Home > Industrial and Commercial Bank of China USA > Securities
Industrial and Commercial Bank of China USA, Securities
| 2023-12-31 | Rank | |
| Total securities | $8,530,000 | 4,076 |
| U.S. Government securities | $8,530,000 | 3,693 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $8,530,000 | 3,363 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,530,000 | 3,052 |
| Mortgage-backed securities | $8,530,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,530,000 | 2,169 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $8,530,000 | 1,038 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $8,530,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $8,614,000 | 4,096 |
| U.S. Government securities | $8,614,000 | 3,702 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $8,614,000 | 3,351 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,614,000 | 3,002 |
| Mortgage-backed securities | $8,614,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,614,000 | 2,159 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,614,000 | 1,050 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $8,614,000 | 4,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $8,710,000 | 4,124 |
| U.S. Government securities | $8,710,000 | 3,737 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,710,000 | 3,390 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,710,000 | 2,979 |
| Mortgage-backed securities | $8,710,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,710,000 | 2,180 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $8,710,000 | 1,059 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $8,710,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $8,947,000 | 4,194 |
| U.S. Government securities | $8,947,000 | 3,795 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,947,000 | 3,388 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,947,000 | 2,893 |
| Mortgage-backed securities | $8,947,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,947,000 | 2,212 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $8,947,000 | 1,087 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $8,947,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $9,036,000 | 4,222 |
| U.S. Government securities | $9,036,000 | 3,816 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $9,036,000 | 3,395 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,036,000 | 2,804 |
| Mortgage-backed securities | $9,036,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,036,000 | 2,232 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $9,036,000 | 1,090 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $9,036,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $9,117,000 | 4,241 |
| U.S. Government securities | $9,117,000 | 3,827 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $9,117,000 | 3,393 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,117,000 | 2,746 |
| Mortgage-backed securities | $9,117,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,117,000 | 2,240 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $9,117,000 | 1,065 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $9,117,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $9,208,000 | 4,255 |
| U.S. Government securities | $9,208,000 | 3,839 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $9,208,000 | 3,413 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,208,000 | 2,740 |
| Mortgage-backed securities | $9,208,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $9,208,000 | 2,324 |
| Issued or guaranteed by U.S. | $9,208,000 | 2,263 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $9,208,000 | 993 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $9,208,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $8,940,000 | 4,225 |
| U.S. Government securities | $8,940,000 | 3,794 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $8,940,000 | 3,413 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,940,000 | 2,715 |
| Mortgage-backed securities | $8,940,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $8,940,000 | 2,377 |
| Issued or guaranteed by U.S. | $8,940,000 | 2,319 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $8,940,000 | 913 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $8,940,000 | 4,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $9,224,000 | 4,181 |
| U.S. Government securities | $9,224,000 | 3,656 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,224,000 | 3,372 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,224,000 | 2,708 |
| Mortgage-backed securities | $9,224,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $9,224,000 | 2,356 |
| Issued or guaranteed by U.S. | $9,224,000 | 2,290 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $9,224,000 | 801 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $9,224,000 | 4,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $10,568,000 | 4,115 |
| U.S. Government securities | $10,568,000 | 3,501 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,568,000 | 3,263 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,568,000 | 2,605 |
| Mortgage-backed securities | $10,568,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $10,568,000 | 2,245 |
| Issued or guaranteed by U.S. | $10,568,000 | 2,190 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $10,568,000 | 725 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $10,568,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $11,364,000 | 4,052 |
| U.S. Government securities | $11,364,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,364,000 | 3,192 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,364,000 | 2,525 |
| Mortgage-backed securities | $11,364,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $11,364,000 | 2,150 |
| Issued or guaranteed by U.S. | $11,364,000 | 2,093 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $11,364,000 | 680 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $11,364,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $9,380,000 | 4,142 |
| U.S. Government securities | $9,380,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,380,000 | 3,281 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,380,000 | 2,676 |
| Mortgage-backed securities | $9,380,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $9,380,000 | 2,257 |
| Issued or guaranteed by U.S. | $9,380,000 | 2,189 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $9,380,000 | 706 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $9,380,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $10,517,000 | 3,995 |
| U.S. Government securities | $10,517,000 | 3,236 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,517,000 | 3,086 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,517,000 | 2,552 |
| Mortgage-backed securities | $10,517,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $10,517,000 | 2,043 |
| Issued or guaranteed by U.S. | $10,517,000 | 1,989 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $10,517,000 | 642 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $10,517,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $11,921,000 | 3,858 |
| U.S. Government securities | $11,921,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,921,000 | 2,940 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,921,000 | 2,432 |
| Mortgage-backed securities | $11,921,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $11,921,000 | 1,914 |
| Issued or guaranteed by U.S. | $11,921,000 | 1,860 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $11,921,000 | 610 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $11,921,000 | 3,835 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $12,453,000 | 3,821 |
| U.S. Government securities | $12,453,000 | 3,043 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $12,453,000 | 2,902 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,453,000 | 2,401 |
| Mortgage-backed securities | $12,453,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $12,453,000 | 1,847 |
| Issued or guaranteed by U.S. | $12,453,000 | 1,798 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $12,453,000 | 601 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $12,453,000 | 3,799 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $13,301,000 | 3,746 |
| U.S. Government securities | $13,301,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,301,000 | 2,859 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $13,301,000 | 2,268 |
| Mortgage-backed securities | $13,301,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $13,301,000 | 1,763 |
| Issued or guaranteed by U.S. | $13,301,000 | 1,713 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $13,301,000 | 595 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $13,301,000 | 3,726 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $13,114,000 | 3,821 |
| U.S. Government securities | $13,114,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,114,000 | 2,924 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,114,000 | 2,291 |
| Mortgage-backed securities | $13,114,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $13,114,000 | 1,722 |
| Issued or guaranteed by U.S. | $13,114,000 | 1,676 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $13,114,000 | 635 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $13,114,000 | 3,800 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $13,693,000 | 3,838 |
| U.S. Government securities | $13,693,000 | 3,072 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,693,000 | 2,919 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,693,000 | 2,292 |
| Mortgage-backed securities | $13,693,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $13,693,000 | 1,677 |
| Issued or guaranteed by U.S. | $13,693,000 | 1,626 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $13,693,000 | 658 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $13,693,000 | 3,817 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $14,889,000 | 3,803 |
| U.S. Government securities | $14,889,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,889,000 | 2,849 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,889,000 | 2,232 |
| Mortgage-backed securities | $14,889,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $14,889,000 | 1,578 |
| Issued or guaranteed by U.S. | $14,889,000 | 1,552 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $14,889,000 | 668 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $14,889,000 | 3,783 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $15,476,000 | 3,814 |
| U.S. Government securities | $15,476,000 | 3,009 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $15,476,000 | 2,840 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,476,000 | 2,243 |
| Mortgage-backed securities | $15,476,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $15,476,000 | 1,535 |
| Issued or guaranteed by U.S. | $15,476,000 | 1,509 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $15,476,000 | 660 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $15,476,000 | 3,793 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $15,782,000 | 3,830 |
| U.S. Government securities | $15,782,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $15,782,000 | 2,836 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,782,000 | 2,220 |
| Mortgage-backed securities | $15,782,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $15,782,000 | 1,530 |
| Issued or guaranteed by U.S. | $15,782,000 | 1,515 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $15,782,000 | 691 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $15,782,000 | 3,808 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $16,304,000 | 3,837 |
| U.S. Government securities | $16,304,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,304,000 | 2,831 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,034,000 | 2,201 |
| Mortgage-backed securities | $16,304,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $16,304,000 | 1,522 |
| Issued or guaranteed by U.S. | $16,304,000 | 1,516 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $16,304,000 | 692 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $16,304,000 | 3,815 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $16,854,000 | 3,849 |
| U.S. Government securities | $16,854,000 | 2,943 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,854,000 | 2,798 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,854,000 | 2,186 |
| Mortgage-backed securities | $16,854,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $16,854,000 | 1,527 |
| Issued or guaranteed by U.S. | $16,854,000 | 1,465 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $16,854,000 | 698 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $16,854,000 | 3,828 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $17,395,000 | 3,846 |
| U.S. Government securities | $17,395,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,395,000 | 2,838 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,395,000 | 2,169 |
| Mortgage-backed securities | $17,395,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $17,395,000 | 1,530 |
| Issued or guaranteed by U.S. | $17,395,000 | 1,527 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $17,395,000 | 705 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $17,395,000 | 3,823 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $17,808,000 | 3,872 |
| U.S. Government securities | $17,808,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,808,000 | 2,821 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,808,000 | 2,160 |
| Mortgage-backed securities | $17,808,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $17,808,000 | 1,539 |
| Issued or guaranteed by U.S. | $17,808,000 | 1,538 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $17,808,000 | 711 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $17,808,000 | 3,852 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $18,209,000 | 3,890 |
| U.S. Government securities | $18,209,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,209,000 | 2,831 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,209,000 | 2,160 |
| Mortgage-backed securities | $18,209,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $18,209,000 | 1,544 |
| Issued or guaranteed by U.S. | $18,209,000 | 1,541 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $18,209,000 | 729 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $18,209,000 | 3,862 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $19,336,000 | 3,858 |
| U.S. Government securities | $19,336,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,336,000 | 2,798 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $19,336,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $19,336,000 | 1,527 |
| Issued or guaranteed by U.S. | $19,336,000 | 1,526 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $19,336,000 | 707 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $19,336,000 | 3,832 |
| 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 | $1,000 | 144 |
| 2017-03-31 | Rank | |
| Total securities | $20,164,000 | 3,841 |
| U.S. Government securities | $20,164,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $20,164,000 | 2,777 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $20,164,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $20,164,000 | 1,516 |
| Issued or guaranteed by U.S. | $20,164,000 | 1,516 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $20,164,000 | 702 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $20,164,000 | 3,816 |
| 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 | $13,000 | 140 |
| 2016-12-31 | Rank | |
| Total securities | $20,824,000 | 3,813 |
| U.S. Government securities | $20,824,000 | 2,851 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,824,000 | 2,716 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $20,824,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $20,824,000 | 1,485 |
| Issued or guaranteed by U.S. | $20,824,000 | 1,485 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $20,824,000 | 698 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $20,824,000 | 3,784 |
| 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 | $23,000 | 141 |
| 2016-09-30 | Rank | |
| Total securities | $21,728,000 | 3,737 |
| U.S. Government securities | $21,728,000 | 2,764 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,728,000 | 2,653 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $21,728,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $21,728,000 | 1,472 |
| Issued or guaranteed by U.S. | $21,728,000 | 1,471 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $21,728,000 | 689 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $21,728,000 | 3,706 |
| 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 | $36,000 | 142 |
| 2016-06-30 | Rank | |
| Total securities | $22,688,000 | 3,747 |
| U.S. Government securities | $22,688,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $22,688,000 | 2,656 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $22,688,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $22,688,000 | 1,445 |
| Issued or guaranteed by U.S. | $22,688,000 | 1,441 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $22,688,000 | 699 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $22,688,000 | 3,717 |
| 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 | $51,000 | 143 |
| 2016-03-31 | Rank | |
| Total securities | $2,750,000 | 5,621 |
| U.S. Government securities | $2,750,000 | 5,161 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,750,000 | 5,058 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $2,750,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $2,750,000 | 3,558 |
| Issued or guaranteed by U.S. | $2,750,000 | 3,554 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,750,000 | 1,554 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $2,750,000 | 5,597 |
| 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 | $62,000 | 138 |
| 2015-12-31 | Rank | |
| Total securities | $3,185,000 | 5,627 |
| U.S. Government securities | $3,185,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,185,000 | 5,053 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $3,185,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,451 |
| Issued or guaranteed by U.S. | $3,185,000 | 3,447 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,185,000 | 1,529 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $3,185,000 | 5,600 |
| 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 | $68,000 | 138 |
| 2015-09-30 | Rank | |
| Total securities | $3,204,000 | 5,715 |
| U.S. Government securities | $3,204,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,204,000 | 5,157 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $3,204,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $3,204,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,204,000 | 3,485 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $3,204,000 | 1,539 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $3,204,000 | 5,687 |
| 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 | $88,000 | 142 |
| 2015-06-30 | Rank | |
| Total securities | $3,517,000 | 5,759 |
| U.S. Government securities | $3,517,000 | 5,301 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,517,000 | 5,189 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $3,517,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $3,517,000 | 3,503 |
| Issued or guaranteed by U.S. | $3,517,000 | 3,499 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,517,000 | 1,526 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $3,517,000 | 5,734 |
| 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 | $104,000 | 144 |
| 2015-03-31 | Rank | |
| Total securities | $3,572,000 | 5,807 |
| U.S. Government securities | $3,572,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,572,000 | 5,266 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $3,572,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $3,572,000 | 3,551 |
| Issued or guaranteed by U.S. | $3,572,000 | 3,547 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,572,000 | 1,524 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $3,572,000 | 5,782 |
| 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 | $153,000 | 141 |
| 2014-12-31 | Rank | |
| Total securities | $4,245,000 | 5,837 |
| U.S. Government securities | $4,245,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,245,000 | 5,231 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $4,245,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $4,245,000 | 3,466 |
| Issued or guaranteed by U.S. | $4,245,000 | 3,461 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $4,245,000 | 1,470 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $4,245,000 | 5,813 |
| 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 | $190,000 | 134 |
| 2014-09-30 | Rank | |
| Total securities | $4,302,000 | 5,915 |
| U.S. Government securities | $4,302,000 | 5,421 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,302,000 | 5,309 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $4,302,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $4,302,000 | 3,537 |
| Issued or guaranteed by U.S. | $4,302,000 | 3,536 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,302,000 | 1,481 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $4,302,000 | 5,891 |
| 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 | $241,000 | 126 |
| 2014-06-30 | Rank | |
| Total securities | $4,358,000 | 5,978 |
| U.S. Government securities | $4,358,000 | 5,490 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,358,000 | 5,383 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $4,358,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $4,358,000 | 3,568 |
| Issued or guaranteed by U.S. | $4,358,000 | 3,567 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,358,000 | 1,499 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $4,358,000 | 5,952 |
| 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 | $297,000 | 124 |
| 2014-03-31 | Rank | |
| Total securities | $5,817,000 | 5,866 |
| U.S. Government securities | $5,817,000 | 5,291 |
| U.S. Treasury securities | $1,402,000 | 799 |
| U.S. Government agency obligations | $4,415,000 | 5,421 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,000 | 5,202 |
| Mortgage-backed securities | $4,415,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $4,415,000 | 3,601 |
| Issued or guaranteed by U.S. | $4,415,000 | 3,600 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,415,000 | 1,496 |
| Available-for-sale securities (fair market value) | $1,402,000 | 5,961 |
| Total debt securities | $5,817,000 | 5,842 |
| 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 | $340,000 | 115 |
| 2013-12-31 | Rank | |
| Total securities | $5,877,000 | 5,899 |
| U.S. Government securities | $5,877,000 | 5,285 |
| U.S. Treasury securities | $1,408,000 | 763 |
| U.S. Government agency obligations | $4,469,000 | 5,439 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,408,000 | 5,251 |
| Mortgage-backed securities | $4,469,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,469,000 | 3,584 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,469,000 | 1,475 |
| Available-for-sale securities (fair market value) | $1,408,000 | 6,032 |
| Total debt securities | $5,877,000 | 5,876 |
| 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 | $381,000 | 115 |
| 2013-09-30 | Rank | |
| Total securities | $5,940,000 | 5,955 |
| U.S. Government securities | $5,940,000 | 5,323 |
| U.S. Treasury securities | $1,415,000 | 745 |
| U.S. Government agency obligations | $4,525,000 | 5,475 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,415,000 | 5,297 |
| Mortgage-backed securities | $4,525,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $4,525,000 | 3,585 |
| Issued or guaranteed by U.S. | $4,525,000 | 3,581 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,525,000 | 1,440 |
| Available-for-sale securities (fair market value) | $1,415,000 | 6,109 |
| Total debt securities | $5,940,000 | 5,928 |
| 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 | $498,000 | 110 |
| 2013-06-30 | Rank | |
| Total securities | $5,998,000 | 5,944 |
| U.S. Government securities | $5,998,000 | 5,313 |
| U.S. Treasury securities | $1,420,000 | 764 |
| U.S. Government agency obligations | $4,578,000 | 5,466 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 5,321 |
| Mortgage-backed securities | $4,578,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $4,578,000 | 3,575 |
| Issued or guaranteed by U.S. | $4,578,000 | 3,570 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,578,000 | 1,375 |
| Available-for-sale securities (fair market value) | $1,420,000 | 6,146 |
| Total debt securities | $5,998,000 | 5,917 |
| 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 | $600,000 | 102 |
| 2013-03-31 | Rank | |
| Total securities | $6,716,000 | 5,911 |
| U.S. Government securities | $6,716,000 | 5,227 |
| U.S. Treasury securities | $1,426,000 | 779 |
| U.S. Government agency obligations | $5,290,000 | 5,370 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,426,000 | 5,377 |
| Mortgage-backed securities | $5,290,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $5,290,000 | 3,458 |
| Issued or guaranteed by U.S. | $5,290,000 | 3,454 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,290,000 | 1,275 |
| Available-for-sale securities (fair market value) | $1,426,000 | 6,200 |
| Total debt securities | $6,716,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $727,000 | 99 |
| 2012-12-31 | Rank | |
| Total securities | $6,779,000 | 5,931 |
| U.S. Government securities | $6,779,000 | 5,218 |
| U.S. Treasury securities | $1,431,000 | 760 |
| U.S. Government agency obligations | $5,348,000 | 5,380 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,431,000 | 5,412 |
| Mortgage-backed securities | $5,348,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $5,348,000 | 3,446 |
| Issued or guaranteed by U.S. | $5,348,000 | 3,444 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,348,000 | 1,276 |
| Available-for-sale securities (fair market value) | $1,431,000 | 6,242 |
| Total debt securities | $6,779,000 | 5,904 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,000 | 240 |
| Revaluation gains on off-balance sheet contracts | $1,000 | 123 |
| Revaluation losses on off-balance sheet contracts | $814,000 | 92 |
| 2012-09-30 | Rank | |
| Total securities | $6,839,000 | 6,034 |
| U.S. Government securities | $6,839,000 | 5,329 |
| U.S. Treasury securities | $1,436,000 | 721 |
| U.S. Government agency obligations | $5,403,000 | 5,505 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,436,000 | 5,479 |
| Mortgage-backed securities | $5,403,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $5,403,000 | 3,597 |
| Issued or guaranteed by U.S. | $5,403,000 | 3,597 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $5,403,000 | 1,286 |
| Available-for-sale securities (fair market value) | $1,436,000 | 6,330 |
| Total debt securities | $6,839,000 | 6,008 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $1,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $989,000 | 92 |
| 2012-06-30 | Rank | |
| Total securities | $7,152,000 | 6,045 |
| U.S. Government securities | $7,152,000 | 5,379 |
| U.S. Treasury securities | $1,400,000 | 706 |
| U.S. Government agency obligations | $5,752,000 | 5,513 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 5,559 |
| Mortgage-backed securities | $5,752,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $5,752,000 | 3,543 |
| Issued or guaranteed by U.S. | $5,752,000 | 3,542 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,752,000 | 1,243 |
| Available-for-sale securities (fair market value) | $1,400,000 | 6,401 |
| Total debt securities | $7,152,000 | 6,019 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $2,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $2,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $1,023,000 | 91 |
| 2012-03-31 | Rank | |
| Total securities | $4,345,000 | 6,468 |
| U.S. Government securities | $4,345,000 | 5,985 |
| U.S. Treasury securities | $1,400,000 | 764 |
| U.S. Government agency obligations | $2,945,000 | 6,164 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 5,588 |
| Mortgage-backed securities | $2,945,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $2,945,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,945,000 | 4,217 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,945,000 | 1,569 |
| Available-for-sale securities (fair market value) | $1,400,000 | 6,452 |
| Total debt securities | $4,345,000 | 6,439 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $5,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $5,000 | 113 |
| Revaluation losses on off-balance sheet contracts | $1,161,000 | 85 |
| 2011-12-31 | Rank | |
| Total securities | $4,386,000 | 6,496 |
| U.S. Government securities | $4,386,000 | 5,975 |
| U.S. Treasury securities | $1,400,000 | 711 |
| U.S. Government agency obligations | $2,986,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 5,329 |
| Mortgage-backed securities | $2,986,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,986,000 | 4,129 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,986,000 | 1,617 |
| Available-for-sale securities (fair market value) | $1,400,000 | 6,462 |
| Total debt securities | $4,386,000 | 6,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $15,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $15,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $1,896,000 | 74 |
| 2011-09-30 | Rank | |
| Total securities | $2,175,000 | 6,868 |
| U.S. Government securities | $2,175,000 | 6,501 |
| U.S. Treasury securities | $1,400,000 | 741 |
| U.S. Government agency obligations | $775,000 | 6,737 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| 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 | $1,400,000 | 5,339 |
| Mortgage-backed securities | $775,000 | 5,292 |
| Certificates of participation in pools of residential mortgages | $775,000 | 4,933 |
| Issued or guaranteed by U.S. | $775,000 | 4,924 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $775,000 | 2,222 |
| Available-for-sale securities (fair market value) | $1,400,000 | 6,545 |
| Total debt securities | $2,175,000 | 6,830 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $5,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $5,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $2,982,000 | 67 |
| 2011-06-30 | Rank | |
| Total securities | $3,655,000 | 6,745 |
| U.S. Government securities | $3,655,000 | 6,303 |
| U.S. Treasury securities | $2,850,000 | 623 |
| U.S. Government agency obligations | $805,000 | 6,826 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $2,850,000 | 4,880 |
| Mortgage-backed securities | $805,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $805,000 | 4,923 |
| Issued or guaranteed by U.S. | $805,000 | 4,915 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $805,000 | 2,225 |
| Available-for-sale securities (fair market value) | $2,850,000 | 6,394 |
| Total debt securities | $3,655,000 | 6,713 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $13,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $13,000 | 87 |
| Revaluation losses on off-balance sheet contracts | $3,854,000 | 62 |
| 2011-03-31 | Rank | |
| Total securities | $3,683,000 | 6,777 |
| U.S. Government securities | $3,683,000 | 6,317 |
| U.S. Treasury securities | $2,849,000 | 656 |
| U.S. Government agency obligations | $834,000 | 6,866 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,849,000 | 4,901 |
| Mortgage-backed securities | $834,000 | 5,250 |
| Certificates of participation in pools of residential mortgages | $834,000 | 4,875 |
| Issued or guaranteed by U.S. | $834,000 | 4,868 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $834,000 | 2,230 |
| Available-for-sale securities (fair market value) | $2,849,000 | 6,431 |
| Total debt securities | $3,683,000 | 6,740 |
| 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 | $6,063,000 | 6,347 |
| U.S. Government securities | $6,063,000 | 5,666 |
| U.S. Treasury securities | $5,200,000 | 486 |
| U.S. Government agency obligations | $863,000 | 6,863 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,200,000 | 4,134 |
| Mortgage-backed securities | $863,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $863,000 | 4,785 |
| Issued or guaranteed by U.S. | $863,000 | 4,777 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $863,000 | 2,228 |
| Available-for-sale securities (fair market value) | $5,200,000 | 6,003 |
| Total debt securities | $6,063,000 | 6,316 |
| 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 | $7,489,000 | 6,099 |
| U.S. Government securities | $7,489,000 | 5,307 |
| U.S. Treasury securities | $6,598,000 | 386 |
| U.S. Government agency obligations | $891,000 | 6,935 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,598,000 | 3,848 |
| Mortgage-backed securities | $891,000 | 5,260 |
| Certificates of participation in pools of residential mortgages | $891,000 | 4,784 |
| Issued or guaranteed by U.S. | $891,000 | 4,776 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $891,000 | 2,268 |
| Available-for-sale securities (fair market value) | $6,598,000 | 5,763 |
| Total debt securities | $7,489,000 | 6,060 |
| 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 | $8,218,000 | 6,054 |
| U.S. Government securities | $8,218,000 | 5,290 |
| U.S. Treasury securities | $7,299,000 | 356 |
| U.S. Government agency obligations | $919,000 | 7,041 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,299,000 | 3,746 |
| Mortgage-backed securities | $919,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $919,000 | 4,806 |
| Issued or guaranteed by U.S. | $919,000 | 4,799 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $919,000 | 2,324 |
| Available-for-sale securities (fair market value) | $7,299,000 | 5,721 |
| Total debt securities | $8,218,000 | 6,012 |
| 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 | $8,243,000 | 6,107 |
| U.S. Government securities | $8,243,000 | 5,369 |
| U.S. Treasury securities | $7,296,000 | 349 |
| U.S. Government agency obligations | $947,000 | 7,121 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,296,000 | 3,824 |
| Mortgage-backed securities | $947,000 | 5,345 |
| Certificates of participation in pools of residential mortgages | $947,000 | 4,918 |
| Issued or guaranteed by U.S. | $947,000 | 4,909 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $947,000 | 2,356 |
| Available-for-sale securities (fair market value) | $7,296,000 | 5,773 |
| Total debt securities | $8,243,000 | 6,064 |
| 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 | $8,874,000 | 5,999 |
| U.S. Government securities | $8,874,000 | 5,190 |
| U.S. Treasury securities | $7,900,000 | 300 |
| U.S. Government agency obligations | $974,000 | 7,138 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,900,000 | 3,727 |
| Mortgage-backed securities | $974,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $974,000 | 4,975 |
| Issued or guaranteed by U.S. | $974,000 | 4,966 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $974,000 | 2,397 |
| Available-for-sale securities (fair market value) | $7,900,000 | 5,683 |
| Total debt securities | $8,874,000 | 5,951 |
| 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 | $9,647,000 | 5,892 |
| U.S. Government securities | $9,647,000 | 5,084 |
| U.S. Treasury securities | $8,646,000 | 275 |
| U.S. Government agency obligations | $1,001,000 | 7,207 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,646,000 | 3,599 |
| Mortgage-backed securities | $1,001,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $1,001,000 | 5,060 |
| Issued or guaranteed by U.S. | $1,001,000 | 5,048 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,001,000 | 2,453 |
| Available-for-sale securities (fair market value) | $8,646,000 | 5,552 |
| Total debt securities | $9,647,000 | 5,849 |
| 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 | $9,976,000 | 5,829 |
| U.S. Government securities | $9,976,000 | 4,987 |
| U.S. Treasury securities | $8,948,000 | 251 |
| U.S. Government agency obligations | $1,028,000 | 7,253 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,948,000 | 3,546 |
| Mortgage-backed securities | $1,028,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 5,091 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,075 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,028,000 | 2,466 |
| Available-for-sale securities (fair market value) | $8,948,000 | 5,516 |
| Total debt securities | $9,976,000 | 5,781 |
| 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 | $10,796,000 | 5,746 |
| U.S. Government securities | $10,796,000 | 4,939 |
| U.S. Treasury securities | $9,742,000 | 214 |
| U.S. Government agency obligations | $1,054,000 | 7,335 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,742,000 | 3,462 |
| Mortgage-backed securities | $1,054,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $1,054,000 | 5,153 |
| Issued or guaranteed by U.S. | $1,054,000 | 5,136 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,054,000 | 2,499 |
| Available-for-sale securities (fair market value) | $9,742,000 | 5,411 |
| Total debt securities | $10,796,000 | 5,700 |
| 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 | $10,830,000 | 5,770 |
| U.S. Government securities | $10,830,000 | 4,981 |
| U.S. Treasury securities | $9,750,000 | 191 |
| U.S. Government agency obligations | $1,080,000 | 7,415 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $9,750,000 | 3,492 |
| Mortgage-backed securities | $1,080,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 5,130 |
| Issued or guaranteed by U.S. | $1,080,000 | 5,116 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,080,000 | 2,495 |
| Available-for-sale securities (fair market value) | $9,750,000 | 5,433 |
| Total debt securities | $10,830,000 | 5,728 |
| 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 | $11,062,000 | 5,684 |
| U.S. Government securities | $11,062,000 | 4,876 |
| U.S. Treasury securities | $9,956,000 | 190 |
| U.S. Government agency obligations | $1,106,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $9,956,000 | 3,455 |
| Mortgage-backed securities | $1,106,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 5,093 |
| Issued or guaranteed by U.S. | $1,106,000 | 5,078 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,106,000 | 2,487 |
| Available-for-sale securities (fair market value) | $9,956,000 | 5,359 |
| Total debt securities | $11,062,000 | 5,646 |
| 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 | $26,480,000 | 3,744 |
| U.S. Government securities | $26,480,000 | 2,886 |
| U.S. Treasury securities | $12,682,000 | 144 |
| U.S. Government agency obligations | $13,798,000 | 4,349 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $22,954,000 | 2,023 |
| Mortgage-backed securities | $3,526,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 4,121 |
| Issued or guaranteed by U.S. | $3,526,000 | 4,106 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,526,000 | 1,865 |
| Available-for-sale securities (fair market value) | $22,954,000 | 3,645 |
| Total debt securities | $26,480,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $10,250,000 | 115 |
| Fair value | $10,272,000 | 115 |
| 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 | $28,661,000 | 3,533 |
| U.S. Government securities | $28,661,000 | 2,717 |
| U.S. Treasury securities | $4,225,000 | 322 |
| U.S. Government agency obligations | $24,436,000 | 3,007 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $25,100,000 | 1,876 |
| Mortgage-backed securities | $3,561,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $3,561,000 | 4,001 |
| Issued or guaranteed by U.S. | $3,561,000 | 3,987 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,561,000 | 1,880 |
| Available-for-sale securities (fair market value) | $25,100,000 | 3,457 |
| Total debt securities | $28,661,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $20,746,000 | 56 |
| Fair value | $20,875,000 | 56 |
| 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 | $31,059,000 | 3,370 |
| U.S. Government securities | $31,059,000 | 2,599 |
| U.S. Treasury securities | $4,681,000 | 338 |
| U.S. Government agency obligations | $26,378,000 | 2,886 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $27,463,000 | 1,727 |
| Mortgage-backed securities | $3,596,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $3,596,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,596,000 | 3,661 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,596,000 | 1,939 |
| Available-for-sale securities (fair market value) | $27,463,000 | 3,237 |
| Total debt securities | $31,059,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $22,731,000 | 82 |
| Fair value | $22,782,000 | 82 |
| 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 | $31,463,000 | 3,335 |
| U.S. Government securities | $31,463,000 | 2,586 |
| U.S. Treasury securities | $5,102,000 | 322 |
| U.S. Government agency obligations | $26,361,000 | 2,920 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $27,832,000 | 1,670 |
| Mortgage-backed securities | $3,631,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $3,631,000 | 3,500 |
| Issued or guaranteed by U.S. | $3,631,000 | 3,485 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,625,000 | 1,807 |
| Available-for-sale securities (fair market value) | $26,838,000 | 3,274 |
| Total debt securities | $31,463,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $22,711,000 | 100 |
| Fair value | $22,730,000 | 98 |
| 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 | $36,404,000 | 2,972 |
| U.S. Government securities | $34,405,000 | 2,380 |
| U.S. Treasury securities | $4,172,000 | 431 |
| U.S. Government agency obligations | $30,233,000 | 2,597 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,999,000 | 1,514 |
| 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 | $1,999,000 | 1,007 |
| 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 | $30,741,000 | 1,509 |
| Mortgage-backed securities | $3,664,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 3,451 |
| Issued or guaranteed by U.S. | $3,664,000 | 3,439 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,646,000 | 1,816 |
| Available-for-sale securities (fair market value) | $31,758,000 | 2,888 |
| Total debt securities | $36,404,000 | 2,931 |
| Structured notes | ||
| Amortized cost | $28,628,000 | 74 |
| Fair value | $28,568,000 | 72 |
| 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 | $36,886,000 | 2,971 |
| U.S. Government securities | $34,885,000 | 2,381 |
| U.S. Treasury securities | $4,174,000 | 459 |
| U.S. Government agency obligations | $30,711,000 | 2,570 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,001,000 | 1,515 |
| 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 | $2,001,000 | 1,021 |
| 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 | $31,187,000 | 1,514 |
| Mortgage-backed securities | $3,698,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $3,698,000 | 3,411 |
| Issued or guaranteed by U.S. | $3,698,000 | 3,391 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,692,000 | 1,850 |
| Available-for-sale securities (fair market value) | $32,194,000 | 2,863 |
| Total debt securities | $36,886,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $29,073,000 | 76 |
| Fair value | $29,014,000 | 74 |
| 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 | $39,334,000 | 2,847 |
| U.S. Government securities | $37,333,000 | 2,285 |
| U.S. Treasury securities | $6,636,000 | 371 |
| U.S. Government agency obligations | $30,697,000 | 2,612 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,001,000 | 1,512 |
| 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 | $2,001,000 | 1,043 |
| 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 | $33,602,000 | 1,415 |
| Mortgage-backed securities | $3,731,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $3,731,000 | 3,413 |
| Issued or guaranteed by U.S. | $3,731,000 | 3,399 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,712,000 | 1,867 |
| Available-for-sale securities (fair market value) | $34,622,000 | 2,727 |
| Total debt securities | $39,334,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $29,042,000 | 87 |
| Fair value | $28,967,000 | 85 |
| 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 | $42,890,000 | 2,671 |
| U.S. Government securities | $38,888,000 | 2,220 |
| U.S. Treasury securities | $5,643,000 | 429 |
| U.S. Government agency obligations | $33,245,000 | 2,476 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,002,000 | 1,138 |
| 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 | $4,002,000 | 731 |
| 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 | $35,125,000 | 1,345 |
| Mortgage-backed securities | $3,763,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $3,763,000 | 3,425 |
| Issued or guaranteed by U.S. | $3,763,000 | 3,407 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,757,000 | 1,923 |
| Available-for-sale securities (fair market value) | $38,133,000 | 2,529 |
| Total debt securities | $42,890,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $33,560,000 | 75 |
| Fair value | $33,484,000 | 74 |
| 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 | $42,560,000 | 2,692 |
| U.S. Government securities | $38,559,000 | 2,233 |
| U.S. Treasury securities | $6,140,000 | 428 |
| U.S. Government agency obligations | $32,419,000 | 2,522 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,001,000 | 1,132 |
| 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 | $4,001,000 | 740 |
| 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 | $34,764,000 | 1,342 |
| Mortgage-backed securities | $3,795,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $3,795,000 | 3,397 |
| Issued or guaranteed by U.S. | $3,795,000 | 3,385 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,777,000 | 1,944 |
| Available-for-sale securities (fair market value) | $37,783,000 | 2,546 |
| Total debt securities | $42,560,000 | 2,650 |
| Structured notes | ||
| Amortized cost | $32,834,000 | 90 |
| Fair value | $32,625,000 | 87 |
| 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 | $37,769,000 | 2,989 |
| U.S. Government securities | $29,766,000 | 2,825 |
| U.S. Treasury securities | $6,128,000 | 461 |
| U.S. Government agency obligations | $23,638,000 | 3,269 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $8,003,000 | 835 |
| 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 | $8,003,000 | 510 |
| 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 | $20,997,000 | 2,068 |
| Mortgage-backed securities | $3,828,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $3,828,000 | 3,409 |
| Issued or guaranteed by U.S. | $3,828,000 | 3,395 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,822,000 | 1,955 |
| Available-for-sale securities (fair market value) | $32,947,000 | 2,861 |
| Total debt securities | $37,769,000 | 2,942 |
| Structured notes | ||
| Amortized cost | $28,004,000 | 123 |
| Fair value | $27,813,000 | 119 |
| 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 | $34,818,000 | 3,156 |
| U.S. Government securities | $26,810,000 | 3,062 |
| U.S. Treasury securities | $4,174,000 | 627 |
| U.S. Government agency obligations | $22,636,000 | 3,341 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $8,008,000 | 840 |
| 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 | $8,008,000 | 530 |
| 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 | $20,964,000 | 2,045 |
| Mortgage-backed securities | $2,859,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $2,859,000 | 3,802 |
| Issued or guaranteed by U.S. | $2,859,000 | 3,786 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,854,000 | 2,161 |
| Available-for-sale securities (fair market value) | $30,964,000 | 3,009 |
| Total debt securities | $34,818,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $28,012,000 | 121 |
| Fair value | $27,785,000 | 120 |
| 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 | $38,336,000 | 2,909 |
| U.S. Government securities | $30,321,000 | 2,731 |
| U.S. Treasury securities | $9,132,000 | 359 |
| U.S. Government agency obligations | $21,189,000 | 3,474 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $8,015,000 | 848 |
| 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 | $8,015,000 | 543 |
| 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 | $20,876,000 | 2,015 |
| Mortgage-backed securities | $1,495,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,495,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,495,000 | 4,598 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,481,000 | 2,504 |
| Available-for-sale securities (fair market value) | $35,855,000 | 2,636 |
| Total debt securities | $38,336,000 | 2,861 |
| Structured notes | ||
| Amortized cost | $28,021,000 | 116 |
| Fair value | $27,709,000 | 116 |
| 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 | $36,986,000 | 3,044 |
| U.S. Government securities | $28,964,000 | 2,882 |
| U.S. Treasury securities | $6,184,000 | 478 |
| U.S. Government agency obligations | $22,780,000 | 3,347 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $8,022,000 | 855 |
| 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 | $8,022,000 | 556 |
| 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 | $21,274,000 | 1,976 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $997,000 | 3,164 |
| Available-for-sale securities (fair market value) | $35,989,000 | 2,671 |
| Total debt securities | $36,986,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $31,038,000 | 101 |
| Fair value | $30,802,000 | 101 |
| 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 | $36,945,000 | 3,076 |
| U.S. Government securities | $28,918,000 | 2,931 |
| U.S. Treasury securities | $6,160,000 | 527 |
| U.S. Government agency obligations | $22,758,000 | 3,412 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $8,027,000 | 885 |
| 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 | $8,027,000 | 599 |
| 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 | $23,224,000 | 1,852 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $989,000 | 3,224 |
| Available-for-sale securities (fair market value) | $35,956,000 | 2,696 |
| Total debt securities | $36,945,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $31,105,000 | 96 |
| Fair value | $30,785,000 | 96 |
| 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 | $46,081,000 | 2,582 |
| U.S. Government securities | $31,007,000 | 2,791 |
| U.S. Treasury securities | $6,175,000 | 526 |
| U.S. Government agency obligations | $24,832,000 | 3,164 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $15,074,000 | 634 |
| 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 | $15,074,000 | 394 |
| 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 | $24,239,000 | 1,767 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,244 |
| Available-for-sale securities (fair market value) | $45,083,000 | 2,233 |
| Total debt securities | $46,081,000 | 2,538 |
| Structured notes | ||
| Amortized cost | $40,220,000 | 63 |
| Fair value | $39,906,000 | 65 |
| 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 | $43,297,000 | 2,704 |
| U.S. Government securities | $31,158,000 | 2,759 |
| U.S. Treasury securities | $6,192,000 | 513 |
| U.S. Government agency obligations | $24,966,000 | 3,138 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $12,139,000 | 720 |
| 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 | $12,139,000 | 478 |
| 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 | $25,379,000 | 1,651 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $993,000 | 3,309 |
| Available-for-sale securities (fair market value) | $42,304,000 | 2,369 |
| Total debt securities | $43,297,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $37,324,000 | 75 |
| Fair value | $37,105,000 | 75 |
| 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 | $40,953,000 | 2,882 |
| U.S. Government securities | $28,862,000 | 2,951 |
| U.S. Treasury securities | $1,196,000 | 1,278 |
| U.S. Government agency obligations | $27,666,000 | 2,934 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $12,091,000 | 736 |
| 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 | $12,091,000 | 498 |
| 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 | $27,179,000 | 1,553 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $999,000 | 3,321 |
| Available-for-sale securities (fair market value) | $39,954,000 | 2,508 |
| Total debt securities | $40,953,000 | 2,825 |
| Structured notes | ||
| Amortized cost | $27,098,000 | 113 |
| Fair value | $27,081,000 | 111 |
| 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 | $46,876,000 | 2,595 |
| U.S. Government securities | $30,679,000 | 2,762 |
| U.S. Treasury securities | $1,202,000 | 1,239 |
| U.S. Government agency obligations | $29,477,000 | 2,760 |
| Securities issued by states & political subdivisions | $100,000 | 6,468 |
| Other domestic debt securities | $16,097,000 | 666 |
| 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 | $16,097,000 | 431 |
| 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 | $27,935,000 | 1,507 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,096,000 | 3,263 |
| Available-for-sale securities (fair market value) | $45,780,000 | 2,269 |
| Total debt securities | $46,876,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $31,108,000 | 73 |
| Fair value | $31,078,000 | 75 |
| 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 | $67,956,000 | 1,899 |
| U.S. Government securities | $67,855,000 | 1,447 |
| U.S. Treasury securities | $22,448,000 | 224 |
| U.S. Government agency obligations | $45,407,000 | 1,999 |
| Securities issued by states & political subdivisions | $101,000 | 6,546 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,119,000 | 1,469 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,347,000 | 869 |
| Available-for-sale securities (fair market value) | $45,609,000 | 2,316 |
| Total debt securities | $67,956,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $14,995,000 | 188 |
| Fair value | $14,975,000 | 182 |
| 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 | $30,732,000 | 3,570 |
| U.S. Government securities | $30,631,000 | 2,773 |
| U.S. Treasury securities | $201,000 | 2,149 |
| U.S. Government agency obligations | $30,430,000 | 2,693 |
| Securities issued by states & political subdivisions | $101,000 | 6,586 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,423,000 | 2,413 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,000 | 4,405 |
| Available-for-sale securities (fair market value) | $30,631,000 | 3,105 |
| Total debt securities | $30,732,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $29,141,000 | 3,632 |
| U.S. Government securities | $28,989,000 | 2,810 |
| U.S. Treasury securities | $200,000 | 2,196 |
| U.S. Government agency obligations | $28,789,000 | 2,721 |
| Securities issued by states & political subdivisions | $152,000 | 6,486 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,577,000 | 2,347 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,000 | 4,043 |
| Available-for-sale securities (fair market value) | $28,789,000 | 3,155 |
| Total debt securities | $29,141,000 | 3,556 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $32,687,000 | 3,305 |
| U.S. Government securities | $32,535,000 | 2,535 |
| U.S. Treasury securities | $201,000 | 2,240 |
| U.S. Government agency obligations | $32,334,000 | 2,439 |
| Securities issued by states & political subdivisions | $152,000 | 6,473 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,334,000 | 2,393 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $353,000 | 4,116 |
| Available-for-sale securities (fair market value) | $32,334,000 | 2,880 |
| Total debt securities | $32,687,000 | 3,225 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $27,068,000 | 3,780 |
| U.S. Government securities | $26,865,000 | 2,939 |
| U.S. Treasury securities | $202,000 | 2,378 |
| U.S. Government agency obligations | $26,663,000 | 2,821 |
| Securities issued by states & political subdivisions | $203,000 | 6,386 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,825,000 | 2,320 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $405,000 | 4,157 |
| Available-for-sale securities (fair market value) | $26,663,000 | 3,279 |
| Total debt securities | $27,068,000 | 3,700 |
| 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 | $15,513,000 | 5,278 |
| U.S. Government securities | $15,003,000 | 4,378 |
| U.S. Treasury securities | $205,000 | 2,937 |
| U.S. Government agency obligations | $14,798,000 | 4,202 |
| Securities issued by states & political subdivisions | $510,000 | 5,916 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,085,000 | 2,322 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $715,000 | 4,072 |
| Available-for-sale securities (fair market value) | $14,798,000 | 4,641 |
| Total debt securities | $15,513,000 | 5,184 |
| 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 | $52,672,000 | 2,079 |
| U.S. Government securities | $51,744,000 | 1,546 |
| U.S. Treasury securities | $199,000 | 4,009 |
| U.S. Government agency obligations | $51,545,000 | 1,445 |
| Securities issued by states & political subdivisions | $604,000 | 5,914 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $324,000 | 4,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,700,000 | 2,269 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $803,000 | 4,630 |
| Available-for-sale securities (fair market value) | $51,869,000 | 1,652 |
| Total debt securities | $52,348,000 | 2,017 |
| 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 | $61,637,000 | 1,854 |
| U.S. Government securities | $59,329,000 | 1,427 |
| U.S. Treasury securities | $198,000 | 5,214 |
| U.S. Government agency obligations | $59,131,000 | 1,294 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,632 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $315,000 | 4,757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,200,000 | 2,312 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $2,191,000 | 4,135 |
| Available-for-sale securities (fair market value) | $59,446,000 | 1,456 |
| Total debt securities | $61,322,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $36,196,000 | 3,087 |
| U.S. Government securities | $31,552,000 | 2,696 |
| U.S. Treasury securities | $198,000 | 6,663 |
| U.S. Government agency obligations | $31,354,000 | 2,282 |
| Securities issued by states & political subdivisions | $4,329,000 | 3,229 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $315,000 | 4,516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,200,000 | 3,222 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $4,527,000 | 3,577 |
| Available-for-sale securities (fair market value) | $31,669,000 | 2,659 |
| Total debt securities | $35,881,000 | 3,023 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $51,242,000 | 2,226 |
| U.S. Government securities | $45,632,000 | 1,991 |
| U.S. Treasury securities | $198,000 | 7,799 |
| U.S. Government agency obligations | $45,434,000 | 1,568 |
| Securities issued by states & political subdivisions | $4,582,000 | 2,930 |
| Other domestic debt securities | $713,000 | 2,070 |
| 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 | $713,000 | 1,649 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $315,000 | 4,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,700,000 | 4,183 |
| Mortgage-backed securities | $241,000 | 7,502 |
| Certificates of participation in pools of residential mortgages | $241,000 | 6,796 |
| Issued or guaranteed by U.S. | $241,000 | 6,775 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,414,000 | 3,119 |
| Available-for-sale securities (fair market value) | $42,828,000 | 1,871 |
| Total debt securities | $50,927,000 | 2,181 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $54,965,000 | 2,225 |
| U.S. Government securities | $49,203,000 | 1,984 |
| U.S. Treasury securities | $195,000 | 8,648 |
| U.S. Government agency obligations | $49,008,000 | 1,497 |
| Securities issued by states & political subdivisions | $4,676,000 | 2,974 |
| Other domestic debt securities | $671,000 | 2,407 |
| 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 | $671,000 | 1,834 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $415,000 | 3,888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,700,000 | 4,281 |
| Mortgage-backed securities | $649,000 | 7,292 |
| Certificates of participation in pools of residential mortgages | $649,000 | 6,376 |
| Issued or guaranteed by U.S. | $649,000 | 6,360 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,748,000 | 2,849 |
| Available-for-sale securities (fair market value) | $43,217,000 | 1,896 |
| Total debt securities | $54,550,000 | 2,164 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $39,904,000 | 3,155 |
| U.S. Government securities | $33,577,000 | 3,001 |
| U.S. Treasury securities | $1,703,000 | 7,506 |
| U.S. Government agency obligations | $31,874,000 | 2,190 |
| Securities issued by states & political subdivisions | $5,315,000 | 2,687 |
| Other domestic debt securities | $630,000 | 2,921 |
| 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 | $630,000 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $382,000 | 3,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 8,107 |
| Mortgage-backed securities | $1,374,000 | 6,861 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 5,588 |
| Issued or guaranteed by U.S. | $1,374,000 | 5,558 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,023,000 | 2,410 |
| Available-for-sale securities (fair market value) | $23,881,000 | 3,420 |
| Total debt securities | $39,522,000 | 3,100 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $26,935,000 | 4,680 |
| U.S. Government securities | $20,819,000 | 4,768 |
| U.S. Treasury securities | $4,259,000 | 6,046 |
| U.S. Government agency obligations | $16,560,000 | 3,732 |
| Securities issued by states & political subdivisions | $5,774,000 | 2,612 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $342,000 | 3,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 8,373 |
| Mortgage-backed securities | $1,430,000 | 7,221 |
| Certificates of participation in pools of residential mortgages | $1,430,000 | 5,825 |
| Issued or guaranteed by U.S. | $1,430,000 | 5,799 |
| 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) | $18,633,000 | 3,649 |
| Available-for-sale securities (fair market value) | $8,302,000 | 5,339 |
| Total debt securities | $26,593,000 | 4,656 |
| 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 | $14,518,000 | 7,566 |
| U.S. Government securities | $9,170,000 | 8,392 |
| U.S. Treasury securities | $1,025,000 | 9,816 |
| U.S. Government agency obligations | $8,145,000 | 6,306 |
| Securities issued by states & political subdivisions | $5,026,000 | 2,995 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $322,000 | 3,775 |
| 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 | 5,452 |
| Mortgage-backed securities | $3,427,000 | 6,145 |
| Certificates of participation in pools of residential mortgages | $3,427,000 | 4,582 |
| Issued or guaranteed by U.S. | $3,427,000 | 4,544 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,196,000 | 7,506 |
| 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 | $12,985,000 | 8,010 |
| U.S. Government securities | $9,731,000 | 8,174 |
| U.S. Treasury securities | $501,000 | 11,307 |
| U.S. Government agency obligations | $9,230,000 | 5,825 |
| Securities issued by states & political subdivisions | $2,943,000 | 4,110 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $311,000 | 3,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,037,000 | 8,573 |
| Mortgage-backed securities | $3,262,000 | 6,567 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 4,976 |
| Issued or guaranteed by U.S. | $3,262,000 | 4,918 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,674,000 | 8,001 |
| 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 |