Home > Catalyst Bank > Securities
Catalyst Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $75,145,000 | 2,067 |
| U.S. Government securities | $69,047,000 | 1,526 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $69,047,000 | 1,294 |
| Securities issued by states & political subdivisions | $6,098,000 | 2,804 |
| 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 | $55,682,000 | 1,385 |
| Mortgage-backed securities | $53,399,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,566,000 | 904 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,866,000 | 1,438 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,072,000 | 851 |
| Other commercial mortgage-backed securities | $895,000 | 1,118 |
| Held to maturity securities (book value) | $13,461,000 | 905 |
| Available-for-sale securities (fair market value) | $61,684,000 | 2,105 |
| Total debt securities | $75,145,000 | 2,052 |
| 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 | $74,827,000 | 2,041 |
| U.S. Government securities | $69,018,000 | 1,513 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $69,018,000 | 1,285 |
| Securities issued by states & political subdivisions | $5,809,000 | 2,850 |
| 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 | $44,565,000 | 1,517 |
| Mortgage-backed securities | $52,483,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,781,000 | 897 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,849,000 | 1,416 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,975,000 | 850 |
| Other commercial mortgage-backed securities | $878,000 | 1,121 |
| Held to maturity securities (book value) | $13,464,000 | 914 |
| Available-for-sale securities (fair market value) | $61,363,000 | 2,091 |
| Total debt securities | $74,828,000 | 2,026 |
| 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 | $78,585,000 | 2,034 |
| U.S. Government securities | $72,581,000 | 1,505 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $72,581,000 | 1,270 |
| Securities issued by states & political subdivisions | $6,004,000 | 2,878 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| 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 | $43,084,000 | 1,529 |
| Mortgage-backed securities | $56,026,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $46,981,000 | 880 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,144,000 | 1,400 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,019,000 | 840 |
| Other commercial mortgage-backed securities | $882,000 | 1,122 |
| Held to maturity securities (book value) | $13,468,000 | 916 |
| Available-for-sale securities (fair market value) | $65,117,000 | 2,075 |
| Total debt securities | $78,585,000 | 2,021 |
| 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 | $81,400,000 | 2,064 |
| U.S. Government securities | $75,311,000 | 1,532 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $75,311,000 | 1,250 |
| Securities issued by states & political subdivisions | $6,089,000 | 2,920 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| 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 | $32,801,000 | 1,753 |
| Mortgage-backed securities | $58,742,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,314,000 | 886 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,460,000 | 1,406 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,074,000 | 865 |
| Other commercial mortgage-backed securities | $894,000 | 1,131 |
| Held to maturity securities (book value) | $13,471,000 | 950 |
| Available-for-sale securities (fair market value) | $67,929,000 | 2,083 |
| Total debt securities | $81,401,000 | 2,050 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $82,108,000 | 2,075 |
| U.S. Government securities | $76,122,000 | 1,524 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $76,122,000 | 1,232 |
| Securities issued by states & political subdivisions | $5,986,000 | 2,959 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| 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 | $20,389,000 | 2,126 |
| Mortgage-backed securities | $59,628,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,203,000 | 886 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,502,000 | 1,420 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,039,000 | 866 |
| Other commercial mortgage-backed securities | $884,000 | 1,131 |
| Held to maturity securities (book value) | $13,475,000 | 955 |
| Available-for-sale securities (fair market value) | $68,633,000 | 2,100 |
| Total debt securities | $82,107,000 | 2,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $81,025,000 | 2,104 |
| U.S. Government securities | $75,798,000 | 1,560 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $75,798,000 | 1,253 |
| Securities issued by states & political subdivisions | $5,227,000 | 3,058 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| 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 | $14,156,000 | 2,398 |
| Mortgage-backed securities | $59,312,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,564,000 | 892 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,744,000 | 1,401 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,027,000 | 1,016 |
| Other commercial mortgage-backed securities | $977,000 | 1,140 |
| Held to maturity securities (book value) | $13,480,000 | 951 |
| Available-for-sale securities (fair market value) | $67,545,000 | 2,126 |
| Total debt securities | $81,025,000 | 2,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $84,035,000 | 2,081 |
| U.S. Government securities | $78,603,000 | 1,530 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $78,603,000 | 1,258 |
| Securities issued by states & political subdivisions | $5,432,000 | 3,091 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| 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 | $11,626,000 | 2,554 |
| Mortgage-backed securities | $61,989,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $54,583,000 | 879 |
| Issued or guaranteed by U.S. | $54,583,000 | 865 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,388,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $6,388,000 | 1,381 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,018,000 | 1,693 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,018,000 | 1,196 |
| Held to maturity securities (book value) | $13,486,000 | 875 |
| Available-for-sale securities (fair market value) | $70,549,000 | 2,132 |
| Total debt securities | $84,036,000 | 2,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $85,858,000 | 2,029 |
| U.S. Government securities | $81,263,000 | 1,460 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $81,263,000 | 1,227 |
| Securities issued by states & political subdivisions | $4,595,000 | 3,214 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| 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 | $10,535,000 | 2,585 |
| Mortgage-backed securities | $64,534,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $56,561,000 | 886 |
| Issued or guaranteed by U.S. | $56,561,000 | 874 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,935,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $6,935,000 | 1,348 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,038,000 | 1,678 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,038,000 | 1,179 |
| Held to maturity securities (book value) | $13,492,000 | 787 |
| Available-for-sale securities (fair market value) | $72,366,000 | 2,093 |
| Total debt securities | $85,857,000 | 2,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| 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 | $90,319,000 | 1,908 |
| U.S. Government securities | $85,401,000 | 1,314 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $85,401,000 | 1,158 |
| Securities issued by states & political subdivisions | $4,918,000 | 3,217 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| 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 | $10,190,000 | 2,629 |
| Mortgage-backed securities | $68,476,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $59,646,000 | 837 |
| Issued or guaranteed by U.S. | $59,646,000 | 826 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,735,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $7,735,000 | 1,278 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,095,000 | 1,650 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,095,000 | 1,151 |
| Held to maturity securities (book value) | $13,498,000 | 685 |
| Available-for-sale securities (fair market value) | $76,821,000 | 1,972 |
| Total debt securities | $90,319,000 | 1,890 |
| 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 | $63,186,000 | 2,320 |
| U.S. Government securities | $60,157,000 | 1,612 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $60,157,000 | 1,461 |
| Securities issued by states & political subdivisions | $3,029,000 | 3,478 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| 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 | $10,313,000 | 2,627 |
| Mortgage-backed securities | $45,204,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $45,204,000 | 1,002 |
| Issued or guaranteed by U.S. | $45,204,000 | 981 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| 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) | $13,504,000 | 658 |
| Available-for-sale securities (fair market value) | $49,682,000 | 2,471 |
| Total debt securities | $63,186,000 | 2,301 |
| 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 | $57,367,000 | 2,375 |
| U.S. Government securities | $54,300,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $54,300,000 | 1,494 |
| Securities issued by states & political subdivisions | $3,067,000 | 3,488 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| 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 | $7,929,000 | 2,832 |
| Mortgage-backed securities | $37,344,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $37,344,000 | 1,094 |
| Issued or guaranteed by U.S. | $37,344,000 | 1,071 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $15,511,000 | 601 |
| Available-for-sale securities (fair market value) | $41,856,000 | 2,640 |
| Total debt securities | $57,367,000 | 2,358 |
| 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 | $44,010,000 | 2,635 |
| U.S. Government securities | $40,971,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $40,971,000 | 1,727 |
| Securities issued by states & political subdivisions | $3,039,000 | 3,487 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $7,929,000 | 2,826 |
| Mortgage-backed securities | $22,041,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $22,041,000 | 1,486 |
| Issued or guaranteed by U.S. | $22,041,000 | 1,447 |
| 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) | $17,517,000 | 540 |
| Available-for-sale securities (fair market value) | $26,493,000 | 3,054 |
| Total debt securities | $44,010,000 | 2,616 |
| 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 | $38,253,000 | 2,694 |
| U.S. Government securities | $35,135,000 | 1,880 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $35,135,000 | 1,779 |
| Securities issued by states & political subdivisions | $3,118,000 | 3,457 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,827,000 | 2,927 |
| Mortgage-backed securities | $16,140,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $16,140,000 | 1,663 |
| Issued or guaranteed by U.S. | $16,140,000 | 1,622 |
| 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) | $17,523,000 | 516 |
| Available-for-sale securities (fair market value) | $20,730,000 | 3,179 |
| Total debt securities | $38,253,000 | 2,672 |
| 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 | $40,932,000 | 2,517 |
| U.S. Government securities | $40,441,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $40,441,000 | 1,601 |
| Securities issued by states & political subdivisions | $491,000 | 4,026 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,183,000 | 2,890 |
| Mortgage-backed securities | $14,653,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $14,653,000 | 1,720 |
| Issued or guaranteed by U.S. | $14,653,000 | 1,678 |
| 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) | $24,283,000 | 426 |
| Available-for-sale securities (fair market value) | $16,649,000 | 3,334 |
| Total debt securities | $40,932,000 | 2,495 |
| 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 | $34,008,000 | 2,704 |
| U.S. Government securities | $33,880,000 | 1,850 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $33,880,000 | 1,753 |
| Securities issued by states & political subdivisions | $128,000 | 4,173 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,293,000 | 2,785 |
| Mortgage-backed securities | $11,075,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $11,075,000 | 1,949 |
| Issued or guaranteed by U.S. | $11,075,000 | 1,899 |
| 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) | $20,933,000 | 451 |
| Available-for-sale securities (fair market value) | $13,075,000 | 3,542 |
| Total debt securities | $34,007,000 | 2,682 |
| 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 | $28,090,000 | 2,920 |
| U.S. Government securities | $27,962,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $27,962,000 | 1,982 |
| Securities issued by states & political subdivisions | $128,000 | 4,185 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,724,000 | 2,584 |
| Mortgage-backed securities | $12,129,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $12,129,000 | 1,850 |
| Issued or guaranteed by U.S. | $12,129,000 | 1,798 |
| 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) | $12,962,000 | 603 |
| Available-for-sale securities (fair market value) | $15,128,000 | 3,394 |
| Total debt securities | $28,090,000 | 2,899 |
| 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 | $27,350,000 | 2,987 |
| U.S. Government securities | $27,221,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $27,221,000 | 2,064 |
| Securities issued by states & political subdivisions | $129,000 | 4,202 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,380,000 | 2,268 |
| Mortgage-backed securities | $9,230,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $9,230,000 | 2,069 |
| Issued or guaranteed by U.S. | $9,230,000 | 2,012 |
| 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) | $13,129,000 | 634 |
| Available-for-sale securities (fair market value) | $14,221,000 | 3,496 |
| Total debt securities | $27,349,000 | 2,968 |
| 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 | $30,961,000 | 2,828 |
| U.S. Government securities | $30,961,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,961,000 | 1,934 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,639,000 | 1,928 |
| Mortgage-backed securities | $6,979,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $6,979,000 | 2,292 |
| Issued or guaranteed by U.S. | $6,979,000 | 2,227 |
| 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) | $16,999,000 | 600 |
| Available-for-sale securities (fair market value) | $13,962,000 | 3,567 |
| Total debt securities | $30,971,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $32,048,000 | 2,819 |
| U.S. Government securities | $32,048,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $32,048,000 | 1,911 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000,000 | 1,900 |
| Mortgage-backed securities | $3,084,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $3,084,000 | 2,984 |
| Issued or guaranteed by U.S. | $3,084,000 | 2,903 |
| 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) | $19,000,000 | 582 |
| Available-for-sale securities (fair market value) | $13,048,000 | 3,678 |
| Total debt securities | $32,047,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $32,125,000 | 2,864 |
| U.S. Government securities | $32,125,000 | 2,049 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $32,125,000 | 1,923 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000,000 | 1,918 |
| Mortgage-backed securities | $3,226,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $3,226,000 | 2,981 |
| Issued or guaranteed by U.S. | $3,226,000 | 2,893 |
| 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) | $19,000,000 | 600 |
| Available-for-sale securities (fair market value) | $13,125,000 | 3,723 |
| Total debt securities | $32,125,000 | 2,847 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $34,172,000 | 2,805 |
| U.S. Government securities | $34,172,000 | 1,987 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $34,172,000 | 1,875 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000,000 | 1,938 |
| Mortgage-backed securities | $3,348,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $3,348,000 | 2,971 |
| Issued or guaranteed by U.S. | $3,348,000 | 2,911 |
| 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) | $19,000,000 | 635 |
| Available-for-sale securities (fair market value) | $15,172,000 | 3,614 |
| Total debt securities | $34,171,000 | 2,788 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $35,213,000 | 2,771 |
| U.S. Government securities | $35,213,000 | 1,970 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $35,213,000 | 1,853 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000,000 | 1,927 |
| Mortgage-backed securities | $3,462,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $3,462,000 | 2,993 |
| Issued or guaranteed by U.S. | $3,462,000 | 2,969 |
| 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) | $19,000,000 | 646 |
| Available-for-sale securities (fair market value) | $16,213,000 | 3,561 |
| Total debt securities | $35,212,000 | 2,754 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $34,358,000 | 2,850 |
| U.S. Government securities | $34,358,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $34,358,000 | 1,868 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| 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 | $20,000,000 | 1,959 |
| Mortgage-backed securities | $2,610,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $2,610,000 | 3,208 |
| Issued or guaranteed by U.S. | $2,610,000 | 3,046 |
| 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) | $19,000,000 | 653 |
| Available-for-sale securities (fair market value) | $15,358,000 | 3,677 |
| Total debt securities | $34,357,000 | 2,830 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $34,509,000 | 2,863 |
| U.S. Government securities | $34,509,000 | 2,020 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $34,509,000 | 1,919 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,971,000 | 1,995 |
| Mortgage-backed securities | $2,771,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 3,216 |
| Issued or guaranteed by U.S. | $2,771,000 | 3,210 |
| 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) | $19,000,000 | 671 |
| Available-for-sale securities (fair market value) | $15,509,000 | 3,709 |
| Total debt securities | $34,508,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $34,745,000 | 2,882 |
| U.S. Government securities | $34,745,000 | 2,011 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $34,745,000 | 1,920 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,185,000 | 2,132 |
| Mortgage-backed securities | $2,947,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $2,947,000 | 3,215 |
| Issued or guaranteed by U.S. | $2,947,000 | 3,210 |
| 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) | $19,000,000 | 682 |
| Available-for-sale securities (fair market value) | $15,745,000 | 3,771 |
| Total debt securities | $34,745,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $34,985,000 | 2,915 |
| U.S. Government securities | $34,985,000 | 2,006 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $34,985,000 | 1,913 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,890,000 | 2,181 |
| Mortgage-backed securities | $3,128,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $3,128,000 | 3,222 |
| Issued or guaranteed by U.S. | $3,128,000 | 3,219 |
| 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) | $19,000,000 | 711 |
| Available-for-sale securities (fair market value) | $15,985,000 | 3,776 |
| Total debt securities | $34,984,000 | 2,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $35,143,000 | 2,951 |
| U.S. Government securities | $35,143,000 | 2,040 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $35,143,000 | 1,941 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,765,000 | 2,232 |
| Mortgage-backed securities | $3,266,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $3,266,000 | 3,233 |
| Issued or guaranteed by U.S. | $3,266,000 | 3,230 |
| 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) | $19,000,000 | 713 |
| Available-for-sale securities (fair market value) | $16,143,000 | 3,808 |
| Total debt securities | $35,142,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $30,123,000 | 3,213 |
| U.S. Government securities | $30,123,000 | 2,312 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,123,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,665,000 | 2,343 |
| Mortgage-backed securities | $282,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $282,000 | 4,282 |
| Issued or guaranteed by U.S. | $282,000 | 4,278 |
| 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) | $19,003,000 | 726 |
| Available-for-sale securities (fair market value) | $11,120,000 | 4,242 |
| Total debt securities | $30,120,000 | 3,195 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $30,104,000 | 3,195 |
| U.S. Government securities | $30,104,000 | 2,290 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,104,000 | 2,194 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,415,000 | 2,440 |
| Mortgage-backed securities | $300,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $300,000 | 4,314 |
| Issued or guaranteed by U.S. | $300,000 | 4,309 |
| 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) | $19,008,000 | 735 |
| Available-for-sale securities (fair market value) | $11,096,000 | 4,246 |
| Total debt securities | $30,104,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $28,352,000 | 3,303 |
| U.S. Government securities | $28,352,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,352,000 | 2,293 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,016,000 | 2,460 |
| Mortgage-backed securities | $330,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $330,000 | 4,333 |
| Issued or guaranteed by U.S. | $330,000 | 4,330 |
| 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) | $17,023,000 | 775 |
| Available-for-sale securities (fair market value) | $11,329,000 | 4,240 |
| Total debt securities | $28,353,000 | 3,279 |
| 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 | $23,556,000 | 3,684 |
| U.S. Government securities | $23,556,000 | 2,713 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $23,556,000 | 2,607 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,131,000 | 2,892 |
| Mortgage-backed securities | $352,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $352,000 | 4,378 |
| Issued or guaranteed by U.S. | $352,000 | 4,373 |
| 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) | $17,131,000 | 804 |
| Available-for-sale securities (fair market value) | $6,425,000 | 4,799 |
| Total debt securities | $23,555,000 | 3,661 |
| 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 | $27,444,000 | 3,484 |
| U.S. Government securities | $27,444,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $27,444,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,225,000 | 3,055 |
| Mortgage-backed securities | $370,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $370,000 | 4,416 |
| Issued or guaranteed by U.S. | $370,000 | 4,412 |
| 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) | $19,000,000 | 783 |
| Available-for-sale securities (fair market value) | $8,444,000 | 4,648 |
| Total debt securities | $27,443,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $27,304,000 | 3,536 |
| U.S. Government securities | $27,304,000 | 2,589 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,304,000 | 2,492 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,875,000 | 3,263 |
| Mortgage-backed securities | $380,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $380,000 | 4,440 |
| Issued or guaranteed by U.S. | $380,000 | 4,437 |
| 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) | $19,925,000 | 770 |
| Available-for-sale securities (fair market value) | $7,379,000 | 4,812 |
| Total debt securities | $27,313,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $27,338,000 | 3,591 |
| U.S. Government securities | $27,338,000 | 2,626 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,338,000 | 2,536 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,925,000 | 1,800 |
| Mortgage-backed securities | $395,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $395,000 | 4,491 |
| Issued or guaranteed by U.S. | $395,000 | 4,487 |
| 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) | $21,925,000 | 736 |
| Available-for-sale securities (fair market value) | $5,413,000 | 5,100 |
| Total debt securities | $27,339,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $27,948,000 | 3,607 |
| U.S. Government securities | $27,948,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,948,000 | 2,582 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,925,000 | 1,754 |
| Mortgage-backed securities | $15,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,926 |
| Issued or guaranteed by U.S. | $15,000 | 4,922 |
| 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) | $21,925,000 | 743 |
| Available-for-sale securities (fair market value) | $6,023,000 | 5,109 |
| Total debt securities | $27,940,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $25,939,000 | 3,790 |
| U.S. Government securities | $25,939,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,939,000 | 2,750 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,922,000 | 1,882 |
| Mortgage-backed securities | $17,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,975 |
| Issued or guaranteed by U.S. | $17,000 | 4,967 |
| 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) | $25,922,000 | 671 |
| Available-for-sale securities (fair market value) | $17,000 | 5,894 |
| Total debt securities | $25,939,000 | 3,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,945,000 | 3,967 |
| U.S. Government securities | $23,945,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $23,945,000 | 2,938 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,945,000 | 1,995 |
| Mortgage-backed securities | $20,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,035 |
| Issued or guaranteed by U.S. | $20,000 | 5,028 |
| 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) | $23,925,000 | 708 |
| Available-for-sale securities (fair market value) | $20,000 | 5,983 |
| Total debt securities | $23,945,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $27,969,000 | 3,759 |
| U.S. Government securities | $27,969,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $27,969,000 | 2,724 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,968,000 | 1,781 |
| Mortgage-backed securities | $23,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,112 |
| Issued or guaranteed by U.S. | $23,000 | 5,107 |
| 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) | $27,946,000 | 644 |
| Available-for-sale securities (fair market value) | $23,000 | 6,056 |
| Total debt securities | $27,968,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $27,991,000 | 3,811 |
| U.S. Government securities | $27,991,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,991,000 | 2,776 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,991,000 | 1,781 |
| Mortgage-backed securities | $24,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $24,000 | 5,155 |
| Issued or guaranteed by U.S. | $24,000 | 5,151 |
| 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) | $27,967,000 | 646 |
| Available-for-sale securities (fair market value) | $24,000 | 6,114 |
| Total debt securities | $27,991,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $25,953,000 | 3,990 |
| U.S. Government securities | $25,953,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,953,000 | 2,939 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,952,000 | 1,888 |
| Mortgage-backed securities | $27,000 | 5,390 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,205 |
| Issued or guaranteed by U.S. | $27,000 | 5,199 |
| 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) | $25,926,000 | 663 |
| Available-for-sale securities (fair market value) | $27,000 | 6,183 |
| Total debt securities | $25,952,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $25,960,000 | 3,988 |
| U.S. Government securities | $25,960,000 | 2,996 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,960,000 | 2,919 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,960,000 | 1,877 |
| Mortgage-backed securities | $29,000 | 5,430 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,245 |
| Issued or guaranteed by U.S. | $29,000 | 5,238 |
| 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) | $25,931,000 | 651 |
| Available-for-sale securities (fair market value) | $29,000 | 6,257 |
| Total debt securities | $25,961,000 | 3,959 |
| 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 | $25,967,000 | 4,013 |
| U.S. Government securities | $25,967,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,967,000 | 2,956 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,937,000 | 1,879 |
| Mortgage-backed securities | $32,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,293 |
| Issued or guaranteed by U.S. | $32,000 | 5,285 |
| 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) | $25,935,000 | 638 |
| Available-for-sale securities (fair market value) | $32,000 | 6,318 |
| Total debt securities | $25,968,000 | 3,983 |
| 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 | $23,975,000 | 4,158 |
| U.S. Government securities | $23,975,000 | 3,173 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,975,000 | 3,090 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $35,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,292 |
| Issued or guaranteed by U.S. | $35,000 | 5,283 |
| 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) | $23,940,000 | 621 |
| Available-for-sale securities (fair market value) | $35,000 | 6,366 |
| Total debt securities | $23,975,000 | 4,129 |
| 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 | $22,546,000 | 4,282 |
| U.S. Government securities | $22,546,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,546,000 | 3,228 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $40,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,333 |
| Issued or guaranteed by U.S. | $40,000 | 5,326 |
| 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) | $22,506,000 | 619 |
| Available-for-sale securities (fair market value) | $40,000 | 6,438 |
| Total debt securities | $22,545,000 | 4,253 |
| 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 | $20,562,000 | 4,433 |
| U.S. Government securities | $20,562,000 | 3,437 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,562,000 | 3,355 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,032 |
| Mortgage-backed securities | $42,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,361 |
| Issued or guaranteed by U.S. | $42,000 | 5,355 |
| 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) | $20,520,000 | 654 |
| Available-for-sale securities (fair market value) | $42,000 | 6,481 |
| Total debt securities | $20,563,000 | 4,405 |
| 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 | $17,578,000 | 4,765 |
| U.S. Government securities | $17,578,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,578,000 | 3,750 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,463 |
| Mortgage-backed securities | $46,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,450 |
| Issued or guaranteed by U.S. | $46,000 | 5,440 |
| 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) | $17,532,000 | 716 |
| Available-for-sale securities (fair market value) | $46,000 | 6,567 |
| Total debt securities | $17,577,000 | 4,733 |
| 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 | $13,573,000 | 5,224 |
| U.S. Government securities | $13,573,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,573,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,635 |
| Mortgage-backed securities | $49,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,494 |
| Issued or guaranteed by U.S. | $49,000 | 5,484 |
| 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) | $13,524,000 | 841 |
| Available-for-sale securities (fair market value) | $49,000 | 6,627 |
| Total debt securities | $13,573,000 | 5,192 |
| 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 | $13,716,000 | 5,280 |
| U.S. Government securities | $13,716,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,716,000 | 4,331 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| 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 | 4,667 |
| Mortgage-backed securities | $52,000 | 5,746 |
| Certificates of participation in pools of residential mortgages | $52,000 | 5,519 |
| Issued or guaranteed by U.S. | $52,000 | 5,510 |
| 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) | $13,664,000 | 849 |
| Available-for-sale securities (fair market value) | $52,000 | 6,675 |
| Total debt securities | $13,715,000 | 5,254 |
| 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 | $16,893,000 | 4,880 |
| U.S. Government securities | $16,893,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,893,000 | 3,901 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| 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 | 4,469 |
| Mortgage-backed securities | $55,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,509 |
| Issued or guaranteed by U.S. | $55,000 | 5,496 |
| 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) | $16,838,000 | 772 |
| Available-for-sale securities (fair market value) | $55,000 | 6,693 |
| Total debt securities | $16,894,000 | 4,854 |
| 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 | $14,900,000 | 5,080 |
| U.S. Government securities | $14,900,000 | 4,177 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,900,000 | 4,083 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,000 | 5,775 |
| Certificates of participation in pools of residential mortgages | $58,000 | 5,516 |
| Issued or guaranteed by U.S. | $58,000 | 5,502 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,842,000 | 820 |
| Available-for-sale securities (fair market value) | $58,000 | 6,756 |
| Total debt securities | $14,900,000 | 5,050 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $15,063,000 | 5,125 |
| U.S. Government securities | $15,063,000 | 4,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,063,000 | 4,160 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,522 |
| Issued or guaranteed by U.S. | $63,000 | 5,512 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000,000 | 828 |
| Available-for-sale securities (fair market value) | $63,000 | 6,824 |
| Total debt securities | $15,063,000 | 5,094 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $15,065,000 | 5,120 |
| U.S. Government securities | $15,065,000 | 4,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,065,000 | 4,099 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,533 |
| Issued or guaranteed by U.S. | $65,000 | 5,522 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,001,000 | 829 |
| Available-for-sale securities (fair market value) | $64,000 | 6,877 |
| Total debt securities | $15,065,000 | 5,093 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $17,072,000 | 4,768 |
| U.S. Government securities | $17,072,000 | 3,806 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,072,000 | 3,692 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $70,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,512 |
| Issued or guaranteed by U.S. | $70,000 | 5,501 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,004,000 | 759 |
| Available-for-sale securities (fair market value) | $68,000 | 6,918 |
| Total debt securities | $17,072,000 | 4,737 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $14,135,000 | 5,086 |
| U.S. Government securities | $14,075,000 | 4,165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,075,000 | 4,052 |
| Securities issued by states & political subdivisions | $60,000 | 5,739 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,542 |
| Issued or guaranteed by U.S. | $72,000 | 5,528 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,063,000 | 873 |
| Available-for-sale securities (fair market value) | $72,000 | 6,998 |
| Total debt securities | $14,135,000 | 5,050 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $16,140,000 | 4,855 |
| U.S. Government securities | $16,080,000 | 3,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,080,000 | 3,842 |
| Securities issued by states & political subdivisions | $60,000 | 5,731 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,591 |
| Issued or guaranteed by U.S. | $76,000 | 5,578 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,064,000 | 824 |
| Available-for-sale securities (fair market value) | $76,000 | 7,056 |
| Total debt securities | $16,140,000 | 4,814 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $20,031,000 | 4,446 |
| U.S. Government securities | $19,836,000 | 3,575 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,836,000 | 3,490 |
| Securities issued by states & political subdivisions | $195,000 | 5,607 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,000 | 5,998 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,685 |
| Issued or guaranteed by U.S. | $81,000 | 5,673 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,950,000 | 710 |
| Available-for-sale securities (fair market value) | $81,000 | 7,148 |
| Total debt securities | $20,031,000 | 4,411 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $10,282,000 | 5,747 |
| U.S. Government securities | $10,087,000 | 4,972 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,087,000 | 4,873 |
| Securities issued by states & political subdivisions | $195,000 | 5,639 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $87,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,741 |
| Issued or guaranteed by U.S. | $87,000 | 5,726 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,196,000 | 1,081 |
| Available-for-sale securities (fair market value) | $86,000 | 7,195 |
| Total debt securities | $10,282,000 | 5,711 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $20,283,000 | 4,410 |
| U.S. Government securities | $20,088,000 | 3,486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,088,000 | 3,409 |
| Securities issued by states & political subdivisions | $195,000 | 5,671 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $91,000 | 6,118 |
| Certificates of participation in pools of residential mortgages | $91,000 | 5,819 |
| Issued or guaranteed by U.S. | $91,000 | 5,801 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,194,000 | 747 |
| Available-for-sale securities (fair market value) | $89,000 | 7,267 |
| Total debt securities | $20,283,000 | 4,373 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $17,763,000 | 4,710 |
| U.S. Government securities | $17,568,000 | 3,761 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,568,000 | 3,678 |
| Securities issued by states & political subdivisions | $195,000 | 5,715 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $92,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,875 |
| Issued or guaranteed by U.S. | $92,000 | 5,854 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,671,000 | 813 |
| Available-for-sale securities (fair market value) | $92,000 | 7,337 |
| Total debt securities | $17,763,000 | 4,665 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $7,787,000 | 6,303 |
| U.S. Government securities | $7,592,000 | 5,603 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,592,000 | 5,515 |
| Securities issued by states & political subdivisions | $195,000 | 5,655 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $95,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,919 |
| Issued or guaranteed by U.S. | $95,000 | 5,902 |
| 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) | $7,692,000 | 1,329 |
| Available-for-sale securities (fair market value) | $95,000 | 7,388 |
| Total debt securities | $7,787,000 | 6,252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $5,795,000 | 6,759 |
| U.S. Government securities | $5,600,000 | 6,221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,600,000 | 6,138 |
| Securities issued by states & political subdivisions | $195,000 | 5,620 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $97,000 | 6,239 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,943 |
| Issued or guaranteed by U.S. | $97,000 | 5,924 |
| 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) | $5,696,000 | 1,539 |
| Available-for-sale securities (fair market value) | $99,000 | 7,433 |
| Total debt securities | $5,795,000 | 6,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $5,802,000 | 6,733 |
| U.S. Government securities | $5,607,000 | 6,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,607,000 | 6,108 |
| Securities issued by states & political subdivisions | $195,000 | 5,640 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $103,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,935 |
| Issued or guaranteed by U.S. | $103,000 | 5,914 |
| 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) | $5,699,000 | 1,551 |
| Available-for-sale securities (fair market value) | $103,000 | 7,474 |
| Total debt securities | $5,802,000 | 6,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $5,805,000 | 6,806 |
| U.S. Government securities | $5,610,000 | 6,257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,610,000 | 6,178 |
| Securities issued by states & political subdivisions | $195,000 | 5,694 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $106,000 | 6,242 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,946 |
| Issued or guaranteed by U.S. | $106,000 | 5,922 |
| 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) | $5,805,000 | 1,533 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $5,805,000 | 6,744 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $5,839,000 | 6,805 |
| U.S. Government securities | $5,544,000 | 6,296 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,544,000 | 6,202 |
| Securities issued by states & political subdivisions | $295,000 | 5,548 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $111,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,927 |
| Issued or guaranteed by U.S. | $111,000 | 5,898 |
| 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) | $5,728,000 | 1,567 |
| Available-for-sale securities (fair market value) | $111,000 | 7,569 |
| Total debt securities | $5,839,000 | 6,735 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $3,908,000 | 7,371 |
| U.S. Government securities | $3,613,000 | 7,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,613,000 | 6,905 |
| Securities issued by states & political subdivisions | $295,000 | 5,559 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $115,000 | 6,142 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,827 |
| Issued or guaranteed by U.S. | $115,000 | 5,806 |
| 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) | $3,793,000 | 1,906 |
| Available-for-sale securities (fair market value) | $115,000 | 7,577 |
| Total debt securities | $3,908,000 | 7,321 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $3,911,000 | 7,407 |
| U.S. Government securities | $3,616,000 | 7,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,616,000 | 6,952 |
| Securities issued by states & political subdivisions | $295,000 | 5,597 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,000 | 6,097 |
| Certificates of participation in pools of residential mortgages | $119,000 | 5,774 |
| Issued or guaranteed by U.S. | $119,000 | 5,752 |
| 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) | $3,792,000 | 1,954 |
| Available-for-sale securities (fair market value) | $119,000 | 7,613 |
| Total debt securities | $3,911,000 | 7,369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,920,000 | 7,441 |
| U.S. Government securities | $3,625,000 | 7,127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,625,000 | 7,004 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $295,000 | 1,380 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $128,000 | 6,089 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,764 |
| Issued or guaranteed by U.S. | $128,000 | 5,744 |
| 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) | $3,792,000 | 1,974 |
| Available-for-sale securities (fair market value) | $128,000 | 7,646 |
| Total debt securities | $3,625,000 | 7,464 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,926,000 | 7,478 |
| U.S. Government securities | $3,631,000 | 7,159 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,631,000 | 7,029 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,767 |
| Issued or guaranteed by U.S. | $134,000 | 5,744 |
| 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) | $3,792,000 | 1,998 |
| Available-for-sale securities (fair market value) | $134,000 | 7,666 |
| Total debt securities | $3,926,000 | 7,432 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $3,936,000 | 7,527 |
| U.S. Government securities | $3,642,000 | 7,195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,642,000 | 7,076 |
| Securities issued by states & political subdivisions | $294,000 | 5,731 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $146,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,753 |
| Issued or guaranteed by U.S. | $146,000 | 5,729 |
| 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) | $3,790,000 | 2,032 |
| Available-for-sale securities (fair market value) | $146,000 | 7,718 |
| Total debt securities | $3,936,000 | 7,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $3,946,000 | 7,587 |
| U.S. Government securities | $3,651,000 | 7,275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,651,000 | 7,147 |
| Securities issued by states & political subdivisions | $295,000 | 5,793 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $152,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,770 |
| Issued or guaranteed by U.S. | $152,000 | 5,742 |
| 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) | $3,792,000 | 2,093 |
| Available-for-sale securities (fair market value) | $154,000 | 7,770 |
| Total debt securities | $3,946,000 | 7,536 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $3,961,000 | 7,613 |
| U.S. Government securities | $3,666,000 | 7,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,666,000 | 7,174 |
| Securities issued by states & political subdivisions | $295,000 | 5,813 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $167,000 | 6,123 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,774 |
| Issued or guaranteed by U.S. | $167,000 | 5,748 |
| 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) | $3,795,000 | 2,105 |
| Available-for-sale securities (fair market value) | $166,000 | 7,808 |
| Total debt securities | $3,961,000 | 7,565 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $3,969,000 | 7,661 |
| U.S. Government securities | $3,674,000 | 7,347 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,674,000 | 7,208 |
| Securities issued by states & political subdivisions | $295,000 | 5,839 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $178,000 | 6,148 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,787 |
| Issued or guaranteed by U.S. | $178,000 | 5,763 |
| 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) | $3,791,000 | 2,149 |
| Available-for-sale securities (fair market value) | $178,000 | 7,840 |
| Total debt securities | $3,969,000 | 7,610 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $3,985,000 | 7,693 |
| U.S. Government securities | $3,690,000 | 7,354 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,690,000 | 7,211 |
| Securities issued by states & political subdivisions | $295,000 | 5,868 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $194,000 | 6,197 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,811 |
| Issued or guaranteed by U.S. | $194,000 | 5,785 |
| 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) | $3,793,000 | 2,181 |
| Available-for-sale securities (fair market value) | $192,000 | 7,878 |
| Total debt securities | $3,985,000 | 7,641 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $3,203,000 | 7,930 |
| U.S. Government securities | $2,703,000 | 7,703 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,703,000 | 7,571 |
| Securities issued by states & political subdivisions | $500,000 | 5,608 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $203,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $203,000 | 5,826 |
| Issued or guaranteed by U.S. | $203,000 | 5,807 |
| 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) | $3,001,000 | 2,375 |
| Available-for-sale securities (fair market value) | $202,000 | 7,908 |
| Total debt securities | $3,203,000 | 7,873 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $3,237,000 | 7,955 |
| U.S. Government securities | $2,737,000 | 7,746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,737,000 | 7,606 |
| Securities issued by states & political subdivisions | $500,000 | 5,615 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $237,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,820 |
| Issued or guaranteed by U.S. | $237,000 | 5,793 |
| 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) | $3,006,000 | 2,399 |
| Available-for-sale securities (fair market value) | $231,000 | 7,922 |
| Total debt securities | $3,237,000 | 7,902 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $3,252,000 | 8,025 |
| U.S. Government securities | $2,752,000 | 7,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,752,000 | 7,657 |
| Securities issued by states & political subdivisions | $500,000 | 5,627 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $252,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,867 |
| Issued or guaranteed by U.S. | $252,000 | 5,848 |
| 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) | $3,007,000 | 2,417 |
| Available-for-sale securities (fair market value) | $245,000 | 7,991 |
| Total debt securities | $3,252,000 | 7,970 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $3,299,000 | 8,066 |
| U.S. Government securities | $2,764,000 | 7,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,764,000 | 7,669 |
| Securities issued by states & political subdivisions | $500,000 | 5,660 |
| Other domestic debt securities | $35,000 | 3,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 2,916 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $264,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $264,000 | 5,891 |
| Issued or guaranteed by U.S. | $264,000 | 5,877 |
| 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) | $3,042,000 | 2,445 |
| Available-for-sale securities (fair market value) | $257,000 | 8,018 |
| Total debt securities | $3,299,000 | 8,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $3,307,000 | 8,083 |
| U.S. Government securities | $2,772,000 | 7,855 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,772,000 | 7,699 |
| Securities issued by states & political subdivisions | $500,000 | 5,709 |
| Other domestic debt securities | $35,000 | 3,485 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 2,991 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $272,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,916 |
| Issued or guaranteed by U.S. | $272,000 | 5,903 |
| 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) | $3,032,000 | 2,461 |
| Available-for-sale securities (fair market value) | $275,000 | 8,054 |
| Total debt securities | $3,307,000 | 8,020 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $3,432,000 | 8,128 |
| U.S. Government securities | $2,792,000 | 7,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,792,000 | 7,770 |
| Securities issued by states & political subdivisions | $500,000 | 5,741 |
| Other domestic debt securities | $140,000 | 3,417 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,000 | 2,960 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $292,000 | 6,390 |
| Certificates of participation in pools of residential mortgages | $292,000 | 5,955 |
| Issued or guaranteed by U.S. | $292,000 | 5,943 |
| 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) | $3,141,000 | 2,450 |
| Available-for-sale securities (fair market value) | $291,000 | 8,103 |
| Total debt securities | $3,432,000 | 8,064 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $3,578,000 | 8,093 |
| U.S. Government securities | $2,838,000 | 7,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,838,000 | 7,714 |
| Securities issued by states & political subdivisions | $600,000 | 5,595 |
| Other domestic debt securities | $140,000 | 3,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,000 | 3,034 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $338,000 | 6,355 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,910 |
| Issued or guaranteed by U.S. | $338,000 | 5,894 |
| 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) | $3,251,000 | 2,407 |
| Available-for-sale securities (fair market value) | $327,000 | 8,113 |
| Total debt securities | $3,578,000 | 8,021 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,736,000 | 8,136 |
| U.S. Government securities | $2,861,000 | 7,961 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,861,000 | 7,779 |
| Securities issued by states & political subdivisions | $735,000 | 5,497 |
| Other domestic debt securities | $140,000 | 3,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,000 | 3,167 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $361,000 | 6,365 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,930 |
| Issued or guaranteed by U.S. | $361,000 | 5,909 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $3,379,000 | 2,424 |
| Available-for-sale securities (fair market value) | $357,000 | 8,171 |
| Total debt securities | $3,736,000 | 8,065 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $3,781,000 | 8,090 |
| U.S. Government securities | $2,906,000 | 7,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,906,000 | 7,702 |
| Securities issued by states & political subdivisions | $735,000 | 5,539 |
| Other domestic debt securities | $140,000 | 3,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,000 | 3,285 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $406,000 | 6,362 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,921 |
| Issued or guaranteed by U.S. | $406,000 | 5,894 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $3,380,000 | 2,422 |
| Available-for-sale securities (fair market value) | $401,000 | 8,196 |
| Total debt securities | $3,781,000 | 8,009 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $3,879,000 | 8,061 |
| U.S. Government securities | $2,944,000 | 7,861 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,944,000 | 7,683 |
| Securities issued by states & political subdivisions | $735,000 | 5,516 |
| Other domestic debt securities | $200,000 | 3,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,257 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $444,000 | 6,382 |
| Certificates of participation in pools of residential mortgages | $444,000 | 5,917 |
| Issued or guaranteed by U.S. | $444,000 | 5,896 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $3,407,000 | 2,436 |
| Available-for-sale securities (fair market value) | $472,000 | 8,197 |
| Total debt securities | $3,879,000 | 7,974 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $3,903,000 | 8,113 |
| U.S. Government securities | $2,967,000 | 7,915 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,967,000 | 7,727 |
| Securities issued by states & political subdivisions | $736,000 | 5,488 |
| Other domestic debt securities | $200,000 | 3,695 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,290 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $467,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,898 |
| Issued or guaranteed by U.S. | $467,000 | 5,879 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $3,408,000 | 2,483 |
| Available-for-sale securities (fair market value) | $495,000 | 8,234 |
| Total debt securities | $3,903,000 | 8,034 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,447,000 | 8,294 |
| U.S. Government securities | $2,510,000 | 8,124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,510,000 | 7,929 |
| Securities issued by states & political subdivisions | $736,000 | 5,486 |
| Other domestic debt securities | $201,000 | 3,735 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 3,310 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $512,000 | 6,334 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,816 |
| Issued or guaranteed by U.S. | $512,000 | 5,797 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $2,907,000 | 2,690 |
| Available-for-sale securities (fair market value) | $540,000 | 8,231 |
| Total debt securities | $3,447,000 | 8,208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $3,842,000 | 8,310 |
| U.S. Government securities | $2,690,000 | 8,199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,690,000 | 7,982 |
| Securities issued by states & political subdivisions | $951,000 | 5,315 |
| Other domestic debt securities | $201,000 | 3,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 3,286 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $697,000 | 6,162 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,498 |
| Issued or guaranteed by U.S. | $697,000 | 5,476 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $3,116,000 | 2,747 |
| Available-for-sale securities (fair market value) | $726,000 | 8,326 |
| Total debt securities | $3,842,000 | 8,220 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,576,000 | 8,833 |
| U.S. Government securities | $2,424,000 | 8,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,424,000 | 8,516 |
| Securities issued by states & political subdivisions | $951,000 | 5,428 |
| Other domestic debt securities | $201,000 | 3,436 |
| 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 | $201,000 | 3,002 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $924,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $924,000 | 4,874 |
| Issued or guaranteed by U.S. | $924,000 | 4,860 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $2,659,000 | 3,556 |
| Available-for-sale securities (fair market value) | $917,000 | 8,559 |
| Total debt securities | $3,576,000 | 8,714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,898,000 | 9,057 |
| U.S. Government securities | $2,746,000 | 9,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,746,000 | 8,564 |
| Securities issued by states & political subdivisions | $951,000 | 5,695 |
| Other domestic debt securities | $201,000 | 3,328 |
| 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 | $201,000 | 2,829 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,246,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,800 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,784 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $2,619,000 | 3,936 |
| Available-for-sale securities (fair market value) | $1,279,000 | 8,658 |
| Total debt securities | $3,898,000 | 8,948 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,409,000 | 8,974 |
| U.S. Government securities | $3,253,000 | 8,874 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,253,000 | 8,076 |
| Securities issued by states & political subdivisions | $951,000 | 5,841 |
| Other domestic debt securities | $205,000 | 3,199 |
| 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 | $205,000 | 2,672 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,752,000 | 5,481 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,570 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,550 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $2,678,000 | 4,351 |
| Available-for-sale securities (fair market value) | $1,731,000 | 8,563 |
| Total debt securities | $4,409,000 | 8,831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,952,000 | 9,266 |
| U.S. Government securities | $3,794,000 | 9,181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,794,000 | 7,944 |
| Securities issued by states & political subdivisions | $952,000 | 5,891 |
| Other domestic debt securities | $206,000 | 2,893 |
| 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 | $206,000 | 2,303 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,798,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $2,798,000 | 3,880 |
| Issued or guaranteed by U.S. | $2,798,000 | 3,866 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $2,523,000 | 5,298 |
| Available-for-sale securities (fair market value) | $2,429,000 | 8,547 |
| Total debt securities | $4,952,000 | 9,140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $5,695,000 | 9,483 |
| U.S. Government securities | $4,473,000 | 9,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,473,000 | 7,955 |
| Securities issued by states & political subdivisions | $952,000 | 6,178 |
| Other domestic debt securities | $284,000 | 3,138 |
| 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 | $284,000 | 2,417 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $14,000 | 211 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,478,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $3,478,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,478,000 | 3,807 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $2,736,000 | 5,811 |
| Available-for-sale securities (fair market value) | $2,959,000 | 8,626 |
| Total debt securities | $5,709,000 | 9,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,286,000 | 9,266 |
| U.S. Government securities | $6,063,000 | 9,030 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $5,563,000 | 7,389 |
| Securities issued by states & political subdivisions | $952,000 | 6,429 |
| Other domestic debt securities | $292,000 | 3,712 |
| 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 | $292,000 | 2,911 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $21,000 | 215 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,600,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $4,600,000 | 3,428 |
| Issued or guaranteed by U.S. | $4,600,000 | 3,400 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $3,722,000 | 5,615 |
| Available-for-sale securities (fair market value) | $3,564,000 | 8,681 |
| Total debt securities | $7,307,000 | 9,149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,828,000 | 9,606 |
| U.S. Government securities | $6,564,000 | 9,342 |
| U.S. Treasury securities | $500,000 | 10,396 |
| U.S. Government agency obligations | $6,064,000 | 7,121 |
| Securities issued by states & political subdivisions | $952,000 | 6,748 |
| Other domestic debt securities | $388,000 | 3,928 |
| 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 | $388,000 | 3,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $76,000 | 173 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,117,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $5,117,000 | 3,355 |
| Issued or guaranteed by U.S. | $5,117,000 | 3,333 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $3,851,000 | 8,727 |
| Available-for-sale securities (fair market value) | $3,977,000 | 7,463 |
| Total debt securities | $7,904,000 | 9,471 |
| 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 | $10,956,000 | 8,734 |
| U.S. Government securities | $9,651,000 | 8,172 |
| U.S. Treasury securities | $500,000 | 10,857 |
| U.S. Government agency obligations | $9,151,000 | 5,876 |
| Securities issued by states & political subdivisions | $952,000 | 6,909 |
| Other domestic debt securities | $437,000 | 4,463 |
| 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 | $437,000 | 3,446 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $84,000 | 140 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,669,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $6,669,000 | 3,197 |
| Issued or guaranteed by U.S. | $6,669,000 | 3,167 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $11,040,000 | 8,551 |
| 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 | $11,886,000 | 8,442 |
| U.S. Government securities | $10,554,000 | 7,804 |
| U.S. Treasury securities | $501,000 | 11,307 |
| U.S. Government agency obligations | $10,053,000 | 5,505 |
| Securities issued by states & political subdivisions | $737,000 | 7,126 |
| Other domestic debt securities | $694,000 | 4,639 |
| 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 | $694,000 | 3,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $99,000 | 215 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,553,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $8,553,000 | 2,834 |
| Issued or guaranteed by U.S. | $8,553,000 | 2,788 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $11,985,000 | 8,269 |
| 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 |