| 2023-12-31 | Rank |
| Total securities | $2,464,000 | 4,330 |
| U.S. Government securities | $1,306,000 | 4,235 |
| U.S. Treasury securities | $488,000 | 2,663 |
| U.S. Government agency obligations | $818,000 | 4,088 |
| Securities issued by states & political subdivisions | $1,104,000 | 3,505 |
| Other domestic debt securities | $54,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $54,000 | 624 |
| 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 | $1,981,000 | 3,648 |
| Mortgage-backed securities | $367,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $54,000 | 182 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 2,435 |
| 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) | $2,464,000 | 4,085 |
| Total debt securities | $2,464,000 | 4,303 |
| 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 | $2,446,000 | 4,365 |
| U.S. Government securities | $1,306,000 | 4,257 |
| U.S. Treasury securities | $481,000 | 2,734 |
| U.S. Government agency obligations | $825,000 | 4,110 |
| Securities issued by states & political subdivisions | $1,084,000 | 3,541 |
| Other domestic debt securities | $56,000 | 2,314 |
| Privately issued residential mortgage-backed securities | $56,000 | 602 |
| 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 | $2,010,000 | 3,646 |
| Mortgage-backed securities | $386,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $56,000 | 178 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,416 |
| 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) | $2,446,000 | 4,098 |
| Total debt securities | $2,446,000 | 4,339 |
| 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 | $2,005,000 | 4,404 |
| U.S. Government securities | $846,000 | 4,326 |
| U.S. Treasury securities | $482,000 | 2,754 |
| U.S. Government agency obligations | $364,000 | 4,218 |
| Securities issued by states & political subdivisions | $1,098,000 | 3,576 |
| Other domestic debt securities | $61,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $61,000 | 606 |
| 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 | $1,533,000 | 3,694 |
| Mortgage-backed securities | $425,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $61,000 | 190 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,396 |
| 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) | $2,005,000 | 4,137 |
| Total debt securities | $2,006,000 | 4,379 |
| 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 | $2,066,000 | 4,471 |
| U.S. Government securities | $889,000 | 4,390 |
| U.S. Treasury securities | $487,000 | 2,817 |
| U.S. Government agency obligations | $402,000 | 4,232 |
| Securities issued by states & political subdivisions | $1,110,000 | 3,634 |
| Other domestic debt securities | $67,000 | 2,382 |
| Privately issued residential mortgage-backed securities | $67,000 | 629 |
| 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 | $1,533,000 | 3,679 |
| Mortgage-backed securities | $469,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $67,000 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 2,417 |
| 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) | $2,066,000 | 4,198 |
| Total debt securities | $2,066,000 | 4,445 |
| 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 | $2,099,000 | 4,499 |
| U.S. Government securities | $926,000 | 4,415 |
| U.S. Treasury securities | $484,000 | 2,859 |
| U.S. Government agency obligations | $442,000 | 4,246 |
| Securities issued by states & political subdivisions | $1,103,000 | 3,667 |
| Other domestic debt securities | $70,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $70,000 | 645 |
| 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 | $180,000 | 3,910 |
| Mortgage-backed securities | $512,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $70,000 | 219 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,412 |
| 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) | $2,099,000 | 4,224 |
| Total debt securities | $2,099,000 | 4,475 |
| 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 | $1,652,000 | 4,561 |
| U.S. Government securities | $493,000 | 4,492 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $493,000 | 4,269 |
| Securities issued by states & political subdivisions | $1,085,000 | 3,703 |
| Other domestic debt securities | $74,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $74,000 | 635 |
| 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 | $196,000 | 3,927 |
| Mortgage-backed securities | $567,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $74,000 | 205 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,413 |
| 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) | $1,652,000 | 4,286 |
| Total debt securities | $1,652,000 | 4,535 |
| 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 | $1,933,000 | 4,566 |
| U.S. Government securities | $576,000 | 4,498 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $576,000 | 4,283 |
| Securities issued by states & political subdivisions | $1,272,000 | 3,703 |
| Other domestic debt securities | $85,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $85,000 | 641 |
| 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 | $209,000 | 3,955 |
| Mortgage-backed securities | $661,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $85,000 | 3,785 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $85,000 | 207 |
| Collaterized mortgage obligations | $576,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 2,400 |
| 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) | $1,933,000 | 4,305 |
| Total debt securities | $1,932,000 | 4,550 |
| 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 | $2,080,000 | 4,546 |
| U.S. Government securities | $689,000 | 4,470 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $689,000 | 4,265 |
| Securities issued by states & political subdivisions | $1,299,000 | 3,712 |
| Other domestic debt securities | $92,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $92,000 | 627 |
| 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 | $234,000 | 3,973 |
| Mortgage-backed securities | $781,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $92,000 | 3,797 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $92,000 | 215 |
| Collaterized mortgage obligations | $689,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,359 |
| 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) | $2,080,000 | 4,298 |
| Total debt securities | $2,080,000 | 4,528 |
| 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 | $2,339,000 | 4,540 |
| U.S. Government securities | $809,000 | 4,422 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $809,000 | 4,256 |
| Securities issued by states & political subdivisions | $1,427,000 | 3,720 |
| Other domestic debt securities | $103,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $103,000 | 595 |
| 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 | $270,000 | 3,987 |
| Mortgage-backed securities | $912,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $103,000 | 3,813 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $103,000 | 221 |
| Collaterized mortgage obligations | $809,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,310 |
| 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) | $2,339,000 | 4,310 |
| Total debt securities | $2,338,000 | 4,521 |
| 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 | $2,686,000 | 4,562 |
| U.S. Government securities | $966,000 | 4,438 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $966,000 | 4,283 |
| Securities issued by states & political subdivisions | $1,607,000 | 3,709 |
| Other domestic debt securities | $113,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $113,000 | 570 |
| 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 | $315,000 | 3,995 |
| Mortgage-backed securities | $1,079,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $113,000 | 3,858 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $113,000 | 205 |
| Collaterized mortgage obligations | $966,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $966,000 | 2,283 |
| 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) | $2,686,000 | 4,326 |
| Total debt securities | $2,686,000 | 4,538 |
| 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 | $2,886,000 | 4,569 |
| U.S. Government securities | $1,152,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,152,000 | 4,288 |
| Securities issued by states & political subdivisions | $1,611,000 | 3,733 |
| Other domestic debt securities | $123,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $123,000 | 576 |
| 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 | $380,000 | 4,024 |
| Mortgage-backed securities | $1,275,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $123,000 | 3,865 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $123,000 | 221 |
| Collaterized mortgage obligations | $1,152,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,196 |
| 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) | $2,886,000 | 4,326 |
| Total debt securities | $2,886,000 | 4,548 |
| 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 | $3,112,000 | 4,532 |
| U.S. Government securities | $1,365,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,365,000 | 4,239 |
| Securities issued by states & political subdivisions | $1,610,000 | 3,731 |
| Other domestic debt securities | $137,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $137,000 | 578 |
| 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 | $457,000 | 4,018 |
| Mortgage-backed securities | $1,502,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $137,000 | 3,853 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $137,000 | 232 |
| Collaterized mortgage obligations | $1,365,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $1,365,000 | 2,113 |
| 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) | $3,112,000 | 4,292 |
| Total debt securities | $3,113,000 | 4,508 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $3,368,000 | 4,493 |
| U.S. Government securities | $1,593,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,593,000 | 4,144 |
| Securities issued by states & political subdivisions | $1,626,000 | 3,744 |
| Other domestic debt securities | $149,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $149,000 | 554 |
| 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 | $538,000 | 4,011 |
| Mortgage-backed securities | $1,742,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $149,000 | 3,835 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $149,000 | 214 |
| Collaterized mortgage obligations | $1,593,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $1,593,000 | 2,083 |
| 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) | $3,368,000 | 4,262 |
| Total debt securities | $3,368,000 | 4,470 |
| 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 | $3,719,000 | 4,480 |
| U.S. Government securities | $1,915,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,915,000 | 4,125 |
| Securities issued by states & political subdivisions | $1,644,000 | 3,696 |
| Other domestic debt securities | $160,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $160,000 | 553 |
| 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 | $628,000 | 4,008 |
| Mortgage-backed securities | $2,075,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $160,000 | 3,831 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $160,000 | 220 |
| Collaterized mortgage obligations | $1,915,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $1,915,000 | 2,033 |
| 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) | $3,719,000 | 4,245 |
| Total debt securities | $3,719,000 | 4,458 |
| 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 | $4,214,000 | 4,464 |
| U.S. Government securities | $2,283,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,283,000 | 4,080 |
| Securities issued by states & political subdivisions | $1,759,000 | 3,654 |
| Other domestic debt securities | $172,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $172,000 | 529 |
| 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 | $361,000 | 4,135 |
| Mortgage-backed securities | $2,455,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $172,000 | 3,830 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $172,000 | 215 |
| Collaterized mortgage obligations | $2,283,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,283,000 | 1,991 |
| 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) | $4,214,000 | 4,226 |
| Total debt securities | $4,210,000 | 4,442 |
| 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 | $4,652,000 | 4,464 |
| U.S. Government securities | $2,603,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,603,000 | 4,084 |
| Securities issued by states & political subdivisions | $1,863,000 | 3,607 |
| Other domestic debt securities | $186,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $186,000 | 542 |
| 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 | $395,000 | 4,161 |
| Mortgage-backed securities | $2,789,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $186,000 | 3,853 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $186,000 | 227 |
| Collaterized mortgage obligations | $2,603,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 1,931 |
| 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) | $4,652,000 | 4,215 |
| Total debt securities | $4,649,000 | 4,441 |
| 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 | $4,321,000 | 4,565 |
| U.S. Government securities | $2,229,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,229,000 | 4,231 |
| Securities issued by states & political subdivisions | $1,903,000 | 3,603 |
| Other domestic debt securities | $189,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $189,000 | 512 |
| 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 | $429,000 | 4,217 |
| Mortgage-backed securities | $2,418,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $189,000 | 3,867 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $189,000 | 204 |
| Collaterized mortgage obligations | $2,229,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 2,003 |
| 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) | $4,321,000 | 4,317 |
| Total debt securities | $4,322,000 | 4,545 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $4,047,000 | 4,666 |
| U.S. Government securities | $2,440,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,440,000 | 4,285 |
| Securities issued by states & political subdivisions | $1,405,000 | 3,777 |
| Other domestic debt securities | $202,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $202,000 | 542 |
| 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 | $472,000 | 4,273 |
| Mortgage-backed securities | $2,642,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $202,000 | 3,894 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $202,000 | 235 |
| Collaterized mortgage obligations | $2,440,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,440,000 | 1,981 |
| 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) | $4,047,000 | 4,423 |
| Total debt securities | $4,048,000 | 4,647 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $4,193,000 | 4,715 |
| U.S. Government securities | $2,628,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,628,000 | 4,311 |
| Securities issued by states & political subdivisions | $1,354,000 | 3,854 |
| Other domestic debt securities | $211,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $211,000 | 509 |
| 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 | $504,000 | 4,298 |
| Mortgage-backed securities | $2,839,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $211,000 | 3,914 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $211,000 | 194 |
| Collaterized mortgage obligations | $2,628,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 1,916 |
| 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) | $4,193,000 | 4,459 |
| Total debt securities | $4,194,000 | 4,695 |
| 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 | $3,803,000 | 4,804 |
| U.S. Government securities | $2,569,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,569,000 | 4,365 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,021 |
| Other domestic debt securities | $221,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $221,000 | 518 |
| 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 | $519,000 | 4,342 |
| Mortgage-backed securities | $2,790,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $221,000 | 3,940 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $221,000 | 195 |
| Collaterized mortgage obligations | $2,569,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,569,000 | 1,934 |
| 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) | $3,803,000 | 4,536 |
| Total debt securities | $3,804,000 | 4,784 |
| 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 | $3,368,000 | 4,886 |
| U.S. Government securities | $2,144,000 | 4,642 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,144,000 | 4,482 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,086 |
| Other domestic debt securities | $224,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $224,000 | 489 |
| 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 | $533,000 | 4,385 |
| Mortgage-backed securities | $2,368,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $224,000 | 3,978 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $224,000 | 166 |
| Collaterized mortgage obligations | $2,144,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $2,144,000 | 2,005 |
| 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) | $3,368,000 | 4,619 |
| Total debt securities | $3,368,000 | 4,867 |
| 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 | $3,261,000 | 4,958 |
| U.S. Government securities | $1,924,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,924,000 | 4,604 |
| Securities issued by states & political subdivisions | $1,104,000 | 4,084 |
| Other domestic debt securities | $233,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $233,000 | 432 |
| 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 | $412,000 | 4,498 |
| Mortgage-backed securities | $2,157,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $233,000 | 4,030 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $233,000 | 105 |
| Collaterized mortgage obligations | $1,924,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $1,924,000 | 2,044 |
| 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) | $3,261,000 | 4,692 |
| Total debt securities | $3,261,000 | 4,937 |
| 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 | $3,541,000 | 4,994 |
| U.S. Government securities | $2,026,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,026,000 | 4,619 |
| Securities issued by states & political subdivisions | $1,271,000 | 4,082 |
| Other domestic debt securities | $244,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $244,000 | 684 |
| 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 | $425,000 | 4,540 |
| Mortgage-backed securities | $2,270,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $244,000 | 4,077 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $244,000 | 362 |
| Collaterized mortgage obligations | $2,026,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $2,026,000 | 2,031 |
| 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) | $3,541,000 | 4,725 |
| Total debt securities | $3,540,000 | 4,972 |
| 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 | $2,736,000 | 5,127 |
| U.S. Government securities | $1,362,000 | 4,962 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,362,000 | 4,826 |
| Securities issued by states & political subdivisions | $1,374,000 | 4,095 |
| 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 | $438,000 | 4,605 |
| Mortgage-backed securities | $1,362,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $258,000 | 4,108 |
| Issued or guaranteed by U.S. | $258,000 | 4,101 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,104,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,303 |
| 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) | $2,736,000 | 4,845 |
| Total debt securities | $2,736,000 | 5,105 |
| 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 | $2,845,000 | 5,173 |
| U.S. Government securities | $1,456,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,456,000 | 4,869 |
| Securities issued by states & political subdivisions | $1,389,000 | 4,166 |
| 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 | $451,000 | 4,675 |
| Mortgage-backed securities | $1,456,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $274,000 | 4,146 |
| Issued or guaranteed by U.S. | $274,000 | 4,141 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,182,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,182,000 | 2,269 |
| 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) | $2,845,000 | 4,895 |
| Total debt securities | $2,845,000 | 5,152 |
| 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 | $2,426,000 | 5,279 |
| U.S. Government securities | $1,233,000 | 5,099 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,233,000 | 4,982 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,277 |
| 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 | $469,000 | 4,723 |
| Mortgage-backed securities | $1,233,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $288,000 | 4,192 |
| Issued or guaranteed by U.S. | $288,000 | 4,188 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $945,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,395 |
| 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) | $2,426,000 | 4,986 |
| Total debt securities | $2,426,000 | 5,255 |
| 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 | $1,999,000 | 5,385 |
| U.S. Government securities | $665,000 | 5,265 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $665,000 | 5,156 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,261 |
| 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 | $483,000 | 4,763 |
| Mortgage-backed securities | $665,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $665,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,523 |
| 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) | $1,999,000 | 5,089 |
| Total debt securities | $2,000,000 | 5,359 |
| 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 | $1,962,000 | 5,463 |
| U.S. Government securities | $678,000 | 5,339 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $678,000 | 5,228 |
| Securities issued by states & political subdivisions | $1,284,000 | 4,322 |
| 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 | $495,000 | 4,814 |
| Mortgage-backed securities | $678,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $678,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $678,000 | 2,558 |
| 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) | $1,962,000 | 5,151 |
| Total debt securities | $1,961,000 | 5,437 |
| 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 | $1,979,000 | 5,504 |
| U.S. Government securities | $700,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $700,000 | 5,268 |
| Securities issued by states & political subdivisions | $1,279,000 | 4,372 |
| 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 | $507,000 | 4,840 |
| Mortgage-backed securities | $700,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $700,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 2,547 |
| 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) | $1,979,000 | 5,173 |
| Total debt securities | $1,979,000 | 5,481 |
| 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 | $1,916,000 | 5,567 |
| U.S. Government securities | $736,000 | 5,422 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $736,000 | 5,321 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,427 |
| 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 | $531,000 | 4,904 |
| Mortgage-backed securities | $736,000 | 4,388 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $736,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,555 |
| 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) | $1,916,000 | 5,238 |
| Total debt securities | $1,917,000 | 5,542 |
| 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 | $1,940,000 | 5,641 |
| U.S. Government securities | $759,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $759,000 | 5,416 |
| Securities issued by states & political subdivisions | $1,181,000 | 4,462 |
| 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 | $548,000 | 4,974 |
| Mortgage-backed securities | $759,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $759,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,571 |
| 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) | $1,940,000 | 5,306 |
| Total debt securities | $1,940,000 | 5,619 |
| 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 | $1,942,000 | 5,720 |
| U.S. Government securities | $771,000 | 5,584 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $771,000 | 5,488 |
| Securities issued by states & political subdivisions | $1,171,000 | 4,502 |
| 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 | $558,000 | 5,030 |
| Mortgage-backed securities | $771,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $771,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,588 |
| 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) | $1,942,000 | 5,372 |
| Total debt securities | $1,942,000 | 5,700 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $2,324,000 | 5,731 |
| U.S. Government securities | $963,000 | 5,614 |
| U.S. Treasury securities | $49,000 | 1,355 |
| U.S. Government agency obligations | $914,000 | 5,526 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,464 |
| 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 | $552,000 | 5,081 |
| Mortgage-backed securities | $914,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $914,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,551 |
| 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) | $2,324,000 | 5,364 |
| Total debt securities | $2,325,000 | 5,707 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $2,392,000 | 5,804 |
| U.S. Government securities | $1,002,000 | 5,692 |
| U.S. Treasury securities | $49,000 | 1,290 |
| U.S. Government agency obligations | $953,000 | 5,620 |
| Securities issued by states & political subdivisions | $1,390,000 | 4,510 |
| 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 | $579,000 | 5,155 |
| Mortgage-backed securities | $953,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $953,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $953,000 | 2,567 |
| 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) | $2,392,000 | 5,432 |
| Total debt securities | $2,392,000 | 5,780 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $2,190,000 | 5,894 |
| U.S. Government securities | $1,035,000 | 5,760 |
| U.S. Treasury securities | $48,000 | 1,338 |
| U.S. Government agency obligations | $987,000 | 5,695 |
| Securities issued by states & political subdivisions | $1,155,000 | 4,609 |
| 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 | $605,000 | 5,192 |
| Mortgage-backed securities | $987,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $987,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,607 |
| 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) | $2,190,000 | 5,519 |
| Total debt securities | $2,190,000 | 5,871 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $2,088,000 | 5,971 |
| U.S. Government securities | $1,105,000 | 5,819 |
| U.S. Treasury securities | $49,000 | 1,313 |
| U.S. Government agency obligations | $1,056,000 | 5,741 |
| Securities issued by states & political subdivisions | $983,000 | 4,682 |
| 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 | $485,000 | 5,307 |
| Mortgage-backed securities | $1,056,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,056,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,607 |
| 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) | $2,088,000 | 5,591 |
| Total debt securities | $2,088,000 | 5,950 |
| 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 | $2,106,000 | 6,070 |
| U.S. Government securities | $1,139,000 | 5,908 |
| U.S. Treasury securities | $48,000 | 1,348 |
| U.S. Government agency obligations | $1,091,000 | 5,827 |
| Securities issued by states & political subdivisions | $967,000 | 4,765 |
| 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 | $504,000 | 5,363 |
| Mortgage-backed securities | $1,091,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,091,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,632 |
| 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) | $2,106,000 | 5,691 |
| Total debt securities | $2,108,000 | 6,051 |
| 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 | $2,153,000 | 6,149 |
| U.S. Government securities | $1,192,000 | 5,989 |
| U.S. Treasury securities | $47,000 | 1,369 |
| U.S. Government agency obligations | $1,145,000 | 5,910 |
| Securities issued by states & political subdivisions | $961,000 | 4,826 |
| 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 | $532,000 | 5,429 |
| Mortgage-backed securities | $1,145,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,145,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,656 |
| 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) | $2,153,000 | 5,768 |
| Total debt securities | $2,153,000 | 6,130 |
| 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 | $2,226,000 | 6,208 |
| U.S. Government securities | $1,261,000 | 6,048 |
| U.S. Treasury securities | $47,000 | 1,331 |
| U.S. Government agency obligations | $1,214,000 | 5,963 |
| Securities issued by states & political subdivisions | $965,000 | 4,878 |
| 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 | $566,000 | 5,467 |
| Mortgage-backed securities | $1,214,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,214,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $1,214,000 | 2,670 |
| 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) | $2,226,000 | 5,822 |
| Total debt securities | $2,227,000 | 6,188 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $2,263,000 | 6,256 |
| U.S. Government securities | $1,313,000 | 6,093 |
| U.S. Treasury securities | $46,000 | 1,185 |
| U.S. Government agency obligations | $1,267,000 | 6,010 |
| Securities issued by states & political subdivisions | $950,000 | 4,910 |
| 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 | $595,000 | 5,509 |
| Mortgage-backed securities | $1,267,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,267,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 2,659 |
| 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) | $2,263,000 | 5,866 |
| Total debt securities | $2,265,000 | 6,231 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $2,945,000 | 6,260 |
| U.S. Government securities | $1,856,000 | 6,054 |
| U.S. Treasury securities | $45,000 | 1,117 |
| U.S. Government agency obligations | $1,811,000 | 5,963 |
| Securities issued by states & political subdivisions | $1,089,000 | 4,893 |
| 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 | $605,000 | 5,578 |
| Mortgage-backed securities | $1,811,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,811,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $1,811,000 | 2,461 |
| 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) | $2,945,000 | 5,842 |
| Total debt securities | $2,945,000 | 6,232 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $3,884,000 | 6,209 |
| U.S. Government securities | $2,105,000 | 6,048 |
| U.S. Treasury securities | $46,000 | 1,118 |
| U.S. Government agency obligations | $2,059,000 | 5,961 |
| Securities issued by states & political subdivisions | $1,779,000 | 4,645 |
| 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 | $979,000 | 5,493 |
| Mortgage-backed securities | $2,059,000 | 4,644 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,059,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 2,382 |
| 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) | $3,884,000 | 5,819 |
| Total debt securities | $3,888,000 | 6,177 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $3,589,000 | 6,258 |
| U.S. Government securities | $1,794,000 | 6,125 |
| U.S. Treasury securities | $46,000 | 1,141 |
| U.S. Government agency obligations | $1,748,000 | 6,030 |
| Securities issued by states & political subdivisions | $1,795,000 | 4,624 |
| 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 | $758,000 | 5,606 |
| Mortgage-backed securities | $1,748,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,748,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $1,748,000 | 2,536 |
| 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) | $3,589,000 | 5,863 |
| Total debt securities | $3,583,000 | 6,232 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $4,004,000 | 6,255 |
| U.S. Government securities | $2,136,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,136,000 | 5,992 |
| Securities issued by states & political subdivisions | $1,868,000 | 4,595 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,093,000 | 5,499 |
| Mortgage-backed securities | $2,105,000 | 4,679 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,105,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 2,484 |
| 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) | $4,004,000 | 5,864 |
| Total debt securities | $4,004,000 | 6,227 |
| Structured notes |
| Amortized cost | $30,000 | 2,417 |
| Fair value | $31,000 | 2,415 |
| 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 | $4,030,000 | 6,296 |
| U.S. Government securities | $2,266,000 | 6,108 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,266,000 | 6,006 |
| Securities issued by states & political subdivisions | $1,764,000 | 4,652 |
| 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 | $924,000 | 5,618 |
| Mortgage-backed securities | $2,236,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,236,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 2,498 |
| 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) | $4,030,000 | 5,901 |
| Total debt securities | $4,030,000 | 6,268 |
| Structured notes |
| Amortized cost | $30,000 | 2,451 |
| Fair value | $30,000 | 2,451 |
| 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 | $3,798,000 | 6,417 |
| U.S. Government securities | $2,226,000 | 6,231 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,226,000 | 6,137 |
| Securities issued by states & political subdivisions | $1,572,000 | 4,735 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,007,000 | 5,654 |
| Mortgage-backed securities | $2,195,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,195,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $2,195,000 | 2,588 |
| 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) | $3,798,000 | 6,012 |
| Total debt securities | $3,798,000 | 6,387 |
| Structured notes |
| Amortized cost | $31,000 | 2,641 |
| Fair value | $31,000 | 2,639 |
| 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 | $4,250,000 | 6,430 |
| U.S. Government securities | $2,856,000 | 6,209 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,856,000 | 6,114 |
| Securities issued by states & political subdivisions | $1,394,000 | 4,790 |
| 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 | $805,000 | 5,816 |
| Mortgage-backed securities | $2,456,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,456,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $2,456,000 | 2,528 |
| 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) | $4,250,000 | 6,001 |
| Total debt securities | $4,250,000 | 6,400 |
| Structured notes |
| Amortized cost | $198,000 | 2,829 |
| Fair value | $200,000 | 2,819 |
| 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 | $4,039,000 | 6,510 |
| U.S. Government securities | $2,946,000 | 6,269 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,946,000 | 6,163 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,876 |
| 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 | $823,000 | 5,844 |
| Mortgage-backed securities | $2,547,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,547,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $2,547,000 | 2,527 |
| 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) | $4,039,000 | 6,086 |
| Total debt securities | $4,039,000 | 6,480 |
| Structured notes |
| Amortized cost | $198,000 | 3,044 |
| Fair value | $198,000 | 3,042 |
| 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 | $3,831,000 | 6,561 |
| U.S. Government securities | $2,603,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,603,000 | 6,266 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,823 |
| 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 | $594,000 | 5,661 |
| Mortgage-backed securities | $2,405,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,405,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $2,405,000 | 2,444 |
| 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) | $3,831,000 | 6,108 |
| Total debt securities | $3,831,000 | 6,530 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $3,207,000 | 6,720 |
| U.S. Government securities | $2,130,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,130,000 | 6,407 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,874 |
| 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 | $500,000 | 5,729 |
| Mortgage-backed securities | $2,024,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,024,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $2,024,000 | 2,533 |
| 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) | $3,207,000 | 6,256 |
| Total debt securities | $3,207,000 | 6,686 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $1,984,000 | 6,991 |
| U.S. Government securities | $1,183,000 | 6,830 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,183,000 | 6,725 |
| Securities issued by states & political subdivisions | $801,000 | 5,038 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $628,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $628,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,987 |
| 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) | $100,000 | 2,738 |
| Available-for-sale securities (fair market value) | $1,884,000 | 6,541 |
| Total debt securities | $1,984,000 | 6,960 |
| Structured notes |
| Amortized cost | $197,000 | 3,125 |
| Fair value | $199,000 | 3,122 |
| 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 | $2,090,000 | 7,017 |
| U.S. Government securities | $1,098,000 | 6,894 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,098,000 | 6,783 |
| Securities issued by states & political subdivisions | $992,000 | 4,925 |
| 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 | $531,000 | 5,792 |
| Mortgage-backed securities | $379,000 | 5,506 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $379,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 3,106 |
| 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) | $225,000 | 2,594 |
| Available-for-sale securities (fair market value) | $1,865,000 | 6,579 |
| Total debt securities | $2,090,000 | 6,981 |
| Structured notes |
| Amortized cost | $197,000 | 3,164 |
| Fair value | $192,000 | 3,162 |
| 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 | $2,558,000 | 6,983 |
| U.S. Government securities | $1,582,000 | 6,786 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,582,000 | 6,670 |
| Securities issued by states & political subdivisions | $976,000 | 4,957 |
| 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 | $350,000 | 5,954 |
| Mortgage-backed securities | $405,000 | 5,497 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $405,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,070 |
| 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) | $500,000 | 2,394 |
| Available-for-sale securities (fair market value) | $2,058,000 | 6,561 |
| Total debt securities | $2,558,000 | 6,945 |
| Structured notes |
| Amortized cost | $250,000 | 2,989 |
| Fair value | $251,000 | 2,999 |
| 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 | $2,175,000 | 7,088 |
| U.S. Government securities | $1,722,000 | 6,803 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,722,000 | 6,683 |
| Securities issued by states & political subdivisions | $453,000 | 5,319 |
| 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 | $280,000 | 6,086 |
| Mortgage-backed securities | $463,000 | 5,504 |
| Certificates of participation in pools of residential mortgages | $463,000 | 5,060 |
| Issued or guaranteed by U.S. | $463,000 | 5,047 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $580,000 | 2,413 |
| Available-for-sale securities (fair market value) | $1,595,000 | 6,673 |
| Total debt securities | $2,175,000 | 7,056 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $1,958,000 | 7,220 |
| U.S. Government securities | $1,958,000 | 6,868 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,958,000 | 6,756 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $280,000 | 6,129 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $780,000 | 2,371 |
| Available-for-sale securities (fair market value) | $1,178,000 | 6,817 |
| Total debt securities | $1,958,000 | 7,186 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $1,179,000 | 7,418 |
| U.S. Government securities | $1,179,000 | 7,148 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,179,000 | 7,039 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,000 | 6,236 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $930,000 | 2,366 |
| Available-for-sale securities (fair market value) | $249,000 | 7,101 |
| Total debt securities | $1,179,000 | 7,385 |
| Structured notes |
| Amortized cost | $350,000 | 2,872 |
| Fair value | $350,000 | 2,873 |
| 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 | $430,000 | 7,620 |
| U.S. Government securities | $430,000 | 7,395 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $430,000 | 7,299 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $430,000 | 6,196 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $430,000 | 2,696 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $430,000 | 7,590 |
| 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 | $229,000 | 7,742 |
| U.S. Government securities | $229,000 | 7,548 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $229,000 | 7,455 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $229,000 | 6,304 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $229,000 | 2,955 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $229,000 | 7,707 |
| 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 | $329,000 | 7,791 |
| U.S. Government securities | $329,000 | 7,569 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $329,000 | 7,488 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $329,000 | 6,296 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $329,000 | 2,891 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $329,000 | 7,760 |
| 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 | $554,000 | 7,812 |
| U.S. Government securities | $554,000 | 7,571 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $554,000 | 7,491 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $342,000 | 6,331 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $554,000 | 2,757 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $554,000 | 7,783 |
| 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 | $1,352,000 | 7,702 |
| U.S. Government securities | $1,352,000 | 7,434 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,352,000 | 7,346 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $328,000 | 6,370 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,352,000 | 2,397 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,352,000 | 7,668 |
| 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 | $1,201,000 | 7,785 |
| U.S. Government securities | $1,201,000 | 7,518 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,201,000 | 7,429 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $877,000 | 6,148 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,201,000 | 2,449 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,201,000 | 7,745 |
| 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 | $1,202,000 | 7,839 |
| U.S. Government securities | $1,202,000 | 7,573 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,202,000 | 7,495 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $576,000 | 6,302 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,202,000 | 2,466 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,202,000 | 7,793 |
| 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 | $1,327,000 | 7,859 |
| U.S. Government securities | $1,327,000 | 7,587 |
| U.S. Treasury securities | $1,327,000 | 581 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,201,000 | 5,995 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,327,000 | 2,470 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $1,327,000 | 7,809 |
| 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 | $1,326,000 | 7,934 |
| U.S. Government securities | $1,326,000 | 7,704 |
| U.S. Treasury securities | $1,326,000 | 656 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,326,000 | 5,997 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,326,000 | 2,531 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $1,326,000 | 7,887 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $1,326,000 | 7,975 |
| U.S. Government securities | $1,326,000 | 7,755 |
| U.S. Treasury securities | $1,326,000 | 690 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,326,000 | 6,014 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,326,000 | 2,583 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,326,000 | 7,932 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $1,328,000 | 8,020 |
| U.S. Government securities | $1,328,000 | 7,811 |
| U.S. Treasury securities | $1,328,000 | 782 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $1,327,000 | 6,067 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,328,000 | 2,624 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,327,000 | 7,981 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $1,101,000 | 8,105 |
| U.S. Government securities | $1,101,000 | 7,912 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,101,000 | 7,805 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $954,000 | 6,318 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,101,000 | 2,737 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,101,000 | 8,064 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $955,000 | 8,201 |
| U.S. Government securities | $955,000 | 8,029 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $955,000 | 7,924 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $955,000 | 6,349 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $955,000 | 2,894 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $955,000 | 8,156 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $948,000 | 8,287 |
| U.S. Government securities | $948,000 | 8,111 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $948,000 | 8,002 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $948,000 | 6,404 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $948,000 | 2,962 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $948,000 | 8,242 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $945,000 | 8,330 |
| U.S. Government securities | $945,000 | 8,156 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $945,000 | 8,037 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $945,000 | 6,437 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $945,000 | 2,988 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $945,000 | 8,290 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $1,298,000 | 8,293 |
| U.S. Government securities | $1,298,000 | 8,087 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,298,000 | 7,968 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $1,223,000 | 6,244 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,298,000 | 2,875 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,298,000 | 8,254 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $1,296,000 | 8,342 |
| U.S. Government securities | $1,296,000 | 8,134 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,296,000 | 8,010 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,221,000 | 6,271 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,296,000 | 2,935 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,296,000 | 8,298 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $1,300,000 | 8,374 |
| U.S. Government securities | $1,300,000 | 8,152 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,300,000 | 8,035 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,225,000 | 6,294 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,300,000 | 2,960 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,300,000 | 8,330 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $1,301,000 | 8,391 |
| U.S. Government securities | $1,301,000 | 8,185 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,301,000 | 8,063 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,226,000 | 6,290 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,301,000 | 3,015 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $1,301,000 | 8,351 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $1,427,000 | 8,446 |
| U.S. Government securities | $1,302,000 | 8,249 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,302,000 | 8,119 |
| Securities issued by states & political subdivisions | $25,000 | 6,475 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,752 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,302,000 | 6,281 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,427,000 | 2,994 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,427,000 | 8,400 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $1,435,000 | 8,483 |
| U.S. Government securities | $1,310,000 | 8,268 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,310,000 | 8,141 |
| Securities issued by states & political subdivisions | $25,000 | 6,514 |
| Other domestic debt securities | $100,000 | 3,318 |
| 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 | $100,000 | 2,833 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,310,000 | 6,272 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,435,000 | 3,018 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,435,000 | 8,436 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $1,437,000 | 8,525 |
| U.S. Government securities | $1,312,000 | 8,326 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,312,000 | 8,196 |
| Securities issued by states & political subdivisions | $25,000 | 6,558 |
| Other domestic debt securities | $100,000 | 3,376 |
| 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 | $100,000 | 2,903 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,312,000 | 6,315 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,437,000 | 3,053 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $1,437,000 | 8,483 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $1,438,000 | 8,598 |
| U.S. Government securities | $1,338,000 | 8,396 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,338,000 | 8,262 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $100,000 | 3,474 |
| 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 | $100,000 | 3,007 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,313,000 | 6,342 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,438,000 | 3,072 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $1,438,000 | 8,556 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $1,333,000 | 8,614 |
| U.S. Government securities | $1,208,000 | 8,412 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,208,000 | 8,278 |
| Securities issued by states & political subdivisions | $25,000 | 6,599 |
| Other domestic debt securities | $100,000 | 3,579 |
| 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 | $100,000 | 3,086 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,207,000 | 6,382 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,333,000 | 3,128 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,333,000 | 8,558 |
| 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 | $1,235,000 | 8,708 |
| U.S. Government securities | $1,210,000 | 8,493 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,210,000 | 8,352 |
| Securities issued by states & political subdivisions | $25,000 | 6,684 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,210,000 | 6,369 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,235,000 | 3,219 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $1,235,000 | 8,649 |
| 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 | $1,361,000 | 8,701 |
| U.S. Government securities | $1,336,000 | 8,437 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,336,000 | 8,287 |
| Securities issued by states & political subdivisions | $25,000 | 6,732 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,235,000 | 6,356 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,361,000 | 3,193 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $1,361,000 | 8,637 |
| 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 | $1,362,000 | 8,715 |
| U.S. Government securities | $1,337,000 | 8,451 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,337,000 | 8,300 |
| Securities issued by states & political subdivisions | $25,000 | 6,750 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,237,000 | 6,358 |
| Mortgage-backed securities | $1,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,133 |
| Issued or guaranteed by U.S. | $1,000 | 7,110 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,362,000 | 3,217 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $1,362,000 | 8,650 |
| 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 | $1,439,000 | 8,754 |
| U.S. Government securities | $1,414,000 | 8,493 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,414,000 | 8,329 |
| Securities issued by states & political subdivisions | $25,000 | 6,749 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,313,000 | 6,331 |
| Mortgage-backed securities | $1,000 | 7,457 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,158 |
| Issued or guaranteed by U.S. | $1,000 | 7,134 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,439,000 | 3,222 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,439,000 | 8,677 |
| 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 | $1,639,000 | 8,758 |
| U.S. Government securities | $1,614,000 | 8,479 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,614,000 | 8,306 |
| Securities issued by states & political subdivisions | $25,000 | 6,781 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,312,000 | 6,356 |
| Mortgage-backed securities | $1,000 | 7,470 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,158 |
| Issued or guaranteed by U.S. | $1,000 | 7,133 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,639,000 | 3,192 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $1,639,000 | 8,682 |
| 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 | $1,408,000 | 9,035 |
| U.S. Government securities | $1,407,000 | 8,731 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,407,000 | 8,547 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,305,000 | 6,473 |
| Mortgage-backed securities | $1,000 | 7,536 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,175 |
| Issued or guaranteed by U.S. | $1,000 | 7,149 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,408,000 | 3,532 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,407,000 | 8,954 |
| 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 | $1,602,000 | 9,377 |
| U.S. Government securities | $1,602,000 | 9,124 |
| U.S. Treasury securities | $300,000 | 3,716 |
| U.S. Government agency obligations | $1,302,000 | 8,967 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,599,000 | 6,564 |
| Mortgage-backed securities | $3,000 | 7,509 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,128 |
| Issued or guaranteed by U.S. | $3,000 | 7,102 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,602,000 | 4,081 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $1,602,000 | 9,271 |
| 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 | $2,141,000 | 9,581 |
| U.S. Government securities | $2,141,000 | 9,273 |
| U.S. Treasury securities | $624,000 | 4,185 |
| U.S. Government agency obligations | $1,517,000 | 9,155 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,797,000 | 6,518 |
| Mortgage-backed securities | $144,000 | 7,127 |
| Certificates of participation in pools of residential mortgages | $144,000 | 6,562 |
| Issued or guaranteed by U.S. | $144,000 | 6,545 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,141,000 | 4,158 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $2,141,000 | 9,480 |
| 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 | $2,047,000 | 9,780 |
| U.S. Government securities | $2,047,000 | 9,416 |
| U.S. Treasury securities | $1,122,000 | 4,761 |
| U.S. Government agency obligations | $925,000 | 9,388 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,547,000 | 6,509 |
| Mortgage-backed securities | $200,000 | 7,223 |
| Certificates of participation in pools of residential mortgages | $200,000 | 6,631 |
| Issued or guaranteed by U.S. | $200,000 | 6,610 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,047,000 | 4,717 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,047,000 | 9,670 |
| 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 | $2,355,000 | 10,201 |
| U.S. Government securities | $2,355,000 | 9,867 |
| U.S. Treasury securities | $1,771,000 | 5,427 |
| U.S. Government agency obligations | $584,000 | 9,940 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,445,000 | 7,046 |
| Mortgage-backed securities | $10,000 | 8,400 |
| Certificates of participation in pools of residential mortgages | $10,000 | 7,900 |
| Issued or guaranteed by U.S. | $10,000 | 7,875 |
| 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) | $2,355,000 | 5,397 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,355,000 | 10,105 |
| 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 | $2,903,000 | 10,586 |
| U.S. Government securities | $2,903,000 | 10,205 |
| U.S. Treasury securities | $2,416,000 | 5,596 |
| U.S. Government agency obligations | $487,000 | 10,502 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,643,000 | 7,067 |
| Mortgage-backed securities | $14,000 | 8,946 |
| Certificates of participation in pools of residential mortgages | $14,000 | 8,410 |
| Issued or guaranteed by U.S. | $14,000 | 8,382 |
| 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) | $2,903,000 | 5,724 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $2,903,000 | 10,488 |
| 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 | $1,966,000 | 11,398 |
| U.S. Government securities | $1,917,000 | 11,137 |
| U.S. Treasury securities | $1,802,000 | 7,397 |
| U.S. Government agency obligations | $115,000 | 11,124 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $49,000 | 4,795 |
| 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 | $49,000 | 3,717 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,400,000 | 7,579 |
| Mortgage-backed securities | $15,000 | 9,435 |
| Certificates of participation in pools of residential mortgages | $15,000 | 8,796 |
| Issued or guaranteed by U.S. | $15,000 | 8,762 |
| 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) | $1,966,000 | 6,695 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,966,000 | 11,311 |
| 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 | $2,522,000 | 11,872 |
| U.S. Government securities | $2,473,000 | 11,530 |
| U.S. Treasury securities | $1,702,000 | 8,652 |
| U.S. Government agency obligations | $771,000 | 11,090 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $49,000 | 5,397 |
| 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 | $49,000 | 4,257 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,302,000 | 7,972 |
| Mortgage-backed securities | $19,000 | 9,968 |
| Certificates of participation in pools of residential mortgages | $19,000 | 9,268 |
| Issued or guaranteed by U.S. | $19,000 | 9,238 |
| 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) | $2,522,000 | 9,635 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,522,000 | 11,777 |
| 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 | $2,966,000 | 12,182 |
| U.S. Government securities | $2,915,000 | 11,705 |
| U.S. Treasury securities | $2,004,000 | 8,473 |
| U.S. Government agency obligations | $911,000 | 11,301 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $51,000 | 6,129 |
| 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 | $51,000 | 4,792 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,955,000 | 7,115 |
| 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 | $2,966,000 | 12,066 |
| 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 | $2,528,000 | 12,797 |
| U.S. Government securities | $2,473,000 | 12,417 |
| U.S. Treasury securities | $1,791,000 | 9,110 |
| U.S. Government agency obligations | $682,000 | 11,911 |
| Securities issued by states & political subdivisions | $5,000 | 9,938 |
| Other domestic debt securities | $50,000 | 7,040 |
| 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 | $50,000 | 5,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,119,000 | 6,925 |
| Mortgage-backed securities | $682,000 | 9,434 |
| Certificates of participation in pools of residential mortgages | $682,000 | 8,146 |
| Issued or guaranteed by U.S. | $682,000 | 8,086 |
| 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 | $2,528,000 | 12,689 |
| 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 |
