Home > State Bank of India > Securities
State Bank of India, Securities
| 2023-12-31 | Rank | |
| Total securities | $72,950,000 | 2,109 |
| U.S. Government securities | $39,410,000 | 2,152 |
| U.S. Treasury securities | $39,410,000 | 564 |
| U.S. Government agency obligations | $0 | 4,259 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $72,950,000 | 1,892 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $75,854,000 | 2,024 |
| U.S. Government securities | $43,997,000 | 2,022 |
| U.S. Treasury securities | $43,997,000 | 529 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $75,854,000 | 1,807 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,900,345,000 | 83 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $75,146,000 | 2,179 |
| U.S. Government securities | $47,322,000 | 2,066 |
| U.S. Treasury securities | $47,322,000 | 543 |
| U.S. Government agency obligations | $0 | 4,337 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $75,145,000 | 1,950 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $69,863,000 | 2,307 |
| U.S. Government securities | $42,153,000 | 2,206 |
| U.S. Treasury securities | $42,153,000 | 641 |
| U.S. Government agency obligations | $0 | 4,362 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $69,864,000 | 2,070 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $65,615,000 | 2,411 |
| U.S. Government securities | $37,700,000 | 2,369 |
| U.S. Treasury securities | $37,700,000 | 707 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $65,615,000 | 2,167 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $62,904,000 | 2,496 |
| U.S. Government securities | $32,691,000 | 2,566 |
| U.S. Treasury securities | $32,691,000 | 770 |
| U.S. Government agency obligations | $0 | 4,450 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $62,904,000 | 2,295 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $65,073,000 | 2,401 |
| U.S. Government securities | $32,750,000 | 2,515 |
| U.S. Treasury securities | $32,750,000 | 676 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $65,073,000 | 2,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $48,967,000 | 2,715 |
| U.S. Government securities | $29,922,000 | 2,481 |
| U.S. Treasury securities | $29,922,000 | 520 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $48,966,000 | 2,549 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $45,952,000 | 2,740 |
| U.S. Government securities | $24,998,000 | 2,607 |
| U.S. Treasury securities | $24,998,000 | 479 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $45,951,000 | 2,579 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $57,197,000 | 2,382 |
| U.S. Government securities | $34,999,000 | 2,139 |
| U.S. Treasury securities | $34,999,000 | 313 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $57,197,000 | 2,241 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $50,436,000 | 2,430 |
| U.S. Government securities | $34,998,000 | 2,020 |
| U.S. Treasury securities | $34,998,000 | 232 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $50,436,000 | 2,285 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $49,471,000 | 2,348 |
| U.S. Government securities | $31,999,000 | 2,003 |
| U.S. Treasury securities | $31,999,000 | 192 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $49,471,000 | 2,202 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $51,108,000 | 2,186 |
| U.S. Government securities | $31,989,000 | 1,928 |
| U.S. Treasury securities | $31,989,000 | 191 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $51,109,000 | 2,041 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $61,174,000 | 1,877 |
| U.S. Government securities | $39,998,000 | 1,678 |
| U.S. Treasury securities | $39,998,000 | 179 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $61,175,000 | 1,753 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $64,185,000 | 1,759 |
| U.S. Government securities | $39,991,000 | 1,691 |
| U.S. Treasury securities | $39,991,000 | 170 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $64,185,000 | 1,631 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $73,796,000 | 1,592 |
| U.S. Government securities | $39,666,000 | 1,716 |
| U.S. Treasury securities | $39,666,000 | 184 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,988,000 | 511 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $73,796,000 | 1,474 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $78,002,000 | 1,521 |
| U.S. Government securities | $39,557,000 | 1,733 |
| U.S. Treasury securities | $39,557,000 | 181 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,963,000 | 512 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $78,003,000 | 1,400 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $87,376,000 | 1,421 |
| U.S. Government securities | $34,924,000 | 1,925 |
| U.S. Treasury securities | $34,924,000 | 192 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,203,000 | 294 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $87,376,000 | 1,295 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $92,957,000 | 1,372 |
| U.S. Government securities | $39,881,000 | 1,781 |
| U.S. Treasury securities | $39,881,000 | 179 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,844,000 | 303 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $92,957,000 | 1,245 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $97,055,000 | 1,325 |
| U.S. Government securities | $39,915,000 | 1,792 |
| U.S. Treasury securities | $39,915,000 | 175 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,789,000 | 248 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $97,055,000 | 1,208 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $97,796,000 | 1,313 |
| U.S. Government securities | $39,792,000 | 1,797 |
| U.S. Treasury securities | $39,792,000 | 172 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,880,000 | 245 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $97,796,000 | 1,190 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $98,560,000 | 1,331 |
| U.S. Government securities | $39,704,000 | 1,780 |
| U.S. Treasury securities | $39,704,000 | 170 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,877,000 | 248 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $98,560,000 | 1,207 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $100,315,000 | 1,314 |
| U.S. Government securities | $39,648,000 | 1,836 |
| U.S. Treasury securities | $39,648,000 | 169 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,269,000 | 246 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $100,315,000 | 1,184 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $89,030,000 | 1,480 |
| U.S. Government securities | $34,713,000 | 2,013 |
| U.S. Treasury securities | $34,713,000 | 171 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,861,000 | 240 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $89,030,000 | 1,344 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $90,913,000 | 1,462 |
| U.S. Government securities | $34,859,000 | 2,016 |
| U.S. Treasury securities | $34,859,000 | 169 |
| U.S. Government agency obligations | $0 | 5,354 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,944,000 | 248 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $90,913,000 | 1,318 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $88,071,000 | 1,535 |
| U.S. Government securities | $34,867,000 | 2,059 |
| U.S. Treasury securities | $34,867,000 | 168 |
| U.S. Government agency obligations | $0 | 5,409 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,820,000 | 259 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $88,071,000 | 1,388 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $94,132,000 | 1,469 |
| U.S. Government securities | $34,921,000 | 2,096 |
| U.S. Treasury securities | $34,921,000 | 183 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,812,000 | 223 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $94,132,000 | 1,313 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $93,558,000 | 1,468 |
| U.S. Government securities | $35,002,000 | 2,071 |
| U.S. Treasury securities | $35,002,000 | 184 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,493,000 | 223 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $93,558,000 | 1,306 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2016-09-30 | Rank | |
| Total securities | $90,463,000 | 1,506 |
| U.S. Government securities | $35,003,000 | 2,067 |
| U.S. Treasury securities | $35,003,000 | 164 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,399,000 | 268 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $90,463,000 | 1,346 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2016-06-30 | Rank | |
| Total securities | $91,692,000 | 1,492 |
| U.S. Government securities | $35,003,000 | 2,116 |
| U.S. Treasury securities | $35,003,000 | 162 |
| U.S. Government agency obligations | $0 | 5,692 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,400,000 | 268 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $91,692,000 | 1,330 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2016-03-31 | Rank | |
| Total securities | $96,348,000 | 1,446 |
| U.S. Government securities | $34,959,000 | 2,181 |
| U.S. Treasury securities | $34,959,000 | 170 |
| U.S. Government agency obligations | $0 | 5,758 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,165,000 | 242 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $96,348,000 | 1,289 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-12-31 | Rank | |
| Total securities | $90,566,000 | 1,536 |
| U.S. Government securities | $34,840,000 | 2,222 |
| U.S. Treasury securities | $34,840,000 | 184 |
| U.S. Government agency obligations | $0 | 5,821 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,533,000 | 239 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $90,566,000 | 1,368 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-09-30 | Rank | |
| Total securities | $92,823,000 | 1,499 |
| U.S. Government securities | $34,994,000 | 2,253 |
| U.S. Treasury securities | $34,994,000 | 167 |
| U.S. Government agency obligations | $0 | 5,920 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,863,000 | 234 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $92,823,000 | 1,332 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-06-30 | Rank | |
| Total securities | $56,707,000 | 2,313 |
| U.S. Government securities | $0 | 6,065 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $0 | 5,998 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,473,000 | 270 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $56,707,000 | 2,098 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2015-03-31 | Rank | |
| Total securities | $58,137,000 | 2,305 |
| U.S. Government securities | $0 | 6,129 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $0 | 6,061 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,822,000 | 269 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $58,137,000 | 2,083 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-12-31 | Rank | |
| Total securities | $41,824,000 | 2,902 |
| U.S. Government securities | $0 | 6,224 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $0 | 6,153 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $41,824,000 | 2,649 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-09-30 | Rank | |
| Total securities | $40,378,000 | 3,042 |
| U.S. Government securities | $0 | 6,311 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $0 | 6,239 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $40,378,000 | 2,775 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-06-30 | Rank | |
| Total securities | $42,119,000 | 2,997 |
| U.S. Government securities | $0 | 6,378 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $0 | 6,304 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $42,119,000 | 2,731 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2014-03-31 | Rank | |
| Total securities | $42,848,000 | 2,989 |
| U.S. Government securities | $0 | 6,445 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $0 | 6,370 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $42,848,000 | 2,726 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-12-31 | Rank | |
| Total securities | $42,953,000 | 2,987 |
| U.S. Government securities | $0 | 6,522 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,445 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $42,953,000 | 2,716 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-09-30 | Rank | |
| Total securities | $44,941,000 | 2,929 |
| U.S. Government securities | $0 | 6,598 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $44,941,000 | 2,668 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-06-30 | Rank | |
| Total securities | $46,096,000 | 2,850 |
| U.S. Government securities | $0 | 6,632 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $46,096,000 | 2,618 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2013-03-31 | Rank | |
| Total securities | $42,185,000 | 3,038 |
| U.S. Government securities | $0 | 6,696 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $42,185,000 | 2,811 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-12-31 | Rank | |
| Total securities | $27,944,000 | 3,821 |
| U.S. Government securities | $0 | 6,761 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $27,944,000 | 3,528 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-09-30 | Rank | |
| Total securities | $29,610,000 | 3,740 |
| U.S. Government securities | $0 | 6,863 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $29,610,000 | 3,461 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-06-30 | Rank | |
| Total securities | $27,277,000 | 3,917 |
| U.S. Government securities | $0 | 6,933 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $27,277,000 | 3,623 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-03-31 | Rank | |
| Total securities | $27,484,000 | 3,920 |
| U.S. Government securities | $0 | 6,997 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $27,484,000 | 3,617 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-12-31 | Rank | |
| Total securities | $28,290,000 | 3,816 |
| U.S. Government securities | $0 | 7,030 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,290,000 | 3,517 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $28,988,000 | 3,686 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $28,988,000 | 3,396 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $37,577,000 | 3,159 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $37,577,000 | 2,886 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $37,093,000 | 3,136 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $37,093,000 | 2,860 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $36,196,000 | 3,107 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $36,196,000 | 2,832 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $30,472,000 | 3,436 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $30,472,000 | 3,137 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $30,688,000 | 3,432 |
| U.S. Government securities | $0 | 7,469 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,688,000 | 3,112 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $22,085,000 | 4,207 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $22,085,000 | 3,819 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $13,205,000 | 5,273 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $13,205,000 | 4,827 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $10,154,000 | 5,808 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $10,154,000 | 5,321 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $0 | 8,634 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $0 | 8,672 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $0 | 8,693 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $0 | 8,768 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,871,000 | 8,166 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $2,871,000 | 1,166 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,871,000 | 7,358 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $20,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $8,075,000 | 6,926 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $8,075,000 | 624 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,450,000 | 2,663 |
| Available-for-sale securities (fair market value) | $5,625,000 | 6,703 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $23,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $11,212,000 | 6,323 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $11,212,000 | 523 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,452,000 | 2,667 |
| Available-for-sale securities (fair market value) | $8,760,000 | 6,094 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $14,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $12,586,000 | 6,004 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $12,586,000 | 527 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,453,000 | 2,653 |
| Available-for-sale securities (fair market value) | $10,133,000 | 5,791 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $3,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $14,861,000 | 5,660 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $14,861,000 | 490 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,453,000 | 2,697 |
| Available-for-sale securities (fair market value) | $12,408,000 | 5,383 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $10,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $17,869,000 | 5,056 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $17,869,000 | 458 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,455,000 | 2,723 |
| Available-for-sale securities (fair market value) | $15,414,000 | 4,780 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $27,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $20,922,000 | 4,563 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $20,922,000 | 408 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,842,000 | 2,613 |
| Available-for-sale securities (fair market value) | $18,080,000 | 4,337 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $21,854,000 | 4,402 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $21,854,000 | 405 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,872,000 | 2,633 |
| Available-for-sale securities (fair market value) | $18,982,000 | 4,174 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $25,281,000 | 3,971 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $25,281,000 | 346 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,281,000 | 775 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $17,425,000 | 4,944 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $17,425,000 | 472 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,425,000 | 1,028 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $9,957,000 | 6,812 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | $0 | 7,909 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,957,000 | 1,900 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | NA | NA |
| 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 | $0 | 10,148 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | $0 | 8,162 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | NA | NA |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | $0 | 8,358 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | NA | NA |
| 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 | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | NA | NA |
| 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 | $0 | 11,393 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | NA | NA |
| 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 | $0 | 11,914 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | NA | NA |
| 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 | $0 | 12,560 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | NA | NA |
| 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 | $0 | 13,214 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | NA | NA |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | NA | NA |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |