| 2023-12-31 | Rank |
| Total securities | $53,039,000 | 2,531 |
| U.S. Government securities | $52,720,000 | 1,805 |
| U.S. Treasury securities | $39,081,000 | 569 |
| U.S. Government agency obligations | $13,639,000 | 2,984 |
| Securities issued by states & political subdivisions | $319,000 | 3,702 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| 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 | $51,308,000 | 1,467 |
| Mortgage-backed securities | $3,240,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,606,000 | 2,917 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 2,287 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $53,039,000 | 2,314 |
| Total debt securities | $53,039,000 | 2,516 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $51,774,000 | 2,534 |
| U.S. Government securities | $51,462,000 | 1,824 |
| U.S. Treasury securities | $36,891,000 | 626 |
| U.S. Government agency obligations | $14,571,000 | 2,909 |
| Securities issued by states & political subdivisions | $312,000 | 3,742 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| 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 | $49,774,000 | 1,431 |
| Mortgage-backed securities | $3,256,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,617,000 | 2,920 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,269 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $51,774,000 | 2,301 |
| Total debt securities | $51,774,000 | 2,519 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $50,262,000 | 2,638 |
| U.S. Government securities | $49,651,000 | 1,917 |
| U.S. Treasury securities | $35,804,000 | 651 |
| U.S. Government agency obligations | $13,847,000 | 3,004 |
| Securities issued by states & political subdivisions | $312,000 | 3,776 |
| Other domestic debt securities | $299,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $299,000 | 1,809 |
| Foreign debt securities | $0 | 312 |
| 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 | $48,463,000 | 1,426 |
| Mortgage-backed securities | $3,482,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,794,000 | 2,918 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 2,254 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $50,262,000 | 2,408 |
| Total debt securities | $50,262,000 | 2,621 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $51,494,000 | 2,688 |
| U.S. Government securities | $50,882,000 | 1,973 |
| U.S. Treasury securities | $38,846,000 | 644 |
| U.S. Government agency obligations | $12,036,000 | 3,146 |
| Securities issued by states & political subdivisions | $314,000 | 3,825 |
| Other domestic debt securities | $298,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $298,000 | 1,846 |
| Foreign debt securities | $0 | 283 |
| 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 | $48,713,000 | 1,381 |
| Mortgage-backed securities | $3,650,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,924,000 | 2,938 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,284 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $51,494,000 | 2,453 |
| Total debt securities | $51,494,000 | 2,668 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $176,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $50,825,000 | 2,728 |
| U.S. Government securities | $50,217,000 | 2,010 |
| U.S. Treasury securities | $39,621,000 | 674 |
| U.S. Government agency obligations | $10,596,000 | 3,261 |
| Securities issued by states & political subdivisions | $310,000 | 3,862 |
| Other domestic debt securities | $298,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $298,000 | 1,871 |
| Foreign debt securities | $0 | 287 |
| 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 | $24,168,000 | 1,971 |
| Mortgage-backed securities | $3,766,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,030,000 | 2,943 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,295 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $50,825,000 | 2,491 |
| Total debt securities | $50,826,000 | 2,710 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $222,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $50,724,000 | 2,744 |
| U.S. Government securities | $50,113,000 | 2,030 |
| U.S. Treasury securities | $40,392,000 | 666 |
| U.S. Government agency obligations | $9,721,000 | 3,337 |
| Securities issued by states & political subdivisions | $311,000 | 3,902 |
| Other domestic debt securities | $300,000 | 2,285 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $300,000 | 1,873 |
| Foreign debt securities | $0 | 295 |
| 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 | $23,653,000 | 1,922 |
| Mortgage-backed securities | $3,912,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,114,000 | 2,957 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,289 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $50,724,000 | 2,511 |
| Total debt securities | $50,725,000 | 2,724 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $1,167,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $33,277,000 | 3,315 |
| U.S. Government securities | $32,659,000 | 2,570 |
| U.S. Treasury securities | $22,117,000 | 1,004 |
| U.S. Government agency obligations | $10,542,000 | 3,301 |
| Securities issued by states & political subdivisions | $320,000 | 3,940 |
| Other domestic debt securities | $298,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $298,000 | 1,864 |
| Foreign debt securities | $0 | 289 |
| 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 | $5,513,000 | 3,087 |
| Mortgage-backed securities | $4,199,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $3,336,000 | 3,044 |
| Issued or guaranteed by U.S. | $3,336,000 | 2,949 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $863,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,284 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $33,277,000 | 3,069 |
| Total debt securities | $33,276,000 | 3,296 |
| Structured notes |
| Amortized cost | $300,000 | 1,143 |
| Fair value | $299,000 | 1,141 |
| Trading account assets | $794,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $5,893,000 | 4,366 |
| U.S. Government securities | $4,758,000 | 4,119 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,758,000 | 3,800 |
| Securities issued by states & political subdivisions | $334,000 | 3,955 |
| Other domestic debt securities | $801,000 | 1,974 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $801,000 | 1,680 |
| Foreign debt securities | $0 | 286 |
| 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 | $5,494,000 | 3,075 |
| Mortgage-backed securities | $4,758,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $3,733,000 | 2,993 |
| Issued or guaranteed by U.S. | $3,733,000 | 2,911 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,025,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,223 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $5,893,000 | 4,111 |
| Total debt securities | $5,894,000 | 4,347 |
| Structured notes |
| Amortized cost | $300,000 | 1,017 |
| Fair value | $300,000 | 1,016 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $6,997,000 | 4,282 |
| U.S. Government securities | $5,337,000 | 3,965 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,337,000 | 3,718 |
| Securities issued by states & political subdivisions | $352,000 | 3,978 |
| Other domestic debt securities | $1,308,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,308,000 | 1,458 |
| Foreign debt securities | $0 | 278 |
| 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 | $5,937,000 | 3,035 |
| Mortgage-backed securities | $5,337,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 2,928 |
| Issued or guaranteed by U.S. | $4,136,000 | 2,840 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,201,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,201,000 | 2,187 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $6,997,000 | 4,060 |
| Total debt securities | $6,998,000 | 4,260 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $7,495,000 | 4,286 |
| U.S. Government securities | $5,822,000 | 3,907 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,822,000 | 3,684 |
| Securities issued by states & political subdivisions | $355,000 | 4,030 |
| Other domestic debt securities | $1,318,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,318,000 | 1,396 |
| Foreign debt securities | $0 | 261 |
| 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 | $5,400,000 | 3,093 |
| Mortgage-backed securities | $5,822,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $4,447,000 | 2,899 |
| Issued or guaranteed by U.S. | $4,447,000 | 2,820 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,375,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $1,375,000 | 2,163 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,495,000 | 4,057 |
| Total debt securities | $7,495,000 | 4,261 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $8,210,000 | 4,257 |
| U.S. Government securities | $6,176,000 | 3,868 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,176,000 | 3,636 |
| Securities issued by states & political subdivisions | $356,000 | 4,051 |
| Other domestic debt securities | $1,678,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,678,000 | 1,269 |
| Foreign debt securities | $0 | 266 |
| 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 | $8,200,000 | 2,804 |
| Mortgage-backed securities | $6,176,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $4,695,000 | 2,867 |
| Issued or guaranteed by U.S. | $4,695,000 | 2,777 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,481,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,114 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,210,000 | 4,014 |
| Total debt securities | $8,214,000 | 4,234 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $2,079,000 | 4,615 |
| U.S. Government securities | $0 | 4,666 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $70,000 | 4,170 |
| Other domestic debt securities | $2,009,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,009,000 | 1,125 |
| Foreign debt securities | $0 | 279 |
| 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 | $2,079,000 | 3,604 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,079,000 | 4,381 |
| Total debt securities | $2,080,000 | 4,593 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $3,959,000 | 4,458 |
| 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 | $850,000 | 3,934 |
| Other domestic debt securities | $3,109,000 | 1,277 |
| 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 | $3,109,000 | 931 |
| 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 | $3,546,000 | 3,352 |
| 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) | $3,959,000 | 4,228 |
| Total debt securities | $3,959,000 | 4,437 |
| 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 | $5,342,000 | 4,347 |
| 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 | $860,000 | 3,904 |
| Other domestic debt securities | $4,482,000 | 1,083 |
| 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 | $4,482,000 | 747 |
| 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 | $3,546,000 | 3,380 |
| 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) | $5,342,000 | 4,109 |
| Total debt securities | $5,343,000 | 4,320 |
| 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 | $6,989,000 | 4,242 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $869,000 | 3,904 |
| Other domestic debt securities | $6,120,000 | 902 |
| 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 | $6,120,000 | 610 |
| 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 | $5,491,000 | 3,127 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| 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) | $6,989,000 | 3,999 |
| Total debt securities | $6,990,000 | 4,220 |
| 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 | $13,099,000 | 3,754 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $7,513,000 | 800 |
| 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 | $7,513,000 | 518 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $5,586,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,648,000 | 3,811 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| 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) | $13,099,000 | 3,526 |
| Total debt securities | $7,513,000 | 4,204 |
| 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 | $5,795,000 | 4,421 |
| U.S. Government securities | $1,425,000 | 4,528 |
| U.S. Treasury securities | $1,425,000 | 1,033 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,410,000 | 1,207 |
| 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 | $2,410,000 | 854 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $1,960,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,385,000 | 3,508 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| 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) | $5,795,000 | 4,184 |
| Total debt securities | $3,836,000 | 4,590 |
| 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 | $7,329,000 | 4,379 |
| U.S. Government securities | $4,306,000 | 4,137 |
| U.S. Treasury securities | $3,806,000 | 777 |
| U.S. Government agency obligations | $500,000 | 4,679 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $3,015,000 | 1,124 |
| 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 | $3,015,000 | 785 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,313,000 | 3,397 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| 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) | $7,329,000 | 4,122 |
| Total debt securities | $7,322,000 | 4,355 |
| Structured notes |
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| 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 | $8,317,000 | 4,357 |
| U.S. Government securities | $4,593,000 | 4,165 |
| U.S. Treasury securities | $3,294,000 | 809 |
| U.S. Government agency obligations | $1,299,000 | 4,563 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $3,666,000 | 1,015 |
| 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 | $3,666,000 | 711 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $58,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,648,000 | 3,388 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| 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) | $8,317,000 | 4,096 |
| Total debt securities | $8,260,000 | 4,339 |
| Structured notes |
| Amortized cost | $1,300,000 | 510 |
| Fair value | $1,299,000 | 511 |
| 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 | $9,939,000 | 4,260 |
| U.S. Government securities | $4,777,000 | 4,194 |
| U.S. Treasury securities | $3,281,000 | 834 |
| U.S. Government agency obligations | $1,496,000 | 4,575 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $4,959,000 | 882 |
| 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 | $4,959,000 | 624 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $203,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,980,000 | 3,390 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| 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) | $9,939,000 | 3,989 |
| Total debt securities | $9,737,000 | 4,256 |
| Structured notes |
| Amortized cost | $1,500,000 | 506 |
| Fair value | $1,496,000 | 505 |
| 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 | $9,355,000 | 4,361 |
| U.S. Government securities | $3,899,000 | 4,358 |
| U.S. Treasury securities | $2,110,000 | 965 |
| U.S. Government agency obligations | $1,789,000 | 4,557 |
| Securities issued by states & political subdivisions | $201,000 | 4,408 |
| Other domestic debt securities | $5,248,000 | 826 |
| 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 | $5,248,000 | 591 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,106,000 | 3,563 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| 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) | $9,355,000 | 4,076 |
| Total debt securities | $9,347,000 | 4,342 |
| Structured notes |
| Amortized cost | $1,799,000 | 498 |
| Fair value | $1,789,000 | 492 |
| 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 | $7,548,000 | 4,549 |
| U.S. Government securities | $3,446,000 | 4,495 |
| U.S. Treasury securities | $1,669,000 | 1,055 |
| U.S. Government agency obligations | $1,777,000 | 4,627 |
| Securities issued by states & political subdivisions | $202,000 | 4,458 |
| Other domestic debt securities | $3,260,000 | 1,000 |
| 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 | $3,260,000 | 746 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $640,000 | 316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,153,000 | 3,791 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| 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) | $7,548,000 | 4,284 |
| Total debt securities | $6,908,000 | 4,588 |
| Structured notes |
| Amortized cost | $1,799,000 | 496 |
| Fair value | $1,777,000 | 491 |
| 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 | $6,961,000 | 4,656 |
| U.S. Government securities | $2,844,000 | 4,628 |
| U.S. Treasury securities | $1,064,000 | 1,109 |
| U.S. Government agency obligations | $1,780,000 | 4,662 |
| Securities issued by states & political subdivisions | $555,000 | 4,331 |
| Other domestic debt securities | $3,562,000 | 1,094 |
| 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 | $3,562,000 | 717 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,903,000 | 3,891 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| 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) | $6,961,000 | 4,387 |
| Total debt securities | $6,961,000 | 4,636 |
| Structured notes |
| Amortized cost | $1,798,000 | 497 |
| Fair value | $1,780,000 | 494 |
| 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 | $4,382,000 | 4,967 |
| U.S. Government securities | $1,781,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,781,000 | 4,748 |
| Securities issued by states & political subdivisions | $558,000 | 4,372 |
| Other domestic debt securities | $1,937,000 | 1,228 |
| 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 | $1,937,000 | 970 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $106,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,681,000 | 3,985 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| 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) | $4,382,000 | 4,686 |
| Total debt securities | $4,277,000 | 4,957 |
| Structured notes |
| Amortized cost | $1,798,000 | 488 |
| Fair value | $1,781,000 | 485 |
| 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 | $5,749,000 | 4,894 |
| U.S. Government securities | $1,292,000 | 5,028 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,292,000 | 4,908 |
| Securities issued by states & political subdivisions | $354,000 | 4,536 |
| Other domestic debt securities | $2,642,000 | 1,074 |
| 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 | $2,642,000 | 842 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,461,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,109,000 | 3,941 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| 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) | $5,749,000 | 4,616 |
| Total debt securities | $4,291,000 | 5,010 |
| Structured notes |
| Amortized cost | $1,300,000 | 525 |
| Fair value | $1,293,000 | 523 |
| 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 | $6,474,000 | 4,880 |
| U.S. Government securities | $1,098,000 | 5,127 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,098,000 | 5,006 |
| Securities issued by states & political subdivisions | $358,000 | 4,582 |
| Other domestic debt securities | $3,659,000 | 969 |
| 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 | $3,659,000 | 750 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,359,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,815,000 | 4,084 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| 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) | $6,474,000 | 4,590 |
| Total debt securities | $5,115,000 | 5,000 |
| Structured notes |
| Amortized cost | $1,100,000 | 575 |
| Fair value | $1,098,000 | 574 |
| 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 | $6,816,000 | 4,877 |
| U.S. Government securities | $1,097,000 | 5,175 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,097,000 | 5,056 |
| Securities issued by states & political subdivisions | $360,000 | 4,622 |
| Other domestic debt securities | $4,976,000 | 857 |
| 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 | $4,976,000 | 657 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $383,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,840,000 | 4,352 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| 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) | $6,816,000 | 4,588 |
| Total debt securities | $6,434,000 | 4,900 |
| Structured notes |
| Amortized cost | $1,100,000 | 604 |
| Fair value | $1,097,000 | 603 |
| 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 | $6,822,000 | 4,949 |
| U.S. Government securities | $794,000 | 5,315 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $794,000 | 5,199 |
| Securities issued by states & political subdivisions | $362,000 | 4,681 |
| Other domestic debt securities | $4,948,000 | 883 |
| 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 | $4,948,000 | 679 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $718,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,874,000 | 4,400 |
| Mortgage-backed securities | $1,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,000 | 4,651 |
| 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) | $6,822,000 | 4,648 |
| Total debt securities | $6,105,000 | 4,997 |
| Structured notes |
| Amortized cost | $800,000 | 782 |
| Fair value | $793,000 | 785 |
| 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 | $7,395,000 | 4,917 |
| U.S. Government securities | $795,000 | 5,350 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $795,000 | 5,238 |
| Securities issued by states & political subdivisions | $363,000 | 4,727 |
| Other domestic debt securities | $4,447,000 | 918 |
| 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 | $4,447,000 | 692 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,790,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,899,000 | 4,168 |
| Mortgage-backed securities | $1,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,000 | 4,694 |
| 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) | $7,395,000 | 4,601 |
| Total debt securities | $5,606,000 | 5,072 |
| Structured notes |
| Amortized cost | $800,000 | 777 |
| Fair value | $794,000 | 777 |
| 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 | $5,109,000 | 5,203 |
| U.S. Government securities | $501,000 | 5,476 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $501,000 | 5,382 |
| Securities issued by states & political subdivisions | $367,000 | 4,763 |
| Other domestic debt securities | $1,723,000 | 1,355 |
| 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 | $1,723,000 | 1,084 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,518,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,899,000 | 4,219 |
| Mortgage-backed securities | $1,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,000 | 4,734 |
| 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) | $5,109,000 | 4,875 |
| Total debt securities | $2,592,000 | 5,459 |
| 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 | $5,224,000 | 5,264 |
| 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 | $371,000 | 4,802 |
| Other domestic debt securities | $1,435,000 | 1,464 |
| 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 | $1,435,000 | 1,173 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,416,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,916,000 | 4,054 |
| 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) | $5,224,000 | 4,936 |
| Total debt securities | $1,809,000 | 5,640 |
| 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 | $5,822,000 | 5,262 |
| U.S. Government securities | $503,000 | 5,649 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $503,000 | 5,556 |
| Securities issued by states & political subdivisions | $372,000 | 4,842 |
| Other domestic debt securities | $1,490,000 | 1,463 |
| 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 | $1,490,000 | 1,167 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,457,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,332,000 | 4,008 |
| 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) | $5,822,000 | 4,923 |
| Total debt securities | $2,366,000 | 5,648 |
| Structured notes |
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| 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 | $4,388,000 | 5,498 |
| U.S. Government securities | $997,000 | 5,600 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $997,000 | 5,501 |
| Securities issued by states & political subdivisions | $373,000 | 4,875 |
| Other domestic debt securities | $248,000 | 2,045 |
| 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 | $248,000 | 1,665 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,770,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,138,000 | 4,078 |
| Mortgage-backed securities | $3,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,862 |
| Issued or guaranteed by U.S. | $3,000 | 4,857 |
| 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) | $4,388,000 | 5,149 |
| Total debt securities | $1,617,000 | 5,792 |
| Structured notes |
| Amortized cost | $1,000,000 | 988 |
| Fair value | $999,000 | 1,037 |
| 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 | $4,403,000 | 5,585 |
| U.S. Government securities | $754,000 | 5,747 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $754,000 | 5,658 |
| Securities issued by states & political subdivisions | $376,000 | 4,928 |
| Other domestic debt securities | $247,000 | 2,079 |
| 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 | $247,000 | 1,683 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,026,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,157,000 | 4,130 |
| Mortgage-backed securities | $3,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,928 |
| Issued or guaranteed by U.S. | $3,000 | 4,922 |
| 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) | $4,403,000 | 5,217 |
| Total debt securities | $1,378,000 | 5,894 |
| Structured notes |
| Amortized cost | $750,000 | 1,328 |
| Fair value | $751,000 | 1,331 |
| 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 | $4,393,000 | 5,667 |
| U.S. Government securities | $1,253,000 | 5,709 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,253,000 | 5,618 |
| Securities issued by states & political subdivisions | $376,000 | 4,964 |
| Other domestic debt securities | $247,000 | 2,100 |
| 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 | $247,000 | 1,708 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,517,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,146,000 | 4,191 |
| 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) | $4,393,000 | 5,297 |
| Total debt securities | $1,876,000 | 5,920 |
| Structured notes |
| Amortized cost | $1,250,000 | 1,204 |
| Fair value | $1,249,000 | 1,206 |
| 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 | $5,159,000 | 5,633 |
| U.S. Government securities | $1,758,000 | 5,707 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,758,000 | 5,614 |
| Securities issued by states & political subdivisions | $379,000 | 4,970 |
| Other domestic debt securities | $249,000 | 2,159 |
| 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 | $249,000 | 1,740 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,773,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,910,000 | 4,080 |
| 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) | $5,159,000 | 5,267 |
| Total debt securities | $2,386,000 | 5,918 |
| Structured notes |
| Amortized cost | $1,750,000 | 1,141 |
| Fair value | $1,753,000 | 1,139 |
| 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 | $4,547,000 | 5,810 |
| U.S. Government securities | $806,000 | 5,995 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $806,000 | 5,900 |
| Securities issued by states & political subdivisions | $380,000 | 5,057 |
| Other domestic debt securities | $249,000 | 2,183 |
| 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 | $249,000 | 1,759 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,112,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,297,000 | 4,278 |
| Mortgage-backed securities | $5,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,114 |
| Issued or guaranteed by U.S. | $5,000 | 5,105 |
| 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) | $4,547,000 | 5,433 |
| Total debt securities | $1,435,000 | 6,122 |
| Structured notes |
| Amortized cost | $800,000 | 1,638 |
| Fair value | $801,000 | 1,640 |
| 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 | $4,384,000 | 5,906 |
| U.S. Government securities | $1,306,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,306,000 | 5,881 |
| Securities issued by states & political subdivisions | $384,000 | 5,109 |
| Other domestic debt securities | $248,000 | 2,250 |
| 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 | $248,000 | 1,792 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,446,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,134,000 | 4,369 |
| Mortgage-backed securities | $5,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,204 |
| Issued or guaranteed by U.S. | $5,000 | 5,197 |
| 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) | $4,384,000 | 5,525 |
| Total debt securities | $1,938,000 | 6,157 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,451 |
| Fair value | $1,301,000 | 1,455 |
| 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 | $5,074,000 | 5,891 |
| U.S. Government securities | $1,006,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,006,000 | 5,998 |
| Securities issued by states & political subdivisions | $385,000 | 5,169 |
| Other domestic debt securities | $449,000 | 2,170 |
| 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 | $449,000 | 1,749 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,234,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,626,000 | 4,294 |
| Mortgage-backed securities | $6,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,239 |
| Issued or guaranteed by U.S. | $6,000 | 5,233 |
| 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) | $5,074,000 | 5,499 |
| Total debt securities | $1,840,000 | 6,230 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $1,000,000 | 1,588 |
| 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 | $5,484,000 | 5,895 |
| U.S. Government securities | $505,000 | 6,261 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $505,000 | 6,160 |
| Securities issued by states & political subdivisions | $384,000 | 5,203 |
| Other domestic debt securities | $448,000 | 2,225 |
| 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 | $448,000 | 1,793 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,147,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,758,000 | 4,516 |
| Mortgage-backed securities | $7,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,291 |
| Issued or guaranteed by U.S. | $7,000 | 5,283 |
| 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) | $5,484,000 | 5,511 |
| Total debt securities | $1,338,000 | 6,323 |
| Structured notes |
| Amortized cost | $500,000 | 1,951 |
| Fair value | $498,000 | 1,997 |
| 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 | $4,369,000 | 6,071 |
| U.S. Government securities | $7,000 | 6,488 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,000 | 6,407 |
| Securities issued by states & political subdivisions | $666,000 | 5,091 |
| Other domestic debt securities | $449,000 | 2,280 |
| 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 | $449,000 | 1,827 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,247,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,922,000 | 4,488 |
| Mortgage-backed securities | $7,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,341 |
| Issued or guaranteed by U.S. | $7,000 | 5,332 |
| 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) | $4,369,000 | 5,677 |
| Total debt securities | $1,121,000 | 6,432 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $4,569,000 | 6,125 |
| U.S. Government securities | $8,000 | 6,564 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,000 | 6,484 |
| Securities issued by states & political subdivisions | $776,000 | 5,051 |
| Other domestic debt securities | $649,000 | 2,149 |
| 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 | $649,000 | 1,695 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,136,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,920,000 | 4,527 |
| Mortgage-backed securities | $8,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,389 |
| Issued or guaranteed by U.S. | $8,000 | 5,380 |
| 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) | $4,569,000 | 5,736 |
| Total debt securities | $1,433,000 | 6,463 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $4,771,000 | 6,116 |
| U.S. Government securities | $9,000 | 6,599 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,000 | 6,520 |
| Securities issued by states & political subdivisions | $777,000 | 5,058 |
| Other domestic debt securities | $851,000 | 2,103 |
| 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 | $851,000 | 1,650 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,134,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,915,000 | 4,552 |
| Mortgage-backed securities | $9,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,402 |
| Issued or guaranteed by U.S. | $9,000 | 5,392 |
| 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) | $4,771,000 | 5,727 |
| Total debt securities | $1,636,000 | 6,475 |
| 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 | $5,295,000 | 6,095 |
| U.S. Government securities | $9,000 | 6,662 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,000 | 6,578 |
| Securities issued by states & political subdivisions | $790,000 | 5,069 |
| Other domestic debt securities | $1,054,000 | 1,935 |
| 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 | $1,054,000 | 1,474 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,442,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,234,000 | 4,485 |
| Mortgage-backed securities | $9,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,453 |
| Issued or guaranteed by U.S. | $9,000 | 5,445 |
| 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) | $5,295,000 | 5,720 |
| Total debt securities | $1,853,000 | 6,493 |
| 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 | $4,941,000 | 6,187 |
| U.S. Government securities | $10,000 | 6,725 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,000 | 6,642 |
| Securities issued by states & political subdivisions | $794,000 | 5,086 |
| Other domestic debt securities | $1,309,000 | 1,810 |
| 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 | $1,309,000 | 1,357 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,828,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,518,000 | 4,683 |
| Mortgage-backed securities | $10,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,477 |
| Issued or guaranteed by U.S. | $10,000 | 5,471 |
| 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) | $4,941,000 | 5,793 |
| Total debt securities | $2,113,000 | 6,509 |
| 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 | $4,748,000 | 6,299 |
| U.S. Government securities | $11,000 | 6,829 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,000 | 6,748 |
| Securities issued by states & political subdivisions | $799,000 | 5,096 |
| Other domestic debt securities | $1,720,000 | 1,724 |
| 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 | $1,720,000 | 1,294 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,218,000 | 429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,913,000 | 4,954 |
| Mortgage-backed securities | $11,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,574 |
| Issued or guaranteed by U.S. | $11,000 | 5,563 |
| 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) | $4,748,000 | 5,895 |
| Total debt securities | $2,531,000 | 6,554 |
| 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 | $5,046,000 | 6,321 |
| U.S. Government securities | $12,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,000 | 6,815 |
| Securities issued by states & political subdivisions | $795,000 | 5,095 |
| Other domestic debt securities | $1,724,000 | 1,727 |
| 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 | $1,724,000 | 1,292 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,515,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $807,000 | 5,815 |
| Mortgage-backed securities | $12,000 | 5,822 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,609 |
| Issued or guaranteed by U.S. | $12,000 | 5,600 |
| 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) | $5,046,000 | 5,914 |
| Total debt securities | $2,530,000 | 6,624 |
| 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 | $5,121,000 | 6,367 |
| U.S. Government securities | $13,000 | 6,958 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,000 | 6,867 |
| Securities issued by states & political subdivisions | $844,000 | 5,041 |
| Other domestic debt securities | $1,283,000 | 1,861 |
| 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 | $1,283,000 | 1,402 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,981,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $857,000 | 5,824 |
| Mortgage-backed securities | $13,000 | 5,856 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,640 |
| Issued or guaranteed by U.S. | $13,000 | 5,632 |
| 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) | $5,121,000 | 5,951 |
| Total debt securities | $2,140,000 | 6,735 |
| 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 | $4,591,000 | 6,467 |
| U.S. Government securities | $14,000 | 6,996 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,000 | 6,911 |
| Securities issued by states & political subdivisions | $852,000 | 5,037 |
| Other domestic debt securities | $1,070,000 | 1,928 |
| 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 | $1,070,000 | 1,393 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,655,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $866,000 | 5,538 |
| Mortgage-backed securities | $14,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,633 |
| Issued or guaranteed by U.S. | $14,000 | 5,622 |
| 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) | $4,591,000 | 6,010 |
| Total debt securities | $1,937,000 | 6,808 |
| 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 | $3,568,000 | 6,662 |
| U.S. Government securities | $15,000 | 7,077 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,000 | 6,990 |
| Securities issued by states & political subdivisions | $870,000 | 5,019 |
| Other domestic debt securities | $657,000 | 2,202 |
| 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 | $657,000 | 1,594 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,026,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $885,000 | 5,563 |
| Mortgage-backed securities | $15,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,650 |
| Issued or guaranteed by U.S. | $15,000 | 5,639 |
| 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) | $3,568,000 | 6,195 |
| Total debt securities | $1,541,000 | 6,939 |
| 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 | $1,827,000 | 7,005 |
| U.S. Government securities | $16,000 | 7,164 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,000 | 7,066 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,911 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $802,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,025,000 | 5,522 |
| Mortgage-backed securities | $16,000 | 5,920 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,670 |
| Issued or guaranteed by U.S. | $16,000 | 5,664 |
| 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) | $1,827,000 | 6,546 |
| Total debt securities | $1,025,000 | 7,084 |
| 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 | $2,721,000 | 6,922 |
| U.S. Government securities | $19,000 | 7,211 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,000 | 7,120 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,870 |
| Other domestic debt securities | $200,000 | 2,624 |
| 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 | $200,000 | 1,930 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,424,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,097,000 | 5,527 |
| Mortgage-backed securities | $19,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,668 |
| Issued or guaranteed by U.S. | $19,000 | 5,658 |
| 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) | $2,721,000 | 6,443 |
| Total debt securities | $1,297,000 | 7,097 |
| 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 | $2,861,000 | 6,919 |
| U.S. Government securities | $20,000 | 7,259 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,000 | 7,163 |
| Securities issued by states & political subdivisions | $1,082,000 | 4,880 |
| Other domestic debt securities | $1,057,000 | 2,050 |
| 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 | $1,057,000 | 1,329 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $702,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,102,000 | 5,574 |
| Mortgage-backed securities | $20,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,658 |
| Issued or guaranteed by U.S. | $20,000 | 5,648 |
| 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) | $2,861,000 | 6,416 |
| Total debt securities | $2,158,000 | 7,014 |
| 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 | $2,393,000 | 7,047 |
| U.S. Government securities | $21,000 | 7,335 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,000 | 7,242 |
| Securities issued by states & political subdivisions | $849,000 | 4,974 |
| Other domestic debt securities | $1,523,000 | 1,888 |
| 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 | $1,523,000 | 1,161 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $871,000 | 5,797 |
| Mortgage-backed securities | $21,000 | 6,009 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,694 |
| Issued or guaranteed by U.S. | $21,000 | 5,681 |
| 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) | $2,393,000 | 6,527 |
| Total debt securities | $2,394,000 | 7,016 |
| 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 | $2,553,000 | 7,110 |
| U.S. Government securities | $25,000 | 7,417 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,000 | 7,329 |
| Securities issued by states & political subdivisions | $1,004,000 | 4,851 |
| Other domestic debt securities | $1,524,000 | 1,877 |
| 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 | $1,524,000 | 1,116 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,433,000 | 5,570 |
| Mortgage-backed securities | $25,000 | 6,031 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,724 |
| Issued or guaranteed by U.S. | $25,000 | 5,713 |
| 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) | $2,553,000 | 6,570 |
| Total debt securities | $2,552,000 | 7,071 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $2,293,000 | 7,231 |
| U.S. Government securities | $26,000 | 7,522 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,000 | 7,428 |
| Securities issued by states & political subdivisions | $918,000 | 4,909 |
| Other domestic debt securities | $1,349,000 | 2,021 |
| 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 | $1,349,000 | 1,204 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,670,000 | 5,549 |
| Mortgage-backed securities | $26,000 | 6,123 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,824 |
| Issued or guaranteed by U.S. | $26,000 | 5,814 |
| 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) | $2,293,000 | 6,691 |
| Total debt securities | $2,294,000 | 7,193 |
| 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 | $2,507,000 | 7,217 |
| U.S. Government securities | $29,000 | 7,558 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $29,000 | 7,463 |
| Securities issued by states & political subdivisions | $454,000 | 5,329 |
| Other domestic debt securities | $2,024,000 | 1,815 |
| 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 | $2,024,000 | 1,041 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,111,000 | 5,396 |
| Mortgage-backed securities | $29,000 | 6,167 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,873 |
| Issued or guaranteed by U.S. | $29,000 | 5,859 |
| 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) | $2,507,000 | 6,679 |
| Total debt securities | $2,508,000 | 7,180 |
| 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 | $2,360,000 | 7,318 |
| U.S. Government securities | $31,000 | 7,643 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,000 | 7,552 |
| Securities issued by states & political subdivisions | $308,000 | 5,509 |
| Other domestic debt securities | $2,021,000 | 1,906 |
| 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 | $2,021,000 | 1,106 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,743,000 | 5,588 |
| Mortgage-backed securities | $31,000 | 6,237 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,950 |
| Issued or guaranteed by U.S. | $31,000 | 5,930 |
| 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) | $2,360,000 | 6,765 |
| Total debt securities | $2,359,000 | 7,279 |
| 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 | $2,529,000 | 7,325 |
| U.S. Government securities | $32,000 | 7,706 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,000 | 7,624 |
| Securities issued by states & political subdivisions | $335,000 | 5,508 |
| Other domestic debt securities | $2,162,000 | 1,892 |
| 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 | $2,162,000 | 1,086 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $367,000 | 6,276 |
| Mortgage-backed securities | $32,000 | 6,289 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,000 |
| Issued or guaranteed by U.S. | $32,000 | 5,977 |
| 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) | $2,529,000 | 6,771 |
| Total debt securities | $2,529,000 | 7,282 |
| 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 | $2,292,000 | 7,442 |
| U.S. Government securities | $36,000 | 7,780 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $36,000 | 7,702 |
| Securities issued by states & political subdivisions | $312,000 | 5,472 |
| Other domestic debt securities | $1,944,000 | 1,903 |
| 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 | $1,944,000 | 1,170 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $348,000 | 6,327 |
| Mortgage-backed securities | $36,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,051 |
| Issued or guaranteed by U.S. | $36,000 | 6,034 |
| 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) | $2,292,000 | 6,866 |
| Total debt securities | $2,291,000 | 7,405 |
| 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 | $924,000 | 7,793 |
| U.S. Government securities | $39,000 | 7,849 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,000 | 7,776 |
| Securities issued by states & political subdivisions | $287,000 | 5,473 |
| Other domestic debt securities | $598,000 | 2,584 |
| 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 | $598,000 | 1,798 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $326,000 | 6,372 |
| Mortgage-backed securities | $39,000 | 6,349 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,071 |
| Issued or guaranteed by U.S. | $39,000 | 6,049 |
| 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) | $924,000 | 7,199 |
| Total debt securities | $924,000 | 7,762 |
| 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 | $331,000 | 7,988 |
| U.S. Government securities | $44,000 | 7,896 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $44,000 | 7,817 |
| Securities issued by states & political subdivisions | $287,000 | 5,484 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $330,000 | 6,401 |
| Mortgage-backed securities | $44,000 | 6,353 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,077 |
| Issued or guaranteed by U.S. | $44,000 | 6,055 |
| 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) | $331,000 | 7,394 |
| Total debt securities | $331,000 | 7,953 |
| 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 | $335,000 | 8,029 |
| U.S. Government securities | $46,000 | 7,952 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,000 | 7,879 |
| Securities issued by states & political subdivisions | $289,000 | 5,550 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $335,000 | 6,433 |
| Mortgage-backed securities | $46,000 | 6,370 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,087 |
| Issued or guaranteed by U.S. | $46,000 | 6,061 |
| 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) | $335,000 | 7,451 |
| Total debt securities | $334,000 | 7,986 |
| 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 | $341,000 | 8,076 |
| U.S. Government securities | $50,000 | 7,991 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $50,000 | 7,922 |
| Securities issued by states & political subdivisions | $291,000 | 5,551 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $341,000 | 6,441 |
| Mortgage-backed securities | $50,000 | 6,354 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,062 |
| Issued or guaranteed by U.S. | $50,000 | 6,032 |
| 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) | $341,000 | 7,492 |
| Total debt securities | $341,000 | 8,031 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $1,594,000 | 7,873 |
| U.S. Government securities | $1,301,000 | 7,712 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,301,000 | 7,603 |
| Securities issued by states & political subdivisions | $293,000 | 5,562 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,594,000 | 5,871 |
| Mortgage-backed securities | $54,000 | 6,281 |
| Certificates of participation in pools of residential mortgages | $54,000 | 5,976 |
| Issued or guaranteed by U.S. | $54,000 | 5,955 |
| 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) | $1,594,000 | 7,213 |
| Total debt securities | $1,595,000 | 7,824 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $998,000 | 1,656 |
| 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 | $2,439,000 | 7,725 |
| U.S. Government securities | $2,146,000 | 7,510 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,146,000 | 7,399 |
| Securities issued by states & political subdivisions | $293,000 | 5,601 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,799,000 | 5,818 |
| Mortgage-backed securities | $60,000 | 6,235 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,926 |
| Issued or guaranteed by U.S. | $60,000 | 5,902 |
| 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) | $2,439,000 | 7,055 |
| Total debt securities | $2,439,000 | 7,682 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,494,000 | 1,481 |
| 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 | $2,932,000 | 7,661 |
| U.S. Government securities | $2,640,000 | 7,414 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,640,000 | 7,291 |
| Securities issued by states & political subdivisions | $292,000 | 5,635 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,295,000 | 5,594 |
| Mortgage-backed securities | $66,000 | 6,239 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,921 |
| Issued or guaranteed by U.S. | $66,000 | 5,900 |
| 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) | $2,932,000 | 6,980 |
| Total debt securities | $2,932,000 | 7,618 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,485,000 | 1,559 |
| 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 | $2,846,000 | 7,721 |
| U.S. Government securities | $2,551,000 | 7,487 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,551,000 | 7,365 |
| Securities issued by states & political subdivisions | $295,000 | 5,684 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,846,000 | 5,383 |
| Mortgage-backed securities | $75,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,910 |
| Issued or guaranteed by U.S. | $75,000 | 5,886 |
| 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) | $2,846,000 | 7,016 |
| Total debt securities | $2,845,000 | 7,673 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,484,000 | 1,658 |
| 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 | $2,640,000 | 7,818 |
| U.S. Government securities | $2,049,000 | 7,672 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,049,000 | 7,549 |
| Securities issued by states & political subdivisions | $591,000 | 5,359 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,254,000 | 5,631 |
| Mortgage-backed securities | $81,000 | 6,241 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,909 |
| Issued or guaranteed by U.S. | $81,000 | 5,885 |
| 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) | $2,640,000 | 7,096 |
| Total debt securities | $2,640,000 | 7,771 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,476,000 | 1,765 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $2,901,000 | 7,825 |
| U.S. Government securities | $2,308,000 | 7,680 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,308,000 | 7,545 |
| Securities issued by states & political subdivisions | $593,000 | 5,399 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,765,000 | 5,944 |
| Mortgage-backed securities | $91,000 | 6,254 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,925 |
| Issued or guaranteed by U.S. | $91,000 | 5,894 |
| 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) | $2,901,000 | 7,100 |
| Total debt securities | $2,902,000 | 7,779 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,474,000 | 1,848 |
| 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 | $3,482,000 | 7,729 |
| U.S. Government securities | $2,891,000 | 7,561 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,891,000 | 7,428 |
| Securities issued by states & political subdivisions | $591,000 | 5,420 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,355,000 | 5,641 |
| Mortgage-backed securities | $97,000 | 6,285 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,950 |
| Issued or guaranteed by U.S. | $97,000 | 5,923 |
| 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) | $3,482,000 | 6,971 |
| Total debt securities | $3,482,000 | 7,682 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,457,000 | 1,904 |
| 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 | $3,748,000 | 7,712 |
| U.S. Government securities | $3,152,000 | 7,529 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,152,000 | 7,385 |
| Securities issued by states & political subdivisions | $596,000 | 5,441 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,249,000 | 5,256 |
| Mortgage-backed securities | $105,000 | 6,306 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,963 |
| Issued or guaranteed by U.S. | $105,000 | 5,939 |
| 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) | $3,748,000 | 6,954 |
| Total debt securities | $3,745,000 | 7,665 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,460,000 | 1,915 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $3,170,000 | 7,909 |
| U.S. Government securities | $2,570,000 | 7,720 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,570,000 | 7,592 |
| Securities issued by states & political subdivisions | $600,000 | 5,460 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,421,000 | 5,633 |
| Mortgage-backed securities | $114,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,998 |
| Issued or guaranteed by U.S. | $114,000 | 5,972 |
| 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) | $3,170,000 | 7,123 |
| Total debt securities | $3,169,000 | 7,858 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,466,000 | 1,906 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $2,440,000 | 8,108 |
| U.S. Government securities | $1,837,000 | 7,984 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,837,000 | 7,859 |
| Securities issued by states & political subdivisions | $603,000 | 5,478 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,440,000 | 5,640 |
| Mortgage-backed securities | $128,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,995 |
| Issued or guaranteed by U.S. | $128,000 | 5,975 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,440,000 | 7,330 |
| Total debt securities | $2,439,000 | 8,050 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,467,000 | 1,881 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $2,474,000 | 8,134 |
| U.S. Government securities | $1,865,000 | 8,024 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,865,000 | 7,891 |
| Securities issued by states & political subdivisions | $609,000 | 5,476 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,474,000 | 5,599 |
| Mortgage-backed securities | $141,000 | 6,387 |
| Certificates of participation in pools of residential mortgages | $141,000 | 6,021 |
| Issued or guaranteed by U.S. | $141,000 | 5,993 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,474,000 | 7,352 |
| Total debt securities | $2,474,000 | 8,083 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,480,000 | 1,857 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $2,465,000 | 8,213 |
| U.S. Government securities | $1,860,000 | 8,085 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,860,000 | 7,950 |
| Securities issued by states & political subdivisions | $605,000 | 5,489 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,465,000 | 5,653 |
| Mortgage-backed securities | $155,000 | 6,427 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,061 |
| Issued or guaranteed by U.S. | $155,000 | 6,037 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,465,000 | 7,407 |
| Total debt securities | $2,465,000 | 8,155 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,464,000 | 1,835 |
| 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 | $2,672,000 | 8,219 |
| U.S. Government securities | $1,904,000 | 8,102 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,904,000 | 7,965 |
| Securities issued by states & political subdivisions | $768,000 | 5,323 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,522,000 | 5,626 |
| Mortgage-backed securities | $166,000 | 6,453 |
| Certificates of participation in pools of residential mortgages | $166,000 | 6,075 |
| Issued or guaranteed by U.S. | $166,000 | 6,056 |
| 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) | $2,672,000 | 7,401 |
| Total debt securities | $2,672,000 | 8,160 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,491,000 | 1,777 |
| 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 | $2,693,000 | 8,254 |
| U.S. Government securities | $1,925,000 | 8,139 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,925,000 | 8,001 |
| Securities issued by states & political subdivisions | $768,000 | 5,369 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,280,000 | 5,734 |
| Mortgage-backed securities | $184,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,077 |
| Issued or guaranteed by U.S. | $184,000 | 6,060 |
| 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) | $2,693,000 | 7,436 |
| Total debt securities | $2,694,000 | 8,196 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,494,000 | 1,785 |
| 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 | $2,863,000 | 8,293 |
| U.S. Government securities | $1,917,000 | 8,216 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,917,000 | 8,069 |
| Securities issued by states & political subdivisions | $756,000 | 5,421 |
| Other domestic debt securities | $190,000 | 3,367 |
| 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 | $190,000 | 2,922 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,245,000 | 5,775 |
| Mortgage-backed securities | $204,000 | 6,516 |
| Certificates of participation in pools of residential mortgages | $204,000 | 6,114 |
| Issued or guaranteed by U.S. | $204,000 | 6,097 |
| 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) | $2,863,000 | 7,470 |
| Total debt securities | $2,861,000 | 8,239 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,469,000 | 1,764 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $3,126,000 | 8,197 |
| U.S. Government securities | $2,167,000 | 8,093 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,167,000 | 7,935 |
| Securities issued by states & political subdivisions | $766,000 | 5,412 |
| Other domestic debt securities | $193,000 | 3,452 |
| 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 | $193,000 | 2,995 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,485,000 | 5,620 |
| Mortgage-backed securities | $227,000 | 6,512 |
| Certificates of participation in pools of residential mortgages | $227,000 | 6,092 |
| Issued or guaranteed by U.S. | $227,000 | 6,070 |
| 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) | $3,126,000 | 7,380 |
| Total debt securities | $3,126,000 | 8,127 |
| 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 | $2,874,000 | 8,338 |
| U.S. Government securities | $1,917,000 | 8,268 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,917,000 | 8,116 |
| Securities issued by states & political subdivisions | $762,000 | 5,474 |
| Other domestic debt securities | $195,000 | 3,499 |
| 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 | $195,000 | 3,129 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,727,000 | 6,026 |
| Mortgage-backed securities | $243,000 | 6,529 |
| Certificates of participation in pools of residential mortgages | $243,000 | 6,122 |
| Issued or guaranteed by U.S. | $243,000 | 6,098 |
| 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) | $2,874,000 | 7,513 |
| Total debt securities | $2,874,000 | 8,265 |
| 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 | $3,533,000 | 8,151 |
| U.S. Government securities | $2,201,000 | 8,132 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,201,000 | 7,960 |
| Securities issued by states & political subdivisions | $755,000 | 5,516 |
| Other domestic debt securities | $577,000 | 3,042 |
| 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 | $577,000 | 2,710 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,728,000 | 6,023 |
| Mortgage-backed securities | $270,000 | 6,532 |
| Certificates of participation in pools of residential mortgages | $270,000 | 6,123 |
| Issued or guaranteed by U.S. | $270,000 | 6,095 |
| 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) | $3,533,000 | 7,323 |
| Total debt securities | $3,533,000 | 8,066 |
| 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 | $3,737,000 | 8,094 |
| U.S. Government securities | $1,938,000 | 8,250 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,938,000 | 8,076 |
| Securities issued by states & political subdivisions | $756,000 | 5,492 |
| Other domestic debt securities | $1,043,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $270,000 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $773,000 | 2,634 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,296,000 | 6,320 |
| Mortgage-backed securities | $566,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $296,000 | 6,104 |
| Issued or guaranteed by U.S. | $296,000 | 6,084 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $270,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $270,000 | 821 |
| 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) | $3,737,000 | 7,266 |
| Total debt securities | $3,737,000 | 8,012 |
| 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 | $4,481,000 | 7,963 |
| U.S. Government securities | $2,290,000 | 8,166 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,290,000 | 7,990 |
| Securities issued by states & political subdivisions | $737,000 | 5,487 |
| Other domestic debt securities | $1,454,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $680,000 | 782 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $774,000 | 2,655 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,338,000 | 5,673 |
| Mortgage-backed securities | $1,011,000 | 5,942 |
| Certificates of participation in pools of residential mortgages | $331,000 | 6,066 |
| Issued or guaranteed by U.S. | $331,000 | 6,048 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $680,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $680,000 | 695 |
| 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) | $4,481,000 | 7,111 |
| Total debt securities | $4,482,000 | 7,880 |
| 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 | $4,386,000 | 8,004 |
| U.S. Government securities | $1,824,000 | 8,416 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,824,000 | 8,226 |
| Securities issued by states & political subdivisions | $733,000 | 5,493 |
| Other domestic debt securities | $1,829,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $1,053,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $776,000 | 2,675 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,495,000 | 6,238 |
| Mortgage-backed securities | $1,411,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $358,000 | 6,005 |
| Issued or guaranteed by U.S. | $358,000 | 5,986 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,053,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,053,000 | 618 |
| 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) | $4,386,000 | 7,124 |
| Total debt securities | $4,387,000 | 7,926 |
| 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 | $3,444,000 | 8,447 |
| U.S. Government securities | $526,000 | 9,061 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $526,000 | 8,908 |
| Securities issued by states & political subdivisions | $690,000 | 5,650 |
| Other domestic debt securities | $2,228,000 | 2,138 |
| Privately issued residential mortgage-backed securities | $1,836,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $392,000 | 3,069 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $778,000 | 6,946 |
| Mortgage-backed securities | $2,362,000 | 5,057 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,679 |
| Issued or guaranteed by U.S. | $526,000 | 5,659 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,836,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,836,000 | 578 |
| 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) | $3,444,000 | 7,478 |
| Total debt securities | $3,444,000 | 8,347 |
| 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 | $3,462,000 | 8,874 |
| U.S. Government securities | $2,617,000 | 8,751 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,617,000 | 8,430 |
| Securities issued by states & political subdivisions | $674,000 | 5,812 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 6,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $2,617,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $655,000 | 5,203 |
| Issued or guaranteed by U.S. | $655,000 | 5,189 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,962,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,962,000 | 2,184 |
| 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) | $3,462,000 | 7,732 |
| Total debt securities | $3,291,000 | 8,818 |
| 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 | $8,416,000 | 7,524 |
| U.S. Government securities | $7,742,000 | 6,890 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,742,000 | 6,360 |
| Securities issued by states & political subdivisions | $332,000 | 6,689 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $342,000 | 4,561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,575,000 | 4,062 |
| Mortgage-backed securities | $6,277,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $787,000 | 5,307 |
| Issued or guaranteed by U.S. | $787,000 | 5,298 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,490,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $5,490,000 | 1,410 |
| 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) | $992,000 | 4,890 |
| Available-for-sale securities (fair market value) | $7,424,000 | 6,633 |
| Total debt securities | $8,074,000 | 7,497 |
| 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 | $5,991,000 | 8,404 |
| U.S. Government securities | $5,439,000 | 7,835 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,439,000 | 6,986 |
| Securities issued by states & political subdivisions | $313,000 | 6,951 |
| 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 | $239,000 | 5,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,925,000 | 5,456 |
| Mortgage-backed securities | $5,439,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 5,230 |
| Issued or guaranteed by U.S. | $1,030,000 | 5,212 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,409,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $4,409,000 | 1,750 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,084,000 | 4,691 |
| Available-for-sale securities (fair market value) | $3,907,000 | 7,770 |
| Total debt securities | $5,752,000 | 8,357 |
| 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 | $6,778,000 | 8,522 |
| U.S. Government securities | $6,258,000 | 7,979 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,258,000 | 6,698 |
| Securities issued by states & political subdivisions | $295,000 | 7,227 |
| 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 | $225,000 | 5,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,625,000 | 5,242 |
| Mortgage-backed securities | $6,258,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,927 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,888,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $4,888,000 | 1,676 |
| 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) | $2,787,000 | 5,151 |
| Available-for-sale securities (fair market value) | $3,991,000 | 7,924 |
| Total debt securities | $6,553,000 | 8,472 |
| 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 | $8,105,000 | 8,585 |
| U.S. Government securities | $7,614,000 | 8,012 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $7,614,000 | 6,431 |
| Securities issued by states & political subdivisions | $279,000 | 7,646 |
| 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 | $212,000 | 5,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,125,000 | 5,077 |
| Mortgage-backed securities | $7,614,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $2,565,000 | 4,358 |
| Issued or guaranteed by U.S. | $2,565,000 | 4,336 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,049,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $5,049,000 | 1,828 |
| 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) | $6,756,000 | 4,041 |
| Available-for-sale securities (fair market value) | $1,349,000 | 9,353 |
| Total debt securities | $7,893,000 | 8,561 |
| 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 | $8,516,000 | 8,809 |
| U.S. Government securities | $8,053,000 | 8,138 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $8,053,000 | 6,242 |
| Securities issued by states & political subdivisions | $263,000 | 7,975 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 5,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,175,000 | 5,812 |
| Mortgage-backed securities | $8,053,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,219,000 | 4,005 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,834,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $4,834,000 | 2,099 |
| 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) | $7,314,000 | 4,108 |
| Available-for-sale securities (fair market value) | $1,202,000 | 9,846 |
| Total debt securities | $8,316,000 | 8,755 |
| 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 | $7,799,000 | 9,616 |
| U.S. Government securities | $7,718,000 | 8,788 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $7,718,000 | 6,311 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,000 | 6,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,000,000 | 5,347 |
| Mortgage-backed securities | $7,718,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 6,293 |
| Issued or guaranteed by U.S. | $1,083,000 | 6,266 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,635,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $6,635,000 | 1,819 |
| 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) | $4,564,000 | 8,256 |
| Available-for-sale securities (fair market value) | $3,235,000 | 7,959 |
| Total debt securities | $7,718,000 | 9,545 |
| 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 | $7,559,000 | 10,060 |
| U.S. Government securities | $7,486,000 | 9,156 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $7,486,000 | 6,591 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,945,000 | 5,300 |
| Mortgage-backed securities | $7,486,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $1,378,000 | 6,494 |
| Issued or guaranteed by U.S. | $1,378,000 | 6,446 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,108,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $6,108,000 | 2,196 |
| 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 | $7,486,000 | 9,948 |
| 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 | $6,747,000 | 10,662 |
| U.S. Government securities | $6,574,000 | 9,827 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $6,574,000 | 7,026 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $173,000 | 4,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,180,000 | 5,019 |
| Mortgage-backed securities | $6,574,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,574,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $6,574,000 | 2,015 |
| 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 | $6,574,000 | 10,628 |
| 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 |
