Home > Central Bank of Oklahoma > Securities
Central Bank of Oklahoma, Securities
| 2021-09-30 | Rank | |
| Total securities | $38,853,000 | 2,949 |
| U.S. Government securities | $36,863,000 | 2,142 |
| U.S. Treasury securities | $5,370,000 | 1,124 |
| U.S. Government agency obligations | $31,493,000 | 2,156 |
| Securities issued by states & political subdivisions | $1,990,000 | 3,648 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 4,017 |
| Mortgage-backed securities | $22,312,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $9,066,000 | 2,362 |
| Issued or guaranteed by U.S. | $9,066,000 | 2,304 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,246,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $12,246,000 | 1,027 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,000,000 | 1,703 |
| Commercial mortgage pass-through securities | $1,000,000 | 1,213 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $38,853,000 | 2,788 |
| Total debt securities | $38,853,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $201,000 | 848 |
| Fair value | $201,000 | 850 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $43,268,000 | 2,759 |
| U.S. Government securities | $41,271,000 | 1,975 |
| U.S. Treasury securities | $7,564,000 | 896 |
| U.S. Government agency obligations | $33,707,000 | 2,032 |
| Securities issued by states & political subdivisions | $1,997,000 | 3,667 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 4,061 |
| Mortgage-backed securities | $23,616,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $9,054,000 | 2,353 |
| Issued or guaranteed by U.S. | $9,054,000 | 2,289 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $12,740,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $12,740,000 | 959 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,822,000 | 1,521 |
| Commercial mortgage pass-through securities | $1,822,000 | 1,055 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $43,268,000 | 2,603 |
| Total debt securities | $43,268,000 | 2,745 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $41,382,000 | 2,710 |
| U.S. Government securities | $39,380,000 | 1,900 |
| U.S. Treasury securities | $4,064,000 | 893 |
| U.S. Government agency obligations | $35,316,000 | 1,886 |
| Securities issued by states & political subdivisions | $2,002,000 | 3,667 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,000 | 3,695 |
| Mortgage-backed securities | $21,819,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $9,875,000 | 2,212 |
| Issued or guaranteed by U.S. | $9,875,000 | 2,148 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $10,111,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $10,111,000 | 1,063 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,833,000 | 1,503 |
| Commercial mortgage pass-through securities | $1,833,000 | 1,036 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $41,382,000 | 2,543 |
| Total debt securities | $41,382,000 | 2,693 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $35,617,000 | 2,786 |
| U.S. Government securities | $31,608,000 | 2,019 |
| U.S. Treasury securities | $4,089,000 | 637 |
| U.S. Government agency obligations | $27,519,000 | 2,041 |
| Securities issued by states & political subdivisions | $2,008,000 | 3,674 |
| Other domestic debt securities | $2,001,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,001,000 | 1,087 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,372,000 | 3,792 |
| Mortgage-backed securities | $16,019,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $9,991,000 | 2,090 |
| Issued or guaranteed by U.S. | $9,991,000 | 2,036 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,184,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $5,184,000 | 1,451 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $844,000 | 1,698 |
| Commercial mortgage pass-through securities | $844,000 | 1,224 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $35,617,000 | 2,610 |
| Total debt securities | $35,617,000 | 2,764 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $39,182,000 | 2,569 |
| U.S. Government securities | $33,162,000 | 1,889 |
| U.S. Treasury securities | $3,999,000 | 648 |
| U.S. Government agency obligations | $29,163,000 | 1,930 |
| Securities issued by states & political subdivisions | $2,015,000 | 3,616 |
| Other domestic debt securities | $4,005,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,005,000 | 796 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,000 | 3,840 |
| Mortgage-backed securities | $18,163,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $11,269,000 | 1,970 |
| Issued or guaranteed by U.S. | $11,269,000 | 1,913 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,039,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,039,000 | 1,393 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $855,000 | 1,678 |
| Commercial mortgage pass-through securities | $855,000 | 1,207 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $39,182,000 | 2,397 |
| Total debt securities | $39,184,000 | 2,548 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $41,376,000 | 2,450 |
| U.S. Government securities | $35,344,000 | 1,807 |
| U.S. Treasury securities | $11,999,000 | 383 |
| U.S. Government agency obligations | $23,345,000 | 2,190 |
| Securities issued by states & political subdivisions | $2,017,000 | 3,593 |
| Other domestic debt securities | $4,015,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,015,000 | 764 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 3,768 |
| Mortgage-backed securities | $20,346,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $12,107,000 | 1,863 |
| Issued or guaranteed by U.S. | $12,107,000 | 1,815 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,370,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $7,370,000 | 1,308 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $869,000 | 1,660 |
| Commercial mortgage pass-through securities | $869,000 | 1,200 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $41,376,000 | 2,281 |
| Total debt securities | $41,377,000 | 2,426 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $32,465,000 | 2,728 |
| U.S. Government securities | $26,499,000 | 2,158 |
| U.S. Treasury securities | $2,300,000 | 830 |
| U.S. Government agency obligations | $24,199,000 | 2,158 |
| Securities issued by states & political subdivisions | $1,999,000 | 3,568 |
| Other domestic debt securities | $3,967,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,967,000 | 708 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,775,000 | 3,786 |
| Mortgage-backed securities | $16,183,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $7,428,000 | 2,324 |
| Issued or guaranteed by U.S. | $7,428,000 | 2,252 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,879,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $7,879,000 | 1,280 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $876,000 | 1,648 |
| Commercial mortgage pass-through securities | $876,000 | 1,172 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $32,465,000 | 2,563 |
| Total debt securities | $32,465,000 | 2,710 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $28,420,000 | 2,929 |
| U.S. Government securities | $26,420,000 | 2,219 |
| U.S. Treasury securities | $2,894,000 | 845 |
| U.S. Government agency obligations | $23,526,000 | 2,232 |
| Securities issued by states & political subdivisions | $2,000,000 | 3,574 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,000 | 3,942 |
| Mortgage-backed securities | $15,543,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $6,596,000 | 2,383 |
| Issued or guaranteed by U.S. | $6,596,000 | 2,321 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,075,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $8,075,000 | 1,256 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $872,000 | 1,625 |
| Commercial mortgage pass-through securities | $872,000 | 1,169 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $28,420,000 | 2,744 |
| Total debt securities | $28,422,000 | 2,912 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $8,579,000 | 4,262 |
| U.S. Government securities | $6,584,000 | 3,849 |
| U.S. Treasury securities | $2,190,000 | 909 |
| U.S. Government agency obligations | $4,394,000 | 3,969 |
| Securities issued by states & political subdivisions | $1,995,000 | 3,601 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,207,000 | 3,245 |
| Mortgage-backed securities | $4,394,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 3,210 |
| Issued or guaranteed by U.S. | $2,091,000 | 3,108 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $756,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,432 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,547,000 | 1,411 |
| Commercial mortgage pass-through securities | $1,547,000 | 979 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $8,579,000 | 4,003 |
| Total debt securities | $8,578,000 | 4,239 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $7,347,000 | 4,429 |
| U.S. Government securities | $5,353,000 | 4,052 |
| U.S. Treasury securities | $693,000 | 1,278 |
| U.S. Government agency obligations | $4,660,000 | 3,994 |
| Securities issued by states & political subdivisions | $1,994,000 | 3,658 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,892,000 | 3,185 |
| Mortgage-backed securities | $4,660,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 3,201 |
| Issued or guaranteed by U.S. | $2,150,000 | 3,114 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $848,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,378 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,662,000 | 1,378 |
| Commercial mortgage pass-through securities | $1,662,000 | 951 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $7,347,000 | 4,168 |
| Total debt securities | $7,347,000 | 4,405 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $7,350,000 | 4,492 |
| U.S. Government securities | $5,371,000 | 4,113 |
| U.S. Treasury securities | $491,000 | 1,423 |
| U.S. Government agency obligations | $4,880,000 | 4,030 |
| Securities issued by states & political subdivisions | $1,979,000 | 3,721 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,308,000 | 3,181 |
| Mortgage-backed securities | $4,880,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $2,276,000 | 3,188 |
| Issued or guaranteed by U.S. | $2,276,000 | 3,097 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $944,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 2,348 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,660,000 | 1,302 |
| Commercial mortgage pass-through securities | $1,660,000 | 933 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,350,000 | 4,222 |
| Total debt securities | $7,350,000 | 4,466 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $7,624,000 | 4,505 |
| U.S. Government securities | $5,116,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,116,000 | 4,035 |
| Securities issued by states & political subdivisions | $2,508,000 | 3,646 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,635,000 | 3,313 |
| Mortgage-backed securities | $5,116,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $2,284,000 | 3,209 |
| Issued or guaranteed by U.S. | $2,284,000 | 3,135 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,056,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,304 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,776,000 | 1,260 |
| Commercial mortgage pass-through securities | $1,776,000 | 909 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $7,624,000 | 4,233 |
| Total debt securities | $7,624,000 | 4,483 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $7,717,000 | 4,540 |
| U.S. Government securities | $5,212,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,212,000 | 4,081 |
| Securities issued by states & political subdivisions | $2,505,000 | 3,694 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,743,000 | 3,320 |
| Mortgage-backed securities | $5,212,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $2,244,000 | 3,280 |
| Issued or guaranteed by U.S. | $2,244,000 | 3,252 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,191,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,263 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,777,000 | 1,241 |
| Commercial mortgage pass-through securities | $1,777,000 | 898 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $7,717,000 | 4,273 |
| Total debt securities | $7,717,000 | 4,514 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $8,533,000 | 4,536 |
| U.S. Government securities | $6,010,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,010,000 | 3,995 |
| Securities issued by states & political subdivisions | $2,523,000 | 3,752 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,282,000 | 3,602 |
| Mortgage-backed securities | $5,511,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $4,160,000 | 2,884 |
| Issued or guaranteed by U.S. | $4,160,000 | 2,741 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,351,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,232 |
| 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) | $8,533,000 | 4,252 |
| Total debt securities | $8,533,000 | 4,511 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $8,362,000 | 4,594 |
| U.S. Government securities | $5,834,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,834,000 | 4,089 |
| Securities issued by states & political subdivisions | $2,528,000 | 3,793 |
| 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 | $3,518,000 | 3,799 |
| Mortgage-backed securities | $5,336,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $3,798,000 | 3,011 |
| Issued or guaranteed by U.S. | $3,798,000 | 3,004 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,538,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,538,000 | 2,167 |
| 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) | $8,362,000 | 4,312 |
| Total debt securities | $8,362,000 | 4,566 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $8,706,000 | 4,635 |
| U.S. Government securities | $6,155,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,155,000 | 4,099 |
| Securities issued by states & political subdivisions | $2,551,000 | 3,858 |
| 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 | $4,606,000 | 3,655 |
| Mortgage-backed securities | $5,657,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 3,021 |
| Issued or guaranteed by U.S. | $3,932,000 | 3,018 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,725,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $1,725,000 | 2,098 |
| 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) | $8,706,000 | 4,360 |
| Total debt securities | $8,706,000 | 4,610 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $9,079,000 | 4,651 |
| U.S. Government securities | $6,473,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,473,000 | 4,111 |
| Securities issued by states & political subdivisions | $2,606,000 | 3,888 |
| 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 | $4,570,000 | 3,708 |
| Mortgage-backed securities | $5,975,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 3,042 |
| Issued or guaranteed by U.S. | $4,067,000 | 3,040 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,908,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 2,061 |
| 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) | $9,079,000 | 4,362 |
| Total debt securities | $9,079,000 | 4,627 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $9,360,000 | 4,671 |
| U.S. Government securities | $6,748,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,748,000 | 4,119 |
| Securities issued by states & political subdivisions | $2,612,000 | 3,917 |
| 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 | $4,720,000 | 3,718 |
| Mortgage-backed securities | $6,250,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $4,126,000 | 3,064 |
| Issued or guaranteed by U.S. | $4,126,000 | 3,062 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,124,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $2,124,000 | 2,018 |
| 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) | $9,360,000 | 4,380 |
| Total debt securities | $9,360,000 | 4,646 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $9,624,000 | 4,687 |
| U.S. Government securities | $6,512,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,512,000 | 4,211 |
| Securities issued by states & political subdivisions | $3,112,000 | 3,860 |
| 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 | $3,093,000 | 4,074 |
| Mortgage-backed securities | $6,014,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $3,680,000 | 3,216 |
| Issued or guaranteed by U.S. | $3,680,000 | 3,213 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,334,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $2,334,000 | 1,989 |
| 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) | $9,624,000 | 4,383 |
| Total debt securities | $9,624,000 | 4,664 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $9,937,000 | 4,673 |
| U.S. Government securities | $6,835,000 | 4,296 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,835,000 | 4,156 |
| Securities issued by states & political subdivisions | $3,102,000 | 3,890 |
| 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 | $5,177,000 | 3,703 |
| Mortgage-backed securities | $6,339,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $3,772,000 | 3,210 |
| Issued or guaranteed by U.S. | $3,772,000 | 3,206 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,567,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,567,000 | 1,932 |
| 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) | $9,937,000 | 4,354 |
| Total debt securities | $9,937,000 | 4,649 |
| 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 | $11,040,000 | 4,590 |
| U.S. Government securities | $7,837,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,837,000 | 4,030 |
| Securities issued by states & political subdivisions | $3,203,000 | 3,881 |
| 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 | $5,578,000 | 3,673 |
| Mortgage-backed securities | $6,837,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $3,949,000 | 3,207 |
| Issued or guaranteed by U.S. | $3,949,000 | 3,206 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,888,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,873 |
| 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) | $11,040,000 | 4,268 |
| Total debt securities | $11,040,000 | 4,569 |
| 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 | $11,535,000 | 4,621 |
| U.S. Government securities | $7,304,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,304,000 | 4,216 |
| Securities issued by states & political subdivisions | $3,729,000 | 3,803 |
| Other domestic debt securities | $502,000 | 1,872 |
| 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 | $502,000 | 1,511 |
| 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 | $5,169,000 | 3,788 |
| Mortgage-backed securities | $7,304,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,119,000 | 3,200 |
| Issued or guaranteed by U.S. | $4,119,000 | 3,196 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,185,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $3,185,000 | 1,838 |
| 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) | $11,535,000 | 4,287 |
| Total debt securities | $11,535,000 | 4,601 |
| 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 | $11,309,000 | 4,725 |
| U.S. Government securities | $7,089,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,089,000 | 4,368 |
| Securities issued by states & political subdivisions | $3,715,000 | 3,806 |
| Other domestic debt securities | $505,000 | 1,875 |
| 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 | $505,000 | 1,504 |
| 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 | $5,418,000 | 3,792 |
| Mortgage-backed securities | $7,089,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $3,608,000 | 3,339 |
| Issued or guaranteed by U.S. | $3,608,000 | 3,338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,481,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,481,000 | 1,789 |
| 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) | $11,309,000 | 4,360 |
| Total debt securities | $11,309,000 | 4,704 |
| 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 | $12,116,000 | 4,690 |
| U.S. Government securities | $7,404,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,404,000 | 4,354 |
| Securities issued by states & political subdivisions | $3,706,000 | 3,844 |
| Other domestic debt securities | $1,006,000 | 1,597 |
| 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 | $1,006,000 | 1,276 |
| 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 | $6,005,000 | 3,726 |
| Mortgage-backed securities | $7,404,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,347 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,344 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,774,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $3,774,000 | 1,765 |
| 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) | $12,116,000 | 4,335 |
| Total debt securities | $12,116,000 | 4,666 |
| 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 | $15,120,000 | 4,513 |
| U.S. Government securities | $9,636,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,636,000 | 4,120 |
| Securities issued by states & political subdivisions | $3,714,000 | 3,886 |
| Other domestic debt securities | $1,770,000 | 1,361 |
| 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 | $1,770,000 | 1,072 |
| 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 | $7,215,000 | 3,547 |
| Mortgage-backed securities | $8,636,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $4,488,000 | 3,182 |
| Issued or guaranteed by U.S. | $4,488,000 | 3,179 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,148,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 1,734 |
| 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) | $15,120,000 | 4,156 |
| Total debt securities | $15,120,000 | 4,490 |
| 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 | $15,313,000 | 4,580 |
| U.S. Government securities | $9,588,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,588,000 | 4,260 |
| Securities issued by states & political subdivisions | $3,690,000 | 3,904 |
| Other domestic debt securities | $2,035,000 | 1,291 |
| 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 | $2,035,000 | 1,007 |
| 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 | $10,795,000 | 3,052 |
| Mortgage-backed securities | $8,589,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,382 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,379 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,579,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $4,579,000 | 1,713 |
| 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) | $15,313,000 | 4,217 |
| Total debt securities | $15,313,000 | 4,561 |
| 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 | $17,220,000 | 4,450 |
| U.S. Government securities | $11,183,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,183,000 | 4,097 |
| Securities issued by states & political subdivisions | $3,734,000 | 3,885 |
| Other domestic debt securities | $2,303,000 | 1,265 |
| 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 | $2,303,000 | 978 |
| 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 | $12,393,000 | 2,908 |
| Mortgage-backed securities | $9,185,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $4,115,000 | 3,428 |
| Issued or guaranteed by U.S. | $4,115,000 | 3,426 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,070,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $5,070,000 | 1,681 |
| 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) | $17,220,000 | 4,090 |
| Total debt securities | $17,220,000 | 4,431 |
| 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 | $17,656,000 | 4,473 |
| U.S. Government securities | $11,623,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,623,000 | 4,110 |
| Securities issued by states & political subdivisions | $3,715,000 | 3,938 |
| Other domestic debt securities | $2,318,000 | 1,268 |
| 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 | $2,318,000 | 980 |
| 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 | $7,685,000 | 3,586 |
| Mortgage-backed securities | $9,630,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 3,476 |
| Issued or guaranteed by U.S. | $4,196,000 | 3,471 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,434,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $5,434,000 | 1,664 |
| 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) | $17,656,000 | 4,107 |
| Total debt securities | $17,656,000 | 4,453 |
| 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 | $18,666,000 | 4,469 |
| U.S. Government securities | $12,105,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,105,000 | 4,165 |
| Securities issued by states & political subdivisions | $3,718,000 | 3,973 |
| Other domestic debt securities | $2,843,000 | 1,196 |
| 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 | $2,843,000 | 904 |
| 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 | $14,101,000 | 2,743 |
| Mortgage-backed securities | $10,108,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $4,257,000 | 3,549 |
| Issued or guaranteed by U.S. | $4,257,000 | 3,548 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,851,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $5,851,000 | 1,639 |
| 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) | $18,666,000 | 4,104 |
| Total debt securities | $18,666,000 | 4,445 |
| 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 | $20,107,000 | 4,417 |
| U.S. Government securities | $13,529,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,529,000 | 4,052 |
| Securities issued by states & political subdivisions | $3,708,000 | 4,020 |
| Other domestic debt securities | $2,870,000 | 1,224 |
| 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 | $2,870,000 | 929 |
| 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 | $5,601,000 | 4,071 |
| Mortgage-backed securities | $10,734,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,559 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,320,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $6,320,000 | 1,599 |
| 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) | $20,107,000 | 4,046 |
| Total debt securities | $20,107,000 | 4,396 |
| 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 | $20,768,000 | 4,385 |
| U.S. Government securities | $14,235,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,235,000 | 4,010 |
| Securities issued by states & political subdivisions | $3,642,000 | 4,072 |
| Other domestic debt securities | $2,891,000 | 1,258 |
| 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 | $2,891,000 | 955 |
| 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 | $4,851,000 | 4,260 |
| Mortgage-backed securities | $11,446,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $4,658,000 | 3,543 |
| Issued or guaranteed by U.S. | $4,658,000 | 3,542 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,788,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $6,788,000 | 1,560 |
| 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) | $20,768,000 | 4,016 |
| Total debt securities | $20,768,000 | 4,363 |
| 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 | $25,835,000 | 3,997 |
| U.S. Government securities | $19,334,000 | 3,548 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,334,000 | 3,452 |
| Securities issued by states & political subdivisions | $3,590,000 | 4,103 |
| Other domestic debt securities | $2,911,000 | 1,293 |
| 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 | $2,911,000 | 971 |
| 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 | $5,347,000 | 4,157 |
| Mortgage-backed securities | $12,050,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $4,831,000 | 3,507 |
| Issued or guaranteed by U.S. | $4,831,000 | 3,504 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,219,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $7,219,000 | 1,517 |
| 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) | $25,835,000 | 3,659 |
| Total debt securities | $25,835,000 | 3,967 |
| 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 | $26,379,000 | 3,977 |
| U.S. Government securities | $21,273,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,273,000 | 3,305 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,500 |
| Other domestic debt securities | $2,921,000 | 1,326 |
| 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 | $2,921,000 | 1,003 |
| 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 | $5,596,000 | 4,116 |
| Mortgage-backed securities | $12,996,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $5,178,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,178,000 | 3,458 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,818,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $7,818,000 | 1,470 |
| 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) | $26,379,000 | 3,646 |
| Total debt securities | $26,379,000 | 3,950 |
| 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 | $22,899,000 | 4,244 |
| U.S. Government securities | $17,276,000 | 3,784 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,276,000 | 3,692 |
| Securities issued by states & political subdivisions | $2,201,000 | 4,505 |
| Other domestic debt securities | $3,422,000 | 1,260 |
| 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 | $3,422,000 | 934 |
| 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 | $6,171,000 | 3,989 |
| Mortgage-backed securities | $10,826,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,266,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,266,000 | 3,649 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,560,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $6,560,000 | 1,625 |
| 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) | $22,899,000 | 3,906 |
| Total debt securities | $22,899,000 | 4,212 |
| 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 | $21,147,000 | 4,410 |
| U.S. Government securities | $16,753,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,753,000 | 3,771 |
| Securities issued by states & political subdivisions | $2,273,000 | 4,457 |
| Other domestic debt securities | $2,121,000 | 1,554 |
| 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 | $2,121,000 | 1,161 |
| 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 | $6,803,000 | 3,910 |
| Mortgage-backed securities | $12,235,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $4,671,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,671,000 | 3,601 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,564,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $7,564,000 | 1,570 |
| 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) | $21,147,000 | 4,084 |
| Total debt securities | $21,147,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $22,428,000 | 4,259 |
| U.S. Government securities | $18,004,000 | 3,706 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,004,000 | 3,611 |
| Securities issued by states & political subdivisions | $2,293,000 | 4,449 |
| Other domestic debt securities | $2,131,000 | 1,533 |
| 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 | $2,131,000 | 1,134 |
| 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 | $12,409,000 | 2,965 |
| Mortgage-backed securities | $13,483,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $4,873,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,873,000 | 3,557 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,610,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $8,610,000 | 1,523 |
| 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) | $22,428,000 | 3,924 |
| Total debt securities | $22,428,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $24,401,000 | 4,122 |
| U.S. Government securities | $19,973,000 | 3,586 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,973,000 | 3,507 |
| Securities issued by states & political subdivisions | $2,293,000 | 4,465 |
| Other domestic debt securities | $2,135,000 | 1,578 |
| 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 | $2,135,000 | 1,169 |
| 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 | $1,366,000 | 5,503 |
| Mortgage-backed securities | $14,872,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $5,048,000 | 3,669 |
| Issued or guaranteed by U.S. | $5,048,000 | 3,667 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,824,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $9,824,000 | 1,503 |
| 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) | $24,401,000 | 3,801 |
| Total debt securities | $24,401,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $17,613,000 | 4,802 |
| U.S. Government securities | $13,274,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,274,000 | 4,297 |
| Securities issued by states & political subdivisions | $2,250,000 | 4,460 |
| Other domestic debt securities | $2,089,000 | 1,588 |
| 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 | $2,089,000 | 1,169 |
| 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 | $6,443,000 | 4,032 |
| Mortgage-backed securities | $10,192,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $3,617,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,617,000 | 4,032 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,575,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $6,575,000 | 1,806 |
| 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) | $17,613,000 | 4,430 |
| Total debt securities | $17,613,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $18,652,000 | 4,730 |
| U.S. Government securities | $14,306,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,306,000 | 4,266 |
| Securities issued by states & political subdivisions | $2,240,000 | 4,413 |
| Other domestic debt securities | $2,106,000 | 1,565 |
| 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 | $2,106,000 | 1,142 |
| 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 | $4,321,000 | 4,558 |
| Mortgage-backed securities | $11,246,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,974 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,420,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $7,420,000 | 1,741 |
| 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) | $18,652,000 | 4,355 |
| Total debt securities | $18,652,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,627,000 | 5,398 |
| U.S. Government securities | $10,384,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,384,000 | 4,779 |
| Securities issued by states & political subdivisions | $2,243,000 | 4,392 |
| 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 | $4,728,000 | 4,258 |
| Mortgage-backed securities | $9,801,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,977,000 | 3,841 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,824,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $5,824,000 | 1,820 |
| 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) | $12,627,000 | 4,970 |
| Total debt securities | $12,627,000 | 5,370 |
| 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 | $16,221,000 | 4,932 |
| U.S. Government securities | $14,023,000 | 4,286 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,023,000 | 4,192 |
| Securities issued by states & political subdivisions | $2,198,000 | 4,376 |
| 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 | $5,210,000 | 4,131 |
| Mortgage-backed securities | $10,937,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,755 |
| Issued or guaranteed by U.S. | $4,123,000 | 3,745 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,814,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $6,814,000 | 1,695 |
| 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) | $16,221,000 | 4,520 |
| Total debt securities | $16,221,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,502,000 | 1,592 |
| 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 | $12,347,000 | 5,483 |
| U.S. Government securities | $10,197,000 | 4,998 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,197,000 | 4,883 |
| Securities issued by states & political subdivisions | $2,150,000 | 4,390 |
| 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 | $3,976,000 | 4,522 |
| Mortgage-backed securities | $9,121,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,662,000 | 4,511 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,459,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $7,459,000 | 1,600 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $12,347,000 | 5,041 |
| Total debt securities | $12,347,000 | 5,451 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,921,000 | 5,399 |
| U.S. Government securities | $10,836,000 | 4,886 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,836,000 | 4,764 |
| Securities issued by states & political subdivisions | $2,085,000 | 4,381 |
| 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 | $5,658,000 | 4,059 |
| Mortgage-backed securities | $9,782,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 4,438 |
| Issued or guaranteed by U.S. | $1,764,000 | 4,429 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,018,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $8,018,000 | 1,501 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,921,000 | 4,961 |
| Total debt securities | $12,921,000 | 5,368 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,984,000 | 5,036 |
| U.S. Government securities | $12,919,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,919,000 | 4,276 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,381 |
| 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 | $6,033,000 | 3,946 |
| Mortgage-backed securities | $11,867,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 4,024 |
| Issued or guaranteed by U.S. | $2,604,000 | 4,014 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,263,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $9,263,000 | 1,364 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,984,000 | 4,602 |
| Total debt securities | $14,984,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $18,413,000 | 4,545 |
| U.S. Government securities | $16,228,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,228,000 | 3,765 |
| Securities issued by states & political subdivisions | $2,185,000 | 4,272 |
| 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 | $5,911,000 | 4,007 |
| Mortgage-backed securities | $14,226,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $3,196,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,196,000 | 3,801 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,030,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $11,030,000 | 1,214 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $18,413,000 | 4,150 |
| Total debt securities | $18,413,000 | 4,506 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,003,000 | 1,973 |
| 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 | $21,897,000 | 4,180 |
| U.S. Government securities | $21,364,000 | 3,354 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $21,364,000 | 3,269 |
| Securities issued by states & political subdivisions | $533,000 | 5,179 |
| 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 | $7,662,000 | 3,670 |
| Mortgage-backed securities | $16,351,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $4,156,000 | 3,573 |
| Issued or guaranteed by U.S. | $4,156,000 | 3,565 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,195,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $12,195,000 | 1,065 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $21,897,000 | 3,812 |
| Total debt securities | $21,897,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,414 |
| Fair value | $4,014,000 | 1,412 |
| 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 | $21,435,000 | 4,289 |
| U.S. Government securities | $20,912,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,912,000 | 3,373 |
| Securities issued by states & political subdivisions | $523,000 | 5,218 |
| 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 | $7,475,000 | 3,785 |
| Mortgage-backed securities | $17,607,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $4,791,000 | 3,510 |
| Issued or guaranteed by U.S. | $4,791,000 | 3,503 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,816,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $12,816,000 | 1,016 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $21,435,000 | 3,891 |
| Total debt securities | $21,435,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,014,000 | 4,079 |
| U.S. Government securities | $22,494,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,494,000 | 3,187 |
| Securities issued by states & political subdivisions | $520,000 | 5,250 |
| 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 | $8,126,000 | 3,677 |
| Mortgage-backed securities | $19,154,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $5,256,000 | 3,460 |
| Issued or guaranteed by U.S. | $5,256,000 | 3,451 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,898,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $13,898,000 | 953 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,014,000 | 3,702 |
| Total debt securities | $23,014,000 | 4,050 |
| 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 | $24,976,000 | 3,912 |
| U.S. Government securities | $24,435,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,435,000 | 3,012 |
| Securities issued by states & political subdivisions | $541,000 | 5,270 |
| 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 | $6,914,000 | 3,932 |
| Mortgage-backed securities | $21,056,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 3,326 |
| Issued or guaranteed by U.S. | $6,133,000 | 3,317 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $14,923,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $14,923,000 | 886 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,976,000 | 3,533 |
| Total debt securities | $24,976,000 | 3,876 |
| 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 | $40,667,000 | 2,758 |
| U.S. Government securities | $40,152,000 | 2,055 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $40,152,000 | 2,004 |
| Securities issued by states & political subdivisions | $515,000 | 5,317 |
| 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 | $7,498,000 | 3,806 |
| Mortgage-backed securities | $31,565,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $6,296,000 | 3,356 |
| Issued or guaranteed by U.S. | $6,296,000 | 3,344 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $25,269,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $25,269,000 | 595 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $40,667,000 | 2,451 |
| Total debt securities | $40,667,000 | 2,734 |
| 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 | $20,397,000 | 4,390 |
| U.S. Government securities | $20,397,000 | 3,480 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,397,000 | 3,413 |
| 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 | $9,889,000 | 3,435 |
| Mortgage-backed securities | $11,761,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $3,027,000 | 4,387 |
| Issued or guaranteed by U.S. | $3,027,000 | 4,376 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,734,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $8,734,000 | 1,160 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $20,397,000 | 3,947 |
| Total debt securities | $20,397,000 | 4,353 |
| 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 | $13,797,000 | 5,293 |
| U.S. Government securities | $13,797,000 | 4,424 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,797,000 | 4,342 |
| 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 | $8,628,000 | 3,671 |
| Mortgage-backed securities | $4,649,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $3,230,000 | 4,275 |
| Issued or guaranteed by U.S. | $3,230,000 | 4,262 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,419,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,312 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,797,000 | 4,777 |
| Total debt securities | $13,797,000 | 5,253 |
| 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 | $13,273,000 | 5,313 |
| U.S. Government securities | $13,273,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,273,000 | 4,408 |
| 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 | $8,769,000 | 3,639 |
| Mortgage-backed securities | $1,478,000 | 5,356 |
| 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 | $1,478,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $1,478,000 | 2,208 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $13,273,000 | 4,795 |
| Total debt securities | $13,273,000 | 5,271 |
| 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 | $15,377,000 | 5,073 |
| U.S. Government securities | $15,377,000 | 4,158 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,377,000 | 4,089 |
| 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 | $8,315,000 | 3,685 |
| Mortgage-backed securities | $1,548,000 | 5,342 |
| 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 | $1,548,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,187 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,377,000 | 4,576 |
| Total debt securities | $15,377,000 | 5,021 |
| 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 | $16,626,000 | 4,878 |
| U.S. Government securities | $16,626,000 | 3,986 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,626,000 | 3,915 |
| 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 | $12,127,000 | 3,025 |
| Mortgage-backed securities | $590,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,400 |
| Issued or guaranteed by U.S. | $590,000 | 5,374 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $16,626,000 | 4,385 |
| Total debt securities | $16,626,000 | 4,822 |
| 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 | $26,610,000 | 3,721 |
| U.S. Government securities | $26,610,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,610,000 | 2,864 |
| 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 | $20,451,000 | 2,179 |
| Mortgage-backed securities | $657,000 | 5,595 |
| 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 | $657,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $657,000 | 2,545 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $26,610,000 | 3,299 |
| Total debt securities | $26,610,000 | 3,676 |
| 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 | $27,722,000 | 3,622 |
| U.S. Government securities | $27,722,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,722,000 | 2,816 |
| 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 | $16,516,000 | 2,509 |
| Mortgage-backed securities | $731,000 | 5,467 |
| 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 | $731,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,450 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,722,000 | 3,205 |
| Total debt securities | $27,722,000 | 3,581 |
| 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 | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $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 | $0 | 6,778 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $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 | $0 | 6,814 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $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 | $0 | 6,854 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $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 | $0 | 6,913 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| 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 | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $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 | $0 | 6,970 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| 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 | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $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 | $0 | 6,996 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| 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 | $0 | 8,634 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $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 | $0 | 7,036 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $0 | 8,589 |
| 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 | $0 | 8,672 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $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 | $0 | 7,079 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $0 | 8,624 |
| 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 | $0 | 8,693 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $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 | $0 | 7,094 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $0 | 8,648 |
| 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 | $0 | 8,768 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $0 | 8,720 |
| 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 | $0 | 8,814 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $0 | 8,758 |
| 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 | $0 | 8,861 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $0 | 8,812 |
| 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 | $0 | 8,921 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| 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 | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,999,000 | 7,814 |
| U.S. Government securities | $4,999,000 | 7,232 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,999,000 | 7,047 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $4,999,000 | 4,480 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,999,000 | 6,982 |
| Total debt securities | $4,999,000 | 7,733 |
| 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 | $5,002,000 | 7,786 |
| U.S. Government securities | $5,002,000 | 7,151 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,002,000 | 6,970 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $0 | 7,307 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,002,000 | 6,964 |
| Total debt securities | $5,002,000 | 7,699 |
| 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 | $5,044,000 | 7,755 |
| U.S. Government securities | $5,044,000 | 7,069 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,044,000 | 6,888 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,044,000 | 6,931 |
| Total debt securities | $5,044,000 | 7,670 |
| 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 | $5,009,000 | 7,817 |
| U.S. Government securities | $5,009,000 | 7,134 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,009,000 | 6,925 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,009,000 | 6,957 |
| Total debt securities | $5,009,000 | 7,737 |
| 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 | $0 | 9,193 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $0 | 9,137 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $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 | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,479,000 | 8,196 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $4,974,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $4,974,000 | 386 |
| 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 | $505,000 | 3,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $4,974,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,974,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $4,974,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,479,000 | 7,088 |
| Total debt securities | $4,974,000 | 8,252 |
| 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 |