Home > Bank of Elgin > Securities
Bank of Elgin, Securities
| 2025-03-31 | Rank | |
| Total securities | $15,728,000 | 3,631 |
| U.S. Government securities | $13,070,000 | 3,277 |
| U.S. Treasury securities | $5,817,000 | 1,418 |
| U.S. Government agency obligations | $7,253,000 | 3,357 |
| Securities issued by states & political subdivisions | $2,658,000 | 3,129 |
| Other domestic debt securities | $0 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,805,000 | 2,805 |
| Mortgage-backed securities | $1,325,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,325,000 | 3,144 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $15,728,000 | 3,408 |
| Total debt securities | $15,727,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank | |
| Total securities | $16,155,000 | 3,623 |
| U.S. Government securities | $13,454,000 | 3,265 |
| U.S. Treasury securities | $6,253,000 | 1,445 |
| U.S. Government agency obligations | $7,201,000 | 3,362 |
| Securities issued by states & political subdivisions | $2,701,000 | 3,148 |
| Other domestic debt securities | $0 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,261,000 | 2,893 |
| Mortgage-backed securities | $1,386,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,386,000 | 3,133 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,785 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,155,000 | 3,404 |
| Total debt securities | $16,157,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank | |
| Total securities | $16,775,000 | 3,630 |
| U.S. Government securities | $13,870,000 | 3,269 |
| U.S. Treasury securities | $6,325,000 | 1,492 |
| U.S. Government agency obligations | $7,545,000 | 3,367 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,155 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| 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 | $7,673,000 | 3,055 |
| Mortgage-backed securities | $1,492,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,492,000 | 3,120 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,782 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $16,775,000 | 3,404 |
| Total debt securities | $16,773,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $16,444,000 | 3,661 |
| U.S. Government securities | $13,550,000 | 3,291 |
| U.S. Treasury securities | $6,168,000 | 1,544 |
| U.S. Government agency obligations | $7,382,000 | 3,384 |
| Securities issued by states & political subdivisions | $2,894,000 | 3,165 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $4,476,000 | 3,380 |
| Mortgage-backed securities | $1,530,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,530,000 | 3,100 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $16,444,000 | 3,430 |
| Total debt securities | $16,444,000 | 3,637 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $16,489,000 | 3,692 |
| U.S. Government securities | $13,571,000 | 3,322 |
| U.S. Treasury securities | $6,145,000 | 1,642 |
| U.S. Government agency obligations | $7,426,000 | 3,446 |
| Securities issued by states & political subdivisions | $2,918,000 | 3,152 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| 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 | $4,011,000 | 3,452 |
| Mortgage-backed securities | $1,597,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,597,000 | 3,100 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $16,489,000 | 3,457 |
| Total debt securities | $16,483,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $16,740,000 | 3,712 |
| U.S. Government securities | $13,785,000 | 3,330 |
| U.S. Treasury securities | $6,177,000 | 1,695 |
| U.S. Government agency obligations | $7,608,000 | 3,437 |
| Securities issued by states & political subdivisions | $2,955,000 | 3,175 |
| 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 | $3,544,000 | 3,490 |
| Mortgage-backed securities | $1,675,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,675,000 | 3,075 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,740,000 | 3,465 |
| Total debt securities | $16,739,000 | 3,690 |
| 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 | $10,741,000 | 3,992 |
| U.S. Government securities | $9,023,000 | 3,666 |
| U.S. Treasury securities | $5,550,000 | 1,795 |
| U.S. Government agency obligations | $3,473,000 | 3,836 |
| Securities issued by states & political subdivisions | $1,718,000 | 3,393 |
| 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 | $10,741,000 | 2,852 |
| Mortgage-backed securities | $1,664,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,664,000 | 3,087 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $10,741,000 | 3,710 |
| Total debt securities | $10,741,000 | 3,970 |
| 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 | $8,336,000 | 4,140 |
| U.S. Government securities | $7,118,000 | 3,874 |
| U.S. Treasury securities | $5,101,000 | 1,886 |
| U.S. Government agency obligations | $2,017,000 | 4,019 |
| Securities issued by states & political subdivisions | $1,218,000 | 3,557 |
| 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 | $3,553,000 | 3,467 |
| Mortgage-backed securities | $679,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $679,000 | 3,327 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $8,336,000 | 3,861 |
| Total debt securities | $8,336,000 | 4,117 |
| 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 | $8,445,000 | 4,210 |
| U.S. Government securities | $7,210,000 | 3,938 |
| U.S. Treasury securities | $5,153,000 | 1,953 |
| U.S. Government agency obligations | $2,057,000 | 4,031 |
| Securities issued by states & political subdivisions | $1,235,000 | 3,607 |
| 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 | $3,601,000 | 3,422 |
| Mortgage-backed securities | $709,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $709,000 | 3,369 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $8,445,000 | 3,927 |
| Total debt securities | $8,445,000 | 4,187 |
| 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 | $8,341,000 | 4,253 |
| U.S. Government securities | $7,136,000 | 3,963 |
| U.S. Treasury securities | $5,087,000 | 1,999 |
| U.S. Government agency obligations | $2,049,000 | 4,045 |
| Securities issued by states & political subdivisions | $1,205,000 | 3,650 |
| 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 | $2,272,000 | 3,528 |
| Mortgage-backed securities | $727,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $727,000 | 3,396 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $8,341,000 | 3,963 |
| Total debt securities | $8,340,000 | 4,229 |
| 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 | $8,256,000 | 4,280 |
| U.S. Government securities | $7,078,000 | 3,986 |
| U.S. Treasury securities | $5,024,000 | 2,039 |
| U.S. Government agency obligations | $2,054,000 | 4,069 |
| Securities issued by states & political subdivisions | $1,178,000 | 3,683 |
| 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 | $2,150,000 | 3,536 |
| Mortgage-backed securities | $739,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $739,000 | 3,411 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $8,256,000 | 3,990 |
| Total debt securities | $8,256,000 | 4,256 |
| 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 | $8,799,000 | 4,271 |
| U.S. Government securities | $7,356,000 | 3,974 |
| U.S. Treasury securities | $5,189,000 | 1,994 |
| U.S. Government agency obligations | $2,167,000 | 4,084 |
| Securities issued by states & political subdivisions | $1,443,000 | 3,678 |
| 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 | $2,481,000 | 3,501 |
| Mortgage-backed securities | $809,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $809,000 | 3,508 |
| Issued or guaranteed by U.S. | $809,000 | 3,417 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $8,799,000 | 3,998 |
| Total debt securities | $8,798,000 | 4,254 |
| 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 | $9,041,000 | 4,222 |
| U.S. Government securities | $7,568,000 | 3,885 |
| U.S. Treasury securities | $5,301,000 | 1,769 |
| U.S. Government agency obligations | $2,267,000 | 4,051 |
| Securities issued by states & political subdivisions | $1,473,000 | 3,686 |
| 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 | $2,465,000 | 3,502 |
| Mortgage-backed securities | $874,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $874,000 | 3,505 |
| Issued or guaranteed by U.S. | $874,000 | 3,414 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $9,041,000 | 3,965 |
| Total debt securities | $9,041,000 | 4,201 |
| 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 | $10,360,000 | 4,131 |
| U.S. Government securities | $8,071,000 | 3,734 |
| U.S. Treasury securities | $5,616,000 | 1,329 |
| U.S. Government agency obligations | $2,455,000 | 4,036 |
| Securities issued by states & political subdivisions | $2,289,000 | 3,583 |
| 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 | $1,583,000 | 3,672 |
| Mortgage-backed securities | $970,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $969,000 | 3,497 |
| Issued or guaranteed by U.S. | $969,000 | 3,397 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,819 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,360,000 | 3,901 |
| Total debt securities | $10,354,000 | 4,110 |
| 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 | $7,448,000 | 4,289 |
| U.S. Government securities | $5,116,000 | 3,970 |
| U.S. Treasury securities | $4,090,000 | 1,254 |
| U.S. Government agency obligations | $1,026,000 | 4,264 |
| Securities issued by states & political subdivisions | $2,332,000 | 3,595 |
| 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 | $2,315,000 | 3,559 |
| Mortgage-backed securities | $1,026,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 3,517 |
| Issued or guaranteed by U.S. | $1,014,000 | 3,426 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,812 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,448,000 | 4,059 |
| Total debt securities | $7,449,000 | 4,264 |
| 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 | $7,733,000 | 4,286 |
| U.S. Government securities | $5,169,000 | 3,968 |
| U.S. Treasury securities | $4,099,000 | 1,142 |
| U.S. Government agency obligations | $1,070,000 | 4,295 |
| Securities issued by states & political subdivisions | $2,564,000 | 3,565 |
| 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 | $2,685,000 | 3,510 |
| Mortgage-backed securities | $1,070,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $1,050,000 | 3,524 |
| Issued or guaranteed by U.S. | $1,050,000 | 3,428 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $20,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,799 |
| 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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $7,733,000 | 4,049 |
| Total debt securities | $7,732,000 | 4,262 |
| 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 | $3,154,000 | 4,525 |
| U.S. Government securities | $589,000 | 4,499 |
| U.S. Treasury securities | $518,000 | 1,484 |
| U.S. Government agency obligations | $71,000 | 4,520 |
| Securities issued by states & political subdivisions | $2,565,000 | 3,560 |
| 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 | $2,103,000 | 3,598 |
| Mortgage-backed securities | $71,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $40,000 | 3,925 |
| Issued or guaranteed by U.S. | $40,000 | 3,850 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $31,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,760 |
| 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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,154,000 | 4,287 |
| Total debt securities | $3,153,000 | 4,503 |
| 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 | $2,543,000 | 4,567 |
| U.S. Government securities | $94,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $94,000 | 4,507 |
| Securities issued by states & political subdivisions | $2,449,000 | 3,582 |
| 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 | $1,841,000 | 3,676 |
| Mortgage-backed securities | $94,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $47,000 | 3,910 |
| Issued or guaranteed by U.S. | $47,000 | 3,841 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $47,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,749 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,543,000 | 4,336 |
| Total debt securities | $2,545,000 | 4,546 |
| 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 | $2,590,000 | 4,586 |
| U.S. Government securities | $117,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $117,000 | 4,521 |
| Securities issued by states & political subdivisions | $2,473,000 | 3,519 |
| 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 | $1,971,000 | 3,686 |
| Mortgage-backed securities | $117,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $53,000 | 3,910 |
| Issued or guaranteed by U.S. | $53,000 | 3,841 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $64,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,745 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,590,000 | 4,348 |
| Total debt securities | $2,590,000 | 4,566 |
| 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 | $2,126,000 | 4,645 |
| U.S. Government securities | $140,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $140,000 | 4,550 |
| Securities issued by states & political subdivisions | $1,986,000 | 3,600 |
| 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 | $2,121,000 | 3,669 |
| Mortgage-backed securities | $140,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $59,000 | 3,914 |
| Issued or guaranteed by U.S. | $59,000 | 3,845 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $81,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,735 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,126,000 | 4,400 |
| Total debt securities | $2,126,000 | 4,621 |
| 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 | $2,399,000 | 4,662 |
| U.S. Government securities | $160,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $160,000 | 4,611 |
| Securities issued by states & political subdivisions | $2,239,000 | 3,513 |
| 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 | $2,162,000 | 3,680 |
| Mortgage-backed securities | $160,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $66,000 | 3,943 |
| Issued or guaranteed by U.S. | $66,000 | 3,867 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $94,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 2,724 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,399,000 | 4,418 |
| Total debt securities | $2,401,000 | 4,639 |
| 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 | $2,460,000 | 4,725 |
| U.S. Government securities | $177,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $177,000 | 4,679 |
| Securities issued by states & political subdivisions | $2,283,000 | 3,498 |
| 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 | $2,104,000 | 3,764 |
| Mortgage-backed securities | $177,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $73,000 | 3,956 |
| Issued or guaranteed by U.S. | $73,000 | 3,888 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $104,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 2,731 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,460,000 | 4,484 |
| Total debt securities | $2,460,000 | 4,702 |
| 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 | $2,509,000 | 4,806 |
| U.S. Government securities | $199,000 | 4,878 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $199,000 | 4,756 |
| Securities issued by states & political subdivisions | $2,310,000 | 3,520 |
| 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 | $2,504,000 | 3,757 |
| Mortgage-backed securities | $199,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $81,000 | 3,991 |
| Issued or guaranteed by U.S. | $81,000 | 3,920 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $118,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,739 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,509,000 | 4,556 |
| Total debt securities | $2,508,000 | 4,781 |
| 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 | $2,658,000 | 4,851 |
| U.S. Government securities | $221,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $221,000 | 4,803 |
| Securities issued by states & political subdivisions | $2,437,000 | 3,534 |
| 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 | $2,446,000 | 3,817 |
| Mortgage-backed securities | $221,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,004 |
| Issued or guaranteed by U.S. | $91,000 | 3,939 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $130,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,733 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $2,658,000 | 4,585 |
| Total debt securities | $2,657,000 | 4,828 |
| 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 | $2,774,000 | 4,898 |
| U.S. Government securities | $738,000 | 4,873 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $738,000 | 4,744 |
| Securities issued by states & political subdivisions | $2,036,000 | 3,703 |
| 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 | $2,181,000 | 3,923 |
| Mortgage-backed securities | $238,000 | 4,133 |
| 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 | $137,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 2,743 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,774,000 | 4,620 |
| Total debt securities | $2,773,000 | 4,875 |
| 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 | $2,772,000 | 4,935 |
| U.S. Government securities | $757,000 | 4,917 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $757,000 | 4,780 |
| Securities issued by states & political subdivisions | $2,015,000 | 3,765 |
| 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 | $2,182,000 | 3,965 |
| Mortgage-backed securities | $258,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $114,000 | 4,061 |
| Issued or guaranteed by U.S. | $114,000 | 4,007 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $144,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,753 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,772,000 | 4,659 |
| Total debt securities | $2,772,000 | 4,913 |
| 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 | $3,523,000 | 4,936 |
| U.S. Government securities | $775,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $775,000 | 4,852 |
| Securities issued by states & political subdivisions | $2,748,000 | 3,648 |
| 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 | $2,672,000 | 3,916 |
| Mortgage-backed securities | $277,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $130,000 | 4,102 |
| Issued or guaranteed by U.S. | $130,000 | 4,082 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $147,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,759 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,523,000 | 4,669 |
| Total debt securities | $3,523,000 | 4,915 |
| 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 | $3,603,000 | 4,991 |
| U.S. Government securities | $808,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $808,000 | 4,897 |
| Securities issued by states & political subdivisions | $2,795,000 | 3,695 |
| 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 | $2,715,000 | 3,938 |
| Mortgage-backed securities | $311,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $150,000 | 4,139 |
| Issued or guaranteed by U.S. | $150,000 | 4,013 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $161,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,768 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,603,000 | 4,718 |
| Total debt securities | $3,601,000 | 4,969 |
| 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 | $3,643,000 | 5,043 |
| U.S. Government securities | $841,000 | 5,095 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $841,000 | 4,971 |
| Securities issued by states & political subdivisions | $2,802,000 | 3,733 |
| 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 | $2,749,000 | 3,974 |
| Mortgage-backed securities | $344,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,159 |
| Issued or guaranteed by U.S. | $170,000 | 4,151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $174,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,754 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,643,000 | 4,768 |
| Total debt securities | $3,643,000 | 5,024 |
| 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 | $3,959,000 | 5,065 |
| U.S. Government securities | $1,131,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,131,000 | 4,946 |
| Securities issued by states & political subdivisions | $2,828,000 | 3,803 |
| 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 | $3,052,000 | 3,962 |
| Mortgage-backed securities | $381,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $194,000 | 4,188 |
| Issued or guaranteed by U.S. | $194,000 | 4,183 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $187,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 2,743 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,959,000 | 4,793 |
| Total debt securities | $3,956,000 | 5,047 |
| 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 | $4,034,000 | 5,121 |
| U.S. Government securities | $1,178,000 | 5,110 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,178,000 | 4,993 |
| Securities issued by states & political subdivisions | $2,856,000 | 3,842 |
| 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 | $3,113,000 | 4,002 |
| Mortgage-backed securities | $426,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $220,000 | 4,228 |
| Issued or guaranteed by U.S. | $220,000 | 4,224 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $206,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 2,758 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $4,034,000 | 4,834 |
| Total debt securities | $4,033,000 | 5,101 |
| 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 | $3,364,000 | 5,240 |
| U.S. Government securities | $1,224,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,224,000 | 5,027 |
| Securities issued by states & political subdivisions | $2,140,000 | 4,033 |
| 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 | $3,094,000 | 4,041 |
| Mortgage-backed securities | $471,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $248,000 | 4,243 |
| Issued or guaranteed by U.S. | $248,000 | 4,238 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $223,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,769 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,364,000 | 4,947 |
| Total debt securities | $3,363,000 | 5,217 |
| 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 | $3,398,000 | 5,308 |
| U.S. Government securities | $1,271,000 | 5,213 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,271,000 | 5,093 |
| Securities issued by states & political subdivisions | $2,127,000 | 4,084 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $518,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $276,000 | 4,290 |
| Issued or guaranteed by U.S. | $276,000 | 4,286 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $242,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,796 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,398,000 | 5,003 |
| Total debt securities | $3,395,000 | 5,285 |
| 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 | $3,437,000 | 5,337 |
| U.S. Government securities | $1,328,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,328,000 | 5,118 |
| Securities issued by states & political subdivisions | $2,109,000 | 4,118 |
| 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 | $2,804,000 | 4,186 |
| Mortgage-backed securities | $575,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $309,000 | 4,308 |
| Issued or guaranteed by U.S. | $309,000 | 4,303 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $266,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,773 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,437,000 | 5,018 |
| Total debt securities | $3,434,000 | 5,314 |
| 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 | $3,651,000 | 5,359 |
| U.S. Government securities | $1,396,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,396,000 | 5,163 |
| Securities issued by states & political subdivisions | $2,255,000 | 4,098 |
| 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 | $3,144,000 | 4,143 |
| Mortgage-backed securities | $635,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,325 |
| Issued or guaranteed by U.S. | $341,000 | 4,322 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $294,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,793 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $3,651,000 | 5,032 |
| Total debt securities | $3,652,000 | 5,334 |
| 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 | $3,482,000 | 5,477 |
| U.S. Government securities | $1,466,000 | 5,361 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,466,000 | 5,254 |
| Securities issued by states & political subdivisions | $2,016,000 | 4,179 |
| 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 | $3,124,000 | 4,229 |
| Mortgage-backed securities | $702,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $381,000 | 4,358 |
| Issued or guaranteed by U.S. | $381,000 | 4,353 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $321,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,803 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,482,000 | 5,139 |
| Total debt securities | $3,482,000 | 5,451 |
| 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 | $4,054,000 | 5,475 |
| U.S. Government securities | $2,028,000 | 5,309 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,028,000 | 5,204 |
| Securities issued by states & political subdivisions | $2,026,000 | 4,209 |
| 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 | $3,147,000 | 4,273 |
| Mortgage-backed securities | $770,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $422,000 | 4,379 |
| Issued or guaranteed by U.S. | $422,000 | 4,375 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $348,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,811 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $4,054,000 | 5,132 |
| Total debt securities | $4,054,000 | 5,454 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $499,000 | 1,192 |
| 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 | $3,790,000 | 5,565 |
| U.S. Government securities | $2,082,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,082,000 | 5,265 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,335 |
| 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 | $3,016,000 | 4,348 |
| Mortgage-backed securities | $834,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $458,000 | 4,387 |
| Issued or guaranteed by U.S. | $458,000 | 4,384 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $376,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,823 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,790,000 | 5,216 |
| Total debt securities | $3,790,000 | 5,541 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $497,000 | 1,330 |
| 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 | $4,384,000 | 5,589 |
| U.S. Government securities | $2,170,000 | 5,459 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,170,000 | 5,364 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,247 |
| 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 | $3,584,000 | 4,283 |
| Mortgage-backed securities | $914,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $504,000 | 4,423 |
| Issued or guaranteed by U.S. | $504,000 | 4,419 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $410,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,856 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $4,384,000 | 5,220 |
| Total debt securities | $4,384,000 | 5,567 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $498,000 | 1,507 |
| 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 | $4,905,000 | 5,611 |
| U.S. Government securities | $2,239,000 | 5,534 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,239,000 | 5,437 |
| Securities issued by states & political subdivisions | $2,666,000 | 4,146 |
| 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 | $3,582,000 | 4,330 |
| Mortgage-backed securities | $992,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $548,000 | 4,480 |
| Issued or guaranteed by U.S. | $548,000 | 4,477 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $444,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,885 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,905,000 | 5,241 |
| Total debt securities | $4,905,000 | 5,588 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $494,000 | 1,642 |
| 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 | $4,519,000 | 5,707 |
| U.S. Government securities | $1,838,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,838,000 | 5,599 |
| Securities issued by states & political subdivisions | $2,681,000 | 4,158 |
| 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 | $3,654,000 | 4,370 |
| Mortgage-backed securities | $1,083,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $604,000 | 4,513 |
| Issued or guaranteed by U.S. | $604,000 | 4,508 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $479,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,893 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,519,000 | 5,342 |
| Total debt securities | $4,519,000 | 5,682 |
| 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 | $4,587,000 | 5,806 |
| U.S. Government securities | $1,910,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,910,000 | 5,678 |
| Securities issued by states & political subdivisions | $2,677,000 | 4,212 |
| 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 | $3,708,000 | 4,423 |
| Mortgage-backed securities | $1,163,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $649,000 | 4,569 |
| Issued or guaranteed by U.S. | $649,000 | 4,562 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $514,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,928 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,587,000 | 5,430 |
| Total debt securities | $4,586,000 | 5,786 |
| 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 | $5,183,000 | 5,813 |
| U.S. Government securities | $2,502,000 | 5,741 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,502,000 | 5,646 |
| Securities issued by states & political subdivisions | $2,681,000 | 4,251 |
| 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 | $3,768,000 | 4,460 |
| Mortgage-backed securities | $1,259,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $705,000 | 4,630 |
| Issued or guaranteed by U.S. | $705,000 | 4,626 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $554,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,947 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,183,000 | 5,438 |
| Total debt securities | $5,182,000 | 5,794 |
| 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 | $6,306,000 | 5,745 |
| U.S. Government securities | $3,611,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,611,000 | 5,497 |
| Securities issued by states & political subdivisions | $2,695,000 | 4,290 |
| 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 | $3,869,000 | 4,478 |
| Mortgage-backed securities | $1,364,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $766,000 | 4,646 |
| Issued or guaranteed by U.S. | $766,000 | 4,642 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $598,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,965 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,306,000 | 5,345 |
| Total debt securities | $6,306,000 | 5,724 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,435 |
| Fair value | $1,501,000 | 1,404 |
| 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 | $4,892,000 | 5,970 |
| U.S. Government securities | $2,206,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,206,000 | 5,811 |
| Securities issued by states & political subdivisions | $2,686,000 | 4,331 |
| 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 | $3,388,000 | 4,618 |
| Mortgage-backed securities | $1,462,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,665 |
| Issued or guaranteed by U.S. | $821,000 | 4,660 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $641,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 2,969 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,892,000 | 5,582 |
| Total debt securities | $4,892,000 | 5,944 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,067 |
| Fair value | $499,000 | 1,990 |
| 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 | $4,967,000 | 6,018 |
| U.S. Government securities | $2,291,000 | 5,940 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,291,000 | 5,843 |
| Securities issued by states & political subdivisions | $2,676,000 | 4,353 |
| 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 | $3,457,000 | 4,620 |
| Mortgage-backed securities | $1,553,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $880,000 | 4,664 |
| Issued or guaranteed by U.S. | $880,000 | 4,660 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $673,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,939 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $4,967,000 | 5,625 |
| Total debt securities | $4,966,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,069 |
| Fair value | $495,000 | 1,989 |
| 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 | $4,333,000 | 6,153 |
| U.S. Government securities | $2,402,000 | 5,978 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,402,000 | 5,884 |
| Securities issued by states & political subdivisions | $1,931,000 | 4,587 |
| 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 | $3,415,000 | 4,690 |
| Mortgage-backed securities | $1,665,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $950,000 | 4,675 |
| Issued or guaranteed by U.S. | $950,000 | 4,671 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $715,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $715,000 | 2,937 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $4,333,000 | 5,759 |
| Total debt securities | $4,333,000 | 6,120 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,068 |
| Fair value | $493,000 | 2,002 |
| 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 | $3,969,000 | 6,210 |
| U.S. Government securities | $2,036,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,036,000 | 5,967 |
| Securities issued by states & political subdivisions | $1,933,000 | 4,586 |
| 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 | $3,525,000 | 4,651 |
| Mortgage-backed securities | $1,540,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $773,000 | 4,741 |
| Issued or guaranteed by U.S. | $773,000 | 4,737 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $767,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,939 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,969,000 | 5,820 |
| Total debt securities | $3,969,000 | 6,180 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,061 |
| Fair value | $496,000 | 1,975 |
| 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 | $4,400,000 | 6,206 |
| U.S. Government securities | $2,246,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,246,000 | 5,976 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,485 |
| 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 | $2,991,000 | 4,863 |
| Mortgage-backed securities | $1,746,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $903,000 | 4,737 |
| Issued or guaranteed by U.S. | $903,000 | 4,735 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $843,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,942 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,400,000 | 5,814 |
| Total debt securities | $4,399,000 | 6,180 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,115 |
| Fair value | $500,000 | 2,030 |
| 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 | $4,589,000 | 6,225 |
| U.S. Government securities | $2,435,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,435,000 | 5,971 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,487 |
| 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 | $3,006,000 | 4,861 |
| Mortgage-backed securities | $1,934,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,038,000 | 4,699 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $896,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 2,953 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $4,589,000 | 5,830 |
| Total debt securities | $4,589,000 | 6,196 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,160 |
| Fair value | $501,000 | 2,046 |
| 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 | $4,827,000 | 6,290 |
| U.S. Government securities | $2,664,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,664,000 | 6,036 |
| Securities issued by states & political subdivisions | $2,163,000 | 4,520 |
| 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 | $3,205,000 | 4,845 |
| Mortgage-backed securities | $2,164,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 4,734 |
| Issued or guaranteed by U.S. | $1,195,000 | 4,731 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $969,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,988 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,827,000 | 5,887 |
| Total debt securities | $4,827,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,341 |
| Fair value | $500,000 | 2,285 |
| 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 | $5,073,000 | 6,317 |
| U.S. Government securities | $2,905,000 | 6,199 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,905,000 | 6,106 |
| Securities issued by states & political subdivisions | $2,168,000 | 4,494 |
| 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 | $2,720,000 | 5,045 |
| Mortgage-backed securities | $2,406,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $1,327,000 | 4,720 |
| Issued or guaranteed by U.S. | $1,327,000 | 4,718 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,079,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,944 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $5,073,000 | 5,908 |
| Total debt securities | $5,073,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,600 |
| Fair value | $499,000 | 2,578 |
| 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 | $5,664,000 | 6,290 |
| U.S. Government securities | $3,510,000 | 6,149 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,510,000 | 6,046 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,456 |
| 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 | $2,564,000 | 5,154 |
| Mortgage-backed securities | $2,714,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,494,000 | 4,674 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,220,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $1,220,000 | 2,913 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,664,000 | 5,869 |
| Total debt securities | $5,664,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $798,000 | 2,521 |
| Fair value | $796,000 | 2,517 |
| 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 | $4,994,000 | 6,403 |
| U.S. Government securities | $2,851,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,851,000 | 6,219 |
| Securities issued by states & political subdivisions | $2,143,000 | 4,436 |
| 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 | $2,360,000 | 4,974 |
| Mortgage-backed securities | $2,549,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,542 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $876,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,936 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,994,000 | 5,957 |
| Total debt securities | $4,995,000 | 6,375 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,812 |
| Fair value | $302,000 | 2,817 |
| 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 | $4,632,000 | 6,519 |
| U.S. Government securities | $3,239,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,239,000 | 6,164 |
| Securities issued by states & political subdivisions | $1,393,000 | 4,722 |
| 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 | $2,504,000 | 4,945 |
| Mortgage-backed securities | $2,936,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 4,444 |
| Issued or guaranteed by U.S. | $1,904,000 | 4,431 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,032,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,850 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $4,632,000 | 6,052 |
| Total debt securities | $4,631,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,889 |
| Fair value | $303,000 | 2,892 |
| 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 | $8,205,000 | 6,076 |
| U.S. Government securities | $6,813,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,813,000 | 5,527 |
| Securities issued by states & political subdivisions | $1,392,000 | 4,690 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,449,000 | 5,014 |
| Mortgage-backed securities | $3,218,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,355 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,344 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,125,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,768 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,205,000 | 5,620 |
| Total debt securities | $8,204,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $3,598,000 | 1,463 |
| Fair value | $3,595,000 | 1,468 |
| 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 | $8,708,000 | 5,994 |
| U.S. Government securities | $7,340,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,340,000 | 5,413 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,699 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,085,000 | 5,166 |
| Mortgage-backed securities | $3,492,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,266,000 | 4,244 |
| Issued or guaranteed by U.S. | $2,266,000 | 4,234 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,226,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $1,226,000 | 2,664 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,708,000 | 5,540 |
| Total debt securities | $8,708,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $3,899,000 | 1,484 |
| Fair value | $3,848,000 | 1,482 |
| 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 | $5,309,000 | 6,475 |
| U.S. Government securities | $3,950,000 | 6,175 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,950,000 | 6,050 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,720 |
| 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 | $1,823,000 | 5,303 |
| Mortgage-backed securities | $3,149,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 4,362 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,357 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,422,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $1,422,000 | 2,562 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,309,000 | 5,979 |
| Total debt securities | $5,309,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,583 |
| Fair value | $801,000 | 2,586 |
| 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 | $3,769,000 | 6,795 |
| U.S. Government securities | $3,138,000 | 6,390 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,138,000 | 6,268 |
| Securities issued by states & political subdivisions | $631,000 | 5,110 |
| 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 | $3,424,000 | 4,752 |
| Mortgage-backed securities | $2,833,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 4,604 |
| Issued or guaranteed by U.S. | $1,193,000 | 4,596 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,640,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,450 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,769,000 | 6,290 |
| Total debt securities | $3,769,000 | 6,761 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,990 |
| Fair value | $305,000 | 2,988 |
| 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 | $3,714,000 | 6,892 |
| U.S. Government securities | $3,428,000 | 6,462 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,428,000 | 6,340 |
| Securities issued by states & political subdivisions | $286,000 | 5,458 |
| 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 | $2,121,000 | 5,281 |
| Mortgage-backed securities | $3,128,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,564 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,774,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $1,774,000 | 2,305 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,714,000 | 6,369 |
| Total debt securities | $3,723,000 | 6,854 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,072 |
| Fair value | $300,000 | 3,090 |
| 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 | $4,394,000 | 6,832 |
| U.S. Government securities | $4,097,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,097,000 | 6,250 |
| Securities issued by states & political subdivisions | $297,000 | 5,472 |
| 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 | $1,735,000 | 5,528 |
| Mortgage-backed securities | $3,345,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 4,659 |
| Issued or guaranteed by U.S. | $1,458,000 | 4,649 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,887,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 2,215 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,394,000 | 6,311 |
| Total debt securities | $4,393,000 | 6,792 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $499,000 | 2,748 |
| 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 | $4,177,000 | 6,884 |
| U.S. Government securities | $3,881,000 | 6,407 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,881,000 | 6,311 |
| Securities issued by states & political subdivisions | $296,000 | 5,503 |
| 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 | $1,925,000 | 5,510 |
| Mortgage-backed securities | $3,625,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $1,577,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,577,000 | 4,677 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,048,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $2,048,000 | 2,138 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,177,000 | 6,368 |
| Total debt securities | $4,178,000 | 6,843 |
| 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 | $4,362,000 | 6,908 |
| U.S. Government securities | $4,065,000 | 6,414 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,065,000 | 6,320 |
| Securities issued by states & political subdivisions | $297,000 | 5,528 |
| 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 | $2,010,000 | 5,489 |
| Mortgage-backed securities | $3,806,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $1,709,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,709,000 | 4,714 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,097,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $2,097,000 | 2,106 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,362,000 | 6,383 |
| Total debt securities | $4,362,000 | 6,871 |
| 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 | $4,722,000 | 6,845 |
| U.S. Government securities | $4,237,000 | 6,374 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,237,000 | 6,282 |
| Securities issued by states & political subdivisions | $485,000 | 5,374 |
| 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 | $2,035,000 | 5,487 |
| Mortgage-backed securities | $3,976,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $1,834,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,834,000 | 4,714 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,142,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 2,076 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,722,000 | 6,314 |
| Total debt securities | $4,721,000 | 6,808 |
| 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 | $6,476,000 | 6,552 |
| U.S. Government securities | $5,990,000 | 6,038 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,990,000 | 5,959 |
| Securities issued by states & political subdivisions | $486,000 | 5,305 |
| 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 | $3,118,000 | 5,099 |
| Mortgage-backed securities | $3,734,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,742 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,748,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $1,748,000 | 2,220 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,476,000 | 6,011 |
| Total debt securities | $6,475,000 | 6,510 |
| 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 | $6,989,000 | 6,513 |
| U.S. Government securities | $6,503,000 | 5,982 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,503,000 | 5,899 |
| Securities issued by states & political subdivisions | $486,000 | 5,264 |
| 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 | $3,163,000 | 5,152 |
| Mortgage-backed securities | $3,872,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 4,702 |
| Issued or guaranteed by U.S. | $2,097,000 | 4,688 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,775,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 2,189 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,989,000 | 5,963 |
| Total debt securities | $6,987,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,986,000 | 6,271 |
| U.S. Government securities | $7,500,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,500,000 | 5,612 |
| Securities issued by states & political subdivisions | $486,000 | 5,254 |
| 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 | $3,146,000 | 5,165 |
| Mortgage-backed securities | $3,894,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 4,635 |
| Issued or guaranteed by U.S. | $2,143,000 | 4,620 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,751,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,751,000 | 2,102 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,986,000 | 5,721 |
| Total debt securities | $7,986,000 | 6,230 |
| 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 | $8,160,000 | 6,297 |
| U.S. Government securities | $7,592,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,592,000 | 5,619 |
| Securities issued by states & political subdivisions | $568,000 | 5,196 |
| 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 | $3,164,000 | 5,159 |
| Mortgage-backed securities | $3,968,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $2,217,000 | 4,607 |
| Issued or guaranteed by U.S. | $2,217,000 | 4,588 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,751,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $1,751,000 | 2,109 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,160,000 | 5,755 |
| Total debt securities | $8,161,000 | 6,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,191,000 | 6,300 |
| U.S. Government securities | $7,624,000 | 5,707 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,624,000 | 5,621 |
| Securities issued by states & political subdivisions | $567,000 | 5,217 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,801,000 | 5,269 |
| Mortgage-backed securities | $4,216,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,384,000 | 4,424 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,832,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,832,000 | 2,075 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,191,000 | 5,744 |
| Total debt securities | $8,193,000 | 6,232 |
| 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 | $5,722,000 | 6,917 |
| U.S. Government securities | $5,157,000 | 6,539 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,157,000 | 6,433 |
| Securities issued by states & political subdivisions | $565,000 | 5,245 |
| 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 | $916,000 | 6,238 |
| Mortgage-backed securities | $1,048,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,801 |
| Issued or guaranteed by U.S. | $130,000 | 5,780 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $918,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,402 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,722,000 | 6,300 |
| Total debt securities | $5,723,000 | 6,863 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 1,456 |
| Fair value | $1,101,000 | 1,459 |
| 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 | $7,019,000 | 6,690 |
| U.S. Government securities | $6,433,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,433,000 | 6,158 |
| Securities issued by states & political subdivisions | $586,000 | 5,249 |
| 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 | $5,092,000 | 4,502 |
| Mortgage-backed securities | $1,249,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $133,000 | 5,748 |
| Issued or guaranteed by U.S. | $133,000 | 5,726 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,116,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,225 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,019,000 | 6,057 |
| Total debt securities | $7,021,000 | 6,640 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,175 |
| Fair value | $2,197,000 | 1,170 |
| 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 | $7,173,000 | 6,690 |
| U.S. Government securities | $6,580,000 | 6,253 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,580,000 | 6,134 |
| Securities issued by states & political subdivisions | $593,000 | 5,278 |
| 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 | $5,113,000 | 4,516 |
| Mortgage-backed securities | $1,457,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,750 |
| Issued or guaranteed by U.S. | $140,000 | 5,730 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,317,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,317,000 | 2,106 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,173,000 | 6,030 |
| Total debt securities | $7,177,000 | 6,636 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 1,243 |
| Fair value | $2,177,000 | 1,238 |
| 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 | $7,565,000 | 6,646 |
| U.S. Government securities | $6,970,000 | 6,186 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,970,000 | 6,067 |
| Securities issued by states & political subdivisions | $595,000 | 5,333 |
| 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 | $5,037,000 | 4,558 |
| Mortgage-backed securities | $1,575,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $148,000 | 5,748 |
| Issued or guaranteed by U.S. | $148,000 | 5,725 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,427,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,033 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,565,000 | 5,975 |
| Total debt securities | $7,569,000 | 6,584 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,237 |
| Fair value | $2,433,000 | 1,232 |
| 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 | $8,658,000 | 6,455 |
| U.S. Government securities | $8,063,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,063,000 | 5,788 |
| Securities issued by states & political subdivisions | $595,000 | 5,354 |
| 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 | $4,561,000 | 4,716 |
| Mortgage-backed securities | $1,683,000 | 4,894 |
| Certificates of participation in pools of residential mortgages | $155,000 | 5,736 |
| Issued or guaranteed by U.S. | $155,000 | 5,712 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,528,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $1,528,000 | 1,996 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,658,000 | 5,797 |
| Total debt securities | $8,660,000 | 6,395 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,309 |
| Fair value | $2,427,000 | 1,310 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,279,000 | 6,365 |
| U.S. Government securities | $8,683,000 | 5,832 |
| U.S. Treasury securities | $499,000 | 1,261 |
| U.S. Government agency obligations | $8,184,000 | 5,843 |
| Securities issued by states & political subdivisions | $596,000 | 5,398 |
| 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 | $5,053,000 | 4,586 |
| Mortgage-backed securities | $1,818,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,745 |
| Issued or guaranteed by U.S. | $162,000 | 5,717 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,656,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,656,000 | 1,926 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,279,000 | 5,682 |
| Total debt securities | $9,282,000 | 6,303 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,386 |
| Fair value | $2,420,000 | 1,387 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,323,000 | 6,375 |
| U.S. Government securities | $8,722,000 | 5,858 |
| U.S. Treasury securities | $496,000 | 1,323 |
| U.S. Government agency obligations | $8,226,000 | 5,829 |
| Securities issued by states & political subdivisions | $601,000 | 5,408 |
| 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 | $5,005,000 | 4,622 |
| Mortgage-backed securities | $1,946,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,770 |
| Issued or guaranteed by U.S. | $169,000 | 5,744 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,777,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $1,777,000 | 1,874 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,323,000 | 5,691 |
| Total debt securities | $9,326,000 | 6,311 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,444 |
| Fair value | $2,385,000 | 1,444 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,554,000 | 6,386 |
| U.S. Government securities | $8,950,000 | 5,853 |
| U.S. Treasury securities | $496,000 | 1,398 |
| U.S. Government agency obligations | $8,454,000 | 5,823 |
| Securities issued by states & political subdivisions | $604,000 | 5,429 |
| 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 | $5,044,000 | 4,595 |
| Mortgage-backed securities | $2,125,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,790 |
| Issued or guaranteed by U.S. | $177,000 | 5,766 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,948,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 1,828 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,554,000 | 5,680 |
| Total debt securities | $9,558,000 | 6,328 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,512 |
| Fair value | $2,103,000 | 1,515 |
| 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 | $9,675,000 | 6,411 |
| U.S. Government securities | $9,069,000 | 5,808 |
| U.S. Treasury securities | $496,000 | 1,407 |
| U.S. Government agency obligations | $8,573,000 | 5,776 |
| Securities issued by states & political subdivisions | $606,000 | 5,451 |
| 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 | $4,806,000 | 4,660 |
| Mortgage-backed securities | $2,211,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $189,000 | 5,816 |
| Issued or guaranteed by U.S. | $189,000 | 5,790 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,022,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 1,815 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,675,000 | 5,688 |
| Total debt securities | $9,674,000 | 6,354 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,505 |
| Fair value | $2,113,000 | 1,507 |
| 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 | $10,209,000 | 6,278 |
| U.S. Government securities | $9,599,000 | 5,652 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $9,101,000 | 5,632 |
| Securities issued by states & political subdivisions | $610,000 | 5,467 |
| 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 | $5,024,000 | 4,589 |
| Mortgage-backed securities | $2,477,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,822 |
| Issued or guaranteed by U.S. | $204,000 | 5,803 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,273,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,273,000 | 1,769 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,209,000 | 5,559 |
| Total debt securities | $10,209,000 | 6,215 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,481 |
| Fair value | $2,133,000 | 1,483 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,476,000 | 6,272 |
| U.S. Government securities | $9,862,000 | 5,642 |
| U.S. Treasury securities | $499,000 | 1,459 |
| U.S. Government agency obligations | $9,363,000 | 5,607 |
| Securities issued by states & political subdivisions | $614,000 | 5,467 |
| 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 | $7,106,000 | 3,977 |
| Mortgage-backed securities | $2,697,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $221,000 | 5,858 |
| Issued or guaranteed by U.S. | $221,000 | 5,830 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,476,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,476,000 | 1,762 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,476,000 | 5,532 |
| Total debt securities | $10,477,000 | 6,202 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,480 |
| Fair value | $2,143,000 | 1,481 |
| 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 | $10,673,000 | 6,323 |
| U.S. Government securities | $9,874,000 | 5,712 |
| U.S. Treasury securities | $498,000 | 1,579 |
| U.S. Government agency obligations | $9,376,000 | 5,689 |
| Securities issued by states & political subdivisions | $799,000 | 5,282 |
| 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 | $6,580,000 | 4,133 |
| Mortgage-backed securities | $2,788,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,901 |
| Issued or guaranteed by U.S. | $237,000 | 5,880 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,551,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,551,000 | 1,778 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $10,673,000 | 5,574 |
| Total debt securities | $10,672,000 | 6,252 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,462 |
| Fair value | $2,113,000 | 1,465 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,720,000 | 6,526 |
| U.S. Government securities | $8,914,000 | 5,964 |
| U.S. Treasury securities | $505,000 | 1,570 |
| U.S. Government agency obligations | $8,409,000 | 5,927 |
| Securities issued by states & political subdivisions | $806,000 | 5,290 |
| 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 | $5,193,000 | 4,536 |
| Mortgage-backed securities | $2,728,000 | 4,723 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,905 |
| Issued or guaranteed by U.S. | $255,000 | 5,891 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,473,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,473,000 | 1,815 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,720,000 | 5,770 |
| Total debt securities | $9,718,000 | 6,464 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,432 |
| Fair value | $2,139,000 | 1,433 |
| 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 | $10,468,000 | 6,398 |
| U.S. Government securities | $9,446,000 | 5,834 |
| U.S. Treasury securities | $510,000 | 1,558 |
| U.S. Government agency obligations | $8,936,000 | 5,801 |
| Securities issued by states & political subdivisions | $821,000 | 5,320 |
| Other domestic debt securities | $201,000 | 3,241 |
| 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 | $201,000 | 2,787 |
| 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 | $6,055,000 | 4,250 |
| Mortgage-backed securities | $2,878,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $273,000 | 5,913 |
| Issued or guaranteed by U.S. | $273,000 | 5,900 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,605,000 | 1,999 |
| CMOs issued by government agencies or sponsored agencies | $2,605,000 | 1,789 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $10,468,000 | 5,648 |
| Total debt securities | $10,468,000 | 6,326 |
| Structured notes | ||
| Amortized cost | $2,950,000 | 1,304 |
| Fair value | $2,947,000 | 1,304 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,743,000 | 6,635 |
| U.S. Government securities | $8,920,000 | 6,048 |
| U.S. Treasury securities | $509,000 | 1,648 |
| U.S. Government agency obligations | $8,411,000 | 6,022 |
| Securities issued by states & political subdivisions | $622,000 | 5,564 |
| Other domestic debt securities | $201,000 | 3,333 |
| 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 | $201,000 | 2,890 |
| 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 | $6,030,000 | 4,237 |
| Mortgage-backed securities | $2,921,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,956 |
| Issued or guaranteed by U.S. | $291,000 | 5,944 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,630,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $2,630,000 | 1,810 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,743,000 | 5,872 |
| Total debt securities | $9,743,000 | 6,561 |
| Structured notes | ||
| Amortized cost | $2,950,000 | 1,272 |
| Fair value | $2,901,000 | 1,257 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,845,000 | 6,393 |
| U.S. Government securities | $9,717,000 | 5,807 |
| U.S. Treasury securities | $522,000 | 1,617 |
| U.S. Government agency obligations | $9,195,000 | 5,774 |
| Securities issued by states & political subdivisions | $673,000 | 5,509 |
| Other domestic debt securities | $455,000 | 3,080 |
| 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 | $455,000 | 2,671 |
| 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 | $6,200,000 | 4,133 |
| Mortgage-backed securities | $3,082,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,933 |
| Issued or guaranteed by U.S. | $322,000 | 5,915 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,760,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,760,000 | 1,833 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,845,000 | 5,660 |
| Total debt securities | $10,846,000 | 6,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,810,000 | 6,440 |
| U.S. Government securities | $8,661,000 | 6,138 |
| U.S. Treasury securities | $517,000 | 1,734 |
| U.S. Government agency obligations | $8,144,000 | 6,093 |
| Securities issued by states & political subdivisions | $1,690,000 | 4,612 |
| Other domestic debt securities | $459,000 | 3,160 |
| 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 | $459,000 | 2,829 |
| 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 | $5,554,000 | 4,276 |
| Mortgage-backed securities | $2,672,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,965 |
| Issued or guaranteed by U.S. | $337,000 | 5,943 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,335,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $2,335,000 | 2,040 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,810,000 | 5,698 |
| Total debt securities | $10,809,000 | 6,352 |
| 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 | $8,041,000 | 6,992 |
| U.S. Government securities | $6,302,000 | 6,694 |
| U.S. Treasury securities | $518,000 | 1,800 |
| U.S. Government agency obligations | $5,784,000 | 6,706 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,969 |
| Other domestic debt securities | $460,000 | 3,276 |
| 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 | $460,000 | 2,933 |
| 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 | $5,406,000 | 4,277 |
| Mortgage-backed securities | $1,126,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,447 |
| Issued or guaranteed by U.S. | $107,000 | 6,421 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,019,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,647 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,041,000 | 6,199 |
| Total debt securities | $8,042,000 | 6,903 |
| 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 | $8,490,000 | 6,843 |
| U.S. Government securities | $6,665,000 | 6,511 |
| U.S. Treasury securities | $529,000 | 1,801 |
| U.S. Government agency obligations | $6,136,000 | 6,500 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,867 |
| Other domestic debt securities | $464,000 | 3,330 |
| 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 | $464,000 | 2,973 |
| 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 | $5,005,000 | 4,394 |
| Mortgage-backed securities | $785,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,433 |
| Issued or guaranteed by U.S. | $122,000 | 6,413 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $663,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 3,128 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,490,000 | 6,071 |
| Total debt securities | $8,490,000 | 6,741 |
| 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 | $8,297,000 | 6,897 |
| U.S. Government securities | $6,691,000 | 6,547 |
| U.S. Treasury securities | $515,000 | 1,860 |
| U.S. Government agency obligations | $6,176,000 | 6,552 |
| Securities issued by states & political subdivisions | $1,146,000 | 4,989 |
| Other domestic debt securities | $460,000 | 3,382 |
| 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 | $460,000 | 3,008 |
| 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 | $5,275,000 | 4,320 |
| Mortgage-backed securities | $911,000 | 6,014 |
| Certificates of participation in pools of residential mortgages | $140,000 | 6,403 |
| Issued or guaranteed by U.S. | $140,000 | 6,383 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $771,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 3,149 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,297,000 | 6,109 |
| Total debt securities | $8,297,000 | 6,801 |
| 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 | $9,675,000 | 6,588 |
| U.S. Government securities | $8,422,000 | 6,050 |
| U.S. Treasury securities | $517,000 | 1,956 |
| U.S. Government agency obligations | $7,905,000 | 5,996 |
| Securities issued by states & political subdivisions | $795,000 | 5,419 |
| Other domestic debt securities | $458,000 | 3,421 |
| 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 | $458,000 | 3,028 |
| 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 | $4,759,000 | 4,508 |
| Mortgage-backed securities | $514,000 | 6,330 |
| Certificates of participation in pools of residential mortgages | $168,000 | 6,325 |
| Issued or guaranteed by U.S. | $168,000 | 6,305 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $346,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,607 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,675,000 | 5,796 |
| Total debt securities | $9,675,000 | 6,485 |
| 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 | $8,925,000 | 6,774 |
| U.S. Government securities | $7,814,000 | 6,163 |
| U.S. Treasury securities | $480,000 | 2,642 |
| U.S. Government agency obligations | $7,334,000 | 6,098 |
| Securities issued by states & political subdivisions | $668,000 | 5,676 |
| Other domestic debt securities | $443,000 | 3,492 |
| 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 | $443,000 | 3,022 |
| 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 | $1,296,000 | 6,481 |
| Mortgage-backed securities | $1,961,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $282,000 | 6,076 |
| Issued or guaranteed by U.S. | $282,000 | 6,053 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,679,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $1,679,000 | 2,719 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,925,000 | 5,882 |
| Total debt securities | $8,928,000 | 6,664 |
| 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 | $8,572,000 | 7,202 |
| U.S. Government securities | $7,963,000 | 6,532 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,963,000 | 6,178 |
| Securities issued by states & political subdivisions | $209,000 | 6,686 |
| Other domestic debt securities | $168,000 | 3,500 |
| 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 | $168,000 | 3,061 |
| Foreign debt securities | NA | NA |
| Equity securities | $232,000 | 5,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,545,000 | 4,834 |
| Mortgage-backed securities | $2,487,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,319 |
| Issued or guaranteed by U.S. | $557,000 | 5,302 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,930,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,930,000 | 2,201 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,572,000 | 6,100 |
| Total debt securities | $8,340,000 | 7,154 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,705,000 | 7,757 |
| U.S. Government securities | $6,860,000 | 7,228 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,860,000 | 6,702 |
| Securities issued by states & political subdivisions | $408,000 | 6,557 |
| Other domestic debt securities | $239,000 | 3,260 |
| 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 | $239,000 | 2,789 |
| Foreign debt securities | NA | NA |
| Equity securities | $198,000 | 5,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $738,000 | 7,464 |
| Mortgage-backed securities | $2,978,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,370 |
| Issued or guaranteed by U.S. | $737,000 | 5,361 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,241,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $2,241,000 | 2,204 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $7,705,000 | 6,532 |
| Total debt securities | $7,507,000 | 7,694 |
| 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 | $6,317,000 | 8,277 |
| U.S. Government securities | $5,505,000 | 7,804 |
| U.S. Treasury securities | $1,028,000 | 4,890 |
| U.S. Government agency obligations | $4,477,000 | 7,473 |
| Securities issued by states & political subdivisions | $416,000 | 6,761 |
| Other domestic debt securities | $394,000 | 2,906 |
| 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 | $394,000 | 2,420 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,902,000 | 6,247 |
| Mortgage-backed securities | $3,489,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 5,157 |
| Issued or guaranteed by U.S. | $1,079,000 | 5,140 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,410,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $2,410,000 | 2,337 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,317,000 | 6,890 |
| Total debt securities | $6,315,000 | 8,149 |
| 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 | $8,309,000 | 7,992 |
| U.S. Government securities | $8,102,000 | 7,219 |
| U.S. Treasury securities | $4,207,000 | 3,547 |
| U.S. Government agency obligations | $3,895,000 | 7,892 |
| Securities issued by states & political subdivisions | $205,000 | 7,483 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,954,000 | 6,554 |
| Mortgage-backed securities | $1,880,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,466 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,309,000 | 6,253 |
| Total debt securities | $8,307,000 | 7,856 |
| 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 | $12,253,000 | 7,201 |
| U.S. Government securities | $12,051,000 | 6,310 |
| U.S. Treasury securities | $12,051,000 | 1,890 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $200,000 | 7,918 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,000 | 8,129 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,251,000 | 2,767 |
| Available-for-sale securities (fair market value) | $2,000 | 10,524 |
| Total debt securities | $12,251,000 | 7,062 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,267,000 | 8,178 |
| U.S. Government securities | $10,265,000 | 7,202 |
| U.S. Treasury securities | $10,265,000 | 2,611 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $2,000 | 8,510 |
| 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 | 8,548 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,265,000 | 3,336 |
| Available-for-sale securities (fair market value) | $2,000 | 11,037 |
| Total debt securities | $10,265,000 | 8,055 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,004,000 | 8,398 |
| U.S. Government securities | $11,002,000 | 7,343 |
| U.S. Treasury securities | $11,002,000 | 3,102 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 8,753 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,002,000 | 5,341 |
| Available-for-sale securities (fair market value) | $2,000 | 11,214 |
| Total debt securities | $11,002,000 | 8,281 |
| 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 | $11,009,000 | 8,710 |
| U.S. Government securities | $11,007,000 | 7,592 |
| U.S. Treasury securities | $11,007,000 | 3,256 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $0 | 10,693 |
| 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 | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,007,000 | 8,570 |
| 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 | $8,995,000 | 9,589 |
| U.S. Government securities | $8,993,000 | 8,509 |
| U.S. Treasury securities | $8,993,000 | 3,830 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| 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 | $8,993,000 | 9,455 |
| 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 |