domestic debt securities | $99,000 | 3,635 |
| 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 | $99,000 | 3,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,000 | 7,253 |
| Mortgage-backed securities | $405,000 | 6,274 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,618 |
| Issued or guaranteed by U.S. | $405,000 | 5,597 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $2,209,000 | 8,110 |
| Total debt securities | $2,207,000 | 9,102 |
| 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 | $2,372,000 | 9,520 |
| U.S. Government securities | $1,132,000 | 9,640 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,132,000 | 9,315 |
| Securities issued by states & political subdivisions | $1,139,000 | 5,422 |
| Other domestic debt securities | $99,000 | 3,546 |
| 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 | $99,000 | 3,010 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,000 | 7,383 |
| Mortgage-backed securities | $538,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,682 |
| Issued or guaranteed by U.S. | $538,000 | 5,668 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,372,000 | 8,295 |
| Total debt securities | $2,370,000 | 9,426 |
| 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 | $2,781,000 | 9,567 |
| U.S. Government securities | $1,534,000 | 9,626 |
| U.S. Treasury securities | $200,000 | 6,616 |
| U.S. Government agency obligations | $1,334,000 | 9,125 |
| Securities issued by states & political subdivisions | $1,245,000 | 5,461 |
| 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 | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,000 | 7,297 |
| Mortgage-backed securities | $1,233,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 5,015 |
| Issued or guaranteed by U.S. | $1,233,000 | 5,000 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,781,000 | 8,180 |
| Total debt securities | $2,779,000 | 9,457 |
| 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 | $3,359,000 | 9,846 |
| U.S. Government securities | $2,293,000 | 9,895 |
| U.S. Treasury securities | $799,000 | 6,757 |
| U.S. Government agency obligations | $1,494,000 | 9,396 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,693 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,000 | 7,807 |
| Mortgage-backed securities | $1,393,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $1,393,000 | 4,918 |
| Issued or guaranteed by U.S. | $1,393,000 | 4,898 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,359,000 | 8,156 |
| Total debt securities | $3,357,000 | 9,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,901,000 | 10,587 |
| U.S. Government securities | $1,883,000 | 10,659 |
| U.S. Treasury securities | $493,000 | 8,193 |
| U.S. Government agency obligations | $1,390,000 | 9,895 |
| Securities issued by states & political subdivisions | $1,016,000 | 6,060 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,000 | 8,265 |
| Mortgage-backed securities | $787,000 | 7,127 |
| Certificates of participation in pools of residential mortgages | $787,000 | 6,141 |
| Issued or guaranteed by U.S. | $787,000 | 6,127 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $2,901,000 | 8,645 |
| Total debt securities | $2,899,000 | 10,490 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,279,000 | 11,276 |
| U.S. Government securities | $1,322,000 | 11,358 |
| U.S. Treasury securities | $95,000 | 10,152 |
| U.S. Government agency obligations | $1,227,000 | 10,315 |
| Securities issued by states & political subdivisions | $905,000 | 6,509 |
| Other domestic debt securities | $50,000 | 4,764 |
| 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 | $50,000 | 3,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,000 | 8,539 |
| Mortgage-backed securities | $717,000 | 7,675 |
| Certificates of participation in pools of residential mortgages | $717,000 | 6,568 |
| Issued or guaranteed by U.S. | $717,000 | 6,537 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $2,279,000 | 9,272 |
| Total debt securities | $2,277,000 | 11,180 |
| 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 | $2,918,000 | 11,728 |
| U.S. Government securities | $1,754,000 | 11,873 |
| U.S. Treasury securities | $685,000 | 10,181 |
| U.S. Government agency obligations | $1,069,000 | 10,789 |
| Securities issued by states & political subdivisions | $870,000 | 6,905 |
| Other domestic debt securities | $144,000 | 4,840 |
| 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 | $144,000 | 3,861 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 5,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,000 | 9,484 |
| Mortgage-backed securities | $673,000 | 8,241 |
| Certificates of participation in pools of residential mortgages | $673,000 | 7,006 |
| Issued or guaranteed by U.S. | $673,000 | 6,980 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $870,000 | 10,851 |
| Available-for-sale securities (fair market value) | $2,048,000 | 8,818 |
| Total debt securities | $2,768,000 | 11,695 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,924,000 | 12,199 |
| U.S. Government securities | $1,627,000 | 12,417 |
| U.S. Treasury securities | $498,000 | 10,961 |
| U.S. Government agency obligations | $1,129,000 | 11,045 |
| Securities issued by states & political subdivisions | $871,000 | 7,077 |
| Other domestic debt securities | $239,000 | 5,114 |
| 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 | $239,000 | 4,020 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 4,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,000 | 9,178 |
| Mortgage-backed securities | $791,000 | 8,762 |
| Certificates of participation in pools of residential mortgages | $791,000 | 7,453 |
| Issued or guaranteed by U.S. | $791,000 | 7,404 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,737,000 | 12,144 |
| 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 | $3,754,000 | 12,248 |
| U.S. Government securities | $2,586,000 | 12,347 |
| U.S. Treasury securities | $299,000 | 11,717 |
| U.S. Government agency obligations | $2,287,000 | 10,230 |
| Securities issued by states & political subdivisions | $517,000 | 7,652 |
| Other domestic debt securities | $450,000 | 5,266 |
| 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 | $450,000 | 4,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $201,000 | 3,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,000 | 10,637 |
| Mortgage-backed securities | $1,631,000 | 8,067 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 6,727 |
| Issued or guaranteed by U.S. | $1,531,000 | 6,664 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $100,000 | 6,945 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 6,387 |
| 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 | $3,553,000 | 12,211 |
| 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 |