Home > Bank of China > Securities
Bank of China, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,247,601,000 | 71 |
| U.S. Government securities | $4,051,952,000 | 74 |
| U.S. Treasury securities | $4,051,952,000 | 29 |
| 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 | $539,191,000 | 22 |
| 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 | $959,180,000 | 153 |
| 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) | $6,247,474,000 | 54 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $39,188,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $4,559,918,000 | 87 |
| U.S. Government securities | $2,573,134,000 | 92 |
| U.S. Treasury securities | $2,573,134,000 | 34 |
| 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 | $535,158,000 | 21 |
| 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 | $320,114,000 | 334 |
| 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) | $4,559,918,000 | 68 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $87,474,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $4,936,099,000 | 81 |
| U.S. Government securities | $2,781,412,000 | 91 |
| U.S. Treasury securities | $2,781,412,000 | 33 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $563,771,000 | 21 |
| 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 | $611,116,000 | 212 |
| 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 | 240 |
| 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 | 1,792 |
| Available-for-sale securities (fair market value) | $4,936,099,000 | 63 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $88,599,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $5,419,706,000 | 78 |
| U.S. Government securities | $3,231,180,000 | 88 |
| U.S. Treasury securities | $3,231,180,000 | 30 |
| 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 | $563,977,000 | 23 |
| 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 | $440,052,000 | 252 |
| 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) | $5,419,706,000 | 60 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $48,212,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $5,581,358,000 | 85 |
| U.S. Government securities | $3,279,584,000 | 93 |
| U.S. Treasury securities | $3,279,584,000 | 32 |
| 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 | $665,727,000 | 21 |
| 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 | $476,360,000 | 210 |
| 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) | $5,581,358,000 | 66 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $72,228,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $5,524,345,000 | 87 |
| U.S. Government securities | $3,386,391,000 | 93 |
| U.S. Treasury securities | $3,386,391,000 | 32 |
| 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 | $615,862,000 | 23 |
| 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 | $681,409,000 | 155 |
| 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) | $5,524,345,000 | 71 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $100,597,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $5,250,206,000 | 90 |
| U.S. Government securities | $3,327,884,000 | 94 |
| U.S. Treasury securities | $3,327,884,000 | 32 |
| 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 | $567,786,000 | 25 |
| 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 | $651,959,000 | 160 |
| 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) | $5,250,206,000 | 75 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $35,963,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $4,991,619,000 | 90 |
| U.S. Government securities | $3,154,740,000 | 97 |
| U.S. Treasury securities | $3,154,740,000 | 30 |
| 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 | $514,778,000 | 31 |
| 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 | $410,920,000 | 227 |
| 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) | $4,991,619,000 | 80 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $42,211,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $5,374,744,000 | 91 |
| U.S. Government securities | $3,475,499,000 | 91 |
| U.S. Treasury securities | $3,475,499,000 | 28 |
| 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 | $531,890,000 | 29 |
| 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 | $312,854,000 | 267 |
| 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) | $5,374,744,000 | 76 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $72,252,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $5,093,861,000 | 91 |
| U.S. Government securities | $3,309,324,000 | 97 |
| U.S. Treasury securities | $3,309,324,000 | 31 |
| 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 | $475,722,000 | 31 |
| 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 | $1,508,980,000 | 83 |
| 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) | $5,093,861,000 | 76 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $96,121,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $5,104,756,000 | 87 |
| U.S. Government securities | $3,409,451,000 | 91 |
| U.S. Treasury securities | $3,409,451,000 | 30 |
| 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 | $431,234,000 | 30 |
| 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 | $1,578,035,000 | 81 |
| 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) | $5,088,980,000 | 74 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $108,630,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $4,713,770,000 | 87 |
| U.S. Government securities | $3,341,080,000 | 90 |
| U.S. Treasury securities | $3,341,080,000 | 28 |
| 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 | $338,432,000 | 38 |
| 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 | $1,888,296,000 | 71 |
| 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) | $4,713,770,000 | 75 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $95,572,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $5,725,675,000 | 73 |
| U.S. Government securities | $4,133,566,000 | 72 |
| U.S. Treasury securities | $4,133,566,000 | 23 |
| 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 | $670,943,000 | 19 |
| 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 | $1,276,398,000 | 92 |
| 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) | $5,725,675,000 | 64 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $152,063,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $5,448,995,000 | 70 |
| U.S. Government securities | $4,073,425,000 | 69 |
| U.S. Treasury securities | $4,073,425,000 | 26 |
| 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 | $698,815,000 | 18 |
| 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 | $1,360,370,000 | 89 |
| 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) | $332,000 | 1,458 |
| Available-for-sale securities (fair market value) | $5,448,663,000 | 62 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $171,642,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $5,347,641,000 | 67 |
| U.S. Government securities | $3,950,619,000 | 68 |
| U.S. Treasury securities | $3,950,619,000 | 23 |
| 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 | $772,996,000 | 15 |
| 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 | $1,473,857,000 | 83 |
| 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) | $422,000 | 1,445 |
| Available-for-sale securities (fair market value) | $5,347,219,000 | 59 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $176,663,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $5,232,305,000 | 66 |
| U.S. Government securities | $3,949,358,000 | 66 |
| U.S. Treasury securities | $3,949,358,000 | 20 |
| 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 | $759,919,000 | 16 |
| 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 | $1,488,299,000 | 83 |
| 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) | $364,000 | 1,478 |
| Available-for-sale securities (fair market value) | $5,231,941,000 | 58 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $167,011,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $5,478,157,000 | 63 |
| U.S. Government securities | $4,108,196,000 | 66 |
| U.S. Treasury securities | $4,108,196,000 | 21 |
| 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 | $859,347,000 | 14 |
| 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 | $1,308,442,000 | 80 |
| 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) | $364,000 | 1,526 |
| Available-for-sale securities (fair market value) | $5,477,793,000 | 53 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $51,900,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $5,364,156,000 | 65 |
| U.S. Government securities | $4,032,658,000 | 68 |
| U.S. Treasury securities | $4,032,658,000 | 19 |
| 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 | $822,096,000 | 14 |
| 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 | $1,005,909,000 | 94 |
| 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) | $373,000 | 1,593 |
| Available-for-sale securities (fair market value) | $5,363,783,000 | 53 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $85,926,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $5,027,360,000 | 67 |
| U.S. Government securities | $3,834,696,000 | 67 |
| U.S. Treasury securities | $3,834,696,000 | 23 |
| 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 | $683,112,000 | 17 |
| 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 | $1,202,468,000 | 86 |
| 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) | $373,000 | 1,638 |
| Available-for-sale securities (fair market value) | $5,026,987,000 | 52 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $60,893,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $4,705,723,000 | 69 |
| U.S. Government securities | $3,517,029,000 | 67 |
| U.S. Treasury securities | $3,517,029,000 | 23 |
| 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 | $680,237,000 | 18 |
| 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 | $1,153,812,000 | 87 |
| 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) | $469,000 | 1,629 |
| Available-for-sale securities (fair market value) | $4,705,254,000 | 53 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $50,789,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $4,964,234,000 | 66 |
| U.S. Government securities | $3,504,949,000 | 68 |
| U.S. Treasury securities | $3,504,949,000 | 23 |
| 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 | $952,048,000 | 13 |
| 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 | $1,049,262,000 | 97 |
| 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) | $469,000 | 1,670 |
| Available-for-sale securities (fair market value) | $4,963,765,000 | 51 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $25,363,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $5,076,618,000 | 64 |
| U.S. Government securities | $3,483,514,000 | 68 |
| U.S. Treasury securities | $3,483,514,000 | 23 |
| 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 | $1,151,712,000 | 12 |
| 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 | $925,860,000 | 101 |
| 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) | $479,000 | 1,701 |
| Available-for-sale securities (fair market value) | $5,076,139,000 | 50 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $507,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $4,532,268,000 | 67 |
| U.S. Government securities | $2,937,355,000 | 69 |
| U.S. Treasury securities | $2,937,355,000 | 25 |
| 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 | $1,152,719,000 | 12 |
| 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 | $664,450,000 | 124 |
| 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) | $479,000 | 1,724 |
| Available-for-sale securities (fair market value) | $4,531,789,000 | 54 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $4,806,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $4,348,427,000 | 67 |
| U.S. Government securities | $2,862,116,000 | 71 |
| U.S. Treasury securities | $2,862,116,000 | 24 |
| 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 | $1,044,023,000 | 14 |
| 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 | $1,005,300,000 | 96 |
| 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) | $458,000 | 1,753 |
| Available-for-sale securities (fair market value) | $4,347,969,000 | 55 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $10,965,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $4,868,380,000 | 64 |
| U.S. Government securities | $3,178,188,000 | 64 |
| U.S. Treasury securities | $3,178,188,000 | 22 |
| 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 | $1,246,689,000 | 11 |
| 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 | $902,406,000 | 107 |
| 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) | $458,000 | 1,778 |
| Available-for-sale securities (fair market value) | $4,867,922,000 | 52 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $17,876,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $4,223,737,000 | 65 |
| U.S. Government securities | $2,648,417,000 | 71 |
| U.S. Treasury securities | $2,648,417,000 | 24 |
| 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 | $1,164,506,000 | 11 |
| 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 | $940,506,000 | 107 |
| 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) | $475,000 | 1,828 |
| Available-for-sale securities (fair market value) | $4,223,262,000 | 53 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $18,299,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $3,763,008,000 | 68 |
| U.S. Government securities | $2,351,927,000 | 80 |
| U.S. Treasury securities | $2,351,927,000 | 27 |
| 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 | $1,050,148,000 | 12 |
| 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 | $989,940,000 | 98 |
| 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) | $475,000 | 1,855 |
| Available-for-sale securities (fair market value) | $3,762,533,000 | 56 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $11,769,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $4,344,467,000 | 63 |
| U.S. Government securities | $2,649,259,000 | 73 |
| U.S. Treasury securities | $2,649,259,000 | 26 |
| 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 | $1,334,165,000 | 10 |
| 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 | $647,187,000 | 133 |
| 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) | $440,000 | 1,908 |
| Available-for-sale securities (fair market value) | $4,344,027,000 | 52 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $10,436,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $4,008,298,000 | 63 |
| U.S. Government securities | $1,935,274,000 | 90 |
| U.S. Treasury securities | $1,935,274,000 | 29 |
| 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 | $1,712,488,000 | 8 |
| 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 | $87,863,000 | 682 |
| 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) | $440,000 | 1,924 |
| Available-for-sale securities (fair market value) | $4,007,858,000 | 54 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $42,008,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-09-30 | Rank | |
| Total securities | $3,071,783,000 | 79 |
| U.S. Government securities | $1,081,124,000 | 130 |
| U.S. Treasury securities | $1,081,124,000 | 31 |
| 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 | $1,727,242,000 | 8 |
| 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 | $249,202,000 | 278 |
| 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) | $470,000 | 1,928 |
| Available-for-sale securities (fair market value) | $3,071,313,000 | 64 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $2,361,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-06-30 | Rank | |
| Total securities | $2,280,270,000 | 101 |
| U.S. Government securities | $480,289,000 | 233 |
| U.S. Treasury securities | $480,289,000 | 42 |
| 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 | $1,686,335,000 | 7 |
| 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 | $479,637,000 | 157 |
| 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) | $470,000 | 1,967 |
| Available-for-sale securities (fair market value) | $2,279,800,000 | 82 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $16,520,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-03-31 | Rank | |
| Total securities | $1,595,742,000 | 124 |
| U.S. Government securities | $440,044,000 | 259 |
| U.S. Treasury securities | $440,044,000 | 44 |
| 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 | $1,141,758,000 | 13 |
| 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 | $439,774,000 | 172 |
| 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) | $627,000 | 1,947 |
| Available-for-sale securities (fair market value) | $1,595,115,000 | 105 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $23,717,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-12-31 | Rank | |
| Total securities | $1,096,393,000 | 164 |
| U.S. Government securities | $89,908,000 | 1,031 |
| U.S. Treasury securities | $89,908,000 | 91 |
| 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 | $991,722,000 | 13 |
| 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 | $88,761,000 | 693 |
| 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) | $627,000 | 1,982 |
| Available-for-sale securities (fair market value) | $1,095,766,000 | 136 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $26,674,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-09-30 | Rank | |
| Total securities | $1,134,748,000 | 156 |
| U.S. Government securities | $111,715,000 | 868 |
| U.S. Treasury securities | $111,715,000 | 78 |
| 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 | $951,189,000 | 13 |
| 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 | $111,044,000 | 565 |
| 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) | $679,000 | 1,982 |
| Available-for-sale securities (fair market value) | $1,134,069,000 | 131 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $40,118,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-06-30 | Rank | |
| Total securities | $1,156,907,000 | 152 |
| U.S. Government securities | $117,672,000 | 854 |
| U.S. Treasury securities | $117,672,000 | 73 |
| 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 | $964,412,000 | 13 |
| 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 | $117,001,000 | 555 |
| 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) | $679,000 | 2,018 |
| Available-for-sale securities (fair market value) | $1,156,228,000 | 130 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $22,474,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-03-31 | Rank | |
| Total securities | $1,030,037,000 | 170 |
| U.S. Government securities | $17,677,000 | 3,497 |
| U.S. Treasury securities | $17,677,000 | 258 |
| 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 | $935,723,000 | 13 |
| 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 | $17,007,000 | 2,473 |
| 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) | $587,000 | 2,054 |
| Available-for-sale securities (fair market value) | $1,029,450,000 | 146 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $33,340,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-12-31 | Rank | |
| Total securities | $1,041,821,000 | 168 |
| U.S. Government securities | $17,675,000 | 3,555 |
| U.S. Treasury securities | $17,675,000 | 271 |
| 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 | $946,854,000 | 14 |
| 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 | $17,005,000 | 2,484 |
| 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) | $587,000 | 2,070 |
| Available-for-sale securities (fair market value) | $1,041,234,000 | 145 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $38,126,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-09-30 | Rank | |
| Total securities | $1,061,432,000 | 162 |
| U.S. Government securities | $19,188,000 | 3,490 |
| U.S. Treasury securities | $19,188,000 | 252 |
| 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 | $964,436,000 | 14 |
| 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 | $17,317,000 | 2,457 |
| 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) | $681,000 | 2,069 |
| Available-for-sale securities (fair market value) | $1,060,751,000 | 136 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $20,615,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-06-30 | Rank | |
| Total securities | $1,163,333,000 | 152 |
| U.S. Government securities | $67,184,000 | 1,455 |
| U.S. Treasury securities | $67,184,000 | 86 |
| 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 | $964,567,000 | 14 |
| 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 | $65,313,000 | 926 |
| 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) | $681,000 | 2,081 |
| Available-for-sale securities (fair market value) | $1,162,652,000 | 127 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $44,480,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-03-31 | Rank | |
| Total securities | $1,201,598,000 | 150 |
| U.S. Government securities | $107,191,000 | 961 |
| U.S. Treasury securities | $107,191,000 | 58 |
| 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 | $961,904,000 | 15 |
| 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 | $105,322,000 | 603 |
| 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) | $551,000 | 2,126 |
| Available-for-sale securities (fair market value) | $1,201,047,000 | 125 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $199,351,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-12-31 | Rank | |
| Total securities | $1,109,813,000 | 159 |
| U.S. Government securities | $150,362,000 | 694 |
| U.S. Treasury securities | $150,362,000 | 40 |
| 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 | $836,464,000 | 16 |
| 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 | $150,362,000 | 440 |
| 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) | $551,000 | 2,134 |
| Available-for-sale securities (fair market value) | $1,109,262,000 | 131 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $52,052,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-09-30 | Rank | |
| Total securities | $1,250,280,000 | 144 |
| U.S. Government securities | $215,509,000 | 509 |
| U.S. Treasury securities | $215,509,000 | 34 |
| 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 | $834,435,000 | 16 |
| 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 | $43,497,000 | 1,290 |
| 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) | $680,000 | 2,081 |
| Available-for-sale securities (fair market value) | $1,249,600,000 | 116 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $4,622,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-06-30 | Rank | |
| Total securities | $1,353,904,000 | 134 |
| U.S. Government securities | $265,560,000 | 414 |
| U.S. Treasury securities | $265,560,000 | 32 |
| 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 | $834,370,000 | 17 |
| 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) | $680,000 | 2,023 |
| Available-for-sale securities (fair market value) | $1,353,224,000 | 113 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $5,179,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-03-31 | Rank | |
| Total securities | $1,486,555,000 | 128 |
| U.S. Government securities | $375,775,000 | 297 |
| U.S. Treasury securities | $375,775,000 | 30 |
| 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 | $854,884,000 | 17 |
| 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) | $527,000 | 2,072 |
| Available-for-sale securities (fair market value) | $1,486,028,000 | 107 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $7,124,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-12-31 | Rank | |
| Total securities | $876,406,000 | 179 |
| U.S. Government securities | $397,118,000 | 276 |
| U.S. Treasury securities | $397,118,000 | 30 |
| 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 | $202,045,000 | 49 |
| 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 | $391,518,000 | 184 |
| 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) | $527,000 | 2,098 |
| Available-for-sale securities (fair market value) | $875,879,000 | 160 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $707,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-09-30 | Rank | |
| Total securities | $872,750,000 | 183 |
| U.S. Government securities | $391,723,000 | 290 |
| U.S. Treasury securities | $391,723,000 | 28 |
| 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 | $189,696,000 | 55 |
| 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 | $386,612,000 | 185 |
| 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) | $680,000 | 2,072 |
| Available-for-sale securities (fair market value) | $872,070,000 | 164 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $7,509,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-06-30 | Rank | |
| Total securities | $854,765,000 | 186 |
| U.S. Government securities | $251,839,000 | 448 |
| U.S. Treasury securities | $251,839,000 | 35 |
| 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 | $186,225,000 | 56 |
| 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 | $250,229,000 | 270 |
| 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) | $680,000 | 2,084 |
| Available-for-sale securities (fair market value) | $854,085,000 | 162 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $2,132,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-03-31 | Rank | |
| Total securities | $938,453,000 | 176 |
| U.S. Government securities | $292,025,000 | 386 |
| U.S. Treasury securities | $292,025,000 | 33 |
| 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 | $216,055,000 | 56 |
| 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 | $230,354,000 | 305 |
| 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) | $451,000 | 2,263 |
| Available-for-sale securities (fair market value) | $938,002,000 | 152 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $3,322,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-12-31 | Rank | |
| Total securities | $1,039,508,000 | 163 |
| U.S. Government securities | $336,421,000 | 333 |
| U.S. Treasury securities | $336,421,000 | 30 |
| 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 | $232,802,000 | 50 |
| 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 | $253,557,000 | 250 |
| 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) | $451,000 | 2,364 |
| Available-for-sale securities (fair market value) | $1,039,057,000 | 136 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $796,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $934,758,000 | 173 |
| U.S. Government securities | $220,366,000 | 485 |
| U.S. Treasury securities | $220,366,000 | 37 |
| 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 | $235,346,000 | 48 |
| 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 | $207,816,000 | 295 |
| 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) | $674,000 | 2,250 |
| Available-for-sale securities (fair market value) | $934,084,000 | 149 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $7,970,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $909,932,000 | 178 |
| U.S. Government securities | $219,853,000 | 482 |
| U.S. Treasury securities | $219,853,000 | 40 |
| 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 | $247,210,000 | 47 |
| 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 | $148,418,000 | 421 |
| 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) | $674,000 | 2,274 |
| Available-for-sale securities (fair market value) | $909,258,000 | 151 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $5,780,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $847,846,000 | 188 |
| U.S. Government securities | $181,113,000 | 578 |
| U.S. Treasury securities | $181,113,000 | 45 |
| 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 | $276,219,000 | 43 |
| 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 | $37,023,000 | 1,350 |
| 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) | $447,000 | 2,432 |
| Available-for-sale securities (fair market value) | $847,399,000 | 162 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $60,204,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $899,715,000 | 175 |
| U.S. Government securities | $224,466,000 | 461 |
| U.S. Treasury securities | $224,466,000 | 39 |
| 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 | $283,429,000 | 42 |
| 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 | $47,426,000 | 1,077 |
| 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) | $447,000 | 2,445 |
| Available-for-sale securities (fair market value) | $899,268,000 | 153 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $16,739,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,727,239,000 | 104 |
| U.S. Government securities | $1,080,206,000 | 114 |
| U.S. Treasury securities | $1,080,206,000 | 16 |
| 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 | $281,996,000 | 38 |
| 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 | $615,251,000 | 117 |
| 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) | $676,000 | 2,362 |
| Available-for-sale securities (fair market value) | $1,726,563,000 | 90 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $6,299,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $1,760,528,000 | 103 |
| U.S. Government securities | $1,094,596,000 | 108 |
| U.S. Treasury securities | $1,084,525,000 | 12 |
| U.S. Government agency obligations | $10,071,000 | 4,796 |
| 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 | $304,496,000 | 36 |
| 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 | $518,257,000 | 132 |
| 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) | $676,000 | 2,427 |
| Available-for-sale securities (fair market value) | $1,759,852,000 | 91 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $4,203,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,542,754,000 | 111 |
| U.S. Government securities | $865,736,000 | 135 |
| U.S. Treasury securities | $855,541,000 | 14 |
| U.S. Government agency obligations | $10,195,000 | 4,858 |
| 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 | $315,837,000 | 32 |
| 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 | $507,955,000 | 131 |
| 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) | $448,000 | 2,629 |
| Available-for-sale securities (fair market value) | $1,542,306,000 | 92 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $948,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $1,596,111,000 | 113 |
| U.S. Government securities | $1,187,616,000 | 104 |
| U.S. Treasury securities | $1,177,413,000 | 12 |
| U.S. Government agency obligations | $10,203,000 | 4,848 |
| 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 | $316,875,000 | 32 |
| 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 | $718,659,000 | 106 |
| 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) | $448,000 | 2,687 |
| Available-for-sale securities (fair market value) | $1,595,663,000 | 95 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $156,879,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,485,393,000 | 84 |
| U.S. Government securities | $2,069,273,000 | 79 |
| U.S. Treasury securities | $2,030,929,000 | 9 |
| U.S. Government agency obligations | $38,344,000 | 2,116 |
| 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 | $323,390,000 | 33 |
| 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 | $706,265,000 | 109 |
| 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) | $674,000 | 2,596 |
| Available-for-sale securities (fair market value) | $2,484,719,000 | 67 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $159,488,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,548,673,000 | 87 |
| U.S. Government securities | $2,158,957,000 | 74 |
| U.S. Treasury securities | $2,043,886,000 | 7 |
| U.S. Government agency obligations | $115,071,000 | 736 |
| 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 | $298,388,000 | 37 |
| 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 | $2,133,704,000 | 54 |
| 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) | $451,000 | 2,801 |
| Available-for-sale securities (fair market value) | $2,548,222,000 | 70 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $158,104,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $9,821,779,000 | 29 |
| U.S. Government securities | $9,462,367,000 | 23 |
| U.S. Treasury securities | $8,717,061,000 | 2 |
| U.S. Government agency obligations | $745,306,000 | 140 |
| 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 | $269,004,000 | 34 |
| 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 | $2,101,565,000 | 51 |
| 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) | $451,000 | 2,851 |
| Available-for-sale securities (fair market value) | $9,821,328,000 | 27 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $166,086,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $5,054,554,000 | 43 |
| U.S. Government securities | $4,687,179,000 | 35 |
| U.S. Treasury securities | $3,938,702,000 | 2 |
| U.S. Government agency obligations | $748,477,000 | 146 |
| 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 | $275,911,000 | 27 |
| 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 | $2,108,505,000 | 54 |
| 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) | $451,000 | 2,882 |
| Available-for-sale securities (fair market value) | $5,054,103,000 | 40 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $168,435,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,223,287,000 | 127 |
| U.S. Government securities | $864,089,000 | 118 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $864,089,000 | 115 |
| 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 | $273,826,000 | 21 |
| 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) | $672,000 | 2,743 |
| Available-for-sale securities (fair market value) | $1,222,615,000 | 105 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $12,316,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,282,999,000 | 119 |
| U.S. Government securities | $897,350,000 | 124 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $897,350,000 | 121 |
| 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 | $300,151,000 | 26 |
| 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 | $353,019,000 | 185 |
| 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) | $489,000 | 2,871 |
| Available-for-sale securities (fair market value) | $1,282,510,000 | 107 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $8,660,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,319,404,000 | 127 |
| U.S. Government securities | $805,755,000 | 137 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $805,755,000 | 132 |
| 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 | $424,360,000 | 22 |
| 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 | $319,572,000 | 212 |
| 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) | $489,000 | 2,916 |
| Available-for-sale securities (fair market value) | $1,318,915,000 | 114 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $15,272,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $829,388,000 | 180 |
| U.S. Government securities | $567,316,000 | 178 |
| U.S. Treasury securities | $32,784,000 | 83 |
| U.S. Government agency obligations | $534,532,000 | 183 |
| 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 | $183,275,000 | 43 |
| 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 | $174,328,000 | 340 |
| 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) | $489,000 | 2,965 |
| Available-for-sale securities (fair market value) | $828,899,000 | 155 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $8,820,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,076,049,000 | 154 |
| U.S. Government securities | $631,200,000 | 168 |
| U.S. Treasury securities | $32,249,000 | 88 |
| U.S. Government agency obligations | $598,951,000 | 168 |
| 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 | $366,622,000 | 25 |
| 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 | $180,159,000 | 327 |
| 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) | $711,000 | 2,894 |
| Available-for-sale securities (fair market value) | $1,075,338,000 | 132 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $6,330,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $731,544,000 | 201 |
| U.S. Government securities | $574,073,000 | 188 |
| U.S. Treasury securities | $31,544,000 | 96 |
| U.S. Government agency obligations | $542,529,000 | 191 |
| 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 | $50,000,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,768,000 | 168 |
| 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 | $178,314,000 | 326 |
| 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) | $711,000 | 2,924 |
| Available-for-sale securities (fair market value) | $730,833,000 | 172 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $5,918,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $824,204,000 | 193 |
| U.S. Government securities | $664,329,000 | 171 |
| U.S. Treasury securities | $32,133,000 | 101 |
| U.S. Government agency obligations | $632,196,000 | 172 |
| 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 | $50,000,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,900,000 | 171 |
| 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 | $179,857,000 | 325 |
| 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) | $674,000 | 2,984 |
| Available-for-sale securities (fair market value) | $823,530,000 | 161 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $10,047,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $675,912,000 | 218 |
| U.S. Government securities | $493,661,000 | 213 |
| U.S. Treasury securities | $31,994,000 | 113 |
| U.S. Government agency obligations | $461,667,000 | 219 |
| 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 | $54,976,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,691,000 | 289 |
| 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 | $179,723,000 | 329 |
| 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) | $674,000 | 3,045 |
| Available-for-sale securities (fair market value) | $675,238,000 | 185 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $4,760,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $569,097,000 | 246 |
| U.S. Government securities | $386,791,000 | 260 |
| U.S. Treasury securities | $31,919,000 | 123 |
| U.S. Government agency obligations | $354,872,000 | 269 |
| 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 | $55,671,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,920,000 | 289 |
| 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 | $178,664,000 | 341 |
| 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) | $904,000 | 2,984 |
| Available-for-sale securities (fair market value) | $568,193,000 | 207 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $3,675,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $478,018,000 | 295 |
| U.S. Government securities | $299,411,000 | 339 |
| U.S. Treasury securities | $31,628,000 | 128 |
| U.S. Government agency obligations | $267,783,000 | 363 |
| 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 | $56,567,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,923,000 | 293 |
| 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 | $177,596,000 | 338 |
| 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) | $904,000 | 3,006 |
| Available-for-sale securities (fair market value) | $477,114,000 | 248 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $5,115,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $619,090,000 | 248 |
| U.S. Government securities | $436,441,000 | 256 |
| U.S. Treasury securities | $31,667,000 | 136 |
| U.S. Government agency obligations | $404,774,000 | 257 |
| 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 | $57,629,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,984,000 | 308 |
| 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 | $177,198,000 | 333 |
| 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) | $909,000 | 3,058 |
| Available-for-sale securities (fair market value) | $618,181,000 | 210 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $3,185,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $665,940,000 | 243 |
| U.S. Government securities | $487,768,000 | 240 |
| U.S. Treasury securities | $31,815,000 | 137 |
| U.S. Government agency obligations | $455,953,000 | 240 |
| 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 | $58,454,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,940,000 | 317 |
| 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 | $176,944,000 | 335 |
| 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) | $909,000 | 3,132 |
| Available-for-sale securities (fair market value) | $665,031,000 | 203 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $9,252,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $605,601,000 | 256 |
| U.S. Government securities | $507,519,000 | 232 |
| U.S. Treasury securities | $31,942,000 | 140 |
| U.S. Government agency obligations | $475,577,000 | 233 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $1,706,000 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,694,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,384,000 | 325 |
| 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 | $176,854,000 | 321 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 4,469 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,706,000 | 103 |
| 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) | $1,357,000 | 2,936 |
| Available-for-sale securities (fair market value) | $604,244,000 | 221 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $3,710,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $617,135,000 | 252 |
| U.S. Government securities | $515,874,000 | 224 |
| U.S. Treasury securities | $19,662,000 | 222 |
| U.S. Government agency obligations | $496,212,000 | 226 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $1,722,000 | 681 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,504,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,385,000 | 336 |
| 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 | $167,289,000 | 339 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,549 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,722,000 | 97 |
| 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) | $1,357,000 | 2,989 |
| Available-for-sale securities (fair market value) | $615,778,000 | 216 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $125,463,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $639,794,000 | 246 |
| U.S. Government securities | $526,732,000 | 227 |
| U.S. Treasury securities | $19,450,000 | 234 |
| U.S. Government agency obligations | $507,282,000 | 225 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $1,742,000 | 663 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,107,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,345,000 | 348 |
| 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 | $166,083,000 | 340 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $1,742,000 | 4,601 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,742,000 | 92 |
| 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) | $1,320,000 | 3,045 |
| Available-for-sale securities (fair market value) | $638,474,000 | 213 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $117,601,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $721,719,000 | 231 |
| U.S. Government securities | $605,826,000 | 207 |
| U.S. Treasury securities | $19,819,000 | 235 |
| U.S. Government agency obligations | $586,007,000 | 204 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $1,753,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,572,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,369,000 | 365 |
| 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 | $148,755,000 | 371 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,623 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,753,000 | 90 |
| 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) | $1,320,000 | 3,065 |
| Available-for-sale securities (fair market value) | $720,399,000 | 199 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $131,107,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $829,606,000 | 215 |
| U.S. Government securities | $694,702,000 | 195 |
| U.S. Treasury securities | $20,000,000 | 223 |
| U.S. Government agency obligations | $674,702,000 | 190 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,346,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,789,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,401,000 | 255 |
| 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 | $114,785,000 | 456 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,346,000 | 4,323 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,346,000 | 84 |
| 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) | $1,352,000 | 3,090 |
| Available-for-sale securities (fair market value) | $828,254,000 | 186 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $126,131,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $852,306,000 | 206 |
| U.S. Government securities | $727,489,000 | 187 |
| U.S. Treasury securities | $19,663,000 | 242 |
| U.S. Government agency obligations | $707,826,000 | 179 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,367,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,937,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,423,000 | 262 |
| 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 | $153,059,000 | 362 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,367,000 | 4,367 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,367,000 | 83 |
| 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) | $1,352,000 | 3,112 |
| Available-for-sale securities (fair market value) | $850,954,000 | 183 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $125,571,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $627,972,000 | 266 |
| U.S. Government securities | $491,382,000 | 241 |
| U.S. Treasury securities | $20,416,000 | 222 |
| U.S. Government agency obligations | $470,966,000 | 246 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,460,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,718,000 | 75 |
| 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 | $156,315,000 | 347 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,460,000 | 4,379 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,460,000 | 87 |
| 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) | $1,490,000 | 3,037 |
| Available-for-sale securities (fair market value) | $626,482,000 | 235 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $177,975,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $547,901,000 | 291 |
| U.S. Government securities | $399,940,000 | 308 |
| U.S. Treasury securities | $20,081,000 | 249 |
| U.S. Government agency obligations | $379,859,000 | 305 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,468,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,042,000 | 75 |
| 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 | $156,085,000 | 352 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,468,000 | 4,348 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,468,000 | 98 |
| 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) | $1,490,000 | 3,084 |
| Available-for-sale securities (fair market value) | $546,411,000 | 260 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $195,083,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $511,300,000 | 306 |
| U.S. Government securities | $344,377,000 | 341 |
| U.S. Treasury securities | $30,113,000 | 175 |
| U.S. Government agency obligations | $314,264,000 | 355 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,509,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,857,000 | 65 |
| 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 | $156,431,000 | 331 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 4,325 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,509,000 | 98 |
| 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) | $1,528,000 | 3,101 |
| Available-for-sale securities (fair market value) | $509,772,000 | 270 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $140,773,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $525,800,000 | 297 |
| U.S. Government securities | $341,853,000 | 340 |
| U.S. Treasury securities | $25,687,000 | 201 |
| U.S. Government agency obligations | $316,166,000 | 352 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,628,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,572,000 | 58 |
| 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 | $191,881,000 | 276 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,628,000 | 4,312 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,628,000 | 92 |
| 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) | $1,528,000 | 3,125 |
| Available-for-sale securities (fair market value) | $524,272,000 | 266 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $164,830,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $478,723,000 | 320 |
| U.S. Government securities | $285,782,000 | 399 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $285,782,000 | 387 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,618,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $173,505,000 | 52 |
| 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 | $192,131,000 | 267 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,618,000 | 4,366 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,618,000 | 95 |
| 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) | $1,573,000 | 3,150 |
| Available-for-sale securities (fair market value) | $477,150,000 | 282 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $146,353,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $464,726,000 | 316 |
| U.S. Government securities | $268,365,000 | 394 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $268,365,000 | 373 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,706,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,517,000 | 54 |
| 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 | $192,665,000 | 271 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $2,706,000 | 4,292 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,706,000 | 92 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $464,726,000 | 274 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $154,060,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $868,736,000 | 181 |
| U.S. Government securities | $779,759,000 | 155 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $779,759,000 | 150 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $2,603,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,374,000 | 116 |
| 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 | $2,603,000 | 4,114 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $2,603,000 | 97 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $868,736,000 | 162 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $188,265,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $819,360,000 | 185 |
| U.S. Government securities | $540,666,000 | 192 |
| U.S. Treasury securities | $118,194,000 | 79 |
| U.S. Government agency obligations | $422,472,000 | 220 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $819,360,000 | 153 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $588,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $845,057,000 | 197 |
| U.S. Government securities | $569,423,000 | 199 |
| U.S. Treasury securities | $122,153,000 | 91 |
| U.S. Government agency obligations | $447,270,000 | 220 |
| 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) | $845,057,000 | 160 |
| 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 | $706,812,000 | 216 |
| U.S. Government securities | $364,866,000 | 296 |
| U.S. Treasury securities | $10,009,000 | 1,302 |
| U.S. Government agency obligations | $354,857,000 | 265 |
| 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) | $706,812,000 | 54 |
| 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 | $362,002,000 | 386 |
| U.S. Government securities | $153,492,000 | 651 |
| U.S. Treasury securities | $53,086,000 | 357 |
| U.S. Government agency obligations | $100,406,000 | 769 |
| 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) | $362,002,000 | 106 |
| 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 | $176,913,000 | 710 |
| U.S. Government securities | $119,576,000 | 848 |
| U.S. Treasury securities | $67,131,000 | 338 |
| U.S. Government agency obligations | $52,445,000 | 1,393 |
| 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) | $176,913,000 | 231 |
| 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 | $111,039,000 | 1,123 |
| U.S. Government securities | $18,907,000 | 4,861 |
| U.S. Treasury securities | $17,931,000 | 1,601 |
| U.S. Government agency obligations | $976,000 | 10,537 |
| 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) | $111,039,000 | 374 |
| 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 | $164,647,000 | 807 |
| U.S. Government securities | $76,726,000 | 1,386 |
| U.S. Treasury securities | $76,726,000 | 443 |
| 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) | $164,647,000 | 496 |
| 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 | $112,711,000 | 1,225 |
| U.S. Government securities | $27,969,000 | 3,829 |
| U.S. Treasury securities | $27,969,000 | 1,341 |
| 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 | $114,705,000 | 1,182 |
| U.S. Government securities | $40,000,000 | 2,683 |
| U.S. Treasury securities | $40,000,000 | 936 |
| 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 |