Home > Bank of Denton > Securities
Bank of Denton, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,524,000 | 4,028 |
| U.S. Government securities | $7,424,000 | 3,780 |
| U.S. Treasury securities | $3,559,000 | 2,029 |
| U.S. Government agency obligations | $3,865,000 | 3,782 |
| Securities issued by states & political subdivisions | $2,100,000 | 3,317 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,702,000 | 3,473 |
| Mortgage-backed securities | $16,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,000 | 3,610 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $9,524,000 | 1,004 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $9,524,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $9,530,000 | 4,044 |
| U.S. Government securities | $7,375,000 | 3,804 |
| U.S. Treasury securities | $3,711,000 | 2,079 |
| U.S. Government agency obligations | $3,664,000 | 3,823 |
| Securities issued by states & political subdivisions | $2,155,000 | 3,323 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,153,000 | 3,522 |
| Mortgage-backed securities | $17,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,000 | 3,629 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $9,530,000 | 1,020 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $9,530,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $9,859,000 | 4,070 |
| U.S. Government securities | $7,578,000 | 3,831 |
| U.S. Treasury securities | $3,912,000 | 2,066 |
| U.S. Government agency obligations | $3,666,000 | 3,856 |
| Securities issued by states & political subdivisions | $2,281,000 | 3,344 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,155,000 | 3,507 |
| Mortgage-backed securities | $20,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,000 | 3,635 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $9,859,000 | 1,024 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $9,859,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $10,273,000 | 4,123 |
| U.S. Government securities | $7,986,000 | 3,877 |
| U.S. Treasury securities | $4,314,000 | 2,084 |
| U.S. Government agency obligations | $3,672,000 | 3,874 |
| Securities issued by states & political subdivisions | $2,287,000 | 3,405 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 3,554 |
| Mortgage-backed securities | $22,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,000 | 3,682 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,273,000 | 1,039 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $10,273,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $10,284,000 | 4,156 |
| U.S. Government securities | $7,991,000 | 3,901 |
| U.S. Treasury securities | $4,316,000 | 2,137 |
| U.S. Government agency obligations | $3,675,000 | 3,876 |
| Securities issued by states & political subdivisions | $2,293,000 | 3,449 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,078,000 | 3,293 |
| Mortgage-backed securities | $25,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,000 | 3,714 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $10,284,000 | 1,042 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $10,284,000 | 4,134 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $10,861,000 | 4,158 |
| U.S. Government securities | $8,196,000 | 3,899 |
| U.S. Treasury securities | $4,518,000 | 2,142 |
| U.S. Government agency obligations | $3,678,000 | 3,892 |
| Securities issued by states & political subdivisions | $2,665,000 | 3,418 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,853,000 | 3,438 |
| Mortgage-backed securities | $28,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,000 | 3,739 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $10,861,000 | 1,013 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $10,861,000 | 4,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $10,758,000 | 4,194 |
| U.S. Government securities | $8,000,000 | 3,927 |
| U.S. Treasury securities | $4,520,000 | 2,116 |
| U.S. Government agency obligations | $3,480,000 | 3,930 |
| Securities issued by states & political subdivisions | $2,758,000 | 3,446 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,193,000 | 3,543 |
| Mortgage-backed securities | $30,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $30,000 | 3,831 |
| Issued or guaranteed by U.S. | $30,000 | 3,765 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $10,758,000 | 944 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $10,758,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $10,232,000 | 4,172 |
| U.S. Government securities | $7,306,000 | 3,909 |
| U.S. Treasury securities | $4,523,000 | 1,885 |
| U.S. Government agency obligations | $2,783,000 | 4,003 |
| Securities issued by states & political subdivisions | $2,926,000 | 3,427 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,000 | 3,543 |
| Mortgage-backed securities | $33,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $33,000 | 3,843 |
| Issued or guaranteed by U.S. | $33,000 | 3,783 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $10,232,000 | 865 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $10,232,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $8,673,000 | 4,206 |
| U.S. Government securities | $5,827,000 | 3,920 |
| U.S. Treasury securities | $3,040,000 | 1,603 |
| U.S. Government agency obligations | $2,787,000 | 3,990 |
| Securities issued by states & political subdivisions | $2,846,000 | 3,488 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,241,000 | 3,554 |
| Mortgage-backed securities | $37,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $37,000 | 3,860 |
| Issued or guaranteed by U.S. | $37,000 | 3,789 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $8,673,000 | 821 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $8,673,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $7,189,000 | 4,306 |
| U.S. Government securities | $4,254,000 | 4,065 |
| U.S. Treasury securities | $1,763,000 | 1,620 |
| U.S. Government agency obligations | $2,491,000 | 4,068 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,498 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,145,000 | 3,587 |
| Mortgage-backed securities | $41,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $41,000 | 3,906 |
| Issued or guaranteed by U.S. | $41,000 | 3,840 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $7,189,000 | 839 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $7,189,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $6,892,000 | 4,318 |
| U.S. Government securities | $3,519,000 | 4,146 |
| U.S. Treasury securities | $1,273,000 | 1,576 |
| U.S. Government agency obligations | $2,246,000 | 4,129 |
| Securities issued by states & political subdivisions | $3,373,000 | 3,434 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,246,000 | 3,571 |
| Mortgage-backed securities | $46,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $46,000 | 3,918 |
| Issued or guaranteed by U.S. | $46,000 | 3,850 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $6,892,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $6,892,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $5,058,000 | 4,393 |
| U.S. Government securities | $2,009,000 | 4,275 |
| U.S. Treasury securities | $508,000 | 1,503 |
| U.S. Government agency obligations | $1,501,000 | 4,209 |
| Securities issued by states & political subdivisions | $3,049,000 | 3,484 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,008,000 | 3,628 |
| Mortgage-backed securities | $51,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $51,000 | 3,907 |
| Issued or guaranteed by U.S. | $51,000 | 3,831 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $5,058,000 | 882 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $5,058,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $3,051,000 | 4,524 |
| U.S. Government securities | $508,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $508,000 | 4,375 |
| Securities issued by states & political subdivisions | $2,543,000 | 3,564 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 3,696 |
| Mortgage-backed securities | $58,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $58,000 | 3,897 |
| Issued or guaranteed by U.S. | $58,000 | 3,829 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,051,000 | 1,013 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $3,051,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $2,908,000 | 4,557 |
| U.S. Government securities | $514,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $514,000 | 4,392 |
| Securities issued by states & political subdivisions | $2,394,000 | 3,535 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,528,000 | 3,778 |
| Mortgage-backed securities | $64,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $64,000 | 3,896 |
| Issued or guaranteed by U.S. | $64,000 | 3,828 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,908,000 | 1,027 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $2,908,000 | 4,536 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $2,543,000 | 4,612 |
| U.S. Government securities | $270,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $270,000 | 4,506 |
| Securities issued by states & political subdivisions | $2,273,000 | 3,536 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,537,000 | 3,826 |
| Mortgage-backed securities | $70,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $70,000 | 3,901 |
| Issued or guaranteed by U.S. | $70,000 | 3,834 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,543,000 | 1,068 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $2,543,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $2,877,000 | 4,618 |
| U.S. Government securities | $176,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $176,000 | 4,601 |
| Securities issued by states & political subdivisions | $2,701,000 | 3,406 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,316,000 | 3,893 |
| Mortgage-backed securities | $76,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $76,000 | 3,930 |
| Issued or guaranteed by U.S. | $76,000 | 3,855 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,877,000 | 1,047 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $2,877,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $3,337,000 | 4,652 |
| U.S. Government securities | $432,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $432,000 | 4,617 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,374 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,000 | 3,910 |
| Mortgage-backed securities | $82,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $82,000 | 3,949 |
| Issued or guaranteed by U.S. | $82,000 | 3,881 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $3,337,000 | 1,051 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $3,337,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $4,113,000 | 4,662 |
| U.S. Government securities | $938,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $938,000 | 4,586 |
| Securities issued by states & political subdivisions | $3,175,000 | 3,355 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,741,000 | 3,921 |
| Mortgage-backed securities | $88,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $88,000 | 3,985 |
| Issued or guaranteed by U.S. | $88,000 | 3,914 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $4,113,000 | 1,040 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $4,113,000 | 4,644 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $4,285,000 | 4,705 |
| U.S. Government securities | $729,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $729,000 | 4,688 |
| Securities issued by states & political subdivisions | $3,556,000 | 3,319 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,076,000 | 3,882 |
| Mortgage-backed securities | $97,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $97,000 | 4,001 |
| Issued or guaranteed by U.S. | $97,000 | 3,936 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $4,285,000 | 1,075 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $4,285,000 | 4,685 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $4,497,000 | 4,742 |
| U.S. Government securities | $933,000 | 4,830 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $933,000 | 4,700 |
| Securities issued by states & political subdivisions | $3,564,000 | 3,393 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,038,000 | 3,949 |
| Mortgage-backed securities | $101,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,034 |
| Issued or guaranteed by U.S. | $101,000 | 3,962 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $4,497,000 | 1,078 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $4,497,000 | 4,724 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $4,640,000 | 4,772 |
| U.S. Government securities | $945,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $945,000 | 4,738 |
| Securities issued by states & political subdivisions | $3,695,000 | 3,422 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,041,000 | 3,993 |
| Mortgage-backed securities | $112,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $112,000 | 4,064 |
| Issued or guaranteed by U.S. | $112,000 | 4,010 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $4,640,000 | 1,109 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $4,639,000 | 4,752 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $5,211,000 | 4,761 |
| U.S. Government securities | $954,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $954,000 | 4,814 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,359 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,870,000 | 4,090 |
| Mortgage-backed securities | $121,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $121,000 | 4,111 |
| Issued or guaranteed by U.S. | $121,000 | 4,092 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $5,211,000 | 1,083 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $5,211,000 | 4,743 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $5,627,000 | 4,775 |
| U.S. Government securities | $962,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $962,000 | 4,858 |
| Securities issued by states & political subdivisions | $4,665,000 | 3,327 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,748,000 | 4,155 |
| Mortgage-backed securities | $129,000 | 4,338 |
| Certificates of participation in pools of residential mortgages | $129,000 | 4,155 |
| Issued or guaranteed by U.S. | $129,000 | 4,028 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $5,627,000 | 1,074 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $5,627,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $5,749,000 | 4,822 |
| U.S. Government securities | $1,170,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,170,000 | 4,880 |
| Securities issued by states & political subdivisions | $4,579,000 | 3,390 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,855,000 | 4,192 |
| Mortgage-backed securities | $137,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $137,000 | 4,185 |
| Issued or guaranteed by U.S. | $137,000 | 4,177 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $5,749,000 | 1,085 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $5,749,000 | 4,804 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $5,593,000 | 4,909 |
| U.S. Government securities | $1,281,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,281,000 | 4,911 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,500 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,784,000 | 4,262 |
| Mortgage-backed securities | $148,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $148,000 | 4,227 |
| Issued or guaranteed by U.S. | $148,000 | 4,221 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $5,593,000 | 1,118 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $5,593,000 | 4,887 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,698,000 | 4,967 |
| U.S. Government securities | $961,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $961,000 | 5,050 |
| Securities issued by states & political subdivisions | $4,737,000 | 3,465 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,990,000 | 4,285 |
| Mortgage-backed securities | $159,000 | 4,460 |
| Certificates of participation in pools of residential mortgages | $159,000 | 4,278 |
| Issued or guaranteed by U.S. | $159,000 | 4,273 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $5,698,000 | 1,151 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $5,698,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $6,073,000 | 4,968 |
| U.S. Government securities | $1,176,000 | 5,162 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,176,000 | 5,043 |
| Securities issued by states & political subdivisions | $4,897,000 | 3,474 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,744,000 | 4,379 |
| Mortgage-backed securities | $173,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $172,000 | 4,307 |
| Issued or guaranteed by U.S. | $172,000 | 4,301 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,011 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $6,073,000 | 1,145 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $6,073,000 | 4,945 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,144,000 | 5,018 |
| U.S. Government securities | $1,345,000 | 5,198 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,345,000 | 5,075 |
| Securities issued by states & political subdivisions | $4,799,000 | 3,518 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,537,000 | 4,484 |
| Mortgage-backed securities | $241,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $191,000 | 4,356 |
| Issued or guaranteed by U.S. | $191,000 | 4,351 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,952 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $6,144,000 | 1,161 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $6,144,000 | 4,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $5,867,000 | 5,067 |
| U.S. Government securities | $1,159,000 | 5,280 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,159,000 | 5,157 |
| Securities issued by states & political subdivisions | $4,708,000 | 3,557 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,703,000 | 4,486 |
| Mortgage-backed securities | $257,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $203,000 | 4,386 |
| Issued or guaranteed by U.S. | $203,000 | 4,380 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $54,000 | 3,045 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,946 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,867,000 | 1,191 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $5,867,000 | 5,042 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,222,000 | 5,084 |
| U.S. Government securities | $1,245,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,245,000 | 5,189 |
| Securities issued by states & political subdivisions | $4,977,000 | 3,531 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,670,000 | 4,550 |
| Mortgage-backed securities | $282,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $224,000 | 4,408 |
| Issued or guaranteed by U.S. | $224,000 | 4,404 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $58,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,976 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,222,000 | 1,173 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $6,222,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,491,000 | 5,134 |
| U.S. Government securities | $1,469,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,469,000 | 5,252 |
| Securities issued by states & political subdivisions | $5,022,000 | 3,550 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,562,000 | 4,664 |
| Mortgage-backed securities | $304,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $241,000 | 4,454 |
| Issued or guaranteed by U.S. | $241,000 | 4,448 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $63,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,995 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,491,000 | 1,185 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $6,491,000 | 5,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,727,000 | 5,176 |
| U.S. Government securities | $1,596,000 | 5,415 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,596,000 | 5,306 |
| Securities issued by states & political subdivisions | $5,131,000 | 3,516 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 4,703 |
| Mortgage-backed securities | $328,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $257,000 | 4,484 |
| Issued or guaranteed by U.S. | $257,000 | 4,479 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $71,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,016 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $6,727,000 | 1,202 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $6,727,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,760,000 | 5,222 |
| U.S. Government securities | $1,619,000 | 5,480 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,619,000 | 5,378 |
| Securities issued by states & political subdivisions | $5,141,000 | 3,529 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $965,000 | 4,974 |
| Mortgage-backed securities | $348,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $271,000 | 4,509 |
| Issued or guaranteed by U.S. | $271,000 | 4,505 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $77,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,043 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $6,760,000 | 1,212 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $6,760,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $6,985,000 | 5,292 |
| U.S. Government securities | $1,816,000 | 5,539 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,816,000 | 5,448 |
| Securities issued by states & political subdivisions | $5,169,000 | 3,566 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $933,000 | 5,045 |
| Mortgage-backed securities | $380,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $294,000 | 4,553 |
| Issued or guaranteed by U.S. | $294,000 | 4,548 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $86,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,077 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $6,985,000 | 1,205 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $6,985,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $7,036,000 | 5,374 |
| U.S. Government securities | $1,846,000 | 5,615 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,846,000 | 5,520 |
| Securities issued by states & political subdivisions | $5,190,000 | 3,580 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $938,000 | 5,088 |
| Mortgage-backed securities | $408,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $314,000 | 4,618 |
| Issued or guaranteed by U.S. | $314,000 | 4,614 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $94,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,112 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,036,000 | 1,219 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $7,036,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $7,448,000 | 5,388 |
| U.S. Government securities | $2,098,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,098,000 | 5,543 |
| Securities issued by states & political subdivisions | $5,350,000 | 3,559 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $941,000 | 5,159 |
| Mortgage-backed securities | $457,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $336,000 | 4,658 |
| Issued or guaranteed by U.S. | $336,000 | 4,651 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $121,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,118 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,448,000 | 1,206 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $7,448,000 | 5,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $7,175,000 | 5,509 |
| U.S. Government securities | $2,035,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,035,000 | 5,646 |
| Securities issued by states & political subdivisions | $5,140,000 | 3,625 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $943,000 | 5,233 |
| Mortgage-backed securities | $492,000 | 4,885 |
| Certificates of participation in pools of residential mortgages | $359,000 | 4,725 |
| Issued or guaranteed by U.S. | $359,000 | 4,720 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $133,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,151 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $7,175,000 | 1,240 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $7,174,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $7,571,000 | 5,562 |
| U.S. Government securities | $2,179,000 | 5,799 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,179,000 | 5,706 |
| Securities issued by states & political subdivisions | $5,392,000 | 3,617 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $948,000 | 5,294 |
| Mortgage-backed securities | $532,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $387,000 | 4,793 |
| Issued or guaranteed by U.S. | $387,000 | 4,789 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $145,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,193 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $7,571,000 | 1,244 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $7,571,000 | 5,539 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $7,745,000 | 5,601 |
| U.S. Government securities | $2,115,000 | 5,883 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,115,000 | 5,784 |
| Securities issued by states & political subdivisions | $5,630,000 | 3,601 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,000 | 5,351 |
| Mortgage-backed securities | $563,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,830 |
| Issued or guaranteed by U.S. | $407,000 | 4,827 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $156,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,219 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $7,745,000 | 1,237 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $7,744,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,228,000 | 5,702 |
| U.S. Government securities | $1,946,000 | 5,980 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,946,000 | 5,889 |
| Securities issued by states & political subdivisions | $5,282,000 | 3,702 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,000 | 5,318 |
| Mortgage-backed securities | $432,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $262,000 | 4,954 |
| Issued or guaranteed by U.S. | $262,000 | 4,950 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $170,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,236 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $7,228,000 | 1,265 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $7,228,000 | 5,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,733,000 | 5,791 |
| U.S. Government securities | $1,976,000 | 6,024 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,976,000 | 5,924 |
| Securities issued by states & political subdivisions | $4,757,000 | 3,822 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $958,000 | 5,448 |
| Mortgage-backed securities | $455,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $276,000 | 4,977 |
| Issued or guaranteed by U.S. | $276,000 | 4,972 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $179,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 3,236 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $6,733,000 | 1,288 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $6,733,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,885,000 | 5,839 |
| U.S. Government securities | $2,008,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,008,000 | 5,983 |
| Securities issued by states & political subdivisions | $4,877,000 | 3,801 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,000 | 5,498 |
| Mortgage-backed securities | $480,000 | 5,145 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,019 |
| Issued or guaranteed by U.S. | $289,000 | 5,013 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $191,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,256 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $6,885,000 | 1,241 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $6,885,000 | 5,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $6,238,000 | 5,921 |
| U.S. Government securities | $1,334,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,334,000 | 6,115 |
| Securities issued by states & political subdivisions | $4,904,000 | 3,793 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 5,565 |
| Mortgage-backed securities | $258,000 | 5,279 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,303 |
| Issued or guaranteed by U.S. | $31,000 | 5,295 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $227,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,247 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,238,000 | 1,225 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $6,238,000 | 5,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,295,000 | 5,950 |
| U.S. Government securities | $1,598,000 | 6,211 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,598,000 | 6,104 |
| Securities issued by states & political subdivisions | $4,697,000 | 3,847 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $864,000 | 5,611 |
| Mortgage-backed securities | $315,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,344 |
| Issued or guaranteed by U.S. | $35,000 | 5,337 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $280,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,243 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $6,295,000 | 1,185 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $6,295,000 | 5,918 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,488,000 | 5,970 |
| U.S. Government securities | $1,860,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,860,000 | 6,104 |
| Securities issued by states & political subdivisions | $4,628,000 | 3,844 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 5,629 |
| Mortgage-backed securities | $388,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,366 |
| Issued or guaranteed by U.S. | $39,000 | 5,360 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $349,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 3,240 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $6,488,000 | 1,165 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $6,488,000 | 5,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,538,000 | 6,075 |
| U.S. Government securities | $1,914,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,914,000 | 6,225 |
| Securities issued by states & political subdivisions | $4,624,000 | 3,826 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $878,000 | 5,713 |
| Mortgage-backed securities | $433,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,453 |
| Issued or guaranteed by U.S. | $45,000 | 5,443 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $388,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 3,294 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,538,000 | 1,197 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $6,538,000 | 6,047 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $6,655,000 | 6,112 |
| U.S. Government securities | $2,368,000 | 6,306 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,368,000 | 6,212 |
| Securities issued by states & political subdivisions | $4,287,000 | 3,848 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $869,000 | 5,787 |
| Mortgage-backed securities | $478,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,479 |
| Issued or guaranteed by U.S. | $55,000 | 5,469 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $423,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 3,288 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,655,000 | 1,177 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $6,655,000 | 6,084 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,079,000 | 6,231 |
| U.S. Government securities | $2,101,000 | 6,438 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,101,000 | 6,342 |
| Securities issued by states & political subdivisions | $3,978,000 | 3,877 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $827,000 | 5,841 |
| Mortgage-backed securities | $320,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,503 |
| Issued or guaranteed by U.S. | $61,000 | 5,494 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $259,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 3,413 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,079,000 | 1,239 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $6,079,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,910,000 | 6,415 |
| U.S. Government securities | $1,679,000 | 6,552 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,679,000 | 6,459 |
| Securities issued by states & political subdivisions | $3,231,000 | 4,067 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,000 | 5,599 |
| Mortgage-backed securities | $367,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,478 |
| Issued or guaranteed by U.S. | $70,000 | 5,464 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $297,000 | 3,514 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,254 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,910,000 | 1,379 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $4,910,000 | 6,386 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,972,000 | 6,466 |
| U.S. Government securities | $2,032,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,032,000 | 6,437 |
| Securities issued by states & political subdivisions | $2,940,000 | 4,114 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,000 | 5,607 |
| Mortgage-backed securities | $414,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,477 |
| Issued or guaranteed by U.S. | $79,000 | 5,462 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $335,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 3,212 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,972,000 | 1,385 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $4,972,000 | 6,432 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,532,000 | 6,625 |
| U.S. Government securities | $2,041,000 | 6,652 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,041,000 | 6,541 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,242 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $723,000 | 5,670 |
| Mortgage-backed securities | $460,000 | 5,473 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,473 |
| Issued or guaranteed by U.S. | $93,000 | 5,463 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $367,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,157 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,532,000 | 1,461 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $4,532,000 | 6,589 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,608,000 | 6,627 |
| U.S. Government securities | $2,390,000 | 6,607 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,390,000 | 6,488 |
| Securities issued by states & political subdivisions | $2,218,000 | 4,339 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 5,721 |
| Mortgage-backed securities | $504,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,464 |
| Issued or guaranteed by U.S. | $97,000 | 5,452 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $407,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,084 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,608,000 | 1,466 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $4,608,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,383,000 | 6,652 |
| U.S. Government securities | $2,536,000 | 6,518 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,536,000 | 6,395 |
| Securities issued by states & political subdivisions | $1,847,000 | 4,480 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,000 | 5,724 |
| Mortgage-backed securities | $553,000 | 5,389 |
| Certificates of participation in pools of residential mortgages | $113,000 | 5,430 |
| Issued or guaranteed by U.S. | $113,000 | 5,417 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $440,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,050 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,383,000 | 1,489 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $4,383,000 | 6,614 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,771,000 | 6,598 |
| U.S. Government securities | $2,897,000 | 6,459 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,897,000 | 6,333 |
| Securities issued by states & political subdivisions | $1,874,000 | 4,401 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 5,704 |
| Mortgage-backed securities | $607,000 | 5,416 |
| Certificates of participation in pools of residential mortgages | $127,000 | 5,428 |
| Issued or guaranteed by U.S. | $127,000 | 5,415 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $480,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,992 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,771,000 | 1,480 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $4,771,000 | 6,562 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,529,000 | 6,724 |
| U.S. Government securities | $2,945,000 | 6,581 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,945,000 | 6,457 |
| Securities issued by states & political subdivisions | $1,584,000 | 4,484 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $907,000 | 5,826 |
| Mortgage-backed securities | $649,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $137,000 | 5,472 |
| Issued or guaranteed by U.S. | $137,000 | 5,459 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $512,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,874 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,529,000 | 1,561 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $4,529,000 | 6,681 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,414,000 | 6,831 |
| U.S. Government securities | $3,133,000 | 6,628 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,133,000 | 6,516 |
| Securities issued by states & political subdivisions | $1,281,000 | 4,661 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 5,823 |
| Mortgage-backed securities | $684,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,569 |
| Issued or guaranteed by U.S. | $146,000 | 5,555 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $538,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,814 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,414,000 | 1,603 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $4,414,000 | 6,790 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,978,000 | 6,939 |
| U.S. Government securities | $3,040,000 | 6,653 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,040,000 | 6,552 |
| Securities issued by states & political subdivisions | $938,000 | 4,938 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,211,000 | 5,793 |
| Mortgage-backed securities | $722,000 | 5,553 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,614 |
| Issued or guaranteed by U.S. | $158,000 | 5,599 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $564,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,795 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,978,000 | 1,681 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $3,978,000 | 6,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,961,000 | 6,992 |
| U.S. Government securities | $3,231,000 | 6,646 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,231,000 | 6,551 |
| Securities issued by states & political subdivisions | $730,000 | 5,125 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,212,000 | 5,813 |
| Mortgage-backed securities | $756,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,692 |
| Issued or guaranteed by U.S. | $165,000 | 5,673 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $591,000 | 3,123 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,779 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,961,000 | 1,739 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $3,961,000 | 6,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,477,000 | 7,105 |
| U.S. Government securities | $2,746,000 | 6,839 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,746,000 | 6,743 |
| Securities issued by states & political subdivisions | $731,000 | 5,131 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,234,000 | 5,833 |
| Mortgage-backed securities | $376,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,742 |
| Issued or guaranteed by U.S. | $171,000 | 5,723 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $205,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,080 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,477,000 | 1,834 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $3,477,000 | 7,065 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,201,000 | 7,231 |
| U.S. Government securities | $2,540,000 | 6,997 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,540,000 | 6,902 |
| Securities issued by states & political subdivisions | $661,000 | 5,106 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,217,000 | 5,897 |
| Mortgage-backed securities | $224,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $224,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 3,081 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,201,000 | 1,900 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $3,201,000 | 7,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,405,000 | 7,273 |
| U.S. Government securities | $2,760,000 | 7,062 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,760,000 | 6,970 |
| Securities issued by states & political subdivisions | $645,000 | 5,078 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,115,000 | 5,971 |
| Mortgage-backed securities | $239,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $239,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,065 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,405,000 | 1,864 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $3,404,000 | 7,234 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,833,000 | 7,195 |
| U.S. Government securities | $3,187,000 | 6,945 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,187,000 | 6,843 |
| Securities issued by states & political subdivisions | $646,000 | 5,078 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,260,000 | 5,940 |
| Mortgage-backed securities | $256,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $256,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,964 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,833,000 | 1,799 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $3,833,000 | 7,153 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,556,000 | 7,326 |
| U.S. Government securities | $2,919,000 | 7,102 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,919,000 | 7,004 |
| Securities issued by states & political subdivisions | $637,000 | 5,136 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,364,000 | 5,919 |
| Mortgage-backed securities | $266,000 | 6,045 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $266,000 | 3,301 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,964 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,556,000 | 1,860 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $3,556,000 | 7,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,332,000 | 7,419 |
| U.S. Government securities | $2,726,000 | 7,161 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,726,000 | 7,060 |
| Securities issued by states & political subdivisions | $606,000 | 5,184 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,136,000 | 6,023 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,332,000 | 1,918 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $3,332,000 | 7,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,713,000 | 7,621 |
| U.S. Government securities | $2,185,000 | 7,443 |
| U.S. Treasury securities | $100,000 | 1,106 |
| U.S. Government agency obligations | $2,085,000 | 7,358 |
| Securities issued by states & political subdivisions | $528,000 | 5,277 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,000 | 6,113 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,713,000 | 2,133 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $2,713,000 | 7,571 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,629,000 | 7,673 |
| U.S. Government securities | $2,100,000 | 7,519 |
| U.S. Treasury securities | $200,000 | 1,145 |
| U.S. Government agency obligations | $1,900,000 | 7,495 |
| Securities issued by states & political subdivisions | $529,000 | 5,305 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 6,159 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,629,000 | 2,186 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $2,631,000 | 7,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,530,000 | 7,756 |
| U.S. Government securities | $2,001,000 | 7,598 |
| U.S. Treasury securities | $200,000 | 1,257 |
| U.S. Government agency obligations | $1,801,000 | 7,557 |
| Securities issued by states & political subdivisions | $529,000 | 5,334 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,000 | 6,307 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,530,000 | 2,235 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $2,530,000 | 7,707 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,062,000 | 7,671 |
| U.S. Government securities | $2,615,000 | 7,469 |
| U.S. Treasury securities | $299,000 | 1,280 |
| U.S. Government agency obligations | $2,316,000 | 7,439 |
| Securities issued by states & political subdivisions | $447,000 | 5,479 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,000 | 6,358 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,062,000 | 2,133 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $3,062,000 | 7,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,881,000 | 7,748 |
| U.S. Government securities | $2,459,000 | 7,560 |
| U.S. Treasury securities | $299,000 | 1,327 |
| U.S. Government agency obligations | $2,160,000 | 7,527 |
| Securities issued by states & political subdivisions | $422,000 | 5,546 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $902,000 | 6,359 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,881,000 | 2,223 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $2,881,000 | 7,703 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,693,000 | 7,877 |
| U.S. Government securities | $2,387,000 | 7,664 |
| U.S. Treasury securities | $299,000 | 1,394 |
| U.S. Government agency obligations | $2,088,000 | 7,602 |
| Securities issued by states & political subdivisions | $306,000 | 5,770 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $905,000 | 6,421 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,693,000 | 2,323 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $2,693,000 | 7,831 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,726,000 | 7,926 |
| U.S. Government securities | $2,341,000 | 7,724 |
| U.S. Treasury securities | $100,000 | 1,568 |
| U.S. Government agency obligations | $2,241,000 | 7,610 |
| Securities issued by states & political subdivisions | $385,000 | 5,681 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,000 | 6,450 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,726,000 | 2,339 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $2,726,000 | 7,881 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,281,000 | 7,844 |
| U.S. Government securities | $2,896,000 | 7,623 |
| U.S. Treasury securities | $298,000 | 1,517 |
| U.S. Government agency obligations | $2,598,000 | 7,566 |
| Securities issued by states & political subdivisions | $385,000 | 5,716 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,000 | 6,478 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,281,000 | 2,247 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $3,281,000 | 7,795 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,556,000 | 7,807 |
| U.S. Government securities | $3,196,000 | 7,530 |
| U.S. Treasury securities | $298,000 | 1,531 |
| U.S. Government agency obligations | $2,898,000 | 7,504 |
| Securities issued by states & political subdivisions | $360,000 | 5,761 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,000 | 6,386 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,556,000 | 2,232 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,556,000 | 7,755 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,175,000 | 7,934 |
| U.S. Government securities | $2,835,000 | 7,672 |
| U.S. Treasury securities | $200,000 | 1,641 |
| U.S. Government agency obligations | $2,635,000 | 7,597 |
| Securities issued by states & political subdivisions | $340,000 | 5,818 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,063,000 | 6,381 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,175,000 | 2,332 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $3,175,000 | 7,880 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,678,000 | 7,851 |
| U.S. Government securities | $3,337,000 | 7,549 |
| U.S. Treasury securities | $400,000 | 1,587 |
| U.S. Government agency obligations | $2,937,000 | 7,547 |
| Securities issued by states & political subdivisions | $341,000 | 5,824 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,162,000 | 6,329 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,678,000 | 2,238 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $3,678,000 | 7,796 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,959,000 | 7,859 |
| U.S. Government securities | $3,641,000 | 7,520 |
| U.S. Treasury securities | $600,000 | 1,479 |
| U.S. Government agency obligations | $3,041,000 | 7,548 |
| Securities issued by states & political subdivisions | $318,000 | 5,884 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,466,000 | 6,198 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,959,000 | 2,219 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $3,959,000 | 7,799 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,664,000 | 7,977 |
| U.S. Government securities | $3,346,000 | 7,622 |
| U.S. Treasury securities | $600,000 | 1,500 |
| U.S. Government agency obligations | $2,746,000 | 7,675 |
| Securities issued by states & political subdivisions | $318,000 | 5,929 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,000 | 6,312 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,664,000 | 2,298 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $3,664,000 | 7,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,667,000 | 7,999 |
| U.S. Government securities | $3,309,000 | 7,658 |
| U.S. Treasury securities | $600,000 | 1,497 |
| U.S. Government agency obligations | $2,709,000 | 7,721 |
| Securities issued by states & political subdivisions | $358,000 | 5,915 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,363,000 | 6,288 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,667,000 | 2,309 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $3,667,000 | 7,936 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,630,000 | 8,079 |
| U.S. Government securities | $3,321,000 | 7,741 |
| U.S. Treasury securities | $600,000 | 1,581 |
| U.S. Government agency obligations | $2,721,000 | 7,787 |
| Securities issued by states & political subdivisions | $309,000 | 6,036 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,214,000 | 6,402 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,630,000 | 2,318 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $3,630,000 | 8,016 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,784,000 | 8,045 |
| U.S. Government securities | $3,424,000 | 7,665 |
| U.S. Treasury securities | $601,000 | 1,558 |
| U.S. Government agency obligations | $2,823,000 | 7,718 |
| Securities issued by states & political subdivisions | $360,000 | 5,959 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,317,000 | 6,315 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,784,000 | 2,273 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,784,000 | 7,974 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,038,000 | 8,055 |
| U.S. Government securities | $3,677,000 | 7,663 |
| U.S. Treasury securities | $701,000 | 1,636 |
| U.S. Government agency obligations | $2,976,000 | 7,737 |
| Securities issued by states & political subdivisions | $361,000 | 6,008 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,318,000 | 6,274 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,038,000 | 2,253 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $4,038,000 | 7,982 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,721,000 | 8,109 |
| U.S. Government securities | $3,324,000 | 7,701 |
| U.S. Treasury securities | $502,000 | 1,870 |
| U.S. Government agency obligations | $2,822,000 | 7,729 |
| Securities issued by states & political subdivisions | $397,000 | 5,992 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,000 | 6,228 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,721,000 | 2,329 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $3,721,000 | 8,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,531,000 | 8,166 |
| U.S. Government securities | $3,170,000 | 7,767 |
| U.S. Treasury securities | $302,000 | 2,030 |
| U.S. Government agency obligations | $2,868,000 | 7,717 |
| Securities issued by states & political subdivisions | $361,000 | 6,046 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,000 | 6,649 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,531,000 | 2,401 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,531,000 | 8,083 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,805,000 | 8,147 |
| U.S. Government securities | $3,478,000 | 7,720 |
| U.S. Treasury securities | $402,000 | 2,028 |
| U.S. Government agency obligations | $3,076,000 | 7,665 |
| Securities issued by states & political subdivisions | $327,000 | 6,101 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,000 | 6,336 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,805,000 | 2,382 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $3,805,000 | 8,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,050,000 | 8,119 |
| U.S. Government securities | $3,723,000 | 7,645 |
| U.S. Treasury securities | $503,000 | 2,070 |
| U.S. Government agency obligations | $3,220,000 | 7,626 |
| Securities issued by states & political subdivisions | $327,000 | 6,103 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 6,219 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,050,000 | 2,365 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,050,000 | 8,033 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,571,000 | 8,065 |
| U.S. Government securities | $4,241,000 | 7,541 |
| U.S. Treasury securities | $701,000 | 2,261 |
| U.S. Government agency obligations | $3,540,000 | 7,598 |
| Securities issued by states & political subdivisions | $330,000 | 6,223 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,198,000 | 6,556 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,571,000 | 2,369 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $4,571,000 | 7,957 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,797,000 | 8,088 |
| U.S. Government securities | $5,560,000 | 7,498 |
| U.S. Treasury securities | $900,000 | 2,930 |
| U.S. Government agency obligations | $4,660,000 | 7,572 |
| Securities issued by states & political subdivisions | $237,000 | 6,613 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,000 | 6,443 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,797,000 | 2,567 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $5,797,000 | 7,953 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,639,000 | 8,446 |
| U.S. Government securities | $5,394,000 | 7,866 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $4,893,000 | 7,581 |
| Securities issued by states & political subdivisions | $245,000 | 6,915 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,493,000 | 6,754 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,639,000 | 2,907 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $5,639,000 | 8,333 |
| 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 | $5,652,000 | 8,528 |
| U.S. Government securities | $5,231,000 | 7,934 |
| U.S. Treasury securities | $1,104,000 | 4,802 |
| U.S. Government agency obligations | $4,127,000 | 7,628 |
| Securities issued by states & political subdivisions | $421,000 | 6,749 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,000 | 6,804 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,652,000 | 3,213 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $5,652,000 | 8,403 |
| 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 | $5,309,000 | 9,094 |
| U.S. Government securities | $4,921,000 | 8,616 |
| U.S. Treasury securities | $1,852,000 | 5,368 |
| U.S. Government agency obligations | $3,069,000 | 8,396 |
| Securities issued by states & political subdivisions | $388,000 | 6,983 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,801,000 | 6,667 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,309,000 | 4,017 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $5,309,000 | 8,966 |
| 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 | $5,996,000 | 9,367 |
| U.S. Government securities | $5,741,000 | 8,784 |
| U.S. Treasury securities | $1,602,000 | 6,402 |
| U.S. Government agency obligations | $4,139,000 | 8,129 |
| Securities issued by states & political subdivisions | $255,000 | 7,713 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,498,000 | 7,263 |
| Mortgage-backed securities | $299,000 | 7,931 |
| Certificates of participation in pools of residential mortgages | $97,000 | 7,887 |
| Issued or guaranteed by U.S. | $97,000 | 7,868 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $202,000 | 5,005 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 4,817 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,996,000 | 4,304 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,996,000 | 9,270 |
| Structured notes | ||
| Amortized cost | $100,000 | 3,531 |
| Fair value | $99,000 | 3,577 |
| 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 | $5,637,000 | 9,926 |
| U.S. Government securities | $5,381,000 | 9,349 |
| U.S. Treasury securities | $1,798,000 | 7,403 |
| U.S. Government agency obligations | $3,583,000 | 8,586 |
| Securities issued by states & political subdivisions | $256,000 | 7,998 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 7,441 |
| Mortgage-backed securities | $340,000 | 8,322 |
| Certificates of participation in pools of residential mortgages | $120,000 | 8,187 |
| Issued or guaranteed by U.S. | $120,000 | 8,155 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $220,000 | 5,429 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 5,202 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,637,000 | 4,734 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $5,637,000 | 9,811 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $288,000 | 4,089 |
| 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 | $5,776,000 | 10,487 |
| U.S. Government securities | $5,572,000 | 9,860 |
| U.S. Treasury securities | $2,592,000 | 7,536 |
| U.S. Government agency obligations | $2,980,000 | 9,132 |
| Securities issued by states & political subdivisions | $204,000 | 8,654 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,000 | 7,831 |
| Mortgage-backed securities | $448,000 | 8,636 |
| Certificates of participation in pools of residential mortgages | $145,000 | 8,593 |
| Issued or guaranteed by U.S. | $145,000 | 8,564 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $303,000 | 5,649 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 5,402 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,776,000 | 7,571 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,776,000 | 10,383 |
| 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 | $5,337,000 | 11,106 |
| U.S. Government securities | $5,184,000 | 10,410 |
| U.S. Treasury securities | $3,102,000 | 7,221 |
| U.S. Government agency obligations | $2,082,000 | 10,157 |
| Securities issued by states & political subdivisions | $153,000 | 9,056 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 8,095 |
| Mortgage-backed securities | $386,000 | 9,470 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $386,000 | 5,957 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 5,709 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,337,000 | 10,969 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,598,000 | 11,270 |
| U.S. Government securities | $5,444,000 | 10,512 |
| U.S. Treasury securities | $3,419,000 | 7,130 |
| U.S. Government agency obligations | $2,025,000 | 10,485 |
| Securities issued by states & political subdivisions | $154,000 | 8,966 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 9,303 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,598,000 | 11,127 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |