Home > Farmers Savings Bank > Securities
Farmers Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $35,547,000 | 3,003 |
| U.S. Government securities | $21,706,000 | 2,862 |
| U.S. Treasury securities | $2,886,000 | 2,132 |
| U.S. Government agency obligations | $18,820,000 | 2,665 |
| Securities issued by states & political subdivisions | $13,308,000 | 2,196 |
| Other domestic debt securities | $494,000 | 2,138 |
| 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 | $494,000 | 1,715 |
| 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 | $6,045,000 | 3,249 |
| Mortgage-backed securities | $7,755,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,994,000 | 2,336 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 2,430 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $435,000 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $35,508,000 | 2,773 |
| Total debt securities | $35,507,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $3,108,000 | 437 |
| Fair value | $2,647,000 | 466 |
| 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 | $35,356,000 | 3,014 |
| U.S. Government securities | $21,887,000 | 2,844 |
| U.S. Treasury securities | $3,834,000 | 2,050 |
| U.S. Government agency obligations | $18,053,000 | 2,692 |
| Securities issued by states & political subdivisions | $12,950,000 | 2,208 |
| Other domestic debt securities | $487,000 | 2,142 |
| 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 | $487,000 | 1,726 |
| 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 | $5,729,000 | 3,246 |
| Mortgage-backed securities | $7,506,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,751,000 | 2,360 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 2,413 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $423,000 | 1,401 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $35,324,000 | 2,770 |
| Total debt securities | $35,324,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $3,108,000 | 451 |
| Fair value | $2,513,000 | 486 |
| 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 | $36,602,000 | 3,026 |
| U.S. Government securities | $22,748,000 | 2,866 |
| U.S. Treasury securities | $3,813,000 | 2,097 |
| U.S. Government agency obligations | $18,935,000 | 2,698 |
| Securities issued by states & political subdivisions | $13,338,000 | 2,235 |
| Other domestic debt securities | $487,000 | 2,159 |
| 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 | $487,000 | 1,735 |
| 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 | $5,939,000 | 3,200 |
| Mortgage-backed securities | $8,130,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,348,000 | 2,330 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,407 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $434,000 | 1,392 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $36,573,000 | 2,785 |
| Total debt securities | $36,573,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $3,108,000 | 489 |
| Fair value | $2,575,000 | 524 |
| 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 | $38,709,000 | 3,045 |
| U.S. Government securities | $23,012,000 | 2,929 |
| U.S. Treasury securities | $3,820,000 | 2,167 |
| U.S. Government agency obligations | $19,192,000 | 2,687 |
| Securities issued by states & political subdivisions | $15,183,000 | 2,157 |
| Other domestic debt securities | $487,000 | 2,214 |
| 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 | $487,000 | 1,784 |
| 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 | $1,822,000 | 3,642 |
| Mortgage-backed securities | $8,387,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,581,000 | 2,364 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,438 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $441,000 | 1,409 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $38,682,000 | 2,795 |
| Total debt securities | $38,682,000 | 3,023 |
| Structured notes | ||
| Amortized cost | $3,108,000 | 516 |
| Fair value | $2,586,000 | 548 |
| 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 | $40,455,000 | 3,029 |
| U.S. Government securities | $24,952,000 | 2,866 |
| U.S. Treasury securities | $4,780,000 | 2,065 |
| U.S. Government agency obligations | $20,172,000 | 2,634 |
| Securities issued by states & political subdivisions | $14,994,000 | 2,217 |
| Other domestic debt securities | $486,000 | 2,247 |
| 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 | $486,000 | 1,803 |
| 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 | $1,813,000 | 3,599 |
| Mortgage-backed securities | $8,497,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,684,000 | 2,376 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,447 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $438,000 | 1,402 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $40,432,000 | 2,774 |
| Total debt securities | $40,431,000 | 3,009 |
| Structured notes | ||
| Amortized cost | $3,108,000 | 535 |
| Fair value | $2,546,000 | 568 |
| 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 | $41,789,000 | 3,002 |
| U.S. Government securities | $26,637,000 | 2,791 |
| U.S. Treasury securities | $5,758,000 | 1,954 |
| U.S. Government agency obligations | $20,879,000 | 2,613 |
| Securities issued by states & political subdivisions | $14,646,000 | 2,247 |
| Other domestic debt securities | $485,000 | 2,214 |
| 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 | $485,000 | 1,812 |
| 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 | $1,779,000 | 3,601 |
| Mortgage-backed securities | $8,709,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,878,000 | 2,367 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,465 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $441,000 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $41,768,000 | 2,752 |
| Total debt securities | $41,769,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $4,108,000 | 445 |
| Fair value | $3,447,000 | 483 |
| 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 | $41,482,000 | 3,050 |
| U.S. Government securities | $26,284,000 | 2,847 |
| U.S. Treasury securities | $5,807,000 | 1,926 |
| U.S. Government agency obligations | $20,477,000 | 2,675 |
| Securities issued by states & political subdivisions | $14,685,000 | 2,307 |
| Other domestic debt securities | $493,000 | 2,083 |
| 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 | $493,000 | 1,801 |
| 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 | $1,836,000 | 3,599 |
| Mortgage-backed securities | $8,293,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $7,424,000 | 2,526 |
| Issued or guaranteed by U.S. | $7,424,000 | 2,456 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $414,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 2,479 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $455,000 | 1,904 |
| Commercial mortgage pass-through securities | $455,000 | 1,410 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $41,462,000 | 2,822 |
| Total debt securities | $41,463,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $4,108,000 | 434 |
| Fair value | $3,597,000 | 465 |
| 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 | $44,078,000 | 2,931 |
| U.S. Government securities | $27,081,000 | 2,744 |
| U.S. Treasury securities | $5,863,000 | 1,720 |
| U.S. Government agency obligations | $21,218,000 | 2,635 |
| Securities issued by states & political subdivisions | $16,469,000 | 2,201 |
| Other domestic debt securities | $505,000 | 2,030 |
| 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 | $505,000 | 1,735 |
| 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 | $2,354,000 | 3,521 |
| Mortgage-backed securities | $8,511,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $7,596,000 | 2,519 |
| Issued or guaranteed by U.S. | $7,596,000 | 2,456 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $439,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,464 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $476,000 | 1,882 |
| Commercial mortgage pass-through securities | $476,000 | 1,386 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,055,000 | 2,726 |
| Total debt securities | $44,057,000 | 2,914 |
| Structured notes | ||
| Amortized cost | $4,108,000 | 378 |
| Fair value | $3,784,000 | 394 |
| 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 | $41,743,000 | 2,913 |
| U.S. Government securities | $23,853,000 | 2,736 |
| U.S. Treasury securities | $3,008,000 | 1,609 |
| U.S. Government agency obligations | $20,845,000 | 2,626 |
| Securities issued by states & political subdivisions | $17,339,000 | 2,201 |
| Other domestic debt securities | $525,000 | 1,982 |
| 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 | $525,000 | 1,670 |
| 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 | $2,430,000 | 3,528 |
| Mortgage-backed securities | $8,451,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 2,526 |
| Issued or guaranteed by U.S. | $7,404,000 | 2,449 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $544,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,414 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $503,000 | 1,841 |
| Commercial mortgage pass-through securities | $503,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $41,717,000 | 2,755 |
| Total debt securities | $41,717,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $4,108,000 | 319 |
| Fair value | $4,022,000 | 321 |
| 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 | $34,387,000 | 3,096 |
| U.S. Government securities | $18,105,000 | 2,992 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $18,105,000 | 2,772 |
| Securities issued by states & political subdivisions | $15,722,000 | 2,277 |
| Other domestic debt securities | $537,000 | 1,939 |
| 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 | $537,000 | 1,612 |
| 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 | $2,445,000 | 3,540 |
| Mortgage-backed securities | $8,108,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $6,741,000 | 2,623 |
| Issued or guaranteed by U.S. | $6,741,000 | 2,551 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $854,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,330 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $513,000 | 1,850 |
| Commercial mortgage pass-through securities | $513,000 | 1,370 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $34,364,000 | 2,929 |
| Total debt securities | $34,365,000 | 3,078 |
| Structured notes | ||
| Amortized cost | $4,108,000 | 266 |
| Fair value | $4,046,000 | 270 |
| 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 | $32,483,000 | 3,120 |
| U.S. Government securities | $16,997,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,997,000 | 2,796 |
| Securities issued by states & political subdivisions | $14,926,000 | 2,294 |
| Other domestic debt securities | $539,000 | 1,925 |
| 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 | $539,000 | 1,558 |
| 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 | $2,459,000 | 3,549 |
| Mortgage-backed securities | $7,932,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $6,140,000 | 2,659 |
| Issued or guaranteed by U.S. | $6,140,000 | 2,584 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,269,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 2,169 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $523,000 | 1,842 |
| Commercial mortgage pass-through securities | $523,000 | 1,374 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,462,000 | 2,942 |
| Total debt securities | $32,464,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $2,108,000 | 361 |
| Fair value | $2,096,000 | 361 |
| 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 | $31,582,000 | 3,045 |
| U.S. Government securities | $14,753,000 | 3,015 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,753,000 | 2,838 |
| Securities issued by states & political subdivisions | $16,268,000 | 2,150 |
| Other domestic debt securities | $540,000 | 1,906 |
| 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 | $540,000 | 1,513 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,685,000 | 3,516 |
| Mortgage-backed securities | $7,228,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $4,403,000 | 2,856 |
| Issued or guaranteed by U.S. | $4,403,000 | 2,766 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,302,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,302,000 | 1,879 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $523,000 | 1,828 |
| Commercial mortgage pass-through securities | $523,000 | 1,367 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $31,561,000 | 2,861 |
| Total debt securities | $31,561,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $1,108,000 | 351 |
| Fair value | $1,081,000 | 351 |
| 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 | $28,394,000 | 3,057 |
| U.S. Government securities | $12,873,000 | 3,025 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,873,000 | 2,877 |
| Securities issued by states & political subdivisions | $14,957,000 | 2,206 |
| Other domestic debt securities | $548,000 | 1,837 |
| 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 | $548,000 | 1,445 |
| 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 | $2,712,000 | 3,501 |
| Mortgage-backed securities | $6,806,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 2,891 |
| Issued or guaranteed by U.S. | $3,751,000 | 2,812 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,516,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $2,516,000 | 1,868 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $539,000 | 1,787 |
| Commercial mortgage pass-through securities | $539,000 | 1,321 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $28,378,000 | 2,873 |
| Total debt securities | $28,377,000 | 3,038 |
| 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 | $19,926,000 | 3,360 |
| U.S. Government securities | $8,330,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $8,330,000 | 3,278 |
| Securities issued by states & political subdivisions | $11,037,000 | 2,385 |
| Other domestic debt securities | $545,000 | 1,814 |
| 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 | $545,000 | 1,416 |
| 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 | $2,721,000 | 3,526 |
| Mortgage-backed securities | $5,248,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $1,983,000 | 3,234 |
| Issued or guaranteed by U.S. | $1,983,000 | 3,144 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,722,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $2,722,000 | 1,840 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $543,000 | 1,774 |
| Commercial mortgage pass-through securities | $543,000 | 1,305 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,912,000 | 3,153 |
| Total debt securities | $19,911,000 | 3,338 |
| 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 | $20,575,000 | 3,278 |
| U.S. Government securities | $9,243,000 | 3,336 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,243,000 | 3,188 |
| Securities issued by states & political subdivisions | $10,772,000 | 2,342 |
| Other domestic debt securities | $547,000 | 1,756 |
| 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 | $547,000 | 1,375 |
| 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 | $2,719,000 | 3,565 |
| Mortgage-backed securities | $5,647,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $2,304,000 | 3,159 |
| Issued or guaranteed by U.S. | $2,304,000 | 3,073 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,801,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,801,000 | 1,864 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $542,000 | 1,765 |
| Commercial mortgage pass-through securities | $542,000 | 1,299 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $20,562,000 | 3,074 |
| Total debt securities | $20,562,000 | 3,256 |
| 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 | $23,555,000 | 3,123 |
| U.S. Government securities | $10,664,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,664,000 | 3,095 |
| Securities issued by states & political subdivisions | $12,363,000 | 2,096 |
| Other domestic debt securities | $516,000 | 1,697 |
| 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 | $516,000 | 1,293 |
| 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 | $2,674,000 | 3,589 |
| Mortgage-backed securities | $6,058,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 3,091 |
| Issued or guaranteed by U.S. | $2,681,000 | 2,998 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,854,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,880 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $523,000 | 1,746 |
| Commercial mortgage pass-through securities | $523,000 | 1,267 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $23,543,000 | 2,925 |
| Total debt securities | $23,543,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $499,000 | 453 |
| Fair value | $501,000 | 418 |
| 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 | $23,797,000 | 3,159 |
| U.S. Government securities | $10,847,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,847,000 | 3,159 |
| Securities issued by states & political subdivisions | $12,408,000 | 2,074 |
| Other domestic debt securities | $524,000 | 1,657 |
| 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 | $524,000 | 1,254 |
| 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 | $2,675,000 | 3,653 |
| Mortgage-backed securities | $5,804,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 3,015 |
| Issued or guaranteed by U.S. | $2,905,000 | 2,928 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,390,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $2,390,000 | 1,979 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $509,000 | 1,727 |
| Commercial mortgage pass-through securities | $509,000 | 1,267 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $23,779,000 | 2,947 |
| Total debt securities | $23,778,000 | 3,142 |
| Structured notes | ||
| Amortized cost | $499,000 | 582 |
| Fair value | $500,000 | 549 |
| 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 | $25,782,000 | 3,093 |
| U.S. Government securities | $12,687,000 | 3,166 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,687,000 | 3,006 |
| Securities issued by states & political subdivisions | $12,306,000 | 2,096 |
| Other domestic debt securities | $772,000 | 1,618 |
| 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 | $772,000 | 1,206 |
| 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 | $2,677,000 | 3,715 |
| Mortgage-backed securities | $6,134,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $3,153,000 | 2,953 |
| Issued or guaranteed by U.S. | $3,153,000 | 2,865 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,462,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,462,000 | 1,977 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $519,000 | 1,704 |
| Commercial mortgage pass-through securities | $519,000 | 1,254 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $25,765,000 | 2,878 |
| Total debt securities | $25,765,000 | 3,077 |
| Structured notes | ||
| Amortized cost | $499,000 | 730 |
| Fair value | $501,000 | 672 |
| 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 | $26,965,000 | 3,063 |
| U.S. Government securities | $13,887,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,887,000 | 2,938 |
| Securities issued by states & political subdivisions | $12,297,000 | 2,137 |
| Other domestic debt securities | $766,000 | 1,614 |
| 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 | $766,000 | 1,239 |
| 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 | $2,669,000 | 3,773 |
| Mortgage-backed securities | $6,351,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 2,927 |
| Issued or guaranteed by U.S. | $3,335,000 | 2,847 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,506,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 1,945 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $510,000 | 1,685 |
| Commercial mortgage pass-through securities | $510,000 | 1,247 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $26,950,000 | 2,845 |
| Total debt securities | $26,951,000 | 3,046 |
| Structured notes | ||
| Amortized cost | $499,000 | 788 |
| Fair value | $500,000 | 741 |
| 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 | $27,204,000 | 3,095 |
| U.S. Government securities | $12,145,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,145,000 | 3,140 |
| Securities issued by states & political subdivisions | $14,793,000 | 1,980 |
| Other domestic debt securities | $250,000 | 1,863 |
| 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 | $250,000 | 1,446 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $4,643,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 3,234 |
| Issued or guaranteed by U.S. | $2,112,000 | 3,144 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,531,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $2,531,000 | 1,940 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $27,188,000 | 2,867 |
| Total debt securities | $27,187,000 | 3,080 |
| Structured notes | ||
| Amortized cost | $499,000 | 802 |
| Fair value | $499,000 | 752 |
| 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 | $29,169,000 | 3,022 |
| U.S. Government securities | $14,252,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,252,000 | 2,973 |
| Securities issued by states & political subdivisions | $14,655,000 | 2,029 |
| Other domestic debt securities | $249,000 | 1,862 |
| 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 | $249,000 | 1,458 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $13,000 | 586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $4,797,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,260,000 | 3,146 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,537,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,537,000 | 1,927 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $29,169,000 | 2,803 |
| Total debt securities | $29,155,000 | 3,006 |
| Structured notes | ||
| Amortized cost | $499,000 | 834 |
| Fair value | $496,000 | 791 |
| 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 | $29,646,000 | 3,023 |
| U.S. Government securities | $15,297,000 | 3,083 |
| U.S. Treasury securities | $999,000 | 1,148 |
| U.S. Government agency obligations | $14,298,000 | 3,026 |
| Securities issued by states & political subdivisions | $14,084,000 | 2,106 |
| Other domestic debt securities | $249,000 | 1,834 |
| 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 | $249,000 | 1,464 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $16,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $4,956,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $2,410,000 | 3,213 |
| Issued or guaranteed by U.S. | $2,410,000 | 3,185 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,546,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,546,000 | 1,913 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $29,646,000 | 2,802 |
| Total debt securities | $29,629,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $499,000 | 805 |
| Fair value | $492,000 | 768 |
| 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 | $29,826,000 | 3,048 |
| U.S. Government securities | $15,520,000 | 3,076 |
| U.S. Treasury securities | $997,000 | 1,139 |
| U.S. Government agency obligations | $14,523,000 | 3,001 |
| Securities issued by states & political subdivisions | $14,038,000 | 2,155 |
| Other domestic debt securities | $249,000 | 2,031 |
| 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 | $249,000 | 1,471 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $19,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $4,603,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 3,194 |
| Issued or guaranteed by U.S. | $2,642,000 | 3,031 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,961,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $1,961,000 | 2,051 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,826,000 | 2,818 |
| Total debt securities | $29,806,000 | 3,031 |
| Structured notes | ||
| Amortized cost | $499,000 | 808 |
| Fair value | $493,000 | 769 |
| 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 | $30,389,000 | 3,072 |
| U.S. Government securities | $13,790,000 | 3,303 |
| U.S. Treasury securities | $996,000 | 1,104 |
| U.S. Government agency obligations | $12,794,000 | 3,239 |
| Securities issued by states & political subdivisions | $16,348,000 | 2,016 |
| Other domestic debt securities | $249,000 | 1,861 |
| 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 | $249,000 | 1,514 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $3,847,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $2,345,000 | 3,341 |
| Issued or guaranteed by U.S. | $2,345,000 | 3,335 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,502,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,174 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $30,389,000 | 2,835 |
| Total debt securities | $30,386,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $499,000 | 773 |
| Fair value | $493,000 | 739 |
| 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 | $29,656,000 | 3,149 |
| U.S. Government securities | $13,521,000 | 3,350 |
| U.S. Treasury securities | $997,000 | 1,055 |
| U.S. Government agency obligations | $12,524,000 | 3,294 |
| Securities issued by states & political subdivisions | $15,884,000 | 2,109 |
| Other domestic debt securities | $251,000 | 1,848 |
| 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 | $251,000 | 1,515 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $3,631,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $2,611,000 | 3,307 |
| Issued or guaranteed by U.S. | $2,611,000 | 3,301 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,020,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,325 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $29,656,000 | 2,901 |
| Total debt securities | $29,657,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $499,000 | 781 |
| Fair value | $496,000 | 740 |
| 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 | $26,545,000 | 3,345 |
| U.S. Government securities | $11,292,000 | 3,594 |
| U.S. Treasury securities | $1,001,000 | 1,030 |
| U.S. Government agency obligations | $10,291,000 | 3,572 |
| Securities issued by states & political subdivisions | $15,001,000 | 2,213 |
| Other domestic debt securities | $252,000 | 1,875 |
| 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 | $252,000 | 1,552 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $2,865,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $2,865,000 | 3,296 |
| Issued or guaranteed by U.S. | $2,865,000 | 3,293 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $26,545,000 | 3,082 |
| Total debt securities | $26,545,000 | 3,323 |
| 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 | $26,583,000 | 3,396 |
| U.S. Government securities | $13,062,000 | 3,466 |
| U.S. Treasury securities | $1,001,000 | 1,051 |
| U.S. Government agency obligations | $12,061,000 | 3,442 |
| Securities issued by states & political subdivisions | $13,268,000 | 2,394 |
| Other domestic debt securities | $253,000 | 1,906 |
| 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 | $253,000 | 1,577 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $3,131,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $3,131,000 | 3,270 |
| Issued or guaranteed by U.S. | $3,131,000 | 3,267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $26,583,000 | 3,127 |
| Total debt securities | $26,584,000 | 3,373 |
| 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 | $28,313,000 | 3,318 |
| U.S. Government securities | $13,324,000 | 3,483 |
| U.S. Treasury securities | $1,004,000 | 1,065 |
| U.S. Government agency obligations | $12,320,000 | 3,450 |
| Securities issued by states & political subdivisions | $14,737,000 | 2,272 |
| Other domestic debt securities | $252,000 | 1,973 |
| 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 | $252,000 | 1,619 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $3,389,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $3,389,000 | 3,276 |
| Issued or guaranteed by U.S. | $3,389,000 | 3,273 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $28,313,000 | 3,051 |
| Total debt securities | $28,313,000 | 3,296 |
| 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 | $29,099,000 | 3,253 |
| U.S. Government securities | $13,582,000 | 3,435 |
| U.S. Treasury securities | $1,004,000 | 1,051 |
| U.S. Government agency obligations | $12,578,000 | 3,415 |
| Securities issued by states & political subdivisions | $15,016,000 | 2,257 |
| Other domestic debt securities | $501,000 | 1,835 |
| 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 | $501,000 | 1,506 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $3,652,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 3,238 |
| Issued or guaranteed by U.S. | $3,652,000 | 3,234 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $29,099,000 | 2,987 |
| Total debt securities | $29,098,000 | 3,233 |
| 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 | $28,518,000 | 3,291 |
| U.S. Government securities | $14,054,000 | 3,393 |
| U.S. Treasury securities | $1,013,000 | 928 |
| U.S. Government agency obligations | $13,041,000 | 3,373 |
| Securities issued by states & political subdivisions | $13,957,000 | 2,368 |
| Other domestic debt securities | $507,000 | 1,830 |
| 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 | $507,000 | 1,490 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $4,038,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $4,038,000 | 3,187 |
| Issued or guaranteed by U.S. | $4,038,000 | 3,186 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $28,518,000 | 3,017 |
| Total debt securities | $28,518,000 | 3,268 |
| 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 | $29,084,000 | 3,336 |
| U.S. Government securities | $14,431,000 | 3,461 |
| U.S. Treasury securities | $1,018,000 | 954 |
| U.S. Government agency obligations | $13,413,000 | 3,442 |
| Securities issued by states & political subdivisions | $14,145,000 | 2,353 |
| Other domestic debt securities | $508,000 | 1,858 |
| 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 | $508,000 | 1,495 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $4,383,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $4,383,000 | 3,153 |
| Issued or guaranteed by U.S. | $4,383,000 | 3,150 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $29,084,000 | 3,068 |
| Total debt securities | $29,084,000 | 3,309 |
| 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 | $30,631,000 | 3,304 |
| U.S. Government securities | $14,273,000 | 3,555 |
| U.S. Treasury securities | $1,014,000 | 985 |
| U.S. Government agency obligations | $13,259,000 | 3,537 |
| Securities issued by states & political subdivisions | $15,850,000 | 2,187 |
| Other domestic debt securities | $508,000 | 1,871 |
| 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 | $508,000 | 1,500 |
| 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 | $399,000 | 5,110 |
| Mortgage-backed securities | $4,266,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $4,266,000 | 3,188 |
| Issued or guaranteed by U.S. | $4,266,000 | 3,187 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $30,631,000 | 3,028 |
| Total debt securities | $30,630,000 | 3,281 |
| 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 | $31,039,000 | 3,313 |
| U.S. Government securities | $14,459,000 | 3,591 |
| U.S. Treasury securities | $1,002,000 | 1,041 |
| U.S. Government agency obligations | $13,457,000 | 3,556 |
| Securities issued by states & political subdivisions | $16,076,000 | 2,184 |
| Other domestic debt securities | $504,000 | 1,858 |
| 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 | $504,000 | 1,495 |
| 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 | $398,000 | 5,152 |
| Mortgage-backed securities | $4,556,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $4,556,000 | 3,124 |
| Issued or guaranteed by U.S. | $4,556,000 | 3,122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $31,039,000 | 3,027 |
| Total debt securities | $31,040,000 | 3,284 |
| 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 | $31,657,000 | 3,312 |
| U.S. Government securities | $15,012,000 | 3,600 |
| U.S. Treasury securities | $1,013,000 | 972 |
| U.S. Government agency obligations | $13,999,000 | 3,587 |
| Securities issued by states & political subdivisions | $16,137,000 | 2,173 |
| Other domestic debt securities | $508,000 | 1,871 |
| 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 | $508,000 | 1,493 |
| 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 | $404,000 | 5,221 |
| Mortgage-backed securities | $5,021,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $5,021,000 | 3,070 |
| Issued or guaranteed by U.S. | $5,021,000 | 3,067 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $31,657,000 | 3,024 |
| Total debt securities | $31,657,000 | 3,285 |
| 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 | $32,455,000 | 3,337 |
| U.S. Government securities | $16,836,000 | 3,507 |
| U.S. Treasury securities | $1,006,000 | 1,008 |
| U.S. Government agency obligations | $15,830,000 | 3,498 |
| Securities issued by states & political subdivisions | $15,112,000 | 2,263 |
| Other domestic debt securities | $507,000 | 1,874 |
| 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 | $507,000 | 1,496 |
| 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 | $404,000 | 5,273 |
| Mortgage-backed securities | $5,398,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $5,398,000 | 3,082 |
| Issued or guaranteed by U.S. | $5,398,000 | 3,080 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $32,455,000 | 3,052 |
| Total debt securities | $32,454,000 | 3,306 |
| 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 | $33,038,000 | 3,349 |
| U.S. Government securities | $17,364,000 | 3,530 |
| U.S. Treasury securities | $1,010,000 | 989 |
| U.S. Government agency obligations | $16,354,000 | 3,508 |
| Securities issued by states & political subdivisions | $15,415,000 | 2,208 |
| Other domestic debt securities | $259,000 | 2,127 |
| 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 | $259,000 | 1,707 |
| 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 | $411,000 | 5,325 |
| Mortgage-backed securities | $5,946,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $5,946,000 | 3,053 |
| Issued or guaranteed by U.S. | $5,946,000 | 3,050 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $33,038,000 | 3,057 |
| Total debt securities | $33,038,000 | 3,319 |
| 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 | $32,175,000 | 3,410 |
| U.S. Government securities | $17,214,000 | 3,594 |
| U.S. Treasury securities | $998,000 | 1,049 |
| U.S. Government agency obligations | $16,216,000 | 3,579 |
| Securities issued by states & political subdivisions | $14,702,000 | 2,294 |
| Other domestic debt securities | $259,000 | 2,153 |
| 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 | $259,000 | 1,731 |
| 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 | $410,000 | 5,405 |
| Mortgage-backed securities | $6,281,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $6,281,000 | 3,054 |
| Issued or guaranteed by U.S. | $6,281,000 | 3,051 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $32,175,000 | 3,123 |
| Total debt securities | $32,174,000 | 3,393 |
| 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 | $33,265,000 | 3,437 |
| U.S. Government securities | $18,570,000 | 3,566 |
| U.S. Treasury securities | $993,000 | 1,063 |
| U.S. Government agency obligations | $17,577,000 | 3,530 |
| Securities issued by states & political subdivisions | $14,435,000 | 2,340 |
| Other domestic debt securities | $260,000 | 2,219 |
| 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 | $260,000 | 1,764 |
| 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 | $411,000 | 5,484 |
| Mortgage-backed securities | $6,657,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $6,657,000 | 3,076 |
| Issued or guaranteed by U.S. | $6,657,000 | 3,074 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $33,265,000 | 3,141 |
| Total debt securities | $33,266,000 | 3,414 |
| 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 | $34,784,000 | 3,393 |
| U.S. Government securities | $20,548,000 | 3,419 |
| U.S. Treasury securities | $999,000 | 1,000 |
| U.S. Government agency obligations | $19,549,000 | 3,410 |
| Securities issued by states & political subdivisions | $13,975,000 | 2,397 |
| Other domestic debt securities | $261,000 | 2,277 |
| 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 | $261,000 | 1,826 |
| 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 | $413,000 | 5,536 |
| Mortgage-backed securities | $7,099,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $7,099,000 | 3,063 |
| Issued or guaranteed by U.S. | $7,099,000 | 3,063 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $34,784,000 | 3,091 |
| Total debt securities | $34,784,000 | 3,365 |
| 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 | $35,673,000 | 3,362 |
| U.S. Government securities | $21,367,000 | 3,380 |
| U.S. Treasury securities | $993,000 | 905 |
| U.S. Government agency obligations | $20,374,000 | 3,352 |
| Securities issued by states & political subdivisions | $14,044,000 | 2,399 |
| Other domestic debt securities | $262,000 | 2,338 |
| 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 | $262,000 | 1,873 |
| 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 | $1,538,000 | 5,162 |
| Mortgage-backed securities | $7,468,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $7,468,000 | 3,024 |
| Issued or guaranteed by U.S. | $7,468,000 | 3,024 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $35,673,000 | 3,076 |
| Total debt securities | $35,673,000 | 3,337 |
| 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 | $34,182,000 | 3,435 |
| U.S. Government securities | $20,874,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,874,000 | 3,317 |
| Securities issued by states & political subdivisions | $13,048,000 | 2,502 |
| Other domestic debt securities | $260,000 | 2,394 |
| 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 | $260,000 | 1,920 |
| 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 | $1,543,000 | 5,207 |
| Mortgage-backed securities | $6,456,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $6,456,000 | 3,188 |
| Issued or guaranteed by U.S. | $6,456,000 | 3,186 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $34,182,000 | 3,147 |
| Total debt securities | $34,182,000 | 3,408 |
| 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 | $35,016,000 | 3,395 |
| U.S. Government securities | $23,791,000 | 3,191 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,791,000 | 3,110 |
| Securities issued by states & political subdivisions | $10,964,000 | 2,761 |
| Other domestic debt securities | $261,000 | 2,450 |
| 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 | $261,000 | 1,954 |
| 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 | $1,557,000 | 5,245 |
| Mortgage-backed securities | $6,840,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $6,840,000 | 3,127 |
| Issued or guaranteed by U.S. | $6,840,000 | 3,124 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $35,016,000 | 3,117 |
| Total debt securities | $35,017,000 | 3,365 |
| 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 | $35,359,000 | 3,367 |
| U.S. Government securities | $25,217,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,217,000 | 3,003 |
| Securities issued by states & political subdivisions | $9,634,000 | 2,936 |
| Other domestic debt securities | $508,000 | 2,303 |
| 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 | $508,000 | 1,804 |
| 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 | $1,572,000 | 5,266 |
| Mortgage-backed securities | $5,773,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $5,773,000 | 3,319 |
| Issued or guaranteed by U.S. | $5,773,000 | 3,317 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,359,000 | 3,096 |
| Total debt securities | $35,361,000 | 3,336 |
| 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 | $29,505,000 | 3,753 |
| U.S. Government securities | $19,973,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,973,000 | 3,452 |
| Securities issued by states & political subdivisions | $9,280,000 | 2,983 |
| Other domestic debt securities | $252,000 | 2,526 |
| 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 | $252,000 | 1,981 |
| 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 | $2,358,000 | 5,059 |
| Mortgage-backed securities | $4,803,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $4,803,000 | 3,576 |
| Issued or guaranteed by U.S. | $4,803,000 | 3,572 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $29,505,000 | 3,480 |
| Total debt securities | $29,505,000 | 3,721 |
| 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 | $26,295,000 | 3,938 |
| U.S. Government securities | $17,908,000 | 3,717 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,908,000 | 3,620 |
| Securities issued by states & political subdivisions | $7,884,000 | 3,174 |
| Other domestic debt securities | $503,000 | 2,305 |
| 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 | $503,000 | 1,764 |
| 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 | $2,358,000 | 5,071 |
| Mortgage-backed securities | $4,716,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 3,590 |
| Issued or guaranteed by U.S. | $4,716,000 | 3,587 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $26,295,000 | 3,634 |
| Total debt securities | $26,295,000 | 3,910 |
| 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 | $26,099,000 | 3,989 |
| U.S. Government securities | $17,884,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,884,000 | 3,713 |
| Securities issued by states & political subdivisions | $7,710,000 | 3,184 |
| Other domestic debt securities | $505,000 | 2,377 |
| 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 | $505,000 | 1,831 |
| 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 | $2,792,000 | 4,992 |
| Mortgage-backed securities | $5,165,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $5,165,000 | 3,647 |
| Issued or guaranteed by U.S. | $5,165,000 | 3,646 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $26,099,000 | 3,682 |
| Total debt securities | $26,100,000 | 3,960 |
| 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 | $26,585,000 | 3,974 |
| U.S. Government securities | $18,811,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,811,000 | 3,679 |
| Securities issued by states & political subdivisions | $7,268,000 | 3,221 |
| Other domestic debt securities | $506,000 | 2,358 |
| 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 | $506,000 | 1,813 |
| 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 | $2,802,000 | 5,025 |
| Mortgage-backed securities | $5,602,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $5,602,000 | 3,570 |
| Issued or guaranteed by U.S. | $5,602,000 | 3,568 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $26,585,000 | 3,667 |
| Total debt securities | $26,584,000 | 3,943 |
| 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 | $22,591,000 | 4,385 |
| U.S. Government securities | $14,166,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,166,000 | 4,284 |
| Securities issued by states & political subdivisions | $7,917,000 | 3,003 |
| Other domestic debt securities | $508,000 | 2,318 |
| 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 | $508,000 | 1,789 |
| 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 | $2,979,000 | 5,004 |
| Mortgage-backed securities | $5,974,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $5,974,000 | 3,492 |
| Issued or guaranteed by U.S. | $5,974,000 | 3,489 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $22,591,000 | 4,034 |
| Total debt securities | $22,591,000 | 4,347 |
| 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 | $21,862,000 | 4,385 |
| U.S. Government securities | $13,084,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,084,000 | 4,392 |
| Securities issued by states & political subdivisions | $8,271,000 | 2,895 |
| Other domestic debt securities | $507,000 | 2,302 |
| 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 | $507,000 | 1,702 |
| 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 | $2,981,000 | 4,792 |
| Mortgage-backed securities | $6,399,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $6,399,000 | 3,325 |
| Issued or guaranteed by U.S. | $6,399,000 | 3,324 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $21,862,000 | 4,034 |
| Total debt securities | $21,852,000 | 4,355 |
| 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 | $21,710,000 | 4,340 |
| U.S. Government securities | $12,835,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,835,000 | 4,378 |
| Securities issued by states & political subdivisions | $8,369,000 | 2,827 |
| Other domestic debt securities | $506,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $506,000 | 1,678 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,228,000 | 4,705 |
| Mortgage-backed securities | $4,138,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,747 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,737 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,710,000 | 3,985 |
| Total debt securities | $21,709,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $22,221,000 | 4,339 |
| U.S. Government securities | $13,377,000 | 4,500 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,377,000 | 4,381 |
| Securities issued by states & political subdivisions | $8,335,000 | 2,784 |
| Other domestic debt securities | $509,000 | 2,237 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $509,000 | 1,596 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,715,000 | 4,606 |
| Mortgage-backed securities | $4,182,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $4,182,000 | 3,716 |
| Issued or guaranteed by U.S. | $4,182,000 | 3,704 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,221,000 | 3,985 |
| Total debt securities | $22,221,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $21,691,000 | 4,348 |
| U.S. Government securities | $11,567,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,567,000 | 4,642 |
| Securities issued by states & political subdivisions | $9,618,000 | 2,539 |
| Other domestic debt securities | $506,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $506,000 | 1,653 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,195,000 | 4,452 |
| Mortgage-backed securities | $4,987,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 3,452 |
| Issued or guaranteed by U.S. | $4,987,000 | 3,444 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,691,000 | 4,005 |
| Total debt securities | $21,691,000 | 4,311 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $18,101,000 | 4,628 |
| U.S. Government securities | $8,023,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,023,000 | 5,138 |
| Securities issued by states & political subdivisions | $9,574,000 | 2,516 |
| Other domestic debt securities | $504,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $504,000 | 1,662 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,185,000 | 4,440 |
| Mortgage-backed securities | $5,047,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $5,047,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,047,000 | 3,332 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $18,101,000 | 4,239 |
| Total debt securities | $18,101,000 | 4,592 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $17,411,000 | 4,656 |
| U.S. Government securities | $7,247,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,247,000 | 5,244 |
| Securities issued by states & political subdivisions | $9,654,000 | 2,434 |
| Other domestic debt securities | $510,000 | 2,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $510,000 | 1,671 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,269,000 | 4,462 |
| Mortgage-backed securities | $5,708,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $5,708,000 | 3,150 |
| Issued or guaranteed by U.S. | $5,708,000 | 3,143 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,411,000 | 4,260 |
| Total debt securities | $17,411,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $17,689,000 | 4,671 |
| U.S. Government securities | $7,625,000 | 5,426 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,625,000 | 5,308 |
| Securities issued by states & political subdivisions | $10,064,000 | 2,261 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,105,000 | 4,260 |
| Mortgage-backed securities | $5,569,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $5,569,000 | 3,216 |
| Issued or guaranteed by U.S. | $5,569,000 | 3,208 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $17,689,000 | 4,255 |
| Total debt securities | $17,689,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $18,822,000 | 4,571 |
| U.S. Government securities | $7,711,000 | 5,483 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,711,000 | 5,369 |
| Securities issued by states & political subdivisions | $11,111,000 | 2,096 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,056,000 | 4,101 |
| Mortgage-backed securities | $5,649,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $5,649,000 | 3,299 |
| Issued or guaranteed by U.S. | $5,649,000 | 3,292 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $18,822,000 | 4,157 |
| Total debt securities | $18,822,000 | 4,527 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $20,083,000 | 4,389 |
| U.S. Government securities | $8,825,000 | 5,202 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,825,000 | 5,103 |
| Securities issued by states & political subdivisions | $11,258,000 | 2,081 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,055,000 | 4,118 |
| Mortgage-backed securities | $6,245,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $6,245,000 | 3,237 |
| Issued or guaranteed by U.S. | $6,245,000 | 3,229 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $20,083,000 | 3,991 |
| Total debt securities | $20,083,000 | 4,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $21,896,000 | 4,216 |
| U.S. Government securities | $10,522,000 | 4,905 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,522,000 | 4,815 |
| Securities issued by states & political subdivisions | $11,374,000 | 2,071 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,293,000 | 4,047 |
| Mortgage-backed securities | $6,915,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $6,915,000 | 3,173 |
| Issued or guaranteed by U.S. | $6,915,000 | 3,163 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,896,000 | 3,823 |
| Total debt securities | $21,896,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $21,873,000 | 4,216 |
| U.S. Government securities | $11,247,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,247,000 | 4,667 |
| Securities issued by states & political subdivisions | $10,626,000 | 2,131 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,205,000 | 4,071 |
| Mortgage-backed securities | $7,616,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $7,616,000 | 3,092 |
| Issued or guaranteed by U.S. | $7,616,000 | 3,080 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $21,873,000 | 3,792 |
| Total debt securities | $21,873,000 | 4,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,903,000 | 4,212 |
| U.S. Government securities | $12,355,000 | 4,644 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,355,000 | 4,565 |
| Securities issued by states & political subdivisions | $9,548,000 | 2,200 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,185,000 | 4,153 |
| Mortgage-backed securities | $8,425,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $8,425,000 | 3,008 |
| Issued or guaranteed by U.S. | $8,425,000 | 2,995 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,903,000 | 3,779 |
| Total debt securities | $21,903,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,186,000 | 4,666 |
| U.S. Government securities | $9,312,000 | 5,304 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,312,000 | 5,219 |
| Securities issued by states & political subdivisions | $8,874,000 | 2,271 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,932,000 | 4,268 |
| Mortgage-backed securities | $4,811,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $4,811,000 | 3,793 |
| Issued or guaranteed by U.S. | $4,811,000 | 3,779 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,186,000 | 4,190 |
| Total debt securities | $18,186,000 | 4,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $18,302,000 | 4,591 |
| U.S. Government securities | $9,367,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,367,000 | 5,145 |
| Securities issued by states & political subdivisions | $8,935,000 | 2,239 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,379,000 | 4,153 |
| Mortgage-backed securities | $5,047,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $5,047,000 | 3,641 |
| Issued or guaranteed by U.S. | $5,047,000 | 3,629 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,302,000 | 4,108 |
| Total debt securities | $18,302,000 | 4,553 |
| Structured notes | ||
| Amortized cost | $412,000 | 1,484 |
| Fair value | $408,000 | 1,486 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $19,132,000 | 4,559 |
| U.S. Government securities | $10,156,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,156,000 | 5,005 |
| Securities issued by states & political subdivisions | $8,976,000 | 2,254 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,415,000 | 4,138 |
| Mortgage-backed securities | $5,404,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $5,404,000 | 3,534 |
| Issued or guaranteed by U.S. | $5,404,000 | 3,517 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,132,000 | 4,095 |
| Total debt securities | $19,132,000 | 4,506 |
| Structured notes | ||
| Amortized cost | $412,000 | 1,532 |
| Fair value | $408,000 | 1,533 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,705,000 | 5,480 |
| U.S. Government securities | $4,990,000 | 6,478 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,990,000 | 6,385 |
| Securities issued by states & political subdivisions | $7,715,000 | 2,493 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,000 | 5,757 |
| Mortgage-backed securities | $5,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,330 |
| Issued or guaranteed by U.S. | $5,000 | 6,301 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,705,000 | 4,984 |
| Total debt securities | $12,705,000 | 5,409 |
| Structured notes | ||
| Amortized cost | $412,000 | 1,676 |
| Fair value | $412,000 | 1,680 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,314,000 | 4,811 |
| U.S. Government securities | $9,627,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,627,000 | 5,230 |
| Securities issued by states & political subdivisions | $7,687,000 | 2,471 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,331,000 | 4,161 |
| Mortgage-backed securities | $5,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,284 |
| Issued or guaranteed by U.S. | $5,000 | 6,263 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $17,314,000 | 4,271 |
| Total debt securities | $17,314,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 862 |
| Fair value | $2,754,000 | 861 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $18,018,000 | 4,736 |
| U.S. Government securities | $10,798,000 | 5,191 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,798,000 | 5,096 |
| Securities issued by states & political subdivisions | $7,220,000 | 2,522 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,546,000 | 3,887 |
| Mortgage-backed securities | $5,000 | 6,513 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,249 |
| Issued or guaranteed by U.S. | $5,000 | 6,226 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,018,000 | 4,201 |
| Total debt securities | $18,018,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,028 |
| Fair value | $2,734,000 | 1,030 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,712,000 | 4,790 |
| U.S. Government securities | $10,621,000 | 5,260 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,621,000 | 5,146 |
| Securities issued by states & political subdivisions | $7,091,000 | 2,559 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,429,000 | 3,898 |
| Mortgage-backed securities | $5,000 | 6,546 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,277 |
| Issued or guaranteed by U.S. | $5,000 | 6,257 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $17,712,000 | 4,231 |
| Total debt securities | $17,712,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,090 |
| Fair value | $2,683,000 | 1,095 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $18,031,000 | 4,776 |
| U.S. Government securities | $10,737,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,737,000 | 5,139 |
| Securities issued by states & political subdivisions | $7,294,000 | 2,517 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,738,000 | 3,846 |
| Mortgage-backed securities | $6,000 | 6,554 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,280 |
| Issued or guaranteed by U.S. | $6,000 | 6,257 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $18,031,000 | 4,213 |
| Total debt securities | $18,031,000 | 4,725 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,133 |
| Fair value | $2,710,000 | 1,141 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,458,000 | 5,066 |
| U.S. Government securities | $8,925,000 | 5,731 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,925,000 | 5,603 |
| Securities issued by states & political subdivisions | $7,533,000 | 2,467 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,164,000 | 3,763 |
| Mortgage-backed securities | $6,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,309 |
| Issued or guaranteed by U.S. | $6,000 | 6,285 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $16,458,000 | 4,464 |
| Total debt securities | $16,458,000 | 5,020 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,210 |
| Fair value | $2,695,000 | 1,218 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $15,263,000 | 5,283 |
| U.S. Government securities | $8,536,000 | 5,865 |
| U.S. Treasury securities | $599,000 | 1,204 |
| U.S. Government agency obligations | $7,937,000 | 5,890 |
| Securities issued by states & political subdivisions | $6,727,000 | 2,633 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,775,000 | 3,645 |
| Mortgage-backed securities | $7,000 | 6,618 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,345 |
| Issued or guaranteed by U.S. | $7,000 | 6,318 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,263,000 | 4,653 |
| Total debt securities | $15,263,000 | 5,240 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,284 |
| Fair value | $2,693,000 | 1,293 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,652,000 | 5,552 |
| U.S. Government securities | $8,360,000 | 5,940 |
| U.S. Treasury securities | $596,000 | 1,249 |
| U.S. Government agency obligations | $7,764,000 | 5,945 |
| Securities issued by states & political subdivisions | $5,292,000 | 2,987 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,168,000 | 3,763 |
| Mortgage-backed securities | $7,000 | 6,676 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,398 |
| Issued or guaranteed by U.S. | $7,000 | 6,376 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,652,000 | 4,886 |
| Total debt securities | $13,654,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,331 |
| Fair value | $2,627,000 | 1,350 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,236,000 | 5,828 |
| U.S. Government securities | $7,970,000 | 6,083 |
| U.S. Treasury securities | $595,000 | 1,328 |
| U.S. Government agency obligations | $7,375,000 | 6,100 |
| Securities issued by states & political subdivisions | $4,266,000 | 3,324 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,275,000 | 3,746 |
| Mortgage-backed securities | $7,000 | 6,716 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,435 |
| Issued or guaranteed by U.S. | $7,000 | 6,415 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,236,000 | 5,172 |
| Total debt securities | $12,235,000 | 5,773 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,361 |
| Fair value | $2,663,000 | 1,369 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,410,000 | 6,038 |
| U.S. Government securities | $8,045,000 | 6,048 |
| U.S. Treasury securities | $596,000 | 1,338 |
| U.S. Government agency obligations | $7,449,000 | 6,079 |
| Securities issued by states & political subdivisions | $3,365,000 | 3,678 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,348,000 | 3,716 |
| Mortgage-backed securities | $7,000 | 6,796 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,502 |
| Issued or guaranteed by U.S. | $7,000 | 6,484 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,410,000 | 5,334 |
| Total debt securities | $11,409,000 | 5,980 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,363 |
| Fair value | $2,686,000 | 1,374 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,808,000 | 5,957 |
| U.S. Government securities | $8,126,000 | 6,028 |
| U.S. Treasury securities | $597,000 | 1,331 |
| U.S. Government agency obligations | $7,529,000 | 6,073 |
| Securities issued by states & political subdivisions | $3,682,000 | 3,538 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,348,000 | 5,224 |
| Mortgage-backed securities | $8,000 | 6,819 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,528 |
| Issued or guaranteed by U.S. | $8,000 | 6,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,808,000 | 5,250 |
| Total debt securities | $11,807,000 | 5,894 |
| Structured notes | ||
| Amortized cost | $2,760,000 | 1,334 |
| Fair value | $2,711,000 | 1,344 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,106,000 | 5,397 |
| U.S. Government securities | $11,557,000 | 5,246 |
| U.S. Treasury securities | $600,000 | 1,380 |
| U.S. Government agency obligations | $10,957,000 | 5,240 |
| Securities issued by states & political subdivisions | $3,549,000 | 3,577 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,867,000 | 4,309 |
| Mortgage-backed securities | $9,000 | 6,848 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,568 |
| Issued or guaranteed by U.S. | $9,000 | 6,549 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $15,106,000 | 4,717 |
| Total debt securities | $15,106,000 | 5,334 |
| Structured notes | ||
| Amortized cost | $3,860,000 | 1,074 |
| Fair value | $3,836,000 | 1,074 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $17,561,000 | 5,059 |
| U.S. Government securities | $11,369,000 | 5,358 |
| U.S. Treasury securities | $597,000 | 1,481 |
| U.S. Government agency obligations | $10,772,000 | 5,367 |
| Securities issued by states & political subdivisions | $6,192,000 | 2,682 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,615,000 | 4,126 |
| Mortgage-backed securities | $10,000 | 6,921 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,634 |
| Issued or guaranteed by U.S. | $10,000 | 6,617 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $17,561,000 | 4,409 |
| Total debt securities | $17,561,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $3,860,000 | 1,071 |
| Fair value | $3,742,000 | 1,077 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $18,342,000 | 4,967 |
| U.S. Government securities | $10,238,000 | 5,635 |
| U.S. Treasury securities | $605,000 | 1,496 |
| U.S. Government agency obligations | $9,633,000 | 5,618 |
| Securities issued by states & political subdivisions | $8,104,000 | 2,286 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,834,000 | 4,060 |
| Mortgage-backed securities | $10,000 | 6,980 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,687 |
| Issued or guaranteed by U.S. | $10,000 | 6,675 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $18,342,000 | 4,332 |
| Total debt securities | $18,342,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $3,860,000 | 1,054 |
| Fair value | $3,782,000 | 1,057 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $17,627,000 | 5,074 |
| U.S. Government securities | $9,078,000 | 5,904 |
| U.S. Treasury securities | $610,000 | 1,490 |
| U.S. Government agency obligations | $8,468,000 | 5,931 |
| Securities issued by states & political subdivisions | $8,549,000 | 2,201 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,835,000 | 3,792 |
| Mortgage-backed securities | $12,000 | 7,010 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,708 |
| Issued or guaranteed by U.S. | $12,000 | 6,695 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,627,000 | 4,421 |
| Total debt securities | $17,627,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $3,860,000 | 1,057 |
| Fair value | $3,824,000 | 1,058 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $19,501,000 | 4,866 |
| U.S. Government securities | $10,885,000 | 5,573 |
| U.S. Treasury securities | $607,000 | 1,576 |
| U.S. Government agency obligations | $10,278,000 | 5,545 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,181 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,930,000 | 3,300 |
| Mortgage-backed securities | $13,000 | 7,074 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,771 |
| Issued or guaranteed by U.S. | $13,000 | 6,760 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $19,501,000 | 4,241 |
| Total debt securities | $19,501,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $4,360,000 | 929 |
| Fair value | $4,185,000 | 934 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $22,629,000 | 4,429 |
| U.S. Government securities | $12,429,000 | 5,138 |
| U.S. Treasury securities | $627,000 | 1,540 |
| U.S. Government agency obligations | $11,802,000 | 5,149 |
| Securities issued by states & political subdivisions | $10,200,000 | 1,917 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,206,000 | 5,237 |
| Mortgage-backed securities | $14,000 | 7,087 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,777 |
| Issued or guaranteed by U.S. | $14,000 | 6,763 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,629,000 | 3,852 |
| Total debt securities | $22,629,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $4,362,000 | 784 |
| Fair value | $4,360,000 | 787 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $23,990,000 | 4,331 |
| U.S. Government securities | $13,963,000 | 4,885 |
| U.S. Treasury securities | $620,000 | 1,645 |
| U.S. Government agency obligations | $13,343,000 | 4,850 |
| Securities issued by states & political subdivisions | $10,027,000 | 1,938 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $15,000 | 7,126 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,837 |
| Issued or guaranteed by U.S. | $15,000 | 6,815 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $23,990,000 | 3,746 |
| Total debt securities | $23,990,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $4,365,000 | 712 |
| Fair value | $4,254,000 | 716 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $24,539,000 | 4,195 |
| U.S. Government securities | $14,563,000 | 4,620 |
| U.S. Treasury securities | $623,000 | 1,698 |
| U.S. Government agency obligations | $13,940,000 | 4,581 |
| Securities issued by states & political subdivisions | $9,976,000 | 1,956 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $17,000 | 7,159 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,866 |
| Issued or guaranteed by U.S. | $17,000 | 6,843 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $24,539,000 | 3,614 |
| Total debt securities | $24,539,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $4,871,000 | 541 |
| Fair value | $4,765,000 | 541 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $25,296,000 | 4,011 |
| U.S. Government securities | $15,392,000 | 4,410 |
| U.S. Treasury securities | $638,000 | 1,712 |
| U.S. Government agency obligations | $14,754,000 | 4,390 |
| Securities issued by states & political subdivisions | $9,904,000 | 1,944 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000 | 7,335 |
| Mortgage-backed securities | $21,000 | 7,179 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,858 |
| Issued or guaranteed by U.S. | $21,000 | 6,838 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $25,296,000 | 3,464 |
| Total debt securities | $25,296,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $4,376,000 | 455 |
| Fair value | $4,402,000 | 455 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $26,522,000 | 3,846 |
| U.S. Government securities | $17,182,000 | 4,120 |
| U.S. Treasury securities | $612,000 | 1,761 |
| U.S. Government agency obligations | $16,570,000 | 4,053 |
| Securities issued by states & political subdivisions | $9,340,000 | 1,934 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,738,000 | 6,044 |
| Mortgage-backed securities | $25,000 | 7,192 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,855 |
| Issued or guaranteed by U.S. | $25,000 | 6,836 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $26,522,000 | 3,320 |
| Total debt securities | $26,522,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $25,356,000 | 3,961 |
| U.S. Government securities | $15,948,000 | 4,301 |
| U.S. Treasury securities | $616,000 | 1,854 |
| U.S. Government agency obligations | $15,332,000 | 4,237 |
| Securities issued by states & political subdivisions | $9,408,000 | 1,911 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,479,000 | 6,249 |
| Mortgage-backed securities | $28,000 | 7,201 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,835 |
| Issued or guaranteed by U.S. | $28,000 | 6,814 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $25,356,000 | 3,399 |
| Total debt securities | $25,356,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $18,989,000 | 4,682 |
| U.S. Government securities | $13,001,000 | 4,772 |
| U.S. Treasury securities | $613,000 | 2,296 |
| U.S. Government agency obligations | $12,388,000 | 4,711 |
| Securities issued by states & political subdivisions | $5,988,000 | 2,549 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $744,000 | 6,970 |
| Mortgage-backed securities | $42,000 | 7,185 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,764 |
| Issued or guaranteed by U.S. | $42,000 | 6,742 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $18,989,000 | 3,974 |
| Total debt securities | $18,989,000 | 4,593 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,622,000 | 6,084 |
| U.S. Government securities | $4,175,000 | 8,101 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,175,000 | 7,761 |
| Securities issued by states & political subdivisions | $5,792,000 | 2,534 |
| Other domestic debt securities | $2,494,000 | 1,736 |
| 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 | $2,494,000 | 1,478 |
| Foreign debt securities | NA | NA |
| Equity securities | $161,000 | 6,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $748,000 | 7,308 |
| Mortgage-backed securities | $259,000 | 6,500 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,602 |
| Issued or guaranteed by U.S. | $61,000 | 6,580 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $198,000 | 3,769 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 3,593 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,622,000 | 5,090 |
| Total debt securities | $12,461,000 | 6,010 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,366,000 | 6,686 |
| U.S. Government securities | $4,731,000 | 8,169 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,731,000 | 7,655 |
| Securities issued by states & political subdivisions | $5,078,000 | 2,887 |
| Other domestic debt securities | $1,404,000 | 2,118 |
| 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 | $1,404,000 | 1,780 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 6,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 7,374 |
| Mortgage-backed securities | $269,000 | 6,823 |
| Certificates of participation in pools of residential mortgages | $72,000 | 6,889 |
| Issued or guaranteed by U.S. | $72,000 | 6,871 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $197,000 | 4,003 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,825 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,366,000 | 5,511 |
| Total debt securities | $11,213,000 | 6,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,356,000 | 6,451 |
| U.S. Government securities | $6,162,000 | 7,497 |
| U.S. Treasury securities | $401,000 | 6,258 |
| U.S. Government agency obligations | $5,761,000 | 6,834 |
| Securities issued by states & political subdivisions | $4,976,000 | 2,975 |
| Other domestic debt securities | $1,218,000 | 2,026 |
| 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 | $1,218,000 | 1,663 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,312,000 | 6,796 |
| Mortgage-backed securities | $532,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $94,000 | 7,016 |
| Issued or guaranteed by U.S. | $94,000 | 6,998 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $438,000 | 3,882 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 3,725 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,356,000 | 5,181 |
| Total debt securities | $12,356,000 | 6,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,949,000 | 8,112 |
| U.S. Government securities | $4,382,000 | 8,905 |
| U.S. Treasury securities | $901,000 | 6,653 |
| U.S. Government agency obligations | $3,481,000 | 8,115 |
| Securities issued by states & political subdivisions | $3,262,000 | 3,643 |
| Other domestic debt securities | $305,000 | 2,655 |
| 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 | $305,000 | 2,115 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,000 | 8,466 |
| Mortgage-backed securities | $678,000 | 6,719 |
| Certificates of participation in pools of residential mortgages | $2,000 | 8,003 |
| Issued or guaranteed by U.S. | $2,000 | 7,977 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $676,000 | 3,769 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 3,634 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $7,949,000 | 6,371 |
| Total debt securities | $7,949,000 | 7,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,504,000 | 8,439 |
| U.S. Government securities | $4,920,000 | 9,196 |
| U.S. Treasury securities | $2,097,000 | 5,809 |
| U.S. Government agency obligations | $2,823,000 | 8,927 |
| Securities issued by states & political subdivisions | $2,981,000 | 3,958 |
| Other domestic debt securities | $603,000 | 2,486 |
| 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 | $603,000 | 1,895 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 8,829 |
| Mortgage-backed securities | $1,140,000 | 6,665 |
| Certificates of participation in pools of residential mortgages | $1,140,000 | 5,628 |
| Issued or guaranteed by U.S. | $1,140,000 | 5,611 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,504,000 | 6,462 |
| Total debt securities | $8,504,000 | 8,320 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,147,000 | 9,324 |
| U.S. Government securities | $2,933,000 | 10,628 |
| U.S. Treasury securities | $708,000 | 9,056 |
| U.S. Government agency obligations | $2,225,000 | 9,559 |
| Securities issued by states & political subdivisions | $2,765,000 | 4,175 |
| Other domestic debt securities | $1,449,000 | 2,095 |
| 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 | $1,449,000 | 1,621 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,000 | 9,162 |
| Mortgage-backed securities | $1,417,000 | 6,816 |
| Certificates of participation in pools of residential mortgages | $79,000 | 8,416 |
| Issued or guaranteed by U.S. | $79,000 | 8,380 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,338,000 | 3,945 |
| CMOs issued by government agencies or sponsored agencies | $1,338,000 | 3,785 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,147,000 | 7,086 |
| Total debt securities | $7,147,000 | 9,215 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,933,000 | 9,154 |
| U.S. Government securities | $4,385,000 | 10,489 |
| U.S. Treasury securities | $1,186,000 | 9,338 |
| U.S. Government agency obligations | $3,199,000 | 8,938 |
| Securities issued by states & political subdivisions | $2,684,000 | 4,471 |
| Other domestic debt securities | $1,862,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $18,000 | 2,706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,844,000 | 1,677 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,621 |
| Mortgage-backed securities | $1,542,000 | 7,092 |
| Certificates of participation in pools of residential mortgages | $96,000 | 8,840 |
| Issued or guaranteed by U.S. | $96,000 | 8,811 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,446,000 | 4,079 |
| CMOs issued by government agencies or sponsored agencies | $1,428,000 | 3,916 |
| Privately issued | $18,000 | 2,364 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,528,000 | 8,278 |
| Available-for-sale securities (fair market value) | $4,405,000 | 7,224 |
| Total debt securities | $8,931,000 | 9,052 |
| 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 | $9,616,000 | 9,230 |
| U.S. Government securities | $3,861,000 | 11,181 |
| U.S. Treasury securities | $951,000 | 10,185 |
| U.S. Government agency obligations | $2,910,000 | 9,480 |
| Securities issued by states & political subdivisions | $3,013,000 | 4,259 |
| Other domestic debt securities | $2,740,000 | 1,998 |
| Privately issued residential mortgage-backed securities | $28,000 | 3,178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,712,000 | 1,522 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $1,236,000 | 8,112 |
| Certificates of participation in pools of residential mortgages | $162,000 | 9,164 |
| Issued or guaranteed by U.S. | $162,000 | 9,112 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,074,000 | 4,839 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 4,653 |
| Privately issued | $28,000 | 2,717 |
| 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 | $9,614,000 | 9,095 |
| 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 | $9,470,000 | 9,383 |
| U.S. Government securities | $3,105,000 | 12,016 |
| U.S. Treasury securities | $400,000 | 11,557 |
| U.S. Government agency obligations | $2,705,000 | 9,818 |
| Securities issued by states & political subdivisions | $2,739,000 | 4,289 |
| Other domestic debt securities | $3,624,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $52,000 | 3,770 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,572,000 | 1,476 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $1,457,000 | 8,295 |
| Certificates of participation in pools of residential mortgages | $655,000 | 8,207 |
| Issued or guaranteed by U.S. | $655,000 | 8,145 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $802,000 | 5,383 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 5,046 |
| Privately issued | $52,000 | 3,237 |
| 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 | $9,468,000 | 9,238 |
| 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 |