Home > Farmers State Bank of Watkins > Securities
Farmers State Bank of Watkins, Securities
| 2020-03-31 | Rank | |
| Total securities | $13,608,000 | 3,728 |
| U.S. Government securities | $7,683,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,683,000 | 3,408 |
| Securities issued by states & political subdivisions | $5,925,000 | 2,855 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,684,000 | 3,383 |
| Mortgage-backed securities | $7,683,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $3,614,000 | 2,898 |
| Issued or guaranteed by U.S. | $3,614,000 | 2,805 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,069,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $4,069,000 | 1,690 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $13,608,000 | 3,500 |
| Total debt securities | $13,608,000 | 3,710 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $13,999,000 | 3,756 |
| U.S. Government securities | $8,034,000 | 3,611 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,034,000 | 3,455 |
| Securities issued by states & political subdivisions | $5,965,000 | 2,833 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,717,000 | 3,434 |
| Mortgage-backed securities | $8,034,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 2,822 |
| Issued or guaranteed by U.S. | $3,800,000 | 2,737 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,234,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $4,234,000 | 1,649 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $13,999,000 | 3,515 |
| Total debt securities | $13,999,000 | 3,735 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,526,000 | 3,780 |
| U.S. Government securities | $8,462,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,462,000 | 3,459 |
| Securities issued by states & political subdivisions | $6,064,000 | 2,840 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,814,000 | 3,495 |
| Mortgage-backed securities | $8,462,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $3,994,000 | 2,777 |
| Issued or guaranteed by U.S. | $3,994,000 | 2,693 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,468,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $4,468,000 | 1,624 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $100,000 | 1,708 |
| Available-for-sale securities (fair market value) | $14,426,000 | 3,531 |
| Total debt securities | $14,526,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $15,181,000 | 3,782 |
| U.S. Government securities | $8,878,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,878,000 | 3,471 |
| Securities issued by states & political subdivisions | $6,303,000 | 2,867 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,514,000 | 3,597 |
| Mortgage-backed securities | $8,878,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $4,169,000 | 2,748 |
| Issued or guaranteed by U.S. | $4,169,000 | 2,674 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,709,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $4,709,000 | 1,571 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $375,000 | 1,636 |
| Available-for-sale securities (fair market value) | $14,806,000 | 3,548 |
| Total debt securities | $15,181,000 | 3,762 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $15,517,000 | 3,811 |
| U.S. Government securities | $9,152,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,152,000 | 3,459 |
| Securities issued by states & political subdivisions | $6,365,000 | 2,903 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,543,000 | 3,648 |
| Mortgage-backed securities | $9,152,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $4,316,000 | 2,751 |
| Issued or guaranteed by U.S. | $4,316,000 | 2,674 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,836,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,836,000 | 1,560 |
| 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) | $375,000 | 1,658 |
| Available-for-sale securities (fair market value) | $15,142,000 | 3,571 |
| Total debt securities | $15,517,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $15,873,000 | 3,827 |
| U.S. Government securities | $9,410,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,410,000 | 3,481 |
| Securities issued by states & political subdivisions | $6,463,000 | 2,945 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,499,000 | 3,682 |
| Mortgage-backed securities | $9,410,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $4,456,000 | 2,729 |
| Issued or guaranteed by U.S. | $4,456,000 | 2,683 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,954,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $4,954,000 | 1,543 |
| 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) | $575,000 | 1,625 |
| Available-for-sale securities (fair market value) | $15,298,000 | 3,602 |
| Total debt securities | $15,872,000 | 3,804 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $16,631,000 | 3,819 |
| U.S. Government securities | $9,917,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,917,000 | 3,489 |
| Securities issued by states & political subdivisions | $6,418,000 | 2,983 |
| Other domestic debt securities | $296,000 | 1,795 |
| 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 | $296,000 | 1,436 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,827,000 | 3,659 |
| Mortgage-backed securities | $9,917,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $4,816,000 | 2,700 |
| Issued or guaranteed by U.S. | $4,816,000 | 2,683 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,101,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,101,000 | 1,503 |
| 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) | $797,000 | 1,595 |
| Available-for-sale securities (fair market value) | $15,834,000 | 3,587 |
| Total debt securities | $16,631,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $17,366,000 | 3,814 |
| U.S. Government securities | $10,497,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,497,000 | 3,425 |
| Securities issued by states & political subdivisions | $6,573,000 | 3,014 |
| Other domestic debt securities | $296,000 | 1,988 |
| 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 | $296,000 | 1,439 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,204,000 | 3,812 |
| Mortgage-backed securities | $10,497,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $5,096,000 | 2,695 |
| Issued or guaranteed by U.S. | $5,096,000 | 2,571 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,401,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,401,000 | 1,476 |
| 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) | $799,000 | 1,624 |
| Available-for-sale securities (fair market value) | $16,567,000 | 3,597 |
| Total debt securities | $17,366,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $18,224,000 | 3,790 |
| U.S. Government securities | $11,113,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,113,000 | 3,435 |
| Securities issued by states & political subdivisions | $6,815,000 | 3,014 |
| Other domestic debt securities | $296,000 | 1,818 |
| 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 | $296,000 | 1,482 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,467,000 | 3,816 |
| Mortgage-backed securities | $11,113,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $5,413,000 | 2,694 |
| Issued or guaranteed by U.S. | $5,413,000 | 2,692 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,700,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $5,700,000 | 1,442 |
| 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) | $1,050,000 | 1,577 |
| Available-for-sale securities (fair market value) | $17,174,000 | 3,582 |
| Total debt securities | $18,224,000 | 3,770 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $16,516,000 | 3,986 |
| U.S. Government securities | $9,119,000 | 3,835 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,119,000 | 3,691 |
| Securities issued by states & political subdivisions | $7,094,000 | 3,053 |
| Other domestic debt securities | $303,000 | 1,812 |
| 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 | $303,000 | 1,488 |
| 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 | $3,519,000 | 3,854 |
| Mortgage-backed securities | $9,119,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $4,678,000 | 2,865 |
| Issued or guaranteed by U.S. | $4,678,000 | 2,860 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,441,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,441,000 | 1,579 |
| 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) | $1,171,000 | 1,583 |
| Available-for-sale securities (fair market value) | $15,345,000 | 3,795 |
| Total debt securities | $16,516,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $16,083,000 | 4,063 |
| U.S. Government securities | $8,627,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,627,000 | 3,784 |
| Securities issued by states & political subdivisions | $7,151,000 | 3,080 |
| Other domestic debt securities | $305,000 | 1,837 |
| 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 | $305,000 | 1,523 |
| 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 | $2,393,000 | 4,186 |
| Mortgage-backed securities | $8,627,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $4,969,000 | 2,861 |
| Issued or guaranteed by U.S. | $4,969,000 | 2,858 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,658,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $3,658,000 | 1,718 |
| 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) | $1,173,000 | 1,630 |
| Available-for-sale securities (fair market value) | $14,910,000 | 3,858 |
| Total debt securities | $16,083,000 | 4,038 |
| 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 | $16,559,000 | 4,075 |
| U.S. Government securities | $10,011,000 | 3,784 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,011,000 | 3,655 |
| Securities issued by states & political subdivisions | $6,243,000 | 3,248 |
| Other domestic debt securities | $305,000 | 1,868 |
| 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 | $305,000 | 1,550 |
| 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 | $3,488,000 | 3,946 |
| Mortgage-backed securities | $10,011,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $6,749,000 | 2,606 |
| Issued or guaranteed by U.S. | $6,749,000 | 2,605 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,262,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $3,262,000 | 1,814 |
| 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) | $1,175,000 | 1,656 |
| Available-for-sale securities (fair market value) | $15,384,000 | 3,855 |
| Total debt securities | $16,559,000 | 4,050 |
| 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 | $15,322,000 | 4,204 |
| U.S. Government securities | $9,361,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,361,000 | 3,780 |
| Securities issued by states & political subdivisions | $5,659,000 | 3,373 |
| Other domestic debt securities | $302,000 | 1,938 |
| 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 | $302,000 | 1,600 |
| 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 | $3,536,000 | 3,979 |
| Mortgage-backed securities | $9,361,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $6,740,000 | 2,650 |
| Issued or guaranteed by U.S. | $6,740,000 | 2,650 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,621,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 1,925 |
| 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) | $1,177,000 | 1,686 |
| Available-for-sale securities (fair market value) | $14,145,000 | 3,988 |
| Total debt securities | $15,322,000 | 4,182 |
| 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 | $15,538,000 | 4,194 |
| U.S. Government securities | $9,333,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,333,000 | 3,784 |
| Securities issued by states & political subdivisions | $5,804,000 | 3,372 |
| Other domestic debt securities | $401,000 | 1,915 |
| 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 | $401,000 | 1,575 |
| 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 | $3,628,000 | 3,989 |
| Mortgage-backed securities | $9,333,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $7,083,000 | 2,606 |
| Issued or guaranteed by U.S. | $7,083,000 | 2,602 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,250,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $2,250,000 | 2,015 |
| 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) | $1,290,000 | 1,681 |
| Available-for-sale securities (fair market value) | $14,248,000 | 3,970 |
| Total debt securities | $15,536,000 | 4,170 |
| 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 | $15,814,000 | 4,177 |
| U.S. Government securities | $9,630,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,630,000 | 3,775 |
| Securities issued by states & political subdivisions | $5,572,000 | 3,420 |
| Other domestic debt securities | $512,000 | 1,826 |
| 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 | $512,000 | 1,486 |
| Foreign debt securities | $100,000 | 322 |
| 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 | $3,964,000 | 3,980 |
| Mortgage-backed securities | $9,630,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $7,151,000 | 2,620 |
| Issued or guaranteed by U.S. | $7,151,000 | 2,619 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,479,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $2,479,000 | 1,981 |
| 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) | $1,293,000 | 1,703 |
| Available-for-sale securities (fair market value) | $14,521,000 | 3,974 |
| Total debt securities | $15,810,000 | 4,151 |
| 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 | $13,874,000 | 4,428 |
| U.S. Government securities | $8,177,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,177,000 | 4,071 |
| Securities issued by states & political subdivisions | $5,087,000 | 3,536 |
| Other domestic debt securities | $510,000 | 1,855 |
| 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 | $510,000 | 1,493 |
| Foreign debt securities | $100,000 | 323 |
| 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 | $4,041,000 | 4,018 |
| Mortgage-backed securities | $8,177,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $6,023,000 | 2,854 |
| Issued or guaranteed by U.S. | $6,023,000 | 2,851 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,154,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $2,154,000 | 2,079 |
| 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) | $1,347,000 | 1,742 |
| Available-for-sale securities (fair market value) | $12,527,000 | 4,214 |
| Total debt securities | $13,874,000 | 4,404 |
| 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 | $13,775,000 | 4,476 |
| U.S. Government securities | $8,127,000 | 4,314 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,127,000 | 4,195 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,626 |
| Other domestic debt securities | $598,000 | 1,815 |
| 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 | $598,000 | 1,458 |
| Foreign debt securities | $400,000 | 273 |
| 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 | $4,168,000 | 4,042 |
| Mortgage-backed securities | $8,127,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $6,364,000 | 2,805 |
| Issued or guaranteed by U.S. | $6,364,000 | 2,803 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,763,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $1,763,000 | 2,226 |
| 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) | $1,402,000 | 1,759 |
| Available-for-sale securities (fair market value) | $12,373,000 | 4,269 |
| Total debt securities | $13,775,000 | 4,455 |
| 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 | $13,710,000 | 4,552 |
| U.S. Government securities | $7,997,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,997,000 | 4,257 |
| Securities issued by states & political subdivisions | $5,113,000 | 3,535 |
| Other domestic debt securities | $399,000 | 1,968 |
| 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 | $399,000 | 1,602 |
| Foreign debt securities | $201,000 | 293 |
| 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 | $4,703,000 | 3,971 |
| Mortgage-backed securities | $7,997,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $6,054,000 | 2,866 |
| Issued or guaranteed by U.S. | $6,054,000 | 2,864 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,943,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $1,943,000 | 2,190 |
| 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) | $1,741,000 | 1,736 |
| Available-for-sale securities (fair market value) | $11,969,000 | 4,346 |
| Total debt securities | $13,710,000 | 4,531 |
| 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 | $13,117,000 | 4,687 |
| U.S. Government securities | $7,495,000 | 4,563 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,495,000 | 4,453 |
| Securities issued by states & political subdivisions | $4,866,000 | 3,636 |
| Other domestic debt securities | $553,000 | 1,838 |
| 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 | $553,000 | 1,469 |
| Foreign debt securities | $203,000 | 295 |
| 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 | $4,804,000 | 3,996 |
| Mortgage-backed securities | $7,495,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $5,847,000 | 2,936 |
| Issued or guaranteed by U.S. | $5,847,000 | 2,932 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,648,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,648,000 | 2,301 |
| 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) | $1,765,000 | 1,734 |
| Available-for-sale securities (fair market value) | $11,352,000 | 4,486 |
| Total debt securities | $13,117,000 | 4,665 |
| 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 | $13,085,000 | 4,777 |
| U.S. Government securities | $8,026,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,026,000 | 4,492 |
| Securities issued by states & political subdivisions | $4,292,000 | 3,766 |
| Other domestic debt securities | $563,000 | 1,839 |
| 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 | $563,000 | 1,471 |
| Foreign debt securities | $204,000 | 300 |
| 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 | $4,879,000 | 4,031 |
| Mortgage-backed securities | $8,026,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $6,215,000 | 2,971 |
| Issued or guaranteed by U.S. | $6,215,000 | 2,968 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,811,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $1,811,000 | 2,306 |
| 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) | $1,769,000 | 1,760 |
| Available-for-sale securities (fair market value) | $11,316,000 | 4,576 |
| Total debt securities | $13,085,000 | 4,753 |
| 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 | $12,985,000 | 4,854 |
| U.S. Government securities | $8,171,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,171,000 | 4,530 |
| Securities issued by states & political subdivisions | $4,044,000 | 3,808 |
| Other domestic debt securities | $565,000 | 1,896 |
| 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 | $565,000 | 1,507 |
| Foreign debt securities | $205,000 | 298 |
| 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 | $4,567,000 | 4,146 |
| Mortgage-backed securities | $8,171,000 | 3,228 |
| Certificates of participation in pools of residential mortgages | $6,653,000 | 2,946 |
| Issued or guaranteed by U.S. | $6,653,000 | 2,945 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,518,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,450 |
| 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) | $1,773,000 | 1,761 |
| Available-for-sale securities (fair market value) | $11,212,000 | 4,643 |
| Total debt securities | $12,983,000 | 4,830 |
| 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 | $13,792,000 | 4,837 |
| U.S. Government securities | $8,661,000 | 4,618 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,661,000 | 4,498 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,813 |
| Other domestic debt securities | $665,000 | 1,877 |
| 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 | $665,000 | 1,494 |
| Foreign debt securities | $206,000 | 280 |
| 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 | $4,504,000 | 4,230 |
| Mortgage-backed securities | $8,661,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $7,010,000 | 2,938 |
| Issued or guaranteed by U.S. | $7,010,000 | 2,937 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,651,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,651,000 | 2,448 |
| 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) | $1,877,000 | 1,769 |
| Available-for-sale securities (fair market value) | $11,915,000 | 4,628 |
| Total debt securities | $13,792,000 | 4,815 |
| 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 | $14,303,000 | 4,880 |
| U.S. Government securities | $9,125,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,125,000 | 4,543 |
| Securities issued by states & political subdivisions | $4,292,000 | 3,848 |
| Other domestic debt securities | $679,000 | 1,923 |
| 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 | $679,000 | 1,523 |
| Foreign debt securities | $207,000 | 272 |
| 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 | $4,517,000 | 4,272 |
| Mortgage-backed securities | $9,125,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $7,340,000 | 2,970 |
| Issued or guaranteed by U.S. | $7,340,000 | 2,968 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,785,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 2,443 |
| 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) | $1,901,000 | 1,788 |
| Available-for-sale securities (fair market value) | $12,402,000 | 4,674 |
| Total debt securities | $14,303,000 | 4,856 |
| 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 | $13,687,000 | 5,011 |
| U.S. Government securities | $8,696,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,696,000 | 4,671 |
| Securities issued by states & political subdivisions | $4,097,000 | 3,923 |
| Other domestic debt securities | $685,000 | 1,972 |
| 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 | $685,000 | 1,569 |
| Foreign debt securities | $209,000 | 275 |
| 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 | $4,608,000 | 4,302 |
| Mortgage-backed securities | $8,696,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $6,755,000 | 3,113 |
| Issued or guaranteed by U.S. | $6,755,000 | 3,112 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,941,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $1,941,000 | 2,431 |
| 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) | $1,930,000 | 1,808 |
| Available-for-sale securities (fair market value) | $11,757,000 | 4,800 |
| Total debt securities | $13,685,000 | 4,985 |
| 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 | $14,192,000 | 5,012 |
| U.S. Government securities | $9,112,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,112,000 | 4,661 |
| Securities issued by states & political subdivisions | $4,084,000 | 3,955 |
| Other domestic debt securities | $787,000 | 1,966 |
| 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 | $787,000 | 1,559 |
| Foreign debt securities | $209,000 | 273 |
| 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 | $4,334,000 | 4,390 |
| Mortgage-backed securities | $9,112,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $7,047,000 | 3,084 |
| Issued or guaranteed by U.S. | $7,047,000 | 3,084 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,065,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $2,065,000 | 2,387 |
| 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) | $1,934,000 | 1,804 |
| Available-for-sale securities (fair market value) | $12,258,000 | 4,786 |
| Total debt securities | $14,190,000 | 4,984 |
| 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 | $14,747,000 | 4,964 |
| U.S. Government securities | $9,587,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,587,000 | 4,575 |
| Securities issued by states & political subdivisions | $4,165,000 | 3,955 |
| Other domestic debt securities | $788,000 | 2,017 |
| 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 | $788,000 | 1,596 |
| Foreign debt securities | $207,000 | 278 |
| 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 | $4,395,000 | 4,371 |
| Mortgage-backed securities | $9,587,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $7,393,000 | 3,036 |
| Issued or guaranteed by U.S. | $7,393,000 | 3,034 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,194,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $2,194,000 | 2,320 |
| 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) | $2,044,000 | 1,771 |
| Available-for-sale securities (fair market value) | $12,703,000 | 4,768 |
| Total debt securities | $14,747,000 | 4,938 |
| 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 | $13,826,000 | 5,094 |
| U.S. Government securities | $9,174,000 | 4,786 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,174,000 | 4,690 |
| Securities issued by states & political subdivisions | $3,658,000 | 4,098 |
| Other domestic debt securities | $787,000 | 2,077 |
| 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 | $787,000 | 1,633 |
| Foreign debt securities | $207,000 | 290 |
| 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 | $4,354,000 | 4,423 |
| Mortgage-backed securities | $9,174,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $6,838,000 | 3,128 |
| Issued or guaranteed by U.S. | $6,838,000 | 3,125 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,336,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $2,336,000 | 2,305 |
| 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) | $2,147,000 | 1,732 |
| Available-for-sale securities (fair market value) | $11,679,000 | 4,936 |
| Total debt securities | $13,826,000 | 5,063 |
| 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 | $13,550,000 | 5,124 |
| U.S. Government securities | $9,087,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,087,000 | 4,701 |
| Securities issued by states & political subdivisions | $3,470,000 | 4,142 |
| Other domestic debt securities | $784,000 | 2,133 |
| 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 | $784,000 | 1,672 |
| Foreign debt securities | $209,000 | 274 |
| 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 | $4,559,000 | 4,368 |
| Mortgage-backed securities | $9,087,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $6,606,000 | 3,162 |
| Issued or guaranteed by U.S. | $6,606,000 | 3,160 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,481,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $2,481,000 | 2,318 |
| 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) | $2,151,000 | 1,667 |
| Available-for-sale securities (fair market value) | $11,399,000 | 4,970 |
| Total debt securities | $13,550,000 | 5,093 |
| 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 | $13,972,000 | 5,115 |
| U.S. Government securities | $9,171,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,171,000 | 4,738 |
| Securities issued by states & political subdivisions | $3,391,000 | 4,147 |
| Other domestic debt securities | $998,000 | 2,014 |
| 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 | $998,000 | 1,553 |
| Foreign debt securities | $412,000 | 250 |
| 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 | $4,384,000 | 4,451 |
| Mortgage-backed securities | $9,171,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $6,449,000 | 3,232 |
| Issued or guaranteed by U.S. | $6,449,000 | 3,230 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,722,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $2,722,000 | 2,300 |
| 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) | $2,355,000 | 1,593 |
| Available-for-sale securities (fair market value) | $11,617,000 | 5,000 |
| Total debt securities | $13,970,000 | 5,080 |
| 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 | $14,160,000 | 5,065 |
| U.S. Government securities | $9,172,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,172,000 | 4,723 |
| Securities issued by states & political subdivisions | $3,470,000 | 4,126 |
| Other domestic debt securities | $1,105,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,105,000 | 1,417 |
| Foreign debt securities | $413,000 | 242 |
| 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 | $4,548,000 | 4,403 |
| Mortgage-backed securities | $9,172,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $6,248,000 | 3,255 |
| Issued or guaranteed by U.S. | $6,248,000 | 3,253 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,924,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 2,308 |
| 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) | $2,435,000 | 1,599 |
| Available-for-sale securities (fair market value) | $11,725,000 | 4,959 |
| Total debt securities | $14,160,000 | 5,031 |
| 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 | $14,104,000 | 5,141 |
| U.S. Government securities | $9,302,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,302,000 | 4,808 |
| Securities issued by states & political subdivisions | $3,345,000 | 4,154 |
| Other domestic debt securities | $1,457,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,457,000 | 1,365 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,187,000 | 4,540 |
| Mortgage-backed securities | $9,302,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $6,162,000 | 3,434 |
| Issued or guaranteed by U.S. | $6,162,000 | 3,434 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,140,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $3,140,000 | 2,352 |
| 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) | $2,509,000 | 1,618 |
| Available-for-sale securities (fair market value) | $11,595,000 | 5,056 |
| Total debt securities | $14,106,000 | 5,109 |
| 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 | $14,644,000 | 5,098 |
| U.S. Government securities | $9,844,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,844,000 | 4,820 |
| Securities issued by states & political subdivisions | $3,355,000 | 4,099 |
| Other domestic debt securities | $1,445,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,445,000 | 1,378 |
| 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 | $3,767,000 | 4,720 |
| Mortgage-backed securities | $9,844,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $6,504,000 | 3,386 |
| Issued or guaranteed by U.S. | $6,504,000 | 3,385 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,340,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $3,340,000 | 2,317 |
| 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) | $2,513,000 | 1,617 |
| Available-for-sale securities (fair market value) | $12,131,000 | 5,049 |
| Total debt securities | $14,644,000 | 5,069 |
| 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 | $14,285,000 | 5,211 |
| U.S. Government securities | $9,478,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,478,000 | 4,979 |
| Securities issued by states & political subdivisions | $3,347,000 | 4,049 |
| Other domestic debt securities | $1,460,000 | 1,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,460,000 | 1,349 |
| 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 | $3,870,000 | 4,708 |
| Mortgage-backed securities | $9,478,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $6,566,000 | 3,365 |
| Issued or guaranteed by U.S. | $6,566,000 | 3,363 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,912,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $2,912,000 | 2,435 |
| 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) | $2,517,000 | 1,632 |
| Available-for-sale securities (fair market value) | $11,768,000 | 5,108 |
| Total debt securities | $14,285,000 | 5,184 |
| 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 | $13,973,000 | 5,224 |
| U.S. Government securities | $8,877,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,877,000 | 5,028 |
| Securities issued by states & political subdivisions | $3,662,000 | 3,939 |
| Other domestic debt securities | $1,434,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,434,000 | 1,271 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $8,877,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $5,761,000 | 3,447 |
| Issued or guaranteed by U.S. | $5,761,000 | 3,445 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,116,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $3,116,000 | 2,283 |
| 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) | $2,826,000 | 1,638 |
| Available-for-sale securities (fair market value) | $11,147,000 | 5,166 |
| Total debt securities | $13,973,000 | 5,197 |
| 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 | $12,040,000 | 5,445 |
| U.S. Government securities | $7,217,000 | 5,419 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,217,000 | 5,312 |
| Securities issued by states & political subdivisions | $3,557,000 | 3,915 |
| Other domestic debt securities | $1,266,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,266,000 | 1,313 |
| 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 | $3,525,000 | 4,624 |
| Mortgage-backed securities | $7,217,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $3,887,000 | 3,817 |
| Issued or guaranteed by U.S. | $3,887,000 | 3,806 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,330,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $3,330,000 | 2,212 |
| 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) | $3,056,000 | 1,617 |
| Available-for-sale securities (fair market value) | $8,984,000 | 5,439 |
| Total debt securities | $12,038,000 | 5,410 |
| 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 | $11,220,000 | 5,661 |
| U.S. Government securities | $6,471,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,471,000 | 5,598 |
| Securities issued by states & political subdivisions | $3,464,000 | 3,909 |
| Other domestic debt securities | $1,285,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,285,000 | 1,218 |
| 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 | $3,699,000 | 4,614 |
| Mortgage-backed securities | $6,471,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $3,524,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,524,000 | 3,884 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,947,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $2,947,000 | 2,258 |
| 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) | $2,858,000 | 1,681 |
| Available-for-sale securities (fair market value) | $8,362,000 | 5,601 |
| Total debt securities | $11,220,000 | 5,624 |
| 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 | $10,493,000 | 5,711 |
| U.S. Government securities | $5,989,000 | 5,816 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,989,000 | 5,691 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,912 |
| Other domestic debt securities | $965,000 | 2,036 |
| 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 | $965,000 | 1,437 |
| Foreign debt securities | $213,000 | 122 |
| 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 | $4,003,000 | 4,506 |
| Mortgage-backed securities | $5,989,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $3,286,000 | 3,896 |
| Issued or guaranteed by U.S. | $3,286,000 | 3,885 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,703,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 2,249 |
| 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) | $2,801,000 | 1,707 |
| Available-for-sale securities (fair market value) | $7,692,000 | 5,672 |
| Total debt securities | $10,495,000 | 5,679 |
| 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 | $9,420,000 | 5,799 |
| U.S. Government securities | $4,535,000 | 6,014 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,535,000 | 5,884 |
| Securities issued by states & political subdivisions | $3,602,000 | 3,832 |
| Other domestic debt securities | $1,069,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,069,000 | 1,320 |
| Foreign debt securities | $214,000 | 116 |
| 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 | $3,968,000 | 4,503 |
| Mortgage-backed securities | $4,535,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,539,000 | 4,035 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,996,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 2,377 |
| 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) | $3,074,000 | 1,673 |
| Available-for-sale securities (fair market value) | $6,346,000 | 5,814 |
| Total debt securities | $9,420,000 | 5,760 |
| 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 | $9,114,000 | 5,818 |
| U.S. Government securities | $3,970,000 | 6,174 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,970,000 | 6,056 |
| Securities issued by states & political subdivisions | $3,847,000 | 3,671 |
| Other domestic debt securities | $1,080,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,080,000 | 1,321 |
| Foreign debt securities | $217,000 | 112 |
| 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 | $4,099,000 | 4,521 |
| Mortgage-backed securities | $3,970,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $2,227,000 | 4,150 |
| Issued or guaranteed by U.S. | $2,227,000 | 4,141 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,743,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,743,000 | 2,424 |
| 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) | $3,307,000 | 1,679 |
| Available-for-sale securities (fair market value) | $5,807,000 | 5,906 |
| Total debt securities | $9,114,000 | 5,780 |
| 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 | $9,141,000 | 5,891 |
| U.S. Government securities | $4,319,000 | 6,199 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,319,000 | 6,083 |
| Securities issued by states & political subdivisions | $3,539,000 | 3,703 |
| Other domestic debt securities | $1,283,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,283,000 | 1,206 |
| 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 | $3,341,000 | 4,841 |
| Mortgage-backed securities | $4,319,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $2,396,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,396,000 | 4,124 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,923,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,272 |
| 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) | $3,007,000 | 1,785 |
| Available-for-sale securities (fair market value) | $6,134,000 | 5,925 |
| Total debt securities | $9,141,000 | 5,850 |
| 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 | $8,722,000 | 6,029 |
| U.S. Government securities | $4,086,000 | 6,366 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,086,000 | 6,256 |
| Securities issued by states & political subdivisions | $3,357,000 | 3,756 |
| Other domestic debt securities | $1,279,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,279,000 | 1,230 |
| 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 | $3,300,000 | 4,917 |
| Mortgage-backed securities | $4,086,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 4,426 |
| Issued or guaranteed by U.S. | $1,972,000 | 4,418 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,114,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $2,114,000 | 2,157 |
| 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) | $2,832,000 | 1,847 |
| Available-for-sale securities (fair market value) | $5,890,000 | 6,032 |
| Total debt securities | $8,722,000 | 5,980 |
| 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 | $9,074,000 | 5,960 |
| U.S. Government securities | $3,811,000 | 6,436 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,811,000 | 6,337 |
| Securities issued by states & political subdivisions | $3,984,000 | 3,574 |
| Other domestic debt securities | $1,279,000 | 2,115 |
| 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 | $1,279,000 | 1,260 |
| 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 | $1,759,000 | 5,566 |
| Mortgage-backed securities | $3,811,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 4,730 |
| Issued or guaranteed by U.S. | $1,492,000 | 4,720 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,319,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,319,000 | 2,059 |
| 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) | $3,459,000 | 1,753 |
| Available-for-sale securities (fair market value) | $5,615,000 | 6,093 |
| Total debt securities | $9,074,000 | 5,922 |
| 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 | $8,590,000 | 6,079 |
| U.S. Government securities | $3,021,000 | 6,700 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,021,000 | 6,603 |
| Securities issued by states & political subdivisions | $4,302,000 | 3,471 |
| Other domestic debt securities | $1,267,000 | 2,233 |
| 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 | $1,267,000 | 1,349 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,487,000 | 5,711 |
| Mortgage-backed securities | $3,021,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,350 |
| Issued or guaranteed by U.S. | $530,000 | 5,333 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,491,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $2,491,000 | 1,986 |
| 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) | $3,770,000 | 1,779 |
| Available-for-sale securities (fair market value) | $4,820,000 | 6,312 |
| Total debt securities | $8,590,000 | 6,033 |
| 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 | $8,252,000 | 6,136 |
| U.S. Government securities | $2,785,000 | 6,831 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,785,000 | 6,734 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,447 |
| Other domestic debt securities | $1,207,000 | 2,314 |
| 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 | $1,207,000 | 1,410 |
| 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 | $1,382,000 | 5,773 |
| Mortgage-backed securities | $2,785,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,785,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $2,785,000 | 1,897 |
| 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) | $3,733,000 | 1,785 |
| Available-for-sale securities (fair market value) | $4,519,000 | 6,363 |
| Total debt securities | $8,248,000 | 6,094 |
| 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 | $7,497,000 | 6,352 |
| U.S. Government securities | $3,064,000 | 6,838 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,064,000 | 6,749 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,395 |
| Other domestic debt securities | $282,000 | 2,972 |
| 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 | $282,000 | 2,184 |
| 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 | $1,383,000 | 5,819 |
| Mortgage-backed securities | $3,064,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,064,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $3,064,000 | 1,847 |
| 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) | $3,736,000 | 1,814 |
| Available-for-sale securities (fair market value) | $3,761,000 | 6,568 |
| Total debt securities | $7,497,000 | 6,302 |
| 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 | $7,520,000 | 6,405 |
| U.S. Government securities | $2,799,000 | 7,051 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,799,000 | 6,959 |
| Securities issued by states & political subdivisions | $4,721,000 | 3,179 |
| 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 | $1,651,000 | 5,746 |
| Mortgage-backed securities | $2,799,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,799,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $2,799,000 | 1,878 |
| 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) | $4,514,000 | 1,698 |
| Available-for-sale securities (fair market value) | $3,006,000 | 6,776 |
| Total debt securities | $7,520,000 | 6,367 |
| 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 | $7,425,000 | 6,401 |
| U.S. Government securities | $2,390,000 | 7,197 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,390,000 | 7,099 |
| Securities issued by states & political subdivisions | $5,035,000 | 3,082 |
| 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 | $1,666,000 | 5,785 |
| Mortgage-backed securities | $2,390,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,280 |
| Issued or guaranteed by U.S. | $7,000 | 6,260 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,383,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 1,902 |
| 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) | $4,827,000 | 1,678 |
| Available-for-sale securities (fair market value) | $2,598,000 | 6,860 |
| Total debt securities | $7,425,000 | 6,354 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $7,581,000 | 6,413 |
| U.S. Government securities | $2,418,000 | 7,235 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,418,000 | 7,148 |
| Securities issued by states & political subdivisions | $5,163,000 | 3,053 |
| 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 | $1,703,000 | 5,773 |
| Mortgage-backed securities | $2,418,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,274 |
| Issued or guaranteed by U.S. | $10,000 | 6,249 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,408,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $2,408,000 | 1,901 |
| 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) | $4,960,000 | 1,645 |
| Available-for-sale securities (fair market value) | $2,621,000 | 6,927 |
| Total debt securities | $7,581,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,121,000 | 6,322 |
| U.S. Government securities | $2,949,000 | 7,101 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,949,000 | 6,998 |
| Securities issued by states & political subdivisions | $5,172,000 | 3,083 |
| 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 | $2,060,000 | 5,573 |
| Mortgage-backed securities | $2,599,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,157 |
| Issued or guaranteed by U.S. | $28,000 | 6,128 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,571,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $2,571,000 | 1,838 |
| 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) | $4,962,000 | 1,662 |
| Available-for-sale securities (fair market value) | $3,159,000 | 6,827 |
| Total debt securities | $8,121,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,805,000 | 6,258 |
| U.S. Government securities | $3,379,000 | 7,087 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,379,000 | 6,973 |
| Securities issued by states & political subdivisions | $5,426,000 | 2,994 |
| 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 | $2,489,000 | 5,462 |
| Mortgage-backed securities | $2,535,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,949 |
| Issued or guaranteed by U.S. | $63,000 | 5,929 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,472,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 1,793 |
| 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) | $5,220,000 | 1,676 |
| Available-for-sale securities (fair market value) | $3,585,000 | 6,773 |
| Total debt securities | $8,805,000 | 6,194 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $9,594,000 | 6,155 |
| U.S. Government securities | $4,033,000 | 6,944 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,033,000 | 6,839 |
| Securities issued by states & political subdivisions | $5,561,000 | 2,926 |
| 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 | $3,145,000 | 5,175 |
| Mortgage-backed securities | $2,593,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,874 |
| Issued or guaranteed by U.S. | $76,000 | 5,851 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,517,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 1,732 |
| 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) | $5,358,000 | 1,701 |
| Available-for-sale securities (fair market value) | $4,236,000 | 6,650 |
| Total debt securities | $9,594,000 | 6,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,415,000 | 6,216 |
| U.S. Government securities | $4,054,000 | 6,974 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,054,000 | 6,855 |
| Securities issued by states & political subdivisions | $5,361,000 | 2,970 |
| 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 | $3,136,000 | 5,227 |
| Mortgage-backed securities | $2,624,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,868 |
| Issued or guaranteed by U.S. | $86,000 | 5,847 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,538,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 1,716 |
| 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) | $5,361,000 | 1,709 |
| Available-for-sale securities (fair market value) | $4,054,000 | 6,723 |
| Total debt securities | $9,415,000 | 6,157 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,669,000 | 6,212 |
| U.S. Government securities | $4,205,000 | 6,973 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,205,000 | 6,836 |
| Securities issued by states & political subdivisions | $5,464,000 | 2,950 |
| 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 | $1,545,000 | 5,972 |
| Mortgage-backed securities | $2,773,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,844 |
| Issued or guaranteed by U.S. | $98,000 | 5,820 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,675,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,675,000 | 1,675 |
| 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) | $5,464,000 | 1,727 |
| Available-for-sale securities (fair market value) | $4,205,000 | 6,712 |
| Total debt securities | $9,669,000 | 6,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $10,283,000 | 6,112 |
| U.S. Government securities | $4,042,000 | 7,073 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,042,000 | 6,944 |
| Securities issued by states & political subdivisions | $5,791,000 | 2,890 |
| Other domestic debt securities | $450,000 | 2,441 |
| 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 | $450,000 | 1,860 |
| 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 | $1,296,000 | 6,108 |
| Mortgage-backed securities | $2,613,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $113,000 | 5,823 |
| Issued or guaranteed by U.S. | $113,000 | 5,799 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,500,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 1,727 |
| 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) | $5,706,000 | 1,735 |
| Available-for-sale securities (fair market value) | $4,577,000 | 6,664 |
| Total debt securities | $10,283,000 | 6,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,915,000 | 6,227 |
| U.S. Government securities | $3,996,000 | 7,163 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,996,000 | 7,024 |
| Securities issued by states & political subdivisions | $5,469,000 | 2,944 |
| Other domestic debt securities | $450,000 | 2,477 |
| 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 | $450,000 | 1,906 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,000 | 6,168 |
| Mortgage-backed securities | $2,669,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $125,000 | 5,827 |
| Issued or guaranteed by U.S. | $125,000 | 5,798 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,544,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,544,000 | 1,697 |
| 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) | $5,384,000 | 1,830 |
| Available-for-sale securities (fair market value) | $4,531,000 | 6,703 |
| Total debt securities | $9,915,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,624,000 | 6,307 |
| U.S. Government securities | $3,959,000 | 7,204 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,959,000 | 7,061 |
| Securities issued by states & political subdivisions | $5,216,000 | 3,008 |
| Other domestic debt securities | $449,000 | 2,492 |
| 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 | $449,000 | 1,935 |
| 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 | $1,286,000 | 6,200 |
| Mortgage-backed securities | $2,648,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,846 |
| Issued or guaranteed by U.S. | $134,000 | 5,820 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,514,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $2,514,000 | 1,689 |
| 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) | $5,132,000 | 1,897 |
| Available-for-sale securities (fair market value) | $4,492,000 | 6,745 |
| Total debt securities | $9,623,000 | 6,246 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,075,000 | 6,507 |
| U.S. Government securities | $3,751,000 | 7,323 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,751,000 | 7,185 |
| Securities issued by states & political subdivisions | $4,773,000 | 3,152 |
| Other domestic debt securities | $551,000 | 2,351 |
| 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 | $551,000 | 1,807 |
| 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 | $1,187,000 | 6,268 |
| Mortgage-backed securities | $2,830,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $153,000 | 5,845 |
| Issued or guaranteed by U.S. | $153,000 | 5,821 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,677,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $2,677,000 | 1,652 |
| 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) | $4,688,000 | 1,973 |
| Available-for-sale securities (fair market value) | $4,387,000 | 6,810 |
| Total debt securities | $9,075,000 | 6,444 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $8,783,000 | 6,588 |
| U.S. Government securities | $3,748,000 | 7,337 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,748,000 | 7,192 |
| Securities issued by states & political subdivisions | $4,182,000 | 3,356 |
| Other domestic debt securities | $853,000 | 2,232 |
| 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 | $853,000 | 1,739 |
| 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 | $1,221,000 | 6,271 |
| Mortgage-backed securities | $2,964,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,860 |
| Issued or guaranteed by U.S. | $171,000 | 5,835 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,793,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $2,793,000 | 1,637 |
| 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) | $4,097,000 | 2,112 |
| Available-for-sale securities (fair market value) | $4,686,000 | 6,772 |
| Total debt securities | $8,783,000 | 6,531 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,394,000 | 6,469 |
| U.S. Government securities | $4,075,000 | 7,258 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,075,000 | 7,114 |
| Securities issued by states & political subdivisions | $4,261,000 | 3,306 |
| Other domestic debt securities | $1,058,000 | 2,050 |
| 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 | $1,058,000 | 1,589 |
| 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 | $927,000 | 6,526 |
| Mortgage-backed securities | $3,288,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,843 |
| Issued or guaranteed by U.S. | $194,000 | 5,824 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,094,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $3,094,000 | 1,575 |
| 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) | $4,175,000 | 2,111 |
| Available-for-sale securities (fair market value) | $5,219,000 | 6,663 |
| Total debt securities | $9,394,000 | 6,408 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,054,000 | 6,356 |
| U.S. Government securities | $4,568,000 | 7,139 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,568,000 | 6,991 |
| Securities issued by states & political subdivisions | $4,263,000 | 3,299 |
| Other domestic debt securities | $1,223,000 | 2,023 |
| 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 | $1,223,000 | 1,595 |
| 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 | $929,000 | 6,522 |
| Mortgage-backed securities | $3,772,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,844 |
| Issued or guaranteed by U.S. | $226,000 | 5,816 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,546,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $3,546,000 | 1,534 |
| 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) | $4,177,000 | 2,148 |
| Available-for-sale securities (fair market value) | $5,877,000 | 6,532 |
| Total debt securities | $10,054,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,516,000 | 6,541 |
| U.S. Government securities | $4,527,000 | 7,216 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,527,000 | 7,049 |
| Securities issued by states & political subdivisions | $3,561,000 | 3,568 |
| Other domestic debt securities | $1,428,000 | 1,986 |
| 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 | $1,428,000 | 1,596 |
| 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 | $926,000 | 6,572 |
| Mortgage-backed securities | $3,742,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,860 |
| Issued or guaranteed by U.S. | $259,000 | 5,841 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,483,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,483,000 | 1,583 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,475,000 | 2,320 |
| Available-for-sale securities (fair market value) | $6,041,000 | 6,571 |
| Total debt securities | $9,516,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,524,000 | 6,564 |
| U.S. Government securities | $4,340,000 | 7,318 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,340,000 | 7,158 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,590 |
| Other domestic debt securities | $1,652,000 | 1,925 |
| 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 | $1,652,000 | 1,549 |
| 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 | $875,000 | 6,597 |
| Mortgage-backed securities | $3,743,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,852 |
| Issued or guaranteed by U.S. | $291,000 | 5,838 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,452,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $3,452,000 | 1,618 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,004,000 | 2,453 |
| Available-for-sale securities (fair market value) | $6,520,000 | 6,454 |
| Total debt securities | $9,522,000 | 6,503 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $9,215,000 | 6,677 |
| U.S. Government securities | $3,965,000 | 7,467 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,965,000 | 7,316 |
| Securities issued by states & political subdivisions | $3,217,000 | 3,724 |
| Other domestic debt securities | $2,033,000 | 1,806 |
| 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 | $2,033,000 | 1,461 |
| 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 | $749,000 | 6,690 |
| Mortgage-backed securities | $3,965,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,809 |
| Issued or guaranteed by U.S. | $343,000 | 5,796 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,622,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,622,000 | 1,570 |
| 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) | $2,686,000 | 2,580 |
| Available-for-sale securities (fair market value) | $6,529,000 | 6,503 |
| Total debt securities | $9,215,000 | 6,612 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,943,000 | 6,596 |
| U.S. Government securities | $4,372,000 | 7,415 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,372,000 | 7,257 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,764 |
| Other domestic debt securities | $2,441,000 | 1,724 |
| 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 | $2,441,000 | 1,386 |
| 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 | $750,000 | 6,715 |
| Mortgage-backed securities | $4,372,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,805 |
| Issued or guaranteed by U.S. | $413,000 | 5,792 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,959,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,959,000 | 1,526 |
| 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) | $2,397,000 | 2,690 |
| Available-for-sale securities (fair market value) | $7,546,000 | 6,351 |
| Total debt securities | $9,943,000 | 6,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,300,000 | 6,506 |
| U.S. Government securities | $4,596,000 | 7,304 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,596,000 | 7,150 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,769 |
| Other domestic debt securities | $2,596,000 | 1,772 |
| 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 | $2,596,000 | 1,422 |
| 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 | $1,114,000 | 6,440 |
| Mortgage-backed securities | $4,596,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $516,000 | 5,698 |
| Issued or guaranteed by U.S. | $516,000 | 5,681 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,080,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $4,080,000 | 1,557 |
| 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) | $2,001,000 | 2,819 |
| Available-for-sale securities (fair market value) | $8,299,000 | 6,171 |
| Total debt securities | $10,300,000 | 6,421 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,848,000 | 6,432 |
| U.S. Government securities | $4,711,000 | 7,325 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,711,000 | 7,148 |
| Securities issued by states & political subdivisions | $3,233,000 | 3,765 |
| Other domestic debt securities | $2,904,000 | 1,722 |
| 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 | $2,904,000 | 1,441 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,000 | 6,416 |
| Mortgage-backed securities | $4,361,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,662 |
| Issued or guaranteed by U.S. | $583,000 | 5,642 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,778,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,778,000 | 1,708 |
| 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) | $1,857,000 | 2,932 |
| Available-for-sale securities (fair market value) | $8,991,000 | 6,076 |
| Total debt securities | $10,848,000 | 6,343 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $250,000 | 2,342 |
| 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 | $9,424,000 | 6,662 |
| U.S. Government securities | $2,761,000 | 7,926 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,761,000 | 7,750 |
| Securities issued by states & political subdivisions | $3,538,000 | 3,618 |
| Other domestic debt securities | $3,125,000 | 1,747 |
| 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 | $3,125,000 | 1,470 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,243,000 | 6,350 |
| Mortgage-backed securities | $2,109,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $677,000 | 5,604 |
| Issued or guaranteed by U.S. | $677,000 | 5,581 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,432,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,432,000 | 2,450 |
| 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) | $1,957,000 | 2,916 |
| Available-for-sale securities (fair market value) | $7,467,000 | 6,335 |
| Total debt securities | $9,424,000 | 6,562 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $251,000 | 2,091 |
| 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 | $10,180,000 | 6,454 |
| U.S. Government securities | $3,371,000 | 7,679 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,371,000 | 7,488 |
| Securities issued by states & political subdivisions | $3,646,000 | 3,555 |
| Other domestic debt securities | $3,163,000 | 1,807 |
| 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 | $3,163,000 | 1,525 |
| 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 | $1,114,000 | 6,436 |
| Mortgage-backed securities | $2,515,000 | 5,048 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,419 |
| Issued or guaranteed by U.S. | $938,000 | 5,398 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,577,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $1,577,000 | 2,546 |
| 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) | $2,047,000 | 2,875 |
| Available-for-sale securities (fair market value) | $8,133,000 | 6,155 |
| Total debt securities | $10,180,000 | 6,356 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,860 |
| Fair value | $253,000 | 1,880 |
| 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 | $9,694,000 | 6,568 |
| U.S. Government securities | $2,781,000 | 7,979 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,781,000 | 7,796 |
| Securities issued by states & political subdivisions | $3,584,000 | 3,507 |
| Other domestic debt securities | $3,329,000 | 1,758 |
| 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 | $3,329,000 | 1,478 |
| 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 | $1,159,000 | 6,443 |
| Mortgage-backed securities | $2,082,000 | 5,278 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,888 |
| Issued or guaranteed by U.S. | $477,000 | 5,869 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,605,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $1,605,000 | 2,647 |
| 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) | $1,978,000 | 2,980 |
| Available-for-sale securities (fair market value) | $7,716,000 | 6,266 |
| Total debt securities | $9,694,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $249,000 | 1,669 |
| 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 | $9,750,000 | 6,569 |
| U.S. Government securities | $2,678,000 | 8,064 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,678,000 | 7,866 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,415 |
| Other domestic debt securities | $3,321,000 | 1,738 |
| 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 | $3,321,000 | 1,482 |
| 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 | $1,330,000 | 6,337 |
| Mortgage-backed securities | $2,226,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,711 |
| Issued or guaranteed by U.S. | $606,000 | 5,694 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,620,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,674 |
| 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) | $1,950,000 | 3,049 |
| Available-for-sale securities (fair market value) | $7,800,000 | 6,247 |
| Total debt securities | $9,748,000 | 6,466 |
| 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 | $7,074,000 | 7,294 |
| U.S. Government securities | $552,000 | 9,052 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $552,000 | 8,896 |
| Securities issued by states & political subdivisions | $4,080,000 | 3,218 |
| Other domestic debt securities | $2,442,000 | 2,079 |
| 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 | $2,442,000 | 1,752 |
| 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 | $1,027,000 | 6,689 |
| Mortgage-backed securities | $196,000 | 6,789 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,837 |
| Issued or guaranteed by U.S. | $30,000 | 6,815 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $166,000 | 4,162 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,977 |
| 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) | $2,343,000 | 3,038 |
| Available-for-sale securities (fair market value) | $4,731,000 | 7,058 |
| Total debt securities | $7,074,000 | 7,192 |
| 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 | $7,780,000 | 7,417 |
| U.S. Government securities | $2,592,000 | 8,759 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,592,000 | 8,439 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,276 |
| Other domestic debt securities | $1,325,000 | 2,260 |
| 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 | $1,325,000 | 1,962 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,046,000 | 6,995 |
| Mortgage-backed securities | $56,000 | 7,080 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,627 |
| Issued or guaranteed by U.S. | $56,000 | 6,605 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,446,000 | 3,247 |
| Available-for-sale securities (fair market value) | $4,334,000 | 7,451 |
| Total debt securities | $7,763,000 | 7,316 |
| 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 | $7,134,000 | 7,950 |
| U.S. Government securities | $2,681,000 | 9,055 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,681,000 | 8,591 |
| Securities issued by states & political subdivisions | $3,539,000 | 3,599 |
| Other domestic debt securities | $897,000 | 2,474 |
| 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 | $897,000 | 2,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 7,111 |
| Mortgage-backed securities | $94,000 | 7,291 |
| Certificates of participation in pools of residential mortgages | $94,000 | 6,761 |
| Issued or guaranteed by U.S. | $94,000 | 6,743 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,032,000 | 3,373 |
| Available-for-sale securities (fair market value) | $3,102,000 | 8,049 |
| Total debt securities | $7,117,000 | 7,841 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,274 |
| Fair value | $100,000 | 1,275 |
| 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 | $6,802,000 | 8,092 |
| U.S. Government securities | $3,554,000 | 8,729 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,554,000 | 7,921 |
| Securities issued by states & political subdivisions | $3,027,000 | 3,956 |
| Other domestic debt securities | $204,000 | 3,203 |
| 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 | $204,000 | 2,676 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,000 | 6,651 |
| Mortgage-backed securities | $196,000 | 7,232 |
| Certificates of participation in pools of residential mortgages | $196,000 | 6,642 |
| Issued or guaranteed by U.S. | $196,000 | 6,621 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,623,000 | 3,935 |
| Available-for-sale securities (fair market value) | $3,179,000 | 8,034 |
| Total debt securities | $6,785,000 | 7,972 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,544 |
| Fair value | $100,000 | 1,554 |
| 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 | $8,247,000 | 8,013 |
| U.S. Government securities | $4,660,000 | 8,766 |
| U.S. Treasury securities | $203,000 | 7,692 |
| U.S. Government agency obligations | $4,457,000 | 7,596 |
| Securities issued by states & political subdivisions | $3,268,000 | 3,640 |
| Other domestic debt securities | $302,000 | 2,665 |
| 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 | $302,000 | 2,128 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 6,567 |
| Mortgage-backed securities | $316,000 | 7,329 |
| Certificates of participation in pools of residential mortgages | $296,000 | 6,633 |
| Issued or guaranteed by U.S. | $296,000 | 6,611 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $20,000 | 5,030 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 4,757 |
| 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) | $4,364,000 | 4,411 |
| Available-for-sale securities (fair market value) | $3,883,000 | 7,976 |
| Total debt securities | $8,230,000 | 7,886 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,750 |
| Fair value | $548,000 | 1,757 |
| 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 | $7,583,000 | 8,767 |
| U.S. Government securities | $4,537,000 | 9,393 |
| U.S. Treasury securities | $610,000 | 7,834 |
| U.S. Government agency obligations | $3,927,000 | 8,271 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,337 |
| Other domestic debt securities | $529,000 | 2,582 |
| 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 | $529,000 | 1,963 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,377,000 | 7,408 |
| Mortgage-backed securities | $322,000 | 7,868 |
| Certificates of participation in pools of residential mortgages | $264,000 | 7,277 |
| Issued or guaranteed by U.S. | $264,000 | 7,259 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $58,000 | 5,365 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 5,103 |
| 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) | $3,239,000 | 5,533 |
| Available-for-sale securities (fair market value) | $4,344,000 | 8,065 |
| Total debt securities | $7,566,000 | 8,673 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,100 |
| Fair value | $832,000 | 2,109 |
| 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 | $7,473,000 | 9,199 |
| U.S. Government securities | $3,723,000 | 10,213 |
| U.S. Treasury securities | $624,000 | 9,128 |
| U.S. Government agency obligations | $3,099,000 | 8,907 |
| Securities issued by states & political subdivisions | $2,799,000 | 4,146 |
| Other domestic debt securities | $934,000 | 2,580 |
| 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 | $934,000 | 2,016 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,341,000 | 7,647 |
| Mortgage-backed securities | $460,000 | 8,072 |
| Certificates of participation in pools of residential mortgages | $360,000 | 7,361 |
| Issued or guaranteed by U.S. | $360,000 | 7,330 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $100,000 | 5,720 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 5,440 |
| 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) | $4,087,000 | 5,427 |
| Available-for-sale securities (fair market value) | $3,386,000 | 8,758 |
| Total debt securities | $7,456,000 | 9,092 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,465 |
| Fair value | $1,031,000 | 2,478 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,465,000 | 9,741 |
| U.S. Government securities | $3,361,000 | 11,046 |
| U.S. Treasury securities | $803,000 | 9,993 |
| U.S. Government agency obligations | $2,558,000 | 9,461 |
| Securities issued by states & political subdivisions | $2,973,000 | 4,226 |
| Other domestic debt securities | $1,114,000 | 2,656 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,114,000 | 2,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 8,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,230,000 | 6,803 |
| Mortgage-backed securities | $456,000 | 8,621 |
| Certificates of participation in pools of residential mortgages | $456,000 | 7,507 |
| Issued or guaranteed by U.S. | $456,000 | 7,474 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,455,000 | 8,321 |
| Available-for-sale securities (fair market value) | $3,010,000 | 8,107 |
| Total debt securities | $7,448,000 | 9,657 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,984,000 | 9,900 |
| U.S. Government securities | $3,588,000 | 11,349 |
| U.S. Treasury securities | $600,000 | 10,634 |
| U.S. Government agency obligations | $2,988,000 | 9,409 |
| Securities issued by states & political subdivisions | $3,253,000 | 4,050 |
| Other domestic debt securities | $1,143,000 | 3,132 |
| Privately issued residential mortgage-backed securities | $9,000 | 3,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,134,000 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000 | 6,167 |
| Mortgage-backed securities | $647,000 | 8,970 |
| Certificates of participation in pools of residential mortgages | $638,000 | 7,748 |
| Issued or guaranteed by U.S. | $638,000 | 7,699 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $9,000 | 6,974 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $9,000 | 2,856 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,984,000 | 9,740 |
| 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 | $7,015,000 | 10,523 |
| U.S. Government securities | $3,044,000 | 12,059 |
| U.S. Treasury securities | $800,000 | 10,787 |
| U.S. Government agency obligations | $2,244,000 | 10,276 |
| Securities issued by states & political subdivisions | $2,601,000 | 4,404 |
| Other domestic debt securities | $1,370,000 | 3,579 |
| Privately issued residential mortgage-backed securities | $31,000 | 3,906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,339,000 | 2,542 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,400,000 | 6,626 |
| Mortgage-backed securities | $925,000 | 9,060 |
| Certificates of participation in pools of residential mortgages | $894,000 | 7,739 |
| Issued or guaranteed by U.S. | $894,000 | 7,673 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $31,000 | 7,205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $31,000 | 3,354 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,015,000 | 10,398 |
| 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 |